Home > Trust Company of America > Securities
Trust Company of America, Securities
| 2018-03-31 | Rank | |
| Total securities | $766,824,000 | 232 |
| U.S. Government securities | $491,617,000 | 255 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $491,617,000 | 245 |
| Securities issued by states & political subdivisions | $70,204,000 | 520 |
| Other domestic debt securities | $1,305,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,305,000 | 1,095 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $203,698,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,163,000 | 1,344 |
| Mortgage-backed securities | $346,810,000 | 255 |
| Certificates of participation in pools of residential mortgages | $76,506,000 | 516 |
| Issued or guaranteed by U.S. | $76,506,000 | 515 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $114,800,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $114,800,000 | 228 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $155,504,000 | 118 |
| Commercial mortgage pass-through securities | $79,862,000 | 71 |
| Other commercial mortgage-backed securities | $75,642,000 | 133 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $766,824,000 | 207 |
| Total debt securities | $563,129,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $760,062,000 | 230 |
| U.S. Government securities | $491,908,000 | 252 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $491,908,000 | 241 |
| Securities issued by states & political subdivisions | $72,155,000 | 519 |
| Other domestic debt securities | $1,333,000 | 1,384 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,333,000 | 1,123 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $194,666,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $491,907,000 | 166 |
| Mortgage-backed securities | $336,309,000 | 255 |
| Certificates of participation in pools of residential mortgages | $71,909,000 | 536 |
| Issued or guaranteed by U.S. | $71,909,000 | 535 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $102,808,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $102,808,000 | 243 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $161,592,000 | 114 |
| Commercial mortgage pass-through securities | $94,253,000 | 59 |
| Other commercial mortgage-backed securities | $67,339,000 | 132 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $760,062,000 | 202 |
| Total debt securities | $565,396,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $745,341,000 | 233 |
| U.S. Government securities | $494,516,000 | 242 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $494,516,000 | 237 |
| Securities issued by states & political subdivisions | $72,339,000 | 523 |
| Other domestic debt securities | $1,342,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,342,000 | 1,153 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $177,144,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $494,517,000 | 170 |
| Mortgage-backed securities | $333,981,000 | 255 |
| Certificates of participation in pools of residential mortgages | $77,180,000 | 511 |
| Issued or guaranteed by U.S. | $77,180,000 | 510 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $104,265,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $104,265,000 | 247 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $152,536,000 | 112 |
| Commercial mortgage pass-through securities | $91,963,000 | 65 |
| Other commercial mortgage-backed securities | $60,573,000 | 132 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $745,341,000 | 206 |
| Total debt securities | $568,197,000 | 278 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $683,119,000 | 252 |
| U.S. Government securities | $488,839,000 | 247 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $488,839,000 | 239 |
| Securities issued by states & political subdivisions | $69,151,000 | 555 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $125,129,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,839,000 | 169 |
| Mortgage-backed securities | $322,965,000 | 265 |
| Certificates of participation in pools of residential mortgages | $70,224,000 | 572 |
| Issued or guaranteed by U.S. | $70,224,000 | 572 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $105,734,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $105,734,000 | 246 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $147,007,000 | 112 |
| Commercial mortgage pass-through securities | $93,086,000 | 61 |
| Other commercial mortgage-backed securities | $53,921,000 | 136 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $683,119,000 | 218 |
| Total debt securities | $557,990,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $634,037,000 | 266 |
| U.S. Government securities | $488,383,000 | 247 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $488,383,000 | 237 |
| Securities issued by states & political subdivisions | $68,615,000 | 564 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $77,039,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,364,000 | 171 |
| Mortgage-backed securities | $329,895,000 | 259 |
| Certificates of participation in pools of residential mortgages | $74,933,000 | 552 |
| Issued or guaranteed by U.S. | $74,933,000 | 551 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $107,433,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $107,433,000 | 246 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $147,529,000 | 106 |
| Commercial mortgage pass-through securities | $97,151,000 | 59 |
| Other commercial mortgage-backed securities | $50,378,000 | 134 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $634,037,000 | 229 |
| Total debt securities | $556,998,000 | 285 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $611,774,000 | 265 |
| U.S. Government securities | $446,290,000 | 263 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $446,290,000 | 249 |
| Securities issued by states & political subdivisions | $55,445,000 | 713 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $110,039,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $446,292,000 | 168 |
| Mortgage-backed securities | $311,952,000 | 264 |
| Certificates of participation in pools of residential mortgages | $66,515,000 | 607 |
| Issued or guaranteed by U.S. | $66,515,000 | 607 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $102,748,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $102,748,000 | 243 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $142,689,000 | 105 |
| Commercial mortgage pass-through securities | $98,234,000 | 59 |
| Other commercial mortgage-backed securities | $44,455,000 | 138 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $611,774,000 | 229 |
| Total debt securities | $501,736,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $602,342,000 | 267 |
| U.S. Government securities | $450,234,000 | 249 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $450,234,000 | 238 |
| Securities issued by states & political subdivisions | $57,108,000 | 698 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $95,000,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,234,000 | 163 |
| Mortgage-backed securities | $316,110,000 | 264 |
| Certificates of participation in pools of residential mortgages | $72,528,000 | 565 |
| Issued or guaranteed by U.S. | $72,528,000 | 565 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $112,694,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $112,694,000 | 235 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $130,888,000 | 109 |
| Commercial mortgage pass-through securities | $87,982,000 | 57 |
| Other commercial mortgage-backed securities | $42,906,000 | 137 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $602,342,000 | 231 |
| Total debt securities | $507,342,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $555,009,000 | 283 |
| U.S. Government securities | $445,314,000 | 251 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $445,314,000 | 242 |
| Securities issued by states & political subdivisions | $57,695,000 | 695 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $52,000,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,100,000 | 175 |
| Mortgage-backed securities | $309,136,000 | 270 |
| Certificates of participation in pools of residential mortgages | $82,080,000 | 496 |
| Issued or guaranteed by U.S. | $82,080,000 | 495 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $121,677,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $121,677,000 | 232 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $105,379,000 | 112 |
| Commercial mortgage pass-through securities | $79,162,000 | 62 |
| Other commercial mortgage-backed securities | $26,217,000 | 165 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $555,009,000 | 250 |
| Total debt securities | $503,011,000 | 300 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $455,089,000 | 337 |
| U.S. Government securities | $402,056,000 | 287 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $402,056,000 | 274 |
| Securities issued by states & political subdivisions | $53,033,000 | 751 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,827,000 | 189 |
| Mortgage-backed securities | $262,070,000 | 299 |
| Certificates of participation in pools of residential mortgages | $81,675,000 | 513 |
| Issued or guaranteed by U.S. | $81,675,000 | 513 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $128,268,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $128,268,000 | 224 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $52,127,000 | 157 |
| Commercial mortgage pass-through securities | $36,276,000 | 104 |
| Other commercial mortgage-backed securities | $15,851,000 | 196 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $455,089,000 | 291 |
| Total debt securities | $455,089,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $475,957,000 | 328 |
| U.S. Government securities | $394,679,000 | 286 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $394,679,000 | 276 |
| Securities issued by states & political subdivisions | $46,902,000 | 861 |
| Other domestic debt securities | $14,176,000 | 484 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $14,176,000 | 55 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $20,200,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,856,000 | 186 |
| Mortgage-backed securities | $263,186,000 | 306 |
| Certificates of participation in pools of residential mortgages | $86,267,000 | 478 |
| Issued or guaranteed by U.S. | $86,267,000 | 478 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $136,543,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $136,543,000 | 218 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $40,376,000 | 176 |
| Commercial mortgage pass-through securities | $26,200,000 | 123 |
| Other commercial mortgage-backed securities | $14,176,000 | 195 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $475,957,000 | 279 |
| Total debt securities | $455,758,000 | 334 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 85 |
| Fair value | $24,531,000 | 89 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $680,004,000 | 244 |
| U.S. Government securities | $408,769,000 | 278 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $408,769,000 | 265 |
| Securities issued by states & political subdivisions | $44,962,000 | 891 |
| Other domestic debt securities | $11,073,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $11,073,000 | 61 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $215,200,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $378,405,000 | 197 |
| Mortgage-backed securities | $264,984,000 | 306 |
| Certificates of participation in pools of residential mortgages | $87,370,000 | 479 |
| Issued or guaranteed by U.S. | $87,370,000 | 479 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $139,687,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $139,687,000 | 215 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $37,927,000 | 169 |
| Commercial mortgage pass-through securities | $26,854,000 | 109 |
| Other commercial mortgage-backed securities | $11,073,000 | 208 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $680,004,000 | 207 |
| Total debt securities | $464,805,000 | 328 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 56 |
| Fair value | $39,844,000 | 56 |
| 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 | $585,072,000 | 274 |
| U.S. Government securities | $399,822,000 | 287 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $399,822,000 | 277 |
| Securities issued by states & political subdivisions | $33,728,000 | 1,146 |
| Other domestic debt securities | $11,422,000 | 552 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $11,422,000 | 57 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $140,100,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,571,000 | 182 |
| Mortgage-backed securities | $265,859,000 | 301 |
| Certificates of participation in pools of residential mortgages | $79,849,000 | 531 |
| Issued or guaranteed by U.S. | $79,849,000 | 531 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $147,526,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $147,526,000 | 213 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $38,484,000 | 153 |
| Commercial mortgage pass-through securities | $27,062,000 | 100 |
| Other commercial mortgage-backed securities | $11,422,000 | 185 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $585,072,000 | 238 |
| Total debt securities | $444,972,000 | 343 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 54 |
| Fair value | $48,800,000 | 55 |
| 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 | $566,968,000 | 277 |
| U.S. Government securities | $392,791,000 | 290 |
| U.S. Treasury securities | $5,994,000 | 505 |
| U.S. Government agency obligations | $386,797,000 | 283 |
| Securities issued by states & political subdivisions | $18,961,000 | 1,889 |
| Other domestic debt securities | $5,216,000 | 843 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $5,216,000 | 69 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $150,000,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,143,000 | 184 |
| Mortgage-backed securities | $170,384,000 | 441 |
| Certificates of participation in pools of residential mortgages | $10,201,000 | 2,444 |
| Issued or guaranteed by U.S. | $10,201,000 | 2,442 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $148,926,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $148,926,000 | 210 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $11,257,000 | 302 |
| Commercial mortgage pass-through securities | $6,041,000 | 251 |
| Other commercial mortgage-backed securities | $5,216,000 | 292 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $566,968,000 | 240 |
| Total debt securities | $416,968,000 | 370 |
| Structured notes | ||
| Amortized cost | $135,000,000 | 18 |
| Fair value | $134,605,000 | 18 |
| 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 | $517,259,000 | 292 |
| U.S. Government securities | $413,409,000 | 275 |
| U.S. Treasury securities | $5,942,000 | 529 |
| U.S. Government agency obligations | $407,467,000 | 268 |
| Securities issued by states & political subdivisions | $3,850,000 | 3,895 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $100,000,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $353,000,000 | 201 |
| Mortgage-backed securities | $162,726,000 | 452 |
| Certificates of participation in pools of residential mortgages | $13,115,000 | 2,192 |
| Issued or guaranteed by U.S. | $13,115,000 | 2,190 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $149,611,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $149,611,000 | 214 |
| Privately issued | $0 | 785 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $517,259,000 | 254 |
| Total debt securities | $417,259,000 | 370 |
| Structured notes | ||
| Amortized cost | $160,000,000 | 15 |
| Fair value | $158,633,000 | 16 |
| 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 | $373,720,000 | 422 |
| U.S. Government securities | $373,720,000 | 305 |
| U.S. Treasury securities | $6,067,000 | 495 |
| U.S. Government agency obligations | $367,653,000 | 298 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,720,000 | 185 |
| Mortgage-backed securities | $150,611,000 | 489 |
| Certificates of participation in pools of residential mortgages | $1,829,000 | 4,216 |
| Issued or guaranteed by U.S. | $1,829,000 | 4,212 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $148,782,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $148,782,000 | 216 |
| Privately issued | $0 | 821 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $373,720,000 | 343 |
| Total debt securities | $373,720,000 | 415 |
| Structured notes | ||
| Amortized cost | $160,000,000 | 18 |
| Fair value | $156,997,000 | 18 |
| 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 | $449,532,000 | 347 |
| U.S. Government securities | $447,335,000 | 258 |
| U.S. Treasury securities | $6,219,000 | 451 |
| U.S. Government agency obligations | $441,116,000 | 254 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,197,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,315,000 | 159 |
| Mortgage-backed securities | $224,916,000 | 360 |
| Certificates of participation in pools of residential mortgages | $1,939,000 | 4,229 |
| Issued or guaranteed by U.S. | $1,939,000 | 4,226 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $222,977,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $222,977,000 | 165 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $449,532,000 | 285 |
| Total debt securities | $447,335,000 | 345 |
| Structured notes | ||
| Amortized cost | $150,000,000 | 20 |
| Fair value | $146,663,000 | 20 |
| 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 | $530,650,000 | 282 |
| U.S. Government securities | $465,546,000 | 248 |
| U.S. Treasury securities | $6,090,000 | 423 |
| U.S. Government agency obligations | $459,456,000 | 242 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $65,104,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $466,546,000 | 154 |
| Mortgage-backed securities | $237,777,000 | 346 |
| Certificates of participation in pools of residential mortgages | $1,979,000 | 4,249 |
| Issued or guaranteed by U.S. | $1,979,000 | 4,245 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $235,798,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $235,798,000 | 158 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $530,650,000 | 244 |
| Total debt securities | $465,546,000 | 318 |
| Structured notes | ||
| Amortized cost | $160,000,000 | 19 |
| Fair value | $154,003,000 | 19 |
| 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 | $489,620,000 | 310 |
| U.S. Government securities | $477,183,000 | 234 |
| U.S. Treasury securities | $6,078,000 | 405 |
| U.S. Government agency obligations | $471,105,000 | 231 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $12,437,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $477,184,000 | 152 |
| Mortgage-backed securities | $247,522,000 | 326 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 4,261 |
| Issued or guaranteed by U.S. | $2,033,000 | 4,256 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $245,489,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $245,489,000 | 150 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $489,620,000 | 264 |
| Total debt securities | $477,183,000 | 310 |
| Structured notes | ||
| Amortized cost | $160,000,000 | 20 |
| Fair value | $150,930,000 | 20 |
| 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 | $538,911,000 | 285 |
| U.S. Government securities | $524,050,000 | 215 |
| U.S. Treasury securities | $6,182,000 | 395 |
| U.S. Government agency obligations | $517,868,000 | 209 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $14,861,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,049,000 | 139 |
| Mortgage-backed securities | $266,920,000 | 304 |
| Certificates of participation in pools of residential mortgages | $2,186,000 | 4,233 |
| Issued or guaranteed by U.S. | $2,186,000 | 4,226 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $264,734,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $264,734,000 | 145 |
| 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) | $292,287,000 | 105 |
| Available-for-sale securities (fair market value) | $246,624,000 | 546 |
| Total debt securities | $524,050,000 | 286 |
| Structured notes | ||
| Amortized cost | $170,000,000 | 20 |
| Fair value | $162,489,000 | 19 |
| 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 | $568,704,000 | 268 |
| U.S. Government securities | $528,701,000 | 218 |
| U.S. Treasury securities | $6,125,000 | 401 |
| U.S. Government agency obligations | $522,576,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $40,003,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,701,000 | 137 |
| Mortgage-backed securities | $288,885,000 | 284 |
| Certificates of participation in pools of residential mortgages | $2,347,000 | 4,162 |
| Issued or guaranteed by U.S. | $2,347,000 | 4,156 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $286,538,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $286,538,000 | 137 |
| 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) | $276,766,000 | 93 |
| Available-for-sale securities (fair market value) | $291,938,000 | 466 |
| Total debt securities | $528,701,000 | 286 |
| Structured notes | ||
| Amortized cost | $170,000,000 | 17 |
| Fair value | $163,355,000 | 17 |
| 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 | $545,598,000 | 284 |
| U.S. Government securities | $486,235,000 | 236 |
| U.S. Treasury securities | $6,521,000 | 396 |
| U.S. Government agency obligations | $479,714,000 | 234 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $59,363,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,235,000 | 148 |
| Mortgage-backed securities | $315,767,000 | 274 |
| Certificates of participation in pools of residential mortgages | $2,620,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,620,000 | 4,123 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $313,147,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $313,147,000 | 128 |
| 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) | $208,299,000 | 119 |
| Available-for-sale securities (fair market value) | $337,299,000 | 403 |
| Total debt securities | $486,235,000 | 307 |
| Structured notes | ||
| Amortized cost | $100,000,000 | 27 |
| Fair value | $99,840,000 | 28 |
| 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 | $573,328,000 | 264 |
| U.S. Government securities | $490,434,000 | 230 |
| U.S. Treasury securities | $6,515,000 | 389 |
| U.S. Government agency obligations | $483,919,000 | 230 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $82,894,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $490,434,000 | 149 |
| Mortgage-backed securities | $339,954,000 | 262 |
| Certificates of participation in pools of residential mortgages | $2,852,000 | 4,067 |
| Issued or guaranteed by U.S. | $2,852,000 | 4,065 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $337,102,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $337,102,000 | 124 |
| 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) | $189,742,000 | 127 |
| Available-for-sale securities (fair market value) | $383,586,000 | 349 |
| Total debt securities | $490,434,000 | 306 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 112 |
| Fair value | $34,928,000 | 114 |
| 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 | $502,751,000 | 312 |
| U.S. Government securities | $488,012,000 | 237 |
| U.S. Treasury securities | $6,556,000 | 355 |
| U.S. Government agency obligations | $481,456,000 | 235 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $14,739,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $443,095,000 | 162 |
| Mortgage-backed securities | $347,483,000 | 267 |
| Certificates of participation in pools of residential mortgages | $3,149,000 | 4,110 |
| Issued or guaranteed by U.S. | $3,149,000 | 4,108 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $344,334,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $344,334,000 | 127 |
| 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) | $153,547,000 | 154 |
| Available-for-sale securities (fair market value) | $349,204,000 | 387 |
| Total debt securities | $488,012,000 | 312 |
| Structured notes | ||
| Amortized cost | $25,000,000 | 176 |
| Fair value | $24,916,000 | 177 |
| 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 | $479,497,000 | 326 |
| U.S. Government securities | $372,283,000 | 307 |
| U.S. Treasury securities | $6,421,000 | 361 |
| U.S. Government agency obligations | $365,862,000 | 304 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $107,214,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,289,000 | 201 |
| Mortgage-backed securities | $345,863,000 | 275 |
| Certificates of participation in pools of residential mortgages | $3,369,000 | 4,097 |
| Issued or guaranteed by U.S. | $3,369,000 | 4,095 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $342,494,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $342,494,000 | 131 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $479,497,000 | 283 |
| Total debt securities | $372,283,000 | 409 |
| 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 | $466,917,000 | 341 |
| U.S. Government securities | $396,984,000 | 304 |
| U.S. Treasury securities | $6,323,000 | 372 |
| U.S. Government agency obligations | $390,661,000 | 299 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $69,933,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,000 | 6,223 |
| Mortgage-backed securities | $365,620,000 | 264 |
| Certificates of participation in pools of residential mortgages | $3,569,000 | 4,053 |
| Issued or guaranteed by U.S. | $3,569,000 | 4,049 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $362,051,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $362,051,000 | 124 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $466,917,000 | 304 |
| Total debt securities | $396,984,000 | 389 |
| 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 | $437,662,000 | 351 |
| U.S. Government securities | $402,519,000 | 288 |
| U.S. Treasury securities | $6,274,000 | 347 |
| U.S. Government agency obligations | $396,245,000 | 287 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $35,143,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,518,000 | 164 |
| Mortgage-backed securities | $371,118,000 | 253 |
| Certificates of participation in pools of residential mortgages | $3,801,000 | 3,901 |
| Issued or guaranteed by U.S. | $3,801,000 | 3,896 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $367,317,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $367,317,000 | 115 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $437,662,000 | 312 |
| Total debt securities | $402,519,000 | 372 |
| 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 | $500,820,000 | 298 |
| U.S. Government securities | $403,677,000 | 277 |
| U.S. Treasury securities | $6,172,000 | 360 |
| U.S. Government agency obligations | $397,505,000 | 275 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $97,143,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,677,000 | 160 |
| Mortgage-backed securities | $372,295,000 | 244 |
| Certificates of participation in pools of residential mortgages | $4,023,000 | 3,786 |
| Issued or guaranteed by U.S. | $4,023,000 | 3,776 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $368,272,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $368,272,000 | 110 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $500,820,000 | 264 |
| Total debt securities | $403,677,000 | 355 |
| 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 | $549,713,000 | 270 |
| U.S. Government securities | $401,080,000 | 276 |
| U.S. Treasury securities | $5,976,000 | 433 |
| U.S. Government agency obligations | $395,104,000 | 269 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $148,633,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,520,000 | 166 |
| Mortgage-backed securities | $369,846,000 | 235 |
| Certificates of participation in pools of residential mortgages | $4,096,000 | 3,741 |
| Issued or guaranteed by U.S. | $4,096,000 | 3,729 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $365,750,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $365,750,000 | 107 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $549,713,000 | 240 |
| Total debt securities | $401,080,000 | 360 |
| 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 | $551,760,000 | 272 |
| U.S. Government securities | $387,960,000 | 276 |
| U.S. Treasury securities | $5,727,000 | 467 |
| U.S. Government agency obligations | $382,233,000 | 271 |
| Securities issued by states & political subdivisions | $3,017,000 | 4,019 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $160,783,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,332,000 | 1,321 |
| Mortgage-backed securities | $375,255,000 | 229 |
| Certificates of participation in pools of residential mortgages | $4,191,000 | 3,648 |
| Issued or guaranteed by U.S. | $4,191,000 | 3,639 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $371,064,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $371,064,000 | 103 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $551,760,000 | 242 |
| Total debt securities | $390,977,000 | 360 |
| 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 | $490,643,000 | 293 |
| U.S. Government securities | $344,288,000 | 301 |
| U.S. Treasury securities | $5,647,000 | 471 |
| U.S. Government agency obligations | $338,641,000 | 294 |
| Securities issued by states & political subdivisions | $7,376,000 | 2,915 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $138,979,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,591,000 | 226 |
| Mortgage-backed securities | $321,358,000 | 257 |
| Certificates of participation in pools of residential mortgages | $4,440,000 | 3,496 |
| Issued or guaranteed by U.S. | $4,440,000 | 3,488 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $316,918,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $316,918,000 | 111 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $490,643,000 | 258 |
| Total debt securities | $351,664,000 | 398 |
| Structured notes | ||
| Amortized cost | $5,001,000 | 1,110 |
| Fair value | $5,008,000 | 1,110 |
| 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 | $408,347,000 | 327 |
| U.S. Government securities | $332,471,000 | 286 |
| U.S. Treasury securities | $5,747,000 | 418 |
| U.S. Government agency obligations | $326,724,000 | 284 |
| Securities issued by states & political subdivisions | $9,050,000 | 2,532 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $66,826,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,474,000 | 192 |
| Mortgage-backed securities | $311,292,000 | 245 |
| Certificates of participation in pools of residential mortgages | $4,742,000 | 3,394 |
| Issued or guaranteed by U.S. | $4,742,000 | 3,388 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $306,550,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $306,550,000 | 103 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $408,347,000 | 289 |
| Total debt securities | $341,521,000 | 383 |
| Structured notes | ||
| Amortized cost | $5,002,000 | 1,100 |
| Fair value | $5,014,000 | 1,138 |
| 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 | $533,585,000 | 255 |
| U.S. Government securities | $328,396,000 | 290 |
| U.S. Treasury securities | $10,932,000 | 273 |
| U.S. Government agency obligations | $317,464,000 | 288 |
| Securities issued by states & political subdivisions | $9,105,000 | 2,403 |
| Other domestic debt securities | $1,585,000 | 1,858 |
| 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 | $1,585,000 | 1,098 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $194,499,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $287,892,000 | 213 |
| Mortgage-backed securities | $286,828,000 | 255 |
| Certificates of participation in pools of residential mortgages | $4,934,000 | 3,370 |
| Issued or guaranteed by U.S. | $4,934,000 | 3,362 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $281,894,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $281,894,000 | 107 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $533,585,000 | 218 |
| Total debt securities | $339,086,000 | 375 |
| Structured notes | ||
| Amortized cost | $5,003,000 | 1,146 |
| Fair value | $5,020,000 | 1,180 |
| 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 | $452,789,000 | 297 |
| U.S. Government securities | $286,469,000 | 333 |
| U.S. Treasury securities | $10,602,000 | 271 |
| U.S. Government agency obligations | $275,867,000 | 341 |
| Securities issued by states & political subdivisions | $10,981,000 | 2,107 |
| Other domestic debt securities | $1,584,000 | 1,906 |
| 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 | $1,584,000 | 1,124 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $153,755,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $286,468,000 | 226 |
| Mortgage-backed securities | $255,108,000 | 287 |
| Certificates of participation in pools of residential mortgages | $5,054,000 | 3,438 |
| Issued or guaranteed by U.S. | $5,054,000 | 3,430 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $250,054,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $250,054,000 | 119 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $452,789,000 | 261 |
| Total debt securities | $299,034,000 | 434 |
| 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 | $413,406,000 | 318 |
| U.S. Government securities | $270,752,000 | 338 |
| U.S. Treasury securities | $10,636,000 | 230 |
| U.S. Government agency obligations | $260,116,000 | 335 |
| Securities issued by states & political subdivisions | $13,001,000 | 1,872 |
| Other domestic debt securities | $1,584,000 | 1,966 |
| 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 | $1,584,000 | 1,160 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $128,069,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,753,000 | 225 |
| Mortgage-backed securities | $234,162,000 | 315 |
| Certificates of participation in pools of residential mortgages | $5,252,000 | 3,461 |
| Issued or guaranteed by U.S. | $5,252,000 | 3,452 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $228,910,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $228,910,000 | 129 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $413,406,000 | 277 |
| Total debt securities | $285,337,000 | 446 |
| 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 | $450,527,000 | 298 |
| U.S. Government securities | $251,928,000 | 356 |
| U.S. Treasury securities | $10,408,000 | 229 |
| U.S. Government agency obligations | $241,520,000 | 360 |
| Securities issued by states & political subdivisions | $14,971,000 | 1,653 |
| Other domestic debt securities | $1,583,000 | 2,085 |
| 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 | $1,583,000 | 1,239 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $182,045,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,901,000 | 232 |
| Mortgage-backed securities | $215,318,000 | 349 |
| Certificates of participation in pools of residential mortgages | $5,541,000 | 3,486 |
| Issued or guaranteed by U.S. | $5,541,000 | 3,475 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $209,777,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $209,777,000 | 130 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $450,527,000 | 258 |
| Total debt securities | $268,482,000 | 471 |
| 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 | $534,344,000 | 252 |
| U.S. Government securities | $251,146,000 | 360 |
| U.S. Treasury securities | $10,146,000 | 224 |
| U.S. Government agency obligations | $241,000,000 | 365 |
| Securities issued by states & political subdivisions | $16,631,000 | 1,444 |
| Other domestic debt securities | $1,582,000 | 2,117 |
| 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 | $1,582,000 | 1,260 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $264,985,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,254,000 | 246 |
| Mortgage-backed securities | $204,585,000 | 369 |
| Certificates of participation in pools of residential mortgages | $5,807,000 | 3,477 |
| Issued or guaranteed by U.S. | $5,807,000 | 3,464 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $198,778,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $198,778,000 | 127 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $534,344,000 | 214 |
| Total debt securities | $269,359,000 | 471 |
| 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 | $467,776,000 | 285 |
| U.S. Government securities | $223,706,000 | 405 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $223,706,000 | 395 |
| Securities issued by states & political subdivisions | $17,175,000 | 1,352 |
| Other domestic debt securities | $1,581,000 | 2,031 |
| 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 | $1,581,000 | 1,279 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $225,314,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $234,950,000 | 277 |
| Mortgage-backed securities | $172,161,000 | 438 |
| Certificates of participation in pools of residential mortgages | $6,156,000 | 3,487 |
| Issued or guaranteed by U.S. | $6,156,000 | 3,476 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $166,005,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $166,005,000 | 152 |
| 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) | $4,894,000 | 1,646 |
| Available-for-sale securities (fair market value) | $462,882,000 | 249 |
| Total debt securities | $242,462,000 | 510 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $405,474,000 | 327 |
| U.S. Government securities | $190,885,000 | 459 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $190,885,000 | 449 |
| Securities issued by states & political subdivisions | $17,236,000 | 1,315 |
| Other domestic debt securities | $13,394,000 | 695 |
| 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 | $13,394,000 | 302 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $183,959,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,202,000 | 270 |
| Mortgage-backed securities | $134,156,000 | 517 |
| Certificates of participation in pools of residential mortgages | $6,328,000 | 3,413 |
| Issued or guaranteed by U.S. | $6,328,000 | 3,400 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $127,828,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $127,828,000 | 179 |
| 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) | $9,785,000 | 1,176 |
| Available-for-sale securities (fair market value) | $395,689,000 | 284 |
| Total debt securities | $221,515,000 | 542 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $390,548,000 | 324 |
| U.S. Government securities | $184,395,000 | 464 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $184,395,000 | 450 |
| Securities issued by states & political subdivisions | $18,768,000 | 1,148 |
| Other domestic debt securities | $18,080,000 | 572 |
| 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 | $18,080,000 | 238 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $169,305,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,297,000 | 273 |
| Mortgage-backed securities | $104,112,000 | 597 |
| Certificates of participation in pools of residential mortgages | $6,191,000 | 3,345 |
| Issued or guaranteed by U.S. | $6,191,000 | 3,333 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $97,921,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $97,921,000 | 197 |
| 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) | $29,380,000 | 556 |
| Available-for-sale securities (fair market value) | $361,168,000 | 301 |
| Total debt securities | $221,243,000 | 536 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $324,855,000 | 398 |
| U.S. Government securities | $206,544,000 | 418 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $206,544,000 | 407 |
| Securities issued by states & political subdivisions | $19,184,000 | 1,141 |
| Other domestic debt securities | $20,354,000 | 546 |
| 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 | $20,354,000 | 250 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $78,773,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,903,000 | 289 |
| Mortgage-backed securities | $87,319,000 | 687 |
| Certificates of participation in pools of residential mortgages | $6,375,000 | 3,287 |
| Issued or guaranteed by U.S. | $6,375,000 | 3,270 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $80,944,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $80,944,000 | 221 |
| 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) | $68,130,000 | 271 |
| Available-for-sale securities (fair market value) | $256,725,000 | 413 |
| Total debt securities | $246,082,000 | 490 |
| Structured notes | ||
| Amortized cost | $34,000,000 | 31 |
| Fair value | $33,938,000 | 31 |
| 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 | $303,583,000 | 423 |
| U.S. Government securities | $211,799,000 | 412 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $211,799,000 | 401 |
| Securities issued by states & political subdivisions | $20,486,000 | 1,064 |
| Other domestic debt securities | $20,138,000 | 539 |
| 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 | $20,138,000 | 248 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $51,160,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,651,000 | 283 |
| Mortgage-backed securities | $71,610,000 | 804 |
| Certificates of participation in pools of residential mortgages | $1,724,000 | 4,750 |
| Issued or guaranteed by U.S. | $1,724,000 | 4,727 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $69,886,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $69,886,000 | 240 |
| 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) | $73,063,000 | 242 |
| Available-for-sale securities (fair market value) | $230,520,000 | 470 |
| Total debt securities | $252,423,000 | 483 |
| Structured notes | ||
| Amortized cost | $43,992,000 | 24 |
| Fair value | $44,120,000 | 24 |
| 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 | $312,625,000 | 404 |
| U.S. Government securities | $217,511,000 | 403 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $217,511,000 | 390 |
| Securities issued by states & political subdivisions | $21,238,000 | 1,010 |
| Other domestic debt securities | $20,886,000 | 501 |
| 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 | $20,886,000 | 248 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $52,990,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,974,000 | 286 |
| Mortgage-backed securities | $48,642,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $1,848,000 | 4,453 |
| Issued or guaranteed by U.S. | $1,848,000 | 4,436 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $46,794,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $46,794,000 | 317 |
| 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) | $73,004,000 | 251 |
| Available-for-sale securities (fair market value) | $239,621,000 | 446 |
| Total debt securities | $259,635,000 | 463 |
| Structured notes | ||
| Amortized cost | $68,964,000 | 22 |
| Fair value | $68,147,000 | 22 |
| 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 | $280,861,000 | 449 |
| U.S. Government securities | $217,577,000 | 413 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $217,577,000 | 401 |
| Securities issued by states & political subdivisions | $21,149,000 | 981 |
| Other domestic debt securities | $20,603,000 | 478 |
| 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 | $20,603,000 | 238 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $21,532,000 | 159 |
| 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 | $44,869,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $1,969,000 | 4,215 |
| Issued or guaranteed by U.S. | $1,969,000 | 4,203 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $42,900,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $42,900,000 | 334 |
| 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) | $72,925,000 | 269 |
| Available-for-sale securities (fair market value) | $207,936,000 | 503 |
| Total debt securities | $259,329,000 | 466 |
| Structured notes | ||
| Amortized cost | $68,953,000 | 24 |
| Fair value | $67,123,000 | 24 |
| 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 | $282,094,000 | 443 |
| U.S. Government securities | $208,913,000 | 428 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $208,913,000 | 417 |
| Securities issued by states & political subdivisions | $21,962,000 | 929 |
| Other domestic debt securities | $20,314,000 | 474 |
| 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 | $20,314,000 | 224 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $30,905,000 | 103 |
| 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 | $32,593,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $2,129,000 | 4,103 |
| Issued or guaranteed by U.S. | $2,129,000 | 4,091 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $30,464,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $30,464,000 | 414 |
| 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) | $72,845,000 | 268 |
| Available-for-sale securities (fair market value) | $209,249,000 | 496 |
| Total debt securities | $251,189,000 | 482 |
| Structured notes | ||
| Amortized cost | $68,942,000 | 26 |
| Fair value | $66,261,000 | 26 |
| 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 | $248,752,000 | 505 |
| U.S. Government securities | $202,449,000 | 450 |
| U.S. Treasury securities | $14,979,000 | 198 |
| U.S. Government agency obligations | $187,470,000 | 464 |
| Securities issued by states & political subdivisions | $22,540,000 | 893 |
| Other domestic debt securities | $20,054,000 | 478 |
| 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 | $20,054,000 | 234 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,709,000 | 560 |
| 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 | $30,499,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $2,280,000 | 4,034 |
| Issued or guaranteed by U.S. | $2,280,000 | 4,015 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $28,219,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $28,219,000 | 430 |
| 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) | $72,766,000 | 281 |
| Available-for-sale securities (fair market value) | $175,986,000 | 581 |
| Total debt securities | $245,043,000 | 501 |
| Structured notes | ||
| Amortized cost | $68,931,000 | 25 |
| Fair value | $67,011,000 | 25 |
| 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 | $229,663,000 | 543 |
| U.S. Government securities | $168,189,000 | 542 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $168,189,000 | 529 |
| Securities issued by states & political subdivisions | $22,610,000 | 891 |
| Other domestic debt securities | $20,463,000 | 471 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,463,000 | 245 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $18,401,000 | 169 |
| 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 | $26,883,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $2,440,000 | 3,952 |
| Issued or guaranteed by U.S. | $2,440,000 | 3,940 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $24,443,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $24,443,000 | 491 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,687,000 | 285 |
| Available-for-sale securities (fair market value) | $156,976,000 | 656 |
| Total debt securities | $211,262,000 | 579 |
| Structured notes | ||
| Amortized cost | $68,920,000 | 28 |
| Fair value | $66,097,000 | 29 |
| 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 | $220,957,000 | 583 |
| U.S. Government securities | $164,886,000 | 575 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $164,886,000 | 558 |
| Securities issued by states & political subdivisions | $22,760,000 | 879 |
| Other domestic debt securities | $442,000 | 2,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $442,000 | 1,910 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $32,869,000 | 102 |
| 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 | $23,572,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 3,877 |
| Issued or guaranteed by U.S. | $2,581,000 | 3,855 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $20,991,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $20,991,000 | 530 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,606,000 | 297 |
| Available-for-sale securities (fair market value) | $148,351,000 | 713 |
| Total debt securities | $188,088,000 | 662 |
| Structured notes | ||
| Amortized cost | $68,910,000 | 33 |
| Fair value | $66,224,000 | 35 |
| 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 | $250,613,000 | 523 |
| U.S. Government securities | $164,818,000 | 578 |
| U.S. Treasury securities | $19,966,000 | 188 |
| U.S. Government agency obligations | $144,852,000 | 628 |
| Securities issued by states & political subdivisions | $22,526,000 | 864 |
| Other domestic debt securities | $20,351,000 | 481 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,351,000 | 256 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $42,918,000 | 75 |
| 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 | $14,627,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $2,681,000 | 3,833 |
| Issued or guaranteed by U.S. | $2,681,000 | 3,818 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,946,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $11,946,000 | 759 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,526,000 | 307 |
| Available-for-sale securities (fair market value) | $178,087,000 | 594 |
| Total debt securities | $207,696,000 | 606 |
| Structured notes | ||
| Amortized cost | $68,899,000 | 37 |
| Fair value | $64,238,000 | 38 |
| 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 | $224,646,000 | 590 |
| U.S. Government securities | $166,143,000 | 590 |
| U.S. Treasury securities | $19,869,000 | 200 |
| U.S. Government agency obligations | $146,274,000 | 633 |
| Securities issued by states & political subdivisions | $23,036,000 | 832 |
| Other domestic debt securities | $20,691,000 | 485 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,691,000 | 261 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $14,776,000 | 196 |
| 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 | $15,585,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $2,938,000 | 3,753 |
| Issued or guaranteed by U.S. | $2,938,000 | 3,738 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,647,000 | 910 |
| CMOs issued by government agencies or sponsored agencies | $12,647,000 | 743 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,445,000 | 310 |
| Available-for-sale securities (fair market value) | $152,201,000 | 691 |
| Total debt securities | $209,872,000 | 611 |
| Structured notes | ||
| Amortized cost | $68,888,000 | 39 |
| Fair value | $65,429,000 | 41 |
| 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 | $239,298,000 | 563 |
| U.S. Government securities | $167,444,000 | 588 |
| U.S. Treasury securities | $19,813,000 | 213 |
| U.S. Government agency obligations | $147,631,000 | 628 |
| Securities issued by states & political subdivisions | $23,180,000 | 820 |
| Other domestic debt securities | $20,470,000 | 505 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,470,000 | 274 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $28,204,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $16,531,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $3,231,000 | 3,649 |
| Issued or guaranteed by U.S. | $3,231,000 | 3,635 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $13,300,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $13,300,000 | 711 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,365,000 | 321 |
| Available-for-sale securities (fair market value) | $166,933,000 | 643 |
| Total debt securities | $211,095,000 | 602 |
| Structured notes | ||
| Amortized cost | $68,876,000 | 38 |
| Fair value | $66,663,000 | 40 |
| 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 | $230,550,000 | 574 |
| U.S. Government securities | $163,362,000 | 597 |
| U.S. Treasury securities | $19,784,000 | 206 |
| U.S. Government agency obligations | $143,578,000 | 635 |
| Securities issued by states & political subdivisions | $23,821,000 | 795 |
| Other domestic debt securities | $20,273,000 | 513 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,273,000 | 276 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $23,094,000 | 134 |
| 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 | $12,467,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $3,709,000 | 3,523 |
| Issued or guaranteed by U.S. | $3,709,000 | 3,509 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,758,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $8,758,000 | 929 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,283,000 | 321 |
| Available-for-sale securities (fair market value) | $158,267,000 | 669 |
| Total debt securities | $207,456,000 | 607 |
| Structured notes | ||
| Amortized cost | $68,864,000 | 33 |
| Fair value | $66,973,000 | 34 |
| 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 | $220,329,000 | 590 |
| U.S. Government securities | $155,652,000 | 617 |
| U.S. Treasury securities | $19,834,000 | 215 |
| U.S. Government agency obligations | $135,818,000 | 653 |
| Securities issued by states & political subdivisions | $24,106,000 | 774 |
| Other domestic debt securities | $20,100,000 | 531 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,100,000 | 291 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $20,471,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $4,224,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $4,224,000 | 3,427 |
| Issued or guaranteed by U.S. | $4,224,000 | 3,411 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,201,000 | 329 |
| Available-for-sale securities (fair market value) | $148,128,000 | 715 |
| Total debt securities | $199,858,000 | 632 |
| Structured notes | ||
| Amortized cost | $68,851,000 | 32 |
| Fair value | $68,171,000 | 32 |
| 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 | $225,501,000 | 586 |
| U.S. Government securities | $165,159,000 | 614 |
| U.S. Treasury securities | $29,778,000 | 157 |
| U.S. Government agency obligations | $135,381,000 | 673 |
| Securities issued by states & political subdivisions | $23,885,000 | 780 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $36,457,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $4,613,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $4,613,000 | 3,380 |
| Issued or guaranteed by U.S. | $4,613,000 | 3,371 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,113,000 | 327 |
| Available-for-sale securities (fair market value) | $153,388,000 | 697 |
| Total debt securities | $189,044,000 | 669 |
| Structured notes | ||
| Amortized cost | $68,834,000 | 34 |
| Fair value | $66,457,000 | 34 |
| 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 | $196,550,000 | 673 |
| U.S. Government securities | $165,936,000 | 620 |
| U.S. Treasury securities | $19,931,000 | 229 |
| U.S. Government agency obligations | $146,005,000 | 649 |
| Securities issued by states & political subdivisions | $25,598,000 | 733 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $5,016,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $5,028,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $5,028,000 | 3,294 |
| Issued or guaranteed by U.S. | $5,028,000 | 3,283 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $196,550,000 | 561 |
| Total debt securities | $191,534,000 | 671 |
| Structured notes | ||
| Amortized cost | $73,815,000 | 31 |
| Fair value | $72,463,000 | 32 |
| 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 | $213,002,000 | 636 |
| U.S. Government securities | $182,377,000 | 573 |
| U.S. Treasury securities | $35,035,000 | 148 |
| U.S. Government agency obligations | $147,342,000 | 638 |
| Securities issued by states & political subdivisions | $25,869,000 | 719 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,756,000 | 592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $5,576,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $5,576,000 | 3,170 |
| Issued or guaranteed by U.S. | $5,576,000 | 3,164 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $213,002,000 | 528 |
| Total debt securities | $208,246,000 | 634 |
| Structured notes | ||
| Amortized cost | $73,796,000 | 32 |
| Fair value | $72,996,000 | 33 |
| 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 | $210,973,000 | 632 |
| U.S. Government securities | $154,426,000 | 659 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $154,426,000 | 634 |
| Securities issued by states & political subdivisions | $25,908,000 | 701 |
| Other domestic debt securities | $22,002,000 | 516 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,002,000 | 302 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $8,637,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $6,195,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $6,195,000 | 3,085 |
| Issued or guaranteed by U.S. | $6,195,000 | 3,077 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $210,973,000 | 536 |
| Total debt securities | $202,336,000 | 644 |
| Structured notes | ||
| Amortized cost | $78,776,000 | 30 |
| Fair value | $75,633,000 | 31 |
| 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 | $218,408,000 | 637 |
| U.S. Government securities | $144,641,000 | 698 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $144,641,000 | 676 |
| Securities issued by states & political subdivisions | $28,088,000 | 642 |
| Other domestic debt securities | $23,981,000 | 512 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,981,000 | 308 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $21,698,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $7,298,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $7,298,000 | 2,861 |
| Issued or guaranteed by U.S. | $7,298,000 | 2,851 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $218,408,000 | 543 |
| Total debt securities | $196,710,000 | 672 |
| Structured notes | ||
| Amortized cost | $78,755,000 | 24 |
| Fair value | $77,773,000 | 24 |
| 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 | $210,083,000 | 655 |
| U.S. Government securities | $142,671,000 | 733 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $142,671,000 | 709 |
| Securities issued by states & political subdivisions | $27,720,000 | 652 |
| Other domestic debt securities | $13,203,000 | 720 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,203,000 | 531 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $26,489,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $8,090,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $8,090,000 | 2,727 |
| Issued or guaranteed by U.S. | $8,090,000 | 2,712 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $249,000 | 4,120 |
| Available-for-sale securities (fair market value) | $209,834,000 | 571 |
| Total debt securities | $183,594,000 | 725 |
| Structured notes | ||
| Amortized cost | $78,733,000 | 20 |
| Fair value | $76,183,000 | 20 |
| 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 | $246,486,000 | 570 |
| U.S. Government securities | $161,621,000 | 650 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $161,621,000 | 624 |
| Securities issued by states & political subdivisions | $27,503,000 | 653 |
| Other domestic debt securities | $27,933,000 | 455 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,933,000 | 311 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $29,429,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $9,804,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $9,804,000 | 2,420 |
| Issued or guaranteed by U.S. | $9,804,000 | 2,411 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $249,000 | 4,147 |
| Available-for-sale securities (fair market value) | $246,237,000 | 501 |
| Total debt securities | $217,057,000 | 622 |
| Structured notes | ||
| Amortized cost | $93,688,000 | 14 |
| Fair value | $92,445,000 | 14 |
| 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 | $236,448,000 | 583 |
| U.S. Government securities | $154,307,000 | 652 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $154,307,000 | 630 |
| Securities issued by states & political subdivisions | $28,344,000 | 619 |
| Other domestic debt securities | $42,129,000 | 338 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,129,000 | 215 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $11,668,000 | 372 |
| 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 | $14,832,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $12,965,000 | 2,038 |
| Issued or guaranteed by U.S. | $12,965,000 | 2,028 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,867,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $1,867,000 | 2,452 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $248,000 | 4,208 |
| Available-for-sale securities (fair market value) | $236,200,000 | 508 |
| Total debt securities | $224,780,000 | 594 |
| Structured notes | ||
| Amortized cost | $78,683,000 | 12 |
| Fair value | $78,787,000 | 12 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $256,861,000 | 544 |
| U.S. Government securities | $78,200,000 | 1,187 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $78,200,000 | 1,136 |
| Securities issued by states & political subdivisions | $27,375,000 | 610 |
| Other domestic debt securities | $47,467,000 | 317 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,467,000 | 207 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $103,819,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $27,242,000 | 1,632 |
| Certificates of participation in pools of residential mortgages | $16,158,000 | 1,743 |
| Issued or guaranteed by U.S. | $16,158,000 | 1,738 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,084,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $11,084,000 | 1,100 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $248,000 | 4,271 |
| Available-for-sale securities (fair market value) | $256,613,000 | 463 |
| Total debt securities | $153,042,000 | 812 |
| Structured notes | ||
| Amortized cost | $24,947,000 | 38 |
| Fair value | $25,121,000 | 38 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $233,101,000 | 567 |
| U.S. Government securities | $131,935,000 | 709 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $131,935,000 | 678 |
| Securities issued by states & political subdivisions | $27,294,000 | 601 |
| Other domestic debt securities | $40,563,000 | 355 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,563,000 | 232 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $33,309,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $38,148,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $18,654,000 | 1,546 |
| Issued or guaranteed by U.S. | $18,654,000 | 1,540 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $19,494,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $19,494,000 | 777 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $254,000 | 4,322 |
| Available-for-sale securities (fair market value) | $232,847,000 | 482 |
| Total debt securities | $199,792,000 | 628 |
| Structured notes | ||
| Amortized cost | $9,957,000 | 101 |
| Fair value | $10,095,000 | 99 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $182,211,000 | 651 |
| U.S. Government securities | $99,056,000 | 822 |
| U.S. Treasury securities | $253,000 | 2,858 |
| U.S. Government agency obligations | $98,803,000 | 791 |
| Securities issued by states & political subdivisions | $25,116,000 | 610 |
| Other domestic debt securities | $40,503,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,503,000 | 242 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $17,536,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $65,878,000 | 769 |
| Certificates of participation in pools of residential mortgages | $23,515,000 | 1,145 |
| Issued or guaranteed by U.S. | $23,515,000 | 1,138 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $42,363,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $42,363,000 | 452 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $253,000 | 4,584 |
| Available-for-sale securities (fair market value) | $181,958,000 | 551 |
| Total debt securities | $164,675,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $176,296,000 | 642 |
| U.S. Government securities | $102,915,000 | 813 |
| U.S. Treasury securities | $250,000 | 3,826 |
| U.S. Government agency obligations | $102,665,000 | 761 |
| Securities issued by states & political subdivisions | $25,023,000 | 591 |
| Other domestic debt securities | $44,779,000 | 306 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,779,000 | 218 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $3,579,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $76,403,000 | 575 |
| Certificates of participation in pools of residential mortgages | $22,318,000 | 999 |
| Issued or guaranteed by U.S. | $22,318,000 | 989 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $54,085,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $54,085,000 | 321 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,932,000 | 313 |
| Available-for-sale securities (fair market value) | $93,364,000 | 937 |
| Total debt securities | $172,717,000 | 623 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $182,540,000 | 657 |
| U.S. Government securities | $112,727,000 | 804 |
| U.S. Treasury securities | $254,000 | 4,957 |
| U.S. Government agency obligations | $112,473,000 | 724 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $44,796,000 | 324 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,796,000 | 237 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,017,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $79,043,000 | 611 |
| Certificates of participation in pools of residential mortgages | $25,091,000 | 974 |
| Issued or guaranteed by U.S. | $25,091,000 | 963 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $53,952,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $53,952,000 | 353 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,990,000 | 308 |
| Available-for-sale securities (fair market value) | $92,550,000 | 943 |
| Total debt securities | $157,523,000 | 723 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $71,371,000 | 1,658 |
| U.S. Government securities | $17,085,000 | 4,386 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $17,085,000 | 3,752 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,612,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,612,000 | 1,519 |
| Foreign debt securities | NA | NA |
| Equity securities | $52,674,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 8,077 |
| Mortgage-backed securities | $16,835,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $2,885,000 | 3,882 |
| Issued or guaranteed by U.S. | $2,885,000 | 3,863 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $13,950,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $13,950,000 | 873 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,697,000 | 1,456 |
| Available-for-sale securities (fair market value) | $52,674,000 | 1,655 |
| Total debt securities | $18,697,000 | 4,935 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $30,061,000 | 3,623 |
| U.S. Government securities | $243,000 | 10,606 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $243,000 | 10,146 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,818,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,000 | 8,552 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $243,000 | 7,025 |
| Available-for-sale securities (fair market value) | $29,818,000 | 2,630 |
| Total debt securities | $243,000 | 10,645 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |