Home > Warren Bank > Securities
Warren Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $65,052,000 | 1,901 |
| U.S. Government securities | $40,330,000 | 2,083 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $40,330,000 | 2,021 |
| Securities issued by states & political subdivisions | $16,677,000 | 1,498 |
| Other domestic debt securities | $7,622,000 | 1,052 |
| Privately issued residential mortgage-backed securities | $7,082,000 | 603 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $540,000 | 1,742 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $423,000 | 974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,352,000 | 1,119 |
| Mortgage-backed securities | $47,412,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $16,176,000 | 2,016 |
| Issued or guaranteed by U.S. | $16,176,000 | 2,006 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $31,236,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $24,154,000 | 645 |
| Privately issued | $7,082,000 | 578 |
| 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) | $65,052,000 | 1,677 |
| Total debt securities | $64,629,000 | 1,884 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,758 |
| Fair value | $500,000 | 2,092 |
| 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 | $82,889,000 | 1,512 |
| U.S. Government securities | $49,953,000 | 1,673 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $49,953,000 | 1,630 |
| Securities issued by states & political subdivisions | $20,603,000 | 1,160 |
| Other domestic debt securities | $9,603,000 | 941 |
| Privately issued residential mortgage-backed securities | $8,760,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $843,000 | 1,628 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,730,000 | 509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,019,000 | 854 |
| Mortgage-backed securities | $58,713,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $20,248,000 | 1,743 |
| Issued or guaranteed by U.S. | $20,248,000 | 1,736 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $38,465,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $29,705,000 | 529 |
| Privately issued | $8,760,000 | 537 |
| 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) | $82,889,000 | 1,324 |
| Total debt securities | $80,159,000 | 1,532 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,305 |
| Fair value | $804,000 | 1,365 |
| 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 | $121,952,000 | 1,032 |
| U.S. Government securities | $85,081,000 | 1,021 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $85,081,000 | 988 |
| Securities issued by states & political subdivisions | $21,461,000 | 1,052 |
| Other domestic debt securities | $12,816,000 | 740 |
| Privately issued residential mortgage-backed securities | $11,972,000 | 487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $844,000 | 1,684 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,594,000 | 523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,884,000 | 586 |
| Mortgage-backed securities | $97,053,000 | 675 |
| Certificates of participation in pools of residential mortgages | $62,259,000 | 692 |
| Issued or guaranteed by U.S. | $62,259,000 | 679 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $34,794,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $22,822,000 | 632 |
| Privately issued | $11,972,000 | 464 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $121,952,000 | 888 |
| Total debt securities | $119,358,000 | 1,030 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,051 |
| Fair value | $804,000 | 1,107 |
| 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 | $130,651,000 | 938 |
| U.S. Government securities | $99,784,000 | 845 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $99,784,000 | 823 |
| Securities issued by states & political subdivisions | $16,810,000 | 1,351 |
| Other domestic debt securities | $11,600,000 | 763 |
| Privately issued residential mortgage-backed securities | $10,757,000 | 487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $843,000 | 1,644 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,457,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,390,000 | 508 |
| Mortgage-backed securities | $92,940,000 | 694 |
| Certificates of participation in pools of residential mortgages | $73,765,000 | 585 |
| Issued or guaranteed by U.S. | $73,765,000 | 577 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $19,175,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $8,418,000 | 1,151 |
| Privately issued | $10,757,000 | 462 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $130,651,000 | 801 |
| Total debt securities | $128,194,000 | 942 |
| Structured notes | ||
| Amortized cost | $7,395,000 | 177 |
| Fair value | $7,194,000 | 178 |
| 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 | $157,643,000 | 745 |
| U.S. Government securities | $125,176,000 | 677 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $125,176,000 | 663 |
| Securities issued by states & political subdivisions | $15,966,000 | 1,398 |
| Other domestic debt securities | $13,910,000 | 669 |
| Privately issued residential mortgage-backed securities | $13,066,000 | 440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $844,000 | 1,605 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,591,000 | 495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,436,000 | 514 |
| Mortgage-backed securities | $99,313,000 | 623 |
| Certificates of participation in pools of residential mortgages | $79,899,000 | 509 |
| Issued or guaranteed by U.S. | $79,899,000 | 504 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $19,414,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $6,348,000 | 1,249 |
| Privately issued | $13,066,000 | 419 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $157,643,000 | 634 |
| Total debt securities | $155,052,000 | 736 |
| Structured notes | ||
| Amortized cost | $13,994,000 | 79 |
| Fair value | $13,748,000 | 79 |
| 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 | $128,702,000 | 940 |
| U.S. Government securities | $89,684,000 | 941 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $89,684,000 | 918 |
| Securities issued by states & political subdivisions | $18,342,000 | 1,206 |
| Other domestic debt securities | $13,840,000 | 713 |
| Privately issued residential mortgage-backed securities | $12,996,000 | 452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $844,000 | 1,662 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $6,836,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,308,000 | 776 |
| Mortgage-backed securities | $65,832,000 | 897 |
| Certificates of participation in pools of residential mortgages | $46,749,000 | 842 |
| Issued or guaranteed by U.S. | $46,749,000 | 832 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $19,083,000 | 843 |
| CMOs issued by government agencies or sponsored agencies | $6,087,000 | 1,291 |
| Privately issued | $12,996,000 | 428 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $128,702,000 | 808 |
| Total debt securities | $121,866,000 | 985 |
| Structured notes | ||
| Amortized cost | $13,994,000 | 86 |
| Fair value | $13,684,000 | 86 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $88,000,000 | 1,372 |
| U.S. Government securities | $45,712,000 | 1,807 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $45,712,000 | 1,772 |
| Securities issued by states & political subdivisions | $19,524,000 | 1,117 |
| Other domestic debt securities | $15,484,000 | 640 |
| Privately issued residential mortgage-backed securities | $14,450,000 | 413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,034,000 | 1,455 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $7,280,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,167,000 | 818 |
| Mortgage-backed securities | $53,277,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $33,377,000 | 1,054 |
| Issued or guaranteed by U.S. | $33,377,000 | 1,043 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $19,900,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $5,450,000 | 1,352 |
| Privately issued | $14,450,000 | 387 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $88,000,000 | 1,200 |
| Total debt securities | $80,720,000 | 1,449 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $2,975,000 | 528 |
| 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 | $134,806,000 | 879 |
| U.S. Government securities | $63,367,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $63,367,000 | 1,305 |
| Securities issued by states & political subdivisions | $47,212,000 | 380 |
| Other domestic debt securities | $17,040,000 | 560 |
| Privately issued residential mortgage-backed securities | $16,006,000 | 357 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,034,000 | 1,360 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $7,187,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,987,000 | 811 |
| Mortgage-backed securities | $56,512,000 | 892 |
| Certificates of participation in pools of residential mortgages | $34,128,000 | 944 |
| Issued or guaranteed by U.S. | $34,128,000 | 934 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $22,384,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $6,378,000 | 1,205 |
| Privately issued | $16,006,000 | 331 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $134,806,000 | 761 |
| Total debt securities | $127,619,000 | 905 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 191 |
| Fair value | $11,007,000 | 192 |
| 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 | $154,176,000 | 770 |
| U.S. Government securities | $84,455,000 | 1,004 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $84,455,000 | 973 |
| Securities issued by states & political subdivisions | $44,478,000 | 405 |
| Other domestic debt securities | $17,182,000 | 543 |
| Privately issued residential mortgage-backed securities | $16,263,000 | 339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $919,000 | 1,450 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $8,061,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,259,000 | 1,598 |
| Mortgage-backed securities | $51,679,000 | 891 |
| Certificates of participation in pools of residential mortgages | $28,485,000 | 1,018 |
| Issued or guaranteed by U.S. | $28,485,000 | 1,012 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $23,194,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $6,931,000 | 1,111 |
| Privately issued | $16,263,000 | 316 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $154,176,000 | 652 |
| Total debt securities | $146,115,000 | 785 |
| Structured notes | ||
| Amortized cost | $19,994,000 | 110 |
| Fair value | $19,977,000 | 111 |
| 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 | $158,778,000 | 744 |
| U.S. Government securities | $91,702,000 | 938 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $91,702,000 | 907 |
| Securities issued by states & political subdivisions | $42,903,000 | 422 |
| Other domestic debt securities | $15,865,000 | 539 |
| Privately issued residential mortgage-backed securities | $13,878,000 | 352 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,987,000 | 1,019 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $8,308,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,983,000 | 1,539 |
| Mortgage-backed securities | $50,341,000 | 907 |
| Certificates of participation in pools of residential mortgages | $28,809,000 | 980 |
| Issued or guaranteed by U.S. | $28,809,000 | 975 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,532,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $7,654,000 | 1,017 |
| Privately issued | $13,878,000 | 333 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $158,778,000 | 627 |
| Total debt securities | $150,470,000 | 770 |
| Structured notes | ||
| Amortized cost | $21,744,000 | 111 |
| Fair value | $21,500,000 | 110 |
| 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 | $162,921,000 | 740 |
| U.S. Government securities | $98,426,000 | 869 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $98,426,000 | 842 |
| Securities issued by states & political subdivisions | $39,401,000 | 462 |
| Other domestic debt securities | $16,635,000 | 534 |
| Privately issued residential mortgage-backed securities | $14,648,000 | 336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,987,000 | 1,037 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $8,459,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,227,000 | 1,511 |
| Mortgage-backed securities | $53,564,000 | 855 |
| Certificates of participation in pools of residential mortgages | $30,522,000 | 932 |
| Issued or guaranteed by U.S. | $30,522,000 | 927 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $23,042,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $8,394,000 | 955 |
| Privately issued | $14,648,000 | 316 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $162,921,000 | 618 |
| Total debt securities | $154,462,000 | 764 |
| Structured notes | ||
| Amortized cost | $24,741,000 | 104 |
| Fair value | $24,573,000 | 104 |
| 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 | $155,421,000 | 796 |
| U.S. Government securities | $96,604,000 | 920 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $96,604,000 | 892 |
| Securities issued by states & political subdivisions | $33,055,000 | 562 |
| Other domestic debt securities | $17,370,000 | 523 |
| Privately issued residential mortgage-backed securities | $15,304,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,066,000 | 1,023 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $8,392,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,763,000 | 1,492 |
| Mortgage-backed securities | $56,529,000 | 841 |
| Certificates of participation in pools of residential mortgages | $32,405,000 | 908 |
| Issued or guaranteed by U.S. | $32,405,000 | 900 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $24,124,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $8,820,000 | 925 |
| Privately issued | $15,304,000 | 301 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $155,421,000 | 666 |
| Total debt securities | $147,029,000 | 817 |
| Structured notes | ||
| Amortized cost | $19,728,000 | 150 |
| Fair value | $19,568,000 | 150 |
| 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 | $150,635,000 | 831 |
| U.S. Government securities | $96,763,000 | 940 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $96,763,000 | 915 |
| Securities issued by states & political subdivisions | $27,507,000 | 699 |
| Other domestic debt securities | $18,196,000 | 511 |
| Privately issued residential mortgage-backed securities | $16,110,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,086,000 | 1,022 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $8,169,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,342,000 | 1,443 |
| Mortgage-backed securities | $56,376,000 | 847 |
| Certificates of participation in pools of residential mortgages | $31,106,000 | 946 |
| Issued or guaranteed by U.S. | $31,106,000 | 936 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $25,270,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $9,160,000 | 889 |
| Privately issued | $16,110,000 | 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $150,635,000 | 694 |
| Total debt securities | $142,466,000 | 859 |
| Structured notes | ||
| Amortized cost | $23,715,000 | 128 |
| Fair value | $23,596,000 | 126 |
| 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 | $146,473,000 | 847 |
| U.S. Government securities | $95,337,000 | 939 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $95,337,000 | 911 |
| Securities issued by states & political subdivisions | $27,700,000 | 665 |
| Other domestic debt securities | $18,616,000 | 513 |
| Privately issued residential mortgage-backed securities | $16,544,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,072,000 | 1,045 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,820,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,381,000 | 1,428 |
| Mortgage-backed securities | $52,076,000 | 904 |
| Certificates of participation in pools of residential mortgages | $25,701,000 | 1,100 |
| Issued or guaranteed by U.S. | $25,701,000 | 1,093 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $26,375,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $9,831,000 | 846 |
| Privately issued | $16,544,000 | 299 |
| 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 | 4,097 |
| Available-for-sale securities (fair market value) | $146,473,000 | 711 |
| Total debt securities | $141,653,000 | 860 |
| Structured notes | ||
| Amortized cost | $28,700,000 | 113 |
| Fair value | $28,299,000 | 110 |
| 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 | $125,030,000 | 991 |
| U.S. Government securities | $79,832,000 | 1,140 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $79,832,000 | 1,103 |
| Securities issued by states & political subdivisions | $24,744,000 | 768 |
| Other domestic debt securities | $15,471,000 | 571 |
| Privately issued residential mortgage-backed securities | $13,372,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,099,000 | 1,087 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $4,983,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,498,000 | 1,641 |
| Mortgage-backed securities | $42,023,000 | 1,080 |
| Certificates of participation in pools of residential mortgages | $17,887,000 | 1,472 |
| Issued or guaranteed by U.S. | $17,887,000 | 1,465 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $24,136,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $10,764,000 | 801 |
| Privately issued | $13,372,000 | 321 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $125,030,000 | 826 |
| Total debt securities | $120,047,000 | 1,021 |
| Structured notes | ||
| Amortized cost | $24,690,000 | 137 |
| Fair value | $24,428,000 | 136 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $90,231,000 | 1,361 |
| U.S. Government securities | $54,099,000 | 1,686 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $54,099,000 | 1,629 |
| Securities issued by states & political subdivisions | $22,093,000 | 866 |
| Other domestic debt securities | $8,974,000 | 787 |
| Privately issued residential mortgage-backed securities | $6,826,000 | 442 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,148,000 | 1,136 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,065,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,669,000 | 1,742 |
| Mortgage-backed securities | $31,395,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $15,937,000 | 1,594 |
| Issued or guaranteed by U.S. | $15,937,000 | 1,582 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $15,458,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $8,632,000 | 918 |
| Privately issued | $6,826,000 | 419 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $90,231,000 | 1,153 |
| Total debt securities | $85,166,000 | 1,398 |
| Structured notes | ||
| Amortized cost | $18,736,000 | 202 |
| Fair value | $18,624,000 | 202 |
| 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 | $63,543,000 | 1,893 |
| U.S. Government securities | $42,589,000 | 2,054 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $42,589,000 | 1,982 |
| Securities issued by states & political subdivisions | $12,761,000 | 1,556 |
| Other domestic debt securities | $3,150,000 | 1,339 |
| Privately issued residential mortgage-backed securities | $2,090,000 | 658 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,060,000 | 1,586 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,043,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,297,000 | 1,907 |
| Mortgage-backed securities | $24,067,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $12,760,000 | 1,890 |
| Issued or guaranteed by U.S. | $12,760,000 | 1,876 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,307,000 | 971 |
| CMOs issued by government agencies or sponsored agencies | $9,217,000 | 904 |
| Privately issued | $2,090,000 | 614 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $63,543,000 | 1,595 |
| Total debt securities | $58,500,000 | 1,994 |
| Structured notes | ||
| Amortized cost | $8,748,000 | 508 |
| Fair value | $8,700,000 | 503 |
| 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 | $45,575,000 | 2,557 |
| U.S. Government securities | $27,632,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $27,632,000 | 2,883 |
| Securities issued by states & political subdivisions | $12,768,000 | 1,547 |
| Other domestic debt securities | $180,000 | 3,110 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,087 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,000 | 2,718 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,995,000 | 504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,273,000 | 1,834 |
| Mortgage-backed securities | $18,748,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $13,584,000 | 1,870 |
| Issued or guaranteed by U.S. | $13,584,000 | 1,855 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,164,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $5,065,000 | 1,311 |
| Privately issued | $99,000 | 994 |
| 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 | 4,351 |
| Available-for-sale securities (fair market value) | $45,575,000 | 2,168 |
| Total debt securities | $40,580,000 | 2,759 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,508 |
| Fair value | $1,993,000 | 1,548 |
| 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 | $39,746,000 | 2,902 |
| U.S. Government securities | $26,361,000 | 3,146 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,361,000 | 3,022 |
| Securities issued by states & political subdivisions | $8,203,000 | 2,238 |
| Other domestic debt securities | $195,000 | 3,145 |
| Privately issued residential mortgage-backed securities | $113,000 | 1,059 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,000 | 2,792 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,987,000 | 526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,437,000 | 1,777 |
| Mortgage-backed securities | $20,539,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $15,165,000 | 1,795 |
| Issued or guaranteed by U.S. | $15,165,000 | 1,782 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,374,000 | 1,488 |
| CMOs issued by government agencies or sponsored agencies | $5,261,000 | 1,315 |
| Privately issued | $113,000 | 972 |
| 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 | 4,419 |
| Available-for-sale securities (fair market value) | $39,746,000 | 2,479 |
| Total debt securities | $34,759,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,493 |
| Fair value | $1,961,000 | 1,598 |
| 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 | $42,489,000 | 2,750 |
| U.S. Government securities | $26,051,000 | 3,165 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,051,000 | 3,038 |
| Securities issued by states & political subdivisions | $8,776,000 | 2,153 |
| Other domestic debt securities | $2,626,000 | 1,587 |
| Privately issued residential mortgage-backed securities | $128,000 | 1,038 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,498,000 | 1,260 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $5,036,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,406,000 | 1,711 |
| Mortgage-backed securities | $20,203,000 | 1,929 |
| Certificates of participation in pools of residential mortgages | $14,658,000 | 1,847 |
| Issued or guaranteed by U.S. | $14,658,000 | 1,840 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,545,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $5,417,000 | 1,317 |
| Privately issued | $128,000 | 957 |
| 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) | $42,489,000 | 2,362 |
| Total debt securities | $37,453,000 | 3,014 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,463 |
| Fair value | $1,973,000 | 1,582 |
| 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 | $57,015,000 | 2,158 |
| U.S. Government securities | $40,050,000 | 2,205 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $40,050,000 | 2,124 |
| Securities issued by states & political subdivisions | $9,311,000 | 2,062 |
| Other domestic debt securities | $2,595,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $151,000 | 977 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,444,000 | 1,307 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,059,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,288,000 | 1,718 |
| Mortgage-backed securities | $31,866,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $24,197,000 | 1,297 |
| Issued or guaranteed by U.S. | $24,197,000 | 1,287 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,669,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $7,518,000 | 1,123 |
| Privately issued | $151,000 | 897 |
| 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) | $57,015,000 | 1,807 |
| Total debt securities | $51,956,000 | 2,279 |
| Structured notes | ||
| Amortized cost | $3,995,000 | 1,029 |
| Fair value | $3,995,000 | 1,007 |
| 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 | $57,156,000 | 2,165 |
| U.S. Government securities | $40,448,000 | 2,233 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $40,448,000 | 2,147 |
| Securities issued by states & political subdivisions | $9,120,000 | 2,081 |
| Other domestic debt securities | $2,642,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $179,000 | 956 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,463,000 | 1,379 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $4,946,000 | 608 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,169,000 | 1,608 |
| Mortgage-backed securities | $32,401,000 | 1,418 |
| Certificates of participation in pools of residential mortgages | $24,535,000 | 1,309 |
| Issued or guaranteed by U.S. | $24,535,000 | 1,300 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,866,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $7,687,000 | 1,119 |
| Privately issued | $179,000 | 887 |
| 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) | $57,156,000 | 1,830 |
| Total debt securities | $52,210,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $3,994,000 | 1,010 |
| Fair value | $3,926,000 | 991 |
| 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 | $44,526,000 | 2,703 |
| U.S. Government securities | $30,121,000 | 2,806 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $30,121,000 | 2,709 |
| Securities issued by states & political subdivisions | $8,605,000 | 2,213 |
| Other domestic debt securities | $2,675,000 | 1,747 |
| Privately issued residential mortgage-backed securities | $251,000 | 973 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,424,000 | 1,479 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,125,000 | 834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,852,000 | 1,872 |
| Mortgage-backed securities | $22,999,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $17,686,000 | 1,686 |
| Issued or guaranteed by U.S. | $17,686,000 | 1,675 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,313,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $5,062,000 | 1,401 |
| Privately issued | $251,000 | 894 |
| 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) | $44,526,000 | 2,318 |
| Total debt securities | $41,401,000 | 2,791 |
| Structured notes | ||
| Amortized cost | $3,994,000 | 873 |
| Fair value | $4,036,000 | 838 |
| 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 | $50,105,000 | 2,493 |
| U.S. Government securities | $30,888,000 | 2,844 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $30,888,000 | 2,743 |
| Securities issued by states & political subdivisions | $10,931,000 | 1,811 |
| Other domestic debt securities | $5,248,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $282,000 | 823 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,966,000 | 1,048 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,038,000 | 838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,902,000 | 1,878 |
| Mortgage-backed securities | $21,200,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $10,436,000 | 2,361 |
| Issued or guaranteed by U.S. | $10,436,000 | 2,349 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,764,000 | 1,083 |
| CMOs issued by government agencies or sponsored agencies | $10,482,000 | 1,024 |
| Privately issued | $282,000 | 714 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $50,105,000 | 2,116 |
| Total debt securities | $47,067,000 | 2,555 |
| Structured notes | ||
| Amortized cost | $4,993,000 | 644 |
| Fair value | $4,964,000 | 625 |
| 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 | $59,135,000 | 2,136 |
| U.S. Government securities | $29,385,000 | 2,871 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $29,385,000 | 2,762 |
| Securities issued by states & political subdivisions | $19,386,000 | 1,012 |
| Other domestic debt securities | $7,304,000 | 1,080 |
| 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 | $7,304,000 | 858 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,060,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,740,000 | 2,077 |
| Mortgage-backed securities | $19,422,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $11,274,000 | 2,232 |
| Issued or guaranteed by U.S. | $11,274,000 | 2,222 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,148,000 | 1,264 |
| CMOs issued by government agencies or sponsored agencies | $8,148,000 | 1,170 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $59,135,000 | 1,803 |
| Total debt securities | $56,075,000 | 2,182 |
| Structured notes | ||
| Amortized cost | $4,993,000 | 529 |
| Fair value | $4,994,000 | 504 |
| 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 | $40,890,000 | 2,821 |
| U.S. Government securities | $22,106,000 | 3,443 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $22,106,000 | 3,311 |
| Securities issued by states & political subdivisions | $5,852,000 | 2,788 |
| Other domestic debt securities | $9,738,000 | 923 |
| Privately issued residential mortgage-backed securities | $3,124,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,614,000 | 927 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,194,000 | 878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,604,000 | 1,887 |
| Mortgage-backed securities | $22,223,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $12,528,000 | 2,090 |
| Issued or guaranteed by U.S. | $12,528,000 | 2,080 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,695,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $6,571,000 | 1,428 |
| Privately issued | $3,124,000 | 407 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $40,890,000 | 2,428 |
| Total debt securities | $37,696,000 | 2,925 |
| Structured notes | ||
| Amortized cost | $2,993,000 | 658 |
| Fair value | $3,007,000 | 640 |
| 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 | $47,252,000 | 2,489 |
| U.S. Government securities | $24,281,000 | 3,205 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $24,281,000 | 3,063 |
| Securities issued by states & political subdivisions | $5,086,000 | 2,910 |
| Other domestic debt securities | $14,750,000 | 737 |
| Privately issued residential mortgage-backed securities | $7,251,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,499,000 | 874 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,135,000 | 883 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,289,000 | 1,621 |
| Mortgage-backed securities | $31,532,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $13,336,000 | 1,988 |
| Issued or guaranteed by U.S. | $13,336,000 | 1,981 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $18,196,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $10,945,000 | 1,111 |
| Privately issued | $7,251,000 | 308 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $47,252,000 | 2,116 |
| Total debt securities | $44,117,000 | 2,541 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $51,540,000 | 2,285 |
| U.S. Government securities | $26,071,000 | 3,008 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $26,071,000 | 2,862 |
| Securities issued by states & political subdivisions | $4,610,000 | 3,064 |
| Other domestic debt securities | $17,796,000 | 648 |
| Privately issued residential mortgage-backed securities | $10,161,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,635,000 | 878 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,063,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,212,000 | 3,026 |
| Mortgage-backed securities | $33,731,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $4,209,000 | 3,656 |
| Issued or guaranteed by U.S. | $4,209,000 | 3,644 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $29,522,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $19,361,000 | 784 |
| Privately issued | $10,161,000 | 256 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $51,540,000 | 1,934 |
| Total debt securities | $48,477,000 | 2,339 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $38,988,000 | 2,715 |
| U.S. Government securities | $14,386,000 | 4,487 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $14,386,000 | 4,274 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,117 |
| Other domestic debt securities | $19,261,000 | 619 |
| Privately issued residential mortgage-backed securities | $4,972,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,289,000 | 549 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,060,000 | 864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,595,000 | 1,562 |
| Mortgage-backed securities | $17,393,000 | 2,046 |
| Certificates of participation in pools of residential mortgages | $3,643,000 | 3,609 |
| Issued or guaranteed by U.S. | $3,643,000 | 3,591 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $13,750,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $8,778,000 | 1,294 |
| Privately issued | $4,972,000 | 375 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $38,988,000 | 2,254 |
| Total debt securities | $35,928,000 | 2,854 |
| Structured notes | ||
| Amortized cost | $933,000 | 434 |
| Fair value | $933,000 | 435 |
| 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 | $35,122,000 | 3,032 |
| U.S. Government securities | $27,969,000 | 2,806 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $27,969,000 | 2,607 |
| Securities issued by states & political subdivisions | $213,000 | 6,671 |
| Other domestic debt securities | $6,287,000 | 1,059 |
| 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 | $6,287,000 | 877 |
| Foreign debt securities | NA | NA |
| Equity securities | $653,000 | 3,273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,760,000 | 3,985 |
| Mortgage-backed securities | $3,260,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,260,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $3,260,000 | 1,745 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $35,122,000 | 2,424 |
| Total debt securities | $34,468,000 | 2,968 |
| 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 | $29,042,000 | 3,683 |
| U.S. Government securities | $26,923,000 | 3,042 |
| U.S. Treasury securities | $500,000 | 4,448 |
| U.S. Government agency obligations | $26,423,000 | 2,770 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,680,000 | 1,984 |
| 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 | $1,680,000 | 1,660 |
| Foreign debt securities | NA | NA |
| Equity securities | $439,000 | 4,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,930,000 | 5,170 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $29,042,000 | 2,893 |
| Total debt securities | $28,603,000 | 3,624 |
| 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 | $6,487,000 | 8,206 |
| U.S. Government securities | $6,172,000 | 7,492 |
| U.S. Treasury securities | $1,009,000 | 5,041 |
| U.S. Government agency obligations | $5,163,000 | 7,130 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $315,000 | 4,516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,487,000 | 6,828 |
| Total debt securities | $6,172,000 | 8,203 |
| 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 |