Home > Western National Bank > Securities
Western National Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $152,450,000 | 1,016 |
| U.S. Government securities | $150,063,000 | 702 |
| U.S. Treasury securities | $150,000,000 | 46 |
| U.S. Government agency obligations | $63,000 | 6,293 |
| Securities issued by states & political subdivisions | $2,032,000 | 4,507 |
| 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 | $355,000 | 255 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,500,000 | 537 |
| Mortgage-backed securities | $63,000 | 5,340 |
| Certificates of participation in pools of residential mortgages | $63,000 | 5,140 |
| Issued or guaranteed by U.S. | $63,000 | 5,134 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $152,450,000 | 886 |
| Total debt securities | $152,450,000 | 1,004 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $152,935,000 | 1,007 |
| U.S. Government securities | $150,010,000 | 697 |
| U.S. Treasury securities | $149,945,000 | 42 |
| U.S. Government agency obligations | $65,000 | 6,360 |
| Securities issued by states & political subdivisions | $2,575,000 | 4,379 |
| 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 | $350,000 | 258 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,455,000 | 539 |
| Mortgage-backed securities | $65,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,180 |
| Issued or guaranteed by U.S. | $65,000 | 5,173 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $152,935,000 | 872 |
| Total debt securities | $152,935,000 | 997 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $153,574,000 | 1,010 |
| U.S. Government securities | $149,847,000 | 689 |
| U.S. Treasury securities | $149,780,000 | 43 |
| U.S. Government agency obligations | $67,000 | 6,436 |
| Securities issued by states & political subdivisions | $3,376,000 | 4,165 |
| 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 | $351,000 | 261 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,320,000 | 531 |
| Mortgage-backed securities | $67,000 | 5,427 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,225 |
| Issued or guaranteed by U.S. | $67,000 | 5,218 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $153,574,000 | 879 |
| Total debt securities | $153,574,000 | 996 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $636,845,000 | 244 |
| U.S. Government securities | $580,024,000 | 196 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $580,024,000 | 190 |
| Securities issued by states & political subdivisions | $54,811,000 | 658 |
| Other domestic debt securities | $1,658,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $1,658,000 | 440 |
| 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 | $352,000 | 251 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,463,000 | 491 |
| Mortgage-backed securities | $467,730,000 | 203 |
| Certificates of participation in pools of residential mortgages | $317,839,000 | 150 |
| Issued or guaranteed by U.S. | $317,839,000 | 149 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $149,891,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $148,233,000 | 215 |
| Privately issued | $1,658,000 | 422 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $636,845,000 | 217 |
| Total debt securities | $636,845,000 | 238 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 889 |
| Fair value | $3,311,000 | 909 |
| 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 | $630,793,000 | 245 |
| U.S. Government securities | $571,244,000 | 202 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $571,244,000 | 197 |
| Securities issued by states & political subdivisions | $57,358,000 | 599 |
| Other domestic debt securities | $1,838,000 | 1,666 |
| Privately issued residential mortgage-backed securities | $1,838,000 | 448 |
| 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 | $353,000 | 257 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,115,000 | 571 |
| Mortgage-backed securities | $462,039,000 | 208 |
| Certificates of participation in pools of residential mortgages | $300,876,000 | 159 |
| Issued or guaranteed by U.S. | $300,876,000 | 158 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $161,163,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $159,325,000 | 216 |
| Privately issued | $1,838,000 | 433 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $630,793,000 | 217 |
| Total debt securities | $630,793,000 | 238 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 892 |
| Fair value | $3,465,000 | 906 |
| 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 | $544,792,000 | 287 |
| U.S. Government securities | $486,418,000 | 232 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $486,418,000 | 229 |
| Securities issued by states & political subdivisions | $56,159,000 | 599 |
| Other domestic debt securities | $1,861,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $1,861,000 | 466 |
| 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 | $354,000 | 250 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,350,000 | 673 |
| Mortgage-backed securities | $371,372,000 | 241 |
| Certificates of participation in pools of residential mortgages | $209,464,000 | 218 |
| Issued or guaranteed by U.S. | $209,464,000 | 216 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $161,908,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $160,047,000 | 218 |
| Privately issued | $1,861,000 | 452 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $544,792,000 | 248 |
| Total debt securities | $544,792,000 | 281 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 940 |
| Fair value | $3,500,000 | 952 |
| 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 | $476,820,000 | 330 |
| U.S. Government securities | $418,171,000 | 274 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $418,171,000 | 269 |
| Securities issued by states & political subdivisions | $56,653,000 | 563 |
| Other domestic debt securities | $1,640,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $1,640,000 | 520 |
| 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 | $356,000 | 243 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,096,000 | 524 |
| Mortgage-backed securities | $361,142,000 | 259 |
| Certificates of participation in pools of residential mortgages | $195,426,000 | 249 |
| Issued or guaranteed by U.S. | $195,426,000 | 247 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $165,716,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $164,076,000 | 223 |
| Privately issued | $1,640,000 | 500 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $476,820,000 | 287 |
| Total debt securities | $476,820,000 | 323 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $418,828,000 | 368 |
| U.S. Government securities | $362,767,000 | 320 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $362,767,000 | 311 |
| Securities issued by states & political subdivisions | $53,571,000 | 589 |
| Other domestic debt securities | $2,133,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $2,133,000 | 510 |
| 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 | $357,000 | 236 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,615,000 | 569 |
| Mortgage-backed securities | $293,593,000 | 312 |
| Certificates of participation in pools of residential mortgages | $167,991,000 | 305 |
| Issued or guaranteed by U.S. | $167,991,000 | 303 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $125,602,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $123,469,000 | 271 |
| Privately issued | $2,133,000 | 491 |
| 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) | $418,828,000 | 328 |
| Total debt securities | $418,828,000 | 362 |
| 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 | $488,825,000 | 323 |
| U.S. Government securities | $434,445,000 | 276 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $434,445,000 | 271 |
| Securities issued by states & political subdivisions | $51,232,000 | 590 |
| Other domestic debt securities | $2,640,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $2,640,000 | 494 |
| 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 | $508,000 | 159 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,832,000 | 627 |
| Mortgage-backed securities | $344,050,000 | 275 |
| Certificates of participation in pools of residential mortgages | $218,412,000 | 233 |
| Issued or guaranteed by U.S. | $218,412,000 | 232 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $125,638,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $122,998,000 | 292 |
| Privately issued | $2,640,000 | 473 |
| 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) | $488,825,000 | 286 |
| Total debt securities | $488,825,000 | 317 |
| 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 | $494,730,000 | 313 |
| U.S. Government securities | $439,513,000 | 262 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $439,513,000 | 256 |
| Securities issued by states & political subdivisions | $51,872,000 | 560 |
| Other domestic debt securities | $2,836,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $2,836,000 | 533 |
| 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 | $509,000 | 110 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,801,000 | 580 |
| Mortgage-backed securities | $337,240,000 | 273 |
| Certificates of participation in pools of residential mortgages | $239,753,000 | 205 |
| Issued or guaranteed by U.S. | $239,753,000 | 205 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $97,487,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $94,651,000 | 322 |
| Privately issued | $2,836,000 | 506 |
| 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) | $494,730,000 | 281 |
| Total debt securities | $494,730,000 | 307 |
| Structured notes | ||
| Amortized cost | $32,935,000 | 150 |
| Fair value | $33,034,000 | 149 |
| 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 | $482,034,000 | 308 |
| U.S. Government securities | $426,571,000 | 262 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $426,571,000 | 257 |
| Securities issued by states & political subdivisions | $52,429,000 | 517 |
| Other domestic debt securities | $2,884,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $2,884,000 | 559 |
| 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 | $150,000 | 140 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,159,000 | 565 |
| Mortgage-backed securities | $327,971,000 | 266 |
| Certificates of participation in pools of residential mortgages | $223,484,000 | 209 |
| Issued or guaranteed by U.S. | $223,484,000 | 207 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $104,487,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $101,603,000 | 306 |
| Privately issued | $2,884,000 | 527 |
| 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) | $482,034,000 | 270 |
| Total debt securities | $482,034,000 | 301 |
| Structured notes | ||
| Amortized cost | $42,937,000 | 105 |
| Fair value | $43,057,000 | 106 |
| 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 | $427,201,000 | 347 |
| U.S. Government securities | $372,497,000 | 295 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $372,497,000 | 286 |
| Securities issued by states & political subdivisions | $51,458,000 | 498 |
| Other domestic debt securities | $3,096,000 | 1,268 |
| Privately issued residential mortgage-backed securities | $3,096,000 | 554 |
| 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 | $150,000 | 134 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,966,000 | 515 |
| Mortgage-backed securities | $291,472,000 | 292 |
| Certificates of participation in pools of residential mortgages | $202,043,000 | 228 |
| Issued or guaranteed by U.S. | $202,043,000 | 224 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $89,429,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $86,333,000 | 337 |
| Privately issued | $3,096,000 | 525 |
| 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) | $427,201,000 | 305 |
| Total debt securities | $427,201,000 | 338 |
| Structured notes | ||
| Amortized cost | $47,949,000 | 111 |
| Fair value | $47,796,000 | 112 |
| 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 | $423,405,000 | 346 |
| U.S. Government securities | $369,666,000 | 287 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $369,666,000 | 279 |
| Securities issued by states & political subdivisions | $50,442,000 | 490 |
| Other domestic debt securities | $3,147,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $3,147,000 | 583 |
| 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 | $150,000 | 128 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,547,000 | 605 |
| Mortgage-backed securities | $285,488,000 | 290 |
| Certificates of participation in pools of residential mortgages | $190,599,000 | 244 |
| Issued or guaranteed by U.S. | $190,599,000 | 242 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $94,889,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $91,742,000 | 302 |
| Privately issued | $3,147,000 | 557 |
| 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) | $423,405,000 | 308 |
| Total debt securities | $423,405,000 | 336 |
| Structured notes | ||
| Amortized cost | $55,464,000 | 104 |
| Fair value | $54,108,000 | 102 |
| 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 | $398,755,000 | 356 |
| U.S. Government securities | $347,819,000 | 295 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $347,819,000 | 281 |
| Securities issued by states & political subdivisions | $47,494,000 | 515 |
| Other domestic debt securities | $3,292,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $3,292,000 | 609 |
| 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 | $150,000 | 121 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,533,000 | 586 |
| Mortgage-backed securities | $275,337,000 | 291 |
| Certificates of participation in pools of residential mortgages | $185,481,000 | 234 |
| Issued or guaranteed by U.S. | $185,481,000 | 232 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $89,856,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $86,564,000 | 307 |
| Privately issued | $3,292,000 | 579 |
| 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) | $398,755,000 | 313 |
| Total debt securities | $398,755,000 | 351 |
| Structured notes | ||
| Amortized cost | $50,495,000 | 97 |
| Fair value | $48,205,000 | 105 |
| 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 | $378,818,000 | 357 |
| U.S. Government securities | $332,589,000 | 285 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $332,589,000 | 276 |
| Securities issued by states & political subdivisions | $42,816,000 | 562 |
| Other domestic debt securities | $3,263,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $3,263,000 | 668 |
| 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 | $150,000 | 117 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,931,000 | 544 |
| Mortgage-backed securities | $275,115,000 | 274 |
| Certificates of participation in pools of residential mortgages | $168,401,000 | 241 |
| Issued or guaranteed by U.S. | $168,401,000 | 238 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $106,714,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $103,451,000 | 271 |
| Privately issued | $3,263,000 | 637 |
| 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) | $378,818,000 | 315 |
| Total debt securities | $378,818,000 | 352 |
| Structured notes | ||
| Amortized cost | $44,800,000 | 106 |
| Fair value | $44,913,000 | 105 |
| 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 | $353,980,000 | 360 |
| U.S. Government securities | $319,360,000 | 296 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $319,360,000 | 285 |
| Securities issued by states & political subdivisions | $34,470,000 | 705 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $150,000 | 113 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,278,000 | 514 |
| Mortgage-backed securities | $217,873,000 | 325 |
| Certificates of participation in pools of residential mortgages | $141,177,000 | 279 |
| Issued or guaranteed by U.S. | $141,177,000 | 276 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $76,696,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $76,696,000 | 314 |
| 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) | $1,000 | 3,192 |
| Available-for-sale securities (fair market value) | $353,979,000 | 317 |
| Total debt securities | $353,980,000 | 355 |
| Structured notes | ||
| Amortized cost | $51,800,000 | 84 |
| Fair value | $51,880,000 | 82 |
| 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 | $340,824,000 | 388 |
| U.S. Government securities | $305,067,000 | 314 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $305,067,000 | 303 |
| Securities issued by states & political subdivisions | $35,608,000 | 661 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $149,000 | 122 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,879,000 | 511 |
| Mortgage-backed securities | $206,773,000 | 352 |
| Certificates of participation in pools of residential mortgages | $115,286,000 | 373 |
| Issued or guaranteed by U.S. | $115,286,000 | 371 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $91,487,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $91,487,000 | 278 |
| 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) | $1,000 | 3,242 |
| Available-for-sale securities (fair market value) | $340,823,000 | 342 |
| Total debt securities | $340,824,000 | 382 |
| Structured notes | ||
| Amortized cost | $44,246,000 | 84 |
| Fair value | $44,253,000 | 83 |
| 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 | $284,954,000 | 454 |
| U.S. Government securities | $248,833,000 | 376 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $248,833,000 | 359 |
| Securities issued by states & political subdivisions | $35,956,000 | 646 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $165,000 | 119 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,405,000 | 478 |
| Mortgage-backed securities | $170,482,000 | 419 |
| Certificates of participation in pools of residential mortgages | $82,612,000 | 495 |
| Issued or guaranteed by U.S. | $82,612,000 | 492 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $87,870,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $87,870,000 | 269 |
| 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) | $2,000 | 3,293 |
| Available-for-sale securities (fair market value) | $284,952,000 | 394 |
| Total debt securities | $284,954,000 | 447 |
| Structured notes | ||
| Amortized cost | $34,269,000 | 74 |
| Fair value | $34,176,000 | 73 |
| 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 | $246,909,000 | 529 |
| U.S. Government securities | $209,983,000 | 441 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $209,983,000 | 421 |
| Securities issued by states & political subdivisions | $36,760,000 | 626 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $166,000 | 124 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,741,000 | 538 |
| Mortgage-backed securities | $194,607,000 | 384 |
| Certificates of participation in pools of residential mortgages | $138,699,000 | 333 |
| Issued or guaranteed by U.S. | $138,699,000 | 329 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $55,908,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $55,908,000 | 356 |
| 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) | $3,000 | 3,377 |
| Available-for-sale securities (fair market value) | $246,906,000 | 456 |
| Total debt securities | $246,909,000 | 518 |
| 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 | $230,778,000 | 553 |
| U.S. Government securities | $195,526,000 | 454 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $195,526,000 | 438 |
| Securities issued by states & political subdivisions | $35,087,000 | 631 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $165,000 | 127 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,917,000 | 557 |
| Mortgage-backed securities | $180,541,000 | 415 |
| Certificates of participation in pools of residential mortgages | $121,693,000 | 381 |
| Issued or guaranteed by U.S. | $121,693,000 | 375 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $58,848,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $58,848,000 | 320 |
| 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) | $5,000 | 3,418 |
| Available-for-sale securities (fair market value) | $230,773,000 | 484 |
| Total debt securities | $230,778,000 | 538 |
| 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 | $229,182,000 | 541 |
| U.S. Government securities | $206,321,000 | 438 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $206,321,000 | 426 |
| Securities issued by states & political subdivisions | $22,695,000 | 989 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $166,000 | 126 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,013,000 | 520 |
| Mortgage-backed securities | $199,286,000 | 388 |
| Certificates of participation in pools of residential mortgages | $133,623,000 | 364 |
| Issued or guaranteed by U.S. | $133,623,000 | 359 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $65,663,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $65,663,000 | 290 |
| 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) | $8,000 | 3,438 |
| Available-for-sale securities (fair market value) | $229,174,000 | 473 |
| Total debt securities | $229,182,000 | 529 |
| 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 | $200,321,000 | 611 |
| U.S. Government securities | $181,634,000 | 490 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $181,634,000 | 476 |
| Securities issued by states & political subdivisions | $18,521,000 | 1,202 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $166,000 | 119 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,953,000 | 616 |
| Mortgage-backed securities | $164,444,000 | 427 |
| Certificates of participation in pools of residential mortgages | $107,477,000 | 429 |
| Issued or guaranteed by U.S. | $107,477,000 | 425 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $56,967,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $56,967,000 | 311 |
| 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) | $11,000 | 3,441 |
| Available-for-sale securities (fair market value) | $200,310,000 | 523 |
| Total debt securities | $200,321,000 | 602 |
| 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 | $198,589,000 | 614 |
| U.S. Government securities | $179,149,000 | 480 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $179,149,000 | 464 |
| Securities issued by states & political subdivisions | $19,278,000 | 1,112 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $162,000 | 128 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,122,000 | 533 |
| Mortgage-backed securities | $114,168,000 | 553 |
| Certificates of participation in pools of residential mortgages | $56,143,000 | 713 |
| Issued or guaranteed by U.S. | $56,143,000 | 703 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $58,025,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $58,025,000 | 283 |
| 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) | $15,000 | 3,460 |
| Available-for-sale securities (fair market value) | $198,574,000 | 516 |
| Total debt securities | $198,589,000 | 603 |
| 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 | $152,151,000 | 786 |
| U.S. Government securities | $131,772,000 | 640 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $131,772,000 | 624 |
| Securities issued by states & political subdivisions | $20,222,000 | 1,084 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $157,000 | 138 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,422,000 | 609 |
| Mortgage-backed securities | $91,797,000 | 659 |
| Certificates of participation in pools of residential mortgages | $56,876,000 | 696 |
| Issued or guaranteed by U.S. | $56,876,000 | 686 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $34,921,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $34,921,000 | 405 |
| 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) | $18,000 | 3,483 |
| Available-for-sale securities (fair market value) | $152,133,000 | 676 |
| Total debt securities | $152,151,000 | 765 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $161,451,000 | 743 |
| U.S. Government securities | $139,739,000 | 588 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $139,739,000 | 578 |
| Securities issued by states & political subdivisions | $21,547,000 | 1,013 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $165,000 | 148 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,393,000 | 658 |
| Mortgage-backed securities | $95,376,000 | 626 |
| Certificates of participation in pools of residential mortgages | $57,191,000 | 667 |
| Issued or guaranteed by U.S. | $57,191,000 | 657 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,185,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $38,185,000 | 371 |
| 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) | $23,000 | 3,505 |
| Available-for-sale securities (fair market value) | $161,428,000 | 640 |
| Total debt securities | $161,451,000 | 718 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $163,224,000 | 724 |
| U.S. Government securities | $141,318,000 | 595 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $141,318,000 | 583 |
| Securities issued by states & political subdivisions | $21,747,000 | 978 |
| Other domestic debt securities | $159,000 | 2,781 |
| 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 | $159,000 | 2,080 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,667,000 | 717 |
| Mortgage-backed securities | $97,851,000 | 573 |
| Certificates of participation in pools of residential mortgages | $58,853,000 | 586 |
| Issued or guaranteed by U.S. | $58,853,000 | 579 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $38,998,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $38,998,000 | 365 |
| 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) | $28,000 | 3,552 |
| Available-for-sale securities (fair market value) | $163,196,000 | 613 |
| Total debt securities | $163,224,000 | 704 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $167,738,000 | 708 |
| U.S. Government securities | $145,537,000 | 590 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $145,537,000 | 578 |
| Securities issued by states & political subdivisions | $21,945,000 | 939 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $256,000 | 127 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,151,000 | 990 |
| Mortgage-backed securities | $85,055,000 | 610 |
| Certificates of participation in pools of residential mortgages | $54,713,000 | 603 |
| Issued or guaranteed by U.S. | $54,713,000 | 595 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $30,342,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $30,342,000 | 411 |
| 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) | $32,000 | 3,589 |
| Available-for-sale securities (fair market value) | $167,706,000 | 600 |
| Total debt securities | $167,738,000 | 688 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $166,477,000 | 706 |
| U.S. Government securities | $146,787,000 | 587 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $146,787,000 | 578 |
| Securities issued by states & political subdivisions | $19,440,000 | 1,057 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $250,000 | 130 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,945,000 | 601 |
| Mortgage-backed securities | $86,623,000 | 597 |
| Certificates of participation in pools of residential mortgages | $54,583,000 | 605 |
| Issued or guaranteed by U.S. | $54,583,000 | 594 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $32,040,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $32,040,000 | 407 |
| 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) | $38,000 | 3,622 |
| Available-for-sale securities (fair market value) | $166,439,000 | 598 |
| Total debt securities | $166,477,000 | 690 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 295 |
| Fair value | $9,973,000 | 296 |
| 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 | $157,542,000 | 774 |
| U.S. Government securities | $142,523,000 | 619 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $142,523,000 | 606 |
| Securities issued by states & political subdivisions | $14,769,000 | 1,416 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $250,000 | 138 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,391,000 | 570 |
| Mortgage-backed securities | $82,311,000 | 617 |
| Certificates of participation in pools of residential mortgages | $47,387,000 | 684 |
| Issued or guaranteed by U.S. | $47,387,000 | 676 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $34,924,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $34,924,000 | 387 |
| 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) | $45,000 | 3,671 |
| Available-for-sale securities (fair market value) | $157,497,000 | 644 |
| Total debt securities | $157,542,000 | 752 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 322 |
| Fair value | $9,985,000 | 324 |
| 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 | $164,532,000 | 752 |
| U.S. Government securities | $149,390,000 | 610 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $149,390,000 | 597 |
| Securities issued by states & political subdivisions | $14,892,000 | 1,400 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $250,000 | 137 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,468,000 | 599 |
| Mortgage-backed securities | $86,293,000 | 601 |
| Certificates of participation in pools of residential mortgages | $49,148,000 | 674 |
| Issued or guaranteed by U.S. | $49,148,000 | 666 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $37,145,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $37,145,000 | 386 |
| 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) | $65,000 | 3,723 |
| Available-for-sale securities (fair market value) | $164,467,000 | 626 |
| Total debt securities | $164,532,000 | 737 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 353 |
| Fair value | $9,970,000 | 355 |
| 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 | $186,766,000 | 686 |
| U.S. Government securities | $171,413,000 | 551 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $171,413,000 | 535 |
| Securities issued by states & political subdivisions | $15,103,000 | 1,355 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $250,000 | 138 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,088,000 | 585 |
| Mortgage-backed securities | $98,506,000 | 557 |
| Certificates of participation in pools of residential mortgages | $59,452,000 | 580 |
| Issued or guaranteed by U.S. | $59,452,000 | 571 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $39,054,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $39,054,000 | 374 |
| 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) | $866,000 | 3,007 |
| Available-for-sale securities (fair market value) | $185,900,000 | 566 |
| Total debt securities | $186,766,000 | 670 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 395 |
| Fair value | $9,941,000 | 397 |
| 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 | $191,067,000 | 669 |
| U.S. Government securities | $175,752,000 | 550 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $175,752,000 | 532 |
| Securities issued by states & political subdivisions | $15,078,000 | 1,325 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $237,000 | 154 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,028,000 | 629 |
| Mortgage-backed securities | $103,431,000 | 540 |
| Certificates of participation in pools of residential mortgages | $62,730,000 | 556 |
| Issued or guaranteed by U.S. | $62,730,000 | 549 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $40,701,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $40,701,000 | 356 |
| 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) | $915,000 | 2,999 |
| Available-for-sale securities (fair market value) | $190,152,000 | 561 |
| Total debt securities | $191,068,000 | 653 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 417 |
| Fair value | $9,896,000 | 417 |
| 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 | $208,407,000 | 635 |
| U.S. Government securities | $192,741,000 | 518 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $192,741,000 | 495 |
| Securities issued by states & political subdivisions | $15,432,000 | 1,303 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $234,000 | 157 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,758,000 | 618 |
| Mortgage-backed securities | $109,961,000 | 529 |
| Certificates of participation in pools of residential mortgages | $66,656,000 | 540 |
| Issued or guaranteed by U.S. | $66,656,000 | 533 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $43,305,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $43,305,000 | 340 |
| 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) | $969,000 | 3,034 |
| Available-for-sale securities (fair market value) | $207,438,000 | 527 |
| Total debt securities | $208,407,000 | 613 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 440 |
| Fair value | $9,942,000 | 437 |
| 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 | $152,012,000 | 834 |
| U.S. Government securities | $137,828,000 | 689 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $137,828,000 | 665 |
| Securities issued by states & political subdivisions | $13,944,000 | 1,441 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $240,000 | 152 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,216,000 | 716 |
| Mortgage-backed securities | $75,064,000 | 695 |
| Certificates of participation in pools of residential mortgages | $70,047,000 | 533 |
| Issued or guaranteed by U.S. | $70,047,000 | 525 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,017,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $5,017,000 | 1,261 |
| 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) | $1,041,000 | 3,039 |
| Available-for-sale securities (fair market value) | $150,971,000 | 701 |
| Total debt securities | $152,004,000 | 811 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 440 |
| Fair value | $9,985,000 | 434 |
| 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 | $118,209,000 | 1,047 |
| U.S. Government securities | $117,942,000 | 780 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $117,942,000 | 749 |
| Securities issued by states & political subdivisions | $23,000 | 6,416 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $244,000 | 156 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,183,000 | 680 |
| Mortgage-backed securities | $75,085,000 | 696 |
| Certificates of participation in pools of residential mortgages | $75,032,000 | 506 |
| Issued or guaranteed by U.S. | $75,032,000 | 499 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $53,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,135 |
| 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) | $1,104,000 | 3,041 |
| Available-for-sale securities (fair market value) | $117,105,000 | 879 |
| Total debt securities | $118,209,000 | 1,019 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $124,472,000 | 994 |
| U.S. Government securities | $124,198,000 | 740 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $124,198,000 | 713 |
| Securities issued by states & political subdivisions | $24,000 | 6,431 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $250,000 | 148 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,340,000 | 665 |
| Mortgage-backed securities | $81,358,000 | 670 |
| Certificates of participation in pools of residential mortgages | $81,299,000 | 492 |
| Issued or guaranteed by U.S. | $81,299,000 | 481 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $59,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,164 |
| 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) | $1,215,000 | 3,045 |
| Available-for-sale securities (fair market value) | $123,257,000 | 839 |
| Total debt securities | $124,472,000 | 975 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $128,836,000 | 969 |
| U.S. Government securities | $128,710,000 | 734 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $128,710,000 | 704 |
| Securities issued by states & political subdivisions | $26,000 | 6,467 |
| 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 | $100,000 | 195 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,356,000 | 679 |
| Mortgage-backed securities | $85,757,000 | 666 |
| Certificates of participation in pools of residential mortgages | $85,689,000 | 490 |
| Issued or guaranteed by U.S. | $85,689,000 | 485 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $68,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,195 |
| 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) | $1,298,000 | 3,057 |
| Available-for-sale securities (fair market value) | $127,538,000 | 828 |
| Total debt securities | $128,836,000 | 943 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $134,692,000 | 945 |
| U.S. Government securities | $134,563,000 | 719 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $134,563,000 | 690 |
| Securities issued by states & political subdivisions | $27,000 | 6,507 |
| 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 | $102,000 | 192 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,679,000 | 681 |
| Mortgage-backed securities | $91,328,000 | 654 |
| Certificates of participation in pools of residential mortgages | $91,253,000 | 471 |
| Issued or guaranteed by U.S. | $91,253,000 | 467 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $75,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,207 |
| 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) | $1,378,000 | 3,035 |
| Available-for-sale securities (fair market value) | $133,314,000 | 813 |
| Total debt securities | $134,692,000 | 921 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $144,793,000 | 890 |
| U.S. Government securities | $144,661,000 | 679 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $144,661,000 | 651 |
| Securities issued by states & political subdivisions | $29,000 | 6,552 |
| 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 | $103,000 | 196 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,305,000 | 700 |
| Mortgage-backed securities | $96,480,000 | 636 |
| Certificates of participation in pools of residential mortgages | $96,396,000 | 459 |
| Issued or guaranteed by U.S. | $96,396,000 | 456 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $84,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,212 |
| 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) | $1,477,000 | 3,039 |
| Available-for-sale securities (fair market value) | $143,316,000 | 766 |
| Total debt securities | $144,793,000 | 865 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $116,785,000 | 1,119 |
| U.S. Government securities | $116,655,000 | 835 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $116,655,000 | 798 |
| Securities issued by states & political subdivisions | $30,000 | 6,594 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $100,000 | 197 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,315,000 | 662 |
| Mortgage-backed securities | $68,717,000 | 826 |
| Certificates of participation in pools of residential mortgages | $68,624,000 | 613 |
| Issued or guaranteed by U.S. | $68,624,000 | 609 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $93,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,270 |
| 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) | $1,610,000 | 2,990 |
| Available-for-sale securities (fair market value) | $115,175,000 | 962 |
| Total debt securities | $116,785,000 | 1,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $115,029,000 | 1,153 |
| U.S. Government securities | $114,897,000 | 856 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $114,897,000 | 825 |
| Securities issued by states & political subdivisions | $32,000 | 6,587 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $100,000 | 205 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,550,000 | 718 |
| Mortgage-backed securities | $76,375,000 | 784 |
| Certificates of participation in pools of residential mortgages | $76,275,000 | 580 |
| Issued or guaranteed by U.S. | $76,275,000 | 573 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $100,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,319 |
| 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) | $1,744,000 | 2,935 |
| Available-for-sale securities (fair market value) | $113,285,000 | 989 |
| Total debt securities | $115,029,000 | 1,107 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $89,190,000 | 1,499 |
| U.S. Government securities | $88,969,000 | 1,124 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $88,969,000 | 1,075 |
| Securities issued by states & political subdivisions | $121,000 | 6,495 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $100,000 | 217 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,318,000 | 865 |
| Mortgage-backed securities | $53,419,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $53,312,000 | 736 |
| Issued or guaranteed by U.S. | $53,312,000 | 728 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $107,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 3,502 |
| 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) | $2,011,000 | 2,853 |
| Available-for-sale securities (fair market value) | $87,179,000 | 1,319 |
| Total debt securities | $89,190,000 | 1,453 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $62,982,000 | 2,010 |
| U.S. Government securities | $62,755,000 | 1,512 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $62,755,000 | 1,454 |
| Securities issued by states & political subdivisions | $127,000 | 6,529 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $100,000 | 223 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,477,000 | 860 |
| Mortgage-backed securities | $51,156,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $51,040,000 | 773 |
| Issued or guaranteed by U.S. | $51,040,000 | 769 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $116,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 3,568 |
| 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) | $2,240,000 | 2,803 |
| Available-for-sale securities (fair market value) | $60,742,000 | 1,757 |
| Total debt securities | $62,982,000 | 1,946 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $56,314,000 | 2,166 |
| U.S. Government securities | $56,072,000 | 1,616 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $56,072,000 | 1,551 |
| Securities issued by states & political subdivisions | $142,000 | 6,511 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $100,000 | 222 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,544,000 | 1,377 |
| Mortgage-backed securities | $36,784,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $36,658,000 | 973 |
| Issued or guaranteed by U.S. | $36,658,000 | 969 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $126,000 | 3,916 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,731 |
| 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) | $2,540,000 | 2,709 |
| Available-for-sale securities (fair market value) | $53,774,000 | 1,913 |
| Total debt securities | $56,314,000 | 2,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $40,041,000 | 2,838 |
| U.S. Government securities | $39,786,000 | 2,160 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $39,786,000 | 2,079 |
| Securities issued by states & political subdivisions | $155,000 | 6,464 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $100,000 | 218 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,109,000 | 1,286 |
| Mortgage-backed securities | $20,399,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $20,263,000 | 1,484 |
| Issued or guaranteed by U.S. | $20,263,000 | 1,480 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $136,000 | 3,995 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 3,813 |
| 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) | $2,823,000 | 2,645 |
| Available-for-sale securities (fair market value) | $37,218,000 | 2,577 |
| Total debt securities | $40,041,000 | 2,757 |
| 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 | $28,822,000 | 3,615 |
| U.S. Government securities | $28,535,000 | 2,820 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $28,535,000 | 2,689 |
| Securities issued by states & political subdivisions | $184,000 | 6,432 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $103,000 | 221 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,945,000 | 1,852 |
| Mortgage-backed securities | $9,097,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $8,949,000 | 2,494 |
| Issued or guaranteed by U.S. | $8,949,000 | 2,479 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $148,000 | 4,042 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 3,866 |
| 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) | $3,119,000 | 2,613 |
| Available-for-sale securities (fair market value) | $25,703,000 | 3,366 |
| Total debt securities | $28,822,000 | 3,547 |
| 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 | $26,335,000 | 3,699 |
| U.S. Government securities | $25,866,000 | 2,860 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $25,866,000 | 2,717 |
| Securities issued by states & political subdivisions | $469,000 | 5,993 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,609,000 | 1,948 |
| Mortgage-backed securities | $13,686,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $13,484,000 | 1,742 |
| Issued or guaranteed by U.S. | $13,484,000 | 1,732 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $202,000 | 4,118 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,932 |
| 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) | $4,774,000 | 2,333 |
| Available-for-sale securities (fair market value) | $21,561,000 | 3,631 |
| Total debt securities | $26,335,000 | 3,611 |
| 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 | $20,615,000 | 4,539 |
| U.S. Government securities | $18,813,000 | 3,852 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $18,813,000 | 3,578 |
| Securities issued by states & political subdivisions | $781,000 | 5,645 |
| Other domestic debt securities | $99,000 | 3,635 |
| 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 | $99,000 | 3,182 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $922,000 | 2,651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,569,000 | 2,546 |
| Mortgage-backed securities | $10,357,000 | 2,283 |
| Certificates of participation in pools of residential mortgages | $10,101,000 | 1,725 |
| Issued or guaranteed by U.S. | $10,101,000 | 1,714 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $256,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 3,486 |
| 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) | $6,979,000 | 2,331 |
| Available-for-sale securities (fair market value) | $13,636,000 | 4,867 |
| Total debt securities | $19,693,000 | 4,544 |
| 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 | $27,675,000 | 3,834 |
| U.S. Government securities | $21,185,000 | 3,681 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $21,185,000 | 3,306 |
| Securities issued by states & political subdivisions | $1,051,000 | 5,559 |
| Other domestic debt securities | $4,476,000 | 1,269 |
| 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 | $4,476,000 | 1,026 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $963,000 | 2,488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,669,000 | 3,229 |
| Mortgage-backed securities | $13,094,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $12,776,000 | 1,580 |
| Issued or guaranteed by U.S. | $12,776,000 | 1,568 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $318,000 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 3,633 |
| 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) | $8,635,000 | 2,299 |
| Available-for-sale securities (fair market value) | $19,040,000 | 4,042 |
| Total debt securities | $26,712,000 | 3,831 |
| 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 | $29,468,000 | 3,699 |
| U.S. Government securities | $26,918,000 | 3,113 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $26,918,000 | 2,604 |
| Securities issued by states & political subdivisions | $1,625,000 | 5,074 |
| 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 | $0 | 363 |
| Equity securities | $925,000 | 2,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,767,000 | 2,853 |
| Mortgage-backed securities | $18,299,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $17,896,000 | 1,326 |
| Issued or guaranteed by U.S. | $17,896,000 | 1,318 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $403,000 | 3,934 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 3,778 |
| 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) | $12,231,000 | 2,038 |
| Available-for-sale securities (fair market value) | $17,237,000 | 4,228 |
| Total debt securities | $28,543,000 | 3,686 |
| 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 | $32,148,000 | 3,423 |
| U.S. Government securities | $28,704,000 | 3,060 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $28,704,000 | 2,391 |
| Securities issued by states & political subdivisions | $2,291,000 | 4,361 |
| 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 | $0 | 390 |
| Equity securities | $1,153,000 | 2,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,148,000 | 2,051 |
| Mortgage-backed securities | $26,204,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $25,690,000 | 1,041 |
| Issued or guaranteed by U.S. | $25,690,000 | 1,026 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $514,000 | 3,952 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 3,800 |
| 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) | $20,942,000 | 1,604 |
| Available-for-sale securities (fair market value) | $11,206,000 | 5,400 |
| Total debt securities | $30,995,000 | 3,429 |
| 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 |
| 1996-12-31 | Rank | |
| Total securities | $43,533,000 | 2,763 |
| U.S. Government securities | $39,144,000 | 2,486 |
| U.S. Treasury securities | $5,021,000 | 3,753 |
| U.S. Government agency obligations | $34,123,000 | 2,102 |
| Securities issued by states & political subdivisions | $3,274,000 | 3,735 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| 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 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,115,000 | 2,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,169,000 | 957 |
| Mortgage-backed securities | $30,171,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $30,171,000 | 985 |
| Issued or guaranteed by U.S. | $30,171,000 | 965 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,894,000 | 1,480 |
| Available-for-sale securities (fair market value) | $16,639,000 | 4,397 |
| Total debt securities | $40,966,000 | 2,855 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,452,000 | 1,413 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $50,477,000 | 2,496 |
| U.S. Government securities | $45,321,000 | 2,225 |
| U.S. Treasury securities | $7,219,000 | 3,511 |
| U.S. Government agency obligations | $38,102,000 | 1,855 |
| Securities issued by states & political subdivisions | $4,102,000 | 3,280 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| 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 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,054,000 | 2,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,008,000 | 804 |
| Mortgage-backed securities | $36,729,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $36,729,000 | 862 |
| Issued or guaranteed by U.S. | $36,729,000 | 841 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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) | $30,254,000 | 1,410 |
| Available-for-sale securities (fair market value) | $20,223,000 | 3,927 |
| Total debt securities | $48,050,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,373,000 | 2,213 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $59,364,000 | 2,209 |
| U.S. Government securities | $53,561,000 | 1,978 |
| U.S. Treasury securities | $9,121,000 | 3,672 |
| U.S. Government agency obligations | $44,440,000 | 1,551 |
| Securities issued by states & political subdivisions | $4,753,000 | 3,056 |
| Other domestic debt securities | $225,000 | 4,469 |
| Privately issued residential mortgage-backed securities | $225,000 | 1,761 |
| 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 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $825,000 | 2,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,027,000 | 759 |
| Mortgage-backed securities | $43,138,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $42,745,000 | 784 |
| Issued or guaranteed by U.S. | $42,745,000 | 767 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $393,000 | 5,492 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 5,725 |
| Privately issued | $225,000 | 1,477 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,879,000 | 1,960 |
| Available-for-sale securities (fair market value) | $21,485,000 | 2,628 |
| Total debt securities | $57,039,000 | 2,251 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $70,650,000 | 1,947 |
| U.S. Government securities | $61,510,000 | 1,788 |
| U.S. Treasury securities | $9,479,000 | 3,672 |
| U.S. Government agency obligations | $52,031,000 | 1,371 |
| Securities issued by states & political subdivisions | $7,867,000 | 1,966 |
| Other domestic debt securities | $333,000 | 4,725 |
| Privately issued residential mortgage-backed securities | $333,000 | 1,986 |
| 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 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $940,000 | 2,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,282,000 | 694 |
| Mortgage-backed securities | $49,742,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $45,506,000 | 807 |
| Issued or guaranteed by U.S. | $45,506,000 | 775 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,236,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $3,903,000 | 2,861 |
| Privately issued | $333,000 | 1,632 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $68,210,000 | 1,960 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $62,689,000 | 2,157 |
| U.S. Government securities | $51,393,000 | 2,088 |
| U.S. Treasury securities | $401,000 | 11,546 |
| U.S. Government agency obligations | $50,992,000 | 1,364 |
| Securities issued by states & political subdivisions | $8,124,000 | 1,689 |
| Other domestic debt securities | $2,465,000 | 2,631 |
| Privately issued residential mortgage-backed securities | $427,000 | 2,497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,038,000 | 2,034 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $707,000 | 2,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,282,000 | 954 |
| Mortgage-backed securities | $48,619,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $27,018,000 | 1,189 |
| Issued or guaranteed by U.S. | $26,591,000 | 1,172 |
| Privately issued | $427,000 | 511 |
| Collaterized mortgage obligations | $21,601,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $21,601,000 | 855 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $61,982,000 | 2,134 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |