Home > Wilshire Bank > Securities
Wilshire Bank, Securities
| 2016-06-30 | Rank | |
| Total securities | $490,592,000 | 312 |
| U.S. Government securities | $451,896,000 | 248 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $451,896,000 | 240 |
| Securities issued by states & political subdivisions | $23,531,000 | 1,679 |
| Other domestic debt securities | $15,165,000 | 485 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,165,000 | 334 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $266,963,000 | 265 |
| Mortgage-backed securities | $389,787,000 | 236 |
| Certificates of participation in pools of residential mortgages | $159,572,000 | 285 |
| Issued or guaranteed by U.S. | $159,572,000 | 284 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $230,215,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $230,215,000 | 142 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $18,000 | 2,256 |
| Available-for-sale securities (fair market value) | $490,574,000 | 270 |
| Total debt securities | $490,592,000 | 309 |
| Structured notes | ||
| Amortized cost | $49,906,000 | 30 |
| Fair value | $50,066,000 | 30 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $512,276,000 | 308 |
| U.S. Government securities | $473,594,000 | 243 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $473,594,000 | 235 |
| Securities issued by states & political subdivisions | $23,462,000 | 1,657 |
| Other domestic debt securities | $15,220,000 | 476 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,220,000 | 328 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,844,000 | 188 |
| Mortgage-backed securities | $409,485,000 | 224 |
| Certificates of participation in pools of residential mortgages | $166,769,000 | 274 |
| Issued or guaranteed by U.S. | $166,769,000 | 272 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $242,716,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $242,716,000 | 143 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $19,000 | 2,295 |
| Available-for-sale securities (fair market value) | $512,257,000 | 266 |
| Total debt securities | $512,275,000 | 300 |
| Structured notes | ||
| Amortized cost | $49,895,000 | 35 |
| Fair value | $50,074,000 | 35 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $535,545,000 | 294 |
| U.S. Government securities | $496,949,000 | 236 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $496,949,000 | 225 |
| Securities issued by states & political subdivisions | $23,336,000 | 1,671 |
| Other domestic debt securities | $15,260,000 | 462 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,260,000 | 323 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,069,000 | 179 |
| Mortgage-backed securities | $423,113,000 | 220 |
| Certificates of participation in pools of residential mortgages | $171,696,000 | 267 |
| Issued or guaranteed by U.S. | $171,696,000 | 266 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $251,417,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $251,417,000 | 139 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $21,000 | 2,331 |
| Available-for-sale securities (fair market value) | $535,524,000 | 256 |
| Total debt securities | $535,545,000 | 289 |
| Structured notes | ||
| Amortized cost | $59,883,000 | 32 |
| Fair value | $59,861,000 | 31 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $386,701,000 | 406 |
| U.S. Government securities | $348,058,000 | 321 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $348,058,000 | 307 |
| Securities issued by states & political subdivisions | $23,306,000 | 1,663 |
| Other domestic debt securities | $15,337,000 | 466 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,337,000 | 320 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $376,596,000 | 198 |
| Mortgage-backed securities | $261,848,000 | 309 |
| Certificates of participation in pools of residential mortgages | $74,476,000 | 559 |
| Issued or guaranteed by U.S. | $74,476,000 | 558 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $187,372,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $187,372,000 | 171 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $22,000 | 2,345 |
| Available-for-sale securities (fair market value) | $386,679,000 | 337 |
| Total debt securities | $386,699,000 | 399 |
| Structured notes | ||
| Amortized cost | $71,881,000 | 29 |
| Fair value | $72,163,000 | 29 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $358,355,000 | 440 |
| U.S. Government securities | $317,643,000 | 343 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $317,643,000 | 329 |
| Securities issued by states & political subdivisions | $25,315,000 | 1,522 |
| Other domestic debt securities | $15,397,000 | 468 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $15,397,000 | 323 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,180,000 | 211 |
| Mortgage-backed securities | $247,184,000 | 317 |
| Certificates of participation in pools of residential mortgages | $76,827,000 | 557 |
| Issued or guaranteed by U.S. | $76,827,000 | 557 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $170,357,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $170,357,000 | 193 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $24,000 | 2,388 |
| Available-for-sale securities (fair market value) | $358,331,000 | 366 |
| Total debt securities | $358,354,000 | 431 |
| Structured notes | ||
| Amortized cost | $56,908,000 | 47 |
| Fair value | $56,430,000 | 47 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $329,368,000 | 479 |
| U.S. Government securities | $288,212,000 | 384 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $288,212,000 | 368 |
| Securities issued by states & political subdivisions | $25,686,000 | 1,477 |
| Other domestic debt securities | $15,470,000 | 466 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $15,470,000 | 321 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,078,000 | 227 |
| Mortgage-backed securities | $236,252,000 | 337 |
| Certificates of participation in pools of residential mortgages | $80,742,000 | 532 |
| Issued or guaranteed by U.S. | $80,742,000 | 532 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $155,510,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $155,510,000 | 203 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $25,000 | 2,394 |
| Available-for-sale securities (fair market value) | $329,343,000 | 406 |
| Total debt securities | $329,368,000 | 472 |
| Structured notes | ||
| Amortized cost | $34,906,000 | 88 |
| Fair value | $34,878,000 | 87 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $388,393,000 | 404 |
| U.S. Government securities | $346,834,000 | 320 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $346,834,000 | 310 |
| Securities issued by states & political subdivisions | $26,046,000 | 1,449 |
| Other domestic debt securities | $15,513,000 | 468 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $15,513,000 | 321 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,500,000 | 188 |
| Mortgage-backed securities | $246,411,000 | 335 |
| Certificates of participation in pools of residential mortgages | $83,306,000 | 534 |
| Issued or guaranteed by U.S. | $83,306,000 | 531 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $163,105,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $163,105,000 | 199 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $26,000 | 2,428 |
| Available-for-sale securities (fair market value) | $388,367,000 | 327 |
| Total debt securities | $388,392,000 | 395 |
| Structured notes | ||
| Amortized cost | $82,889,000 | 32 |
| Fair value | $82,450,000 | 32 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $365,894,000 | 431 |
| U.S. Government securities | $318,562,000 | 348 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $318,562,000 | 336 |
| Securities issued by states & political subdivisions | $26,687,000 | 1,433 |
| Other domestic debt securities | $20,645,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $20,645,000 | 253 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $340,197,000 | 207 |
| Mortgage-backed securities | $227,826,000 | 352 |
| Certificates of participation in pools of residential mortgages | $84,744,000 | 532 |
| Issued or guaranteed by U.S. | $84,744,000 | 531 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $143,082,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $143,082,000 | 223 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $28,000 | 2,465 |
| Available-for-sale securities (fair market value) | $365,866,000 | 348 |
| Total debt securities | $365,893,000 | 426 |
| Structured notes | ||
| Amortized cost | $73,980,000 | 45 |
| Fair value | $72,767,000 | 45 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $327,269,000 | 482 |
| U.S. Government securities | $269,716,000 | 407 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $269,716,000 | 394 |
| Securities issued by states & political subdivisions | $26,679,000 | 1,437 |
| Other domestic debt securities | $30,874,000 | 309 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $30,874,000 | 199 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $302,271,000 | 238 |
| Mortgage-backed securities | $208,805,000 | 382 |
| Certificates of participation in pools of residential mortgages | $87,722,000 | 527 |
| Issued or guaranteed by U.S. | $87,722,000 | 527 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $121,083,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $121,083,000 | 251 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $30,000 | 2,484 |
| Available-for-sale securities (fair market value) | $327,239,000 | 403 |
| Total debt securities | $327,269,000 | 476 |
| Structured notes | ||
| Amortized cost | $43,976,000 | 86 |
| Fair value | $42,835,000 | 87 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $342,469,000 | 461 |
| U.S. Government securities | $277,121,000 | 406 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $277,121,000 | 392 |
| Securities issued by states & political subdivisions | $26,107,000 | 1,467 |
| Other domestic debt securities | $39,241,000 | 271 |
| 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 | $39,241,000 | 176 |
| Foreign debt securities | $0 | 314 |
| 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 | $312,726,000 | 231 |
| Mortgage-backed securities | $216,979,000 | 374 |
| Certificates of participation in pools of residential mortgages | $89,134,000 | 526 |
| Issued or guaranteed by U.S. | $89,134,000 | 526 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $127,845,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $127,845,000 | 236 |
| 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) | $32,000 | 2,505 |
| Available-for-sale securities (fair market value) | $342,437,000 | 386 |
| Total debt securities | $342,468,000 | 456 |
| Structured notes | ||
| Amortized cost | $43,971,000 | 91 |
| Fair value | $42,132,000 | 91 |
| 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 | $352,472,000 | 440 |
| U.S. Government securities | $287,346,000 | 382 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $287,346,000 | 371 |
| Securities issued by states & political subdivisions | $25,596,000 | 1,487 |
| Other domestic debt securities | $39,530,000 | 281 |
| 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 | $39,530,000 | 180 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $322,435,000 | 221 |
| Mortgage-backed securities | $226,265,000 | 363 |
| Certificates of participation in pools of residential mortgages | $90,577,000 | 503 |
| Issued or guaranteed by U.S. | $90,577,000 | 503 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $135,688,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $135,688,000 | 224 |
| 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) | $35,000 | 2,529 |
| Available-for-sale securities (fair market value) | $352,437,000 | 373 |
| Total debt securities | $352,470,000 | 433 |
| Structured notes | ||
| Amortized cost | $43,965,000 | 94 |
| Fair value | $41,037,000 | 93 |
| 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 | $325,762,000 | 473 |
| U.S. Government securities | $258,567,000 | 426 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $258,567,000 | 414 |
| Securities issued by states & political subdivisions | $27,509,000 | 1,389 |
| Other domestic debt securities | $39,686,000 | 289 |
| 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 | $39,686,000 | 177 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,790,000 | 241 |
| Mortgage-backed securities | $222,394,000 | 365 |
| Certificates of participation in pools of residential mortgages | $78,556,000 | 582 |
| Issued or guaranteed by U.S. | $78,556,000 | 580 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $143,838,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $143,838,000 | 219 |
| 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) | $38,000 | 2,523 |
| Available-for-sale securities (fair market value) | $325,724,000 | 404 |
| Total debt securities | $325,759,000 | 461 |
| Structured notes | ||
| Amortized cost | $38,000,000 | 103 |
| Fair value | $35,718,000 | 106 |
| 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 | $303,878,000 | 510 |
| U.S. Government securities | $236,476,000 | 470 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $236,476,000 | 452 |
| Securities issued by states & political subdivisions | $27,649,000 | 1,373 |
| Other domestic debt securities | $39,753,000 | 289 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $39,753,000 | 177 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,938,000 | 249 |
| Mortgage-backed securities | $199,779,000 | 401 |
| Certificates of participation in pools of residential mortgages | $71,526,000 | 631 |
| Issued or guaranteed by U.S. | $71,526,000 | 628 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $128,253,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $128,253,000 | 236 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $42,000 | 2,467 |
| Available-for-sale securities (fair market value) | $303,836,000 | 451 |
| Total debt securities | $303,878,000 | 497 |
| Structured notes | ||
| Amortized cost | $38,000,000 | 101 |
| Fair value | $36,206,000 | 103 |
| 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 | $336,615,000 | 460 |
| U.S. Government securities | $265,364,000 | 426 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $265,364,000 | 410 |
| Securities issued by states & political subdivisions | $30,968,000 | 1,222 |
| Other domestic debt securities | $40,283,000 | 292 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $40,283,000 | 174 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,016,000 | 225 |
| Mortgage-backed securities | $226,856,000 | 375 |
| Certificates of participation in pools of residential mortgages | $76,911,000 | 606 |
| Issued or guaranteed by U.S. | $76,911,000 | 605 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $149,945,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $149,945,000 | 222 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $46,000 | 2,461 |
| Available-for-sale securities (fair market value) | $336,569,000 | 406 |
| Total debt securities | $336,615,000 | 450 |
| Structured notes | ||
| Amortized cost | $38,000,000 | 98 |
| Fair value | $37,962,000 | 98 |
| 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 | $332,554,000 | 463 |
| U.S. Government securities | $260,928,000 | 431 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $260,928,000 | 414 |
| Securities issued by states & political subdivisions | $31,256,000 | 1,185 |
| Other domestic debt securities | $40,370,000 | 281 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $40,370,000 | 164 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $302,010,000 | 238 |
| Mortgage-backed securities | $232,339,000 | 359 |
| Certificates of participation in pools of residential mortgages | $59,756,000 | 732 |
| Issued or guaranteed by U.S. | $59,756,000 | 731 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $172,583,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $172,583,000 | 205 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $50,000 | 2,488 |
| Available-for-sale securities (fair market value) | $332,504,000 | 407 |
| Total debt securities | $332,555,000 | 456 |
| Structured notes | ||
| Amortized cost | $28,000,000 | 159 |
| Fair value | $27,919,000 | 159 |
| 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 | $292,307,000 | 528 |
| U.S. Government securities | $220,392,000 | 507 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $220,392,000 | 491 |
| Securities issued by states & political subdivisions | $31,402,000 | 1,142 |
| Other domestic debt securities | $40,513,000 | 286 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $40,513,000 | 175 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $261,001,000 | 269 |
| Mortgage-backed securities | $219,618,000 | 393 |
| Certificates of participation in pools of residential mortgages | $42,146,000 | 1,043 |
| Issued or guaranteed by U.S. | $42,146,000 | 1,042 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $177,472,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $177,472,000 | 211 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $53,000 | 2,547 |
| Available-for-sale securities (fair market value) | $292,254,000 | 474 |
| Total debt securities | $292,309,000 | 521 |
| 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 | $298,421,000 | 521 |
| U.S. Government securities | $227,239,000 | 488 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $227,239,000 | 473 |
| Securities issued by states & political subdivisions | $31,405,000 | 1,114 |
| Other domestic debt securities | $39,777,000 | 287 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $39,777,000 | 174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,422,000 | 258 |
| Mortgage-backed securities | $226,428,000 | 382 |
| Certificates of participation in pools of residential mortgages | $22,095,000 | 1,756 |
| Issued or guaranteed by U.S. | $22,095,000 | 1,755 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $204,333,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $204,333,000 | 188 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $57,000 | 2,567 |
| Available-for-sale securities (fair market value) | $298,364,000 | 465 |
| Total debt securities | $298,422,000 | 511 |
| 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 | $292,367,000 | 538 |
| U.S. Government securities | $234,013,000 | 488 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $234,013,000 | 470 |
| Securities issued by states & political subdivisions | $33,524,000 | 980 |
| Other domestic debt securities | $24,830,000 | 387 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $24,830,000 | 241 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $276,392,000 | 247 |
| Mortgage-backed securities | $232,970,000 | 378 |
| Certificates of participation in pools of residential mortgages | $12,392,000 | 2,550 |
| Issued or guaranteed by U.S. | $12,392,000 | 2,545 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $220,578,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $220,578,000 | 187 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $62,000 | 2,621 |
| Available-for-sale securities (fair market value) | $292,305,000 | 489 |
| Total debt securities | $292,367,000 | 531 |
| 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 | $320,131,000 | 468 |
| U.S. Government securities | $261,423,000 | 416 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $261,423,000 | 402 |
| Securities issued by states & political subdivisions | $34,294,000 | 934 |
| Other domestic debt securities | $24,414,000 | 410 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $24,414,000 | 227 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $304,378,000 | 211 |
| Mortgage-backed securities | $260,305,000 | 338 |
| Certificates of participation in pools of residential mortgages | $13,358,000 | 2,330 |
| Issued or guaranteed by U.S. | $13,358,000 | 2,326 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $246,947,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $246,947,000 | 153 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $66,000 | 2,718 |
| Available-for-sale securities (fair market value) | $320,065,000 | 420 |
| Total debt securities | $320,131,000 | 464 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $356,219,000 | 401 |
| U.S. Government securities | $295,289,000 | 356 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $295,289,000 | 349 |
| Securities issued by states & political subdivisions | $34,433,000 | 884 |
| Other domestic debt securities | $26,497,000 | 385 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $26,497,000 | 202 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,924,000 | 186 |
| Mortgage-backed securities | $294,085,000 | 294 |
| Certificates of participation in pools of residential mortgages | $14,231,000 | 2,174 |
| Issued or guaranteed by U.S. | $14,231,000 | 2,167 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $279,854,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $279,854,000 | 142 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $70,000 | 2,747 |
| Available-for-sale securities (fair market value) | $356,149,000 | 353 |
| Total debt securities | $356,216,000 | 397 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $307,383,000 | 476 |
| U.S. Government securities | $271,750,000 | 395 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $271,750,000 | 380 |
| Securities issued by states & political subdivisions | $33,608,000 | 861 |
| Other domestic debt securities | $2,025,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,025,000 | 1,012 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,817,000 | 205 |
| Mortgage-backed securities | $259,086,000 | 319 |
| Certificates of participation in pools of residential mortgages | $15,021,000 | 2,052 |
| Issued or guaranteed by U.S. | $15,021,000 | 2,050 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $244,065,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $244,065,000 | 151 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $74,000 | 2,790 |
| Available-for-sale securities (fair market value) | $307,309,000 | 421 |
| Total debt securities | $307,384,000 | 469 |
| Structured notes | ||
| Amortized cost | $11,236,000 | 624 |
| Fair value | $11,313,000 | 624 |
| 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 | $340,892,000 | 423 |
| U.S. Government securities | $303,955,000 | 353 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $303,955,000 | 340 |
| Securities issued by states & political subdivisions | $34,894,000 | 792 |
| Other domestic debt securities | $2,043,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,043,000 | 1,020 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $333,488,000 | 189 |
| Mortgage-backed securities | $273,287,000 | 301 |
| Certificates of participation in pools of residential mortgages | $15,839,000 | 1,932 |
| Issued or guaranteed by U.S. | $15,839,000 | 1,929 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $257,448,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $257,448,000 | 137 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $80,000 | 2,798 |
| Available-for-sale securities (fair market value) | $340,812,000 | 373 |
| Total debt securities | $340,890,000 | 417 |
| Structured notes | ||
| Amortized cost | $29,225,000 | 220 |
| Fair value | $29,242,000 | 216 |
| 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 | $316,707,000 | 441 |
| U.S. Government securities | $280,326,000 | 370 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $280,326,000 | 356 |
| Securities issued by states & political subdivisions | $34,360,000 | 775 |
| Other domestic debt securities | $2,021,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,021,000 | 1,035 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,652,000 | 198 |
| Mortgage-backed securities | $242,379,000 | 323 |
| Certificates of participation in pools of residential mortgages | $17,180,000 | 1,749 |
| Issued or guaranteed by U.S. | $17,180,000 | 1,744 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $225,199,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $225,199,000 | 146 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $85,000 | 2,829 |
| Available-for-sale securities (fair market value) | $316,622,000 | 396 |
| Total debt securities | $316,709,000 | 436 |
| Structured notes | ||
| Amortized cost | $35,952,000 | 148 |
| Fair value | $36,220,000 | 149 |
| 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 | $367,524,000 | 368 |
| U.S. Government securities | $329,355,000 | 289 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $329,355,000 | 278 |
| Securities issued by states & political subdivisions | $36,133,000 | 725 |
| Other domestic debt securities | $2,036,000 | 1,733 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,036,000 | 1,036 |
| Foreign debt securities | $0 | 158 |
| 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 | $351,059,000 | 177 |
| Mortgage-backed securities | $272,858,000 | 277 |
| Certificates of participation in pools of residential mortgages | $18,751,000 | 1,609 |
| Issued or guaranteed by U.S. | $18,751,000 | 1,605 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $254,107,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $254,107,000 | 123 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $91,000 | 2,890 |
| Available-for-sale securities (fair market value) | $367,433,000 | 324 |
| Total debt securities | $367,523,000 | 361 |
| Structured notes | ||
| Amortized cost | $53,902,000 | 78 |
| Fair value | $54,460,000 | 75 |
| 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 | $506,477,000 | 269 |
| U.S. Government securities | $461,979,000 | 223 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $461,979,000 | 216 |
| Securities issued by states & political subdivisions | $42,479,000 | 531 |
| Other domestic debt securities | $2,019,000 | 1,717 |
| 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 | $2,019,000 | 996 |
| Foreign debt securities | $0 | 158 |
| 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 | $485,216,000 | 135 |
| Mortgage-backed securities | $283,810,000 | 260 |
| Certificates of participation in pools of residential mortgages | $41,084,000 | 861 |
| Issued or guaranteed by U.S. | $41,084,000 | 851 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $242,726,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $242,726,000 | 124 |
| 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) | $96,000 | 2,961 |
| Available-for-sale securities (fair market value) | $506,381,000 | 227 |
| Total debt securities | $506,477,000 | 260 |
| Structured notes | ||
| Amortized cost | $174,738,000 | 14 |
| Fair value | $175,955,000 | 14 |
| 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 | $687,821,000 | 201 |
| U.S. Government securities | $643,688,000 | 164 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $643,688,000 | 159 |
| Securities issued by states & political subdivisions | $42,095,000 | 537 |
| Other domestic debt securities | $2,038,000 | 1,763 |
| 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 | $2,038,000 | 1,012 |
| Foreign debt securities | $0 | 171 |
| 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 | $666,524,000 | 109 |
| Mortgage-backed securities | $487,448,000 | 167 |
| Certificates of participation in pools of residential mortgages | $122,649,000 | 344 |
| Issued or guaranteed by U.S. | $122,649,000 | 341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $364,799,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $364,799,000 | 84 |
| 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) | $105,000 | 2,980 |
| Available-for-sale securities (fair market value) | $687,716,000 | 177 |
| Total debt securities | $687,821,000 | 199 |
| Structured notes | ||
| Amortized cost | $155,807,000 | 10 |
| Fair value | $155,861,000 | 10 |
| 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 | $651,427,000 | 207 |
| U.S. Government securities | $606,756,000 | 172 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $606,756,000 | 165 |
| Securities issued by states & political subdivisions | $42,654,000 | 524 |
| Other domestic debt securities | $2,017,000 | 1,818 |
| 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 | $2,017,000 | 1,045 |
| Foreign debt securities | $0 | 171 |
| 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 | $629,162,000 | 119 |
| Mortgage-backed securities | $448,701,000 | 183 |
| Certificates of participation in pools of residential mortgages | $129,038,000 | 336 |
| Issued or guaranteed by U.S. | $129,038,000 | 333 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $319,663,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $319,663,000 | 90 |
| 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) | $109,000 | 3,027 |
| Available-for-sale securities (fair market value) | $651,318,000 | 182 |
| Total debt securities | $651,427,000 | 203 |
| Structured notes | ||
| Amortized cost | $157,875,000 | 9 |
| Fair value | $156,395,000 | 9 |
| 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 | $559,718,000 | 244 |
| U.S. Government securities | $514,972,000 | 193 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $514,972,000 | 188 |
| Securities issued by states & political subdivisions | $42,722,000 | 516 |
| Other domestic debt securities | $2,024,000 | 1,904 |
| 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 | $2,024,000 | 1,104 |
| Foreign debt securities | $0 | 175 |
| 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 | $538,216,000 | 136 |
| Mortgage-backed securities | $447,625,000 | 189 |
| Certificates of participation in pools of residential mortgages | $327,098,000 | 156 |
| Issued or guaranteed by U.S. | $327,098,000 | 153 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $120,527,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $120,527,000 | 202 |
| 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) | $116,000 | 3,103 |
| Available-for-sale securities (fair market value) | $559,602,000 | 208 |
| Total debt securities | $559,719,000 | 235 |
| Structured notes | ||
| Amortized cost | $64,944,000 | 22 |
| Fair value | $65,516,000 | 20 |
| 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 | $427,914,000 | 315 |
| U.S. Government securities | $391,913,000 | 236 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $391,913,000 | 227 |
| Securities issued by states & political subdivisions | $33,933,000 | 663 |
| Other domestic debt securities | $1,993,000 | 1,957 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,993,000 | 1,143 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $75,000 | 1,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,885,000 | 167 |
| Mortgage-backed securities | $365,179,000 | 217 |
| Certificates of participation in pools of residential mortgages | $280,284,000 | 171 |
| Issued or guaranteed by U.S. | $280,284,000 | 168 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $84,895,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $84,895,000 | 248 |
| 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) | $124,000 | 3,134 |
| Available-for-sale securities (fair market value) | $427,790,000 | 270 |
| Total debt securities | $427,838,000 | 301 |
| Structured notes | ||
| Amortized cost | $24,965,000 | 51 |
| Fair value | $24,800,000 | 49 |
| 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 | $320,188,000 | 418 |
| U.S. Government securities | $285,027,000 | 331 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $285,027,000 | 322 |
| Securities issued by states & political subdivisions | $28,211,000 | 767 |
| Other domestic debt securities | $6,950,000 | 1,073 |
| 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 | $6,950,000 | 527 |
| Foreign debt securities | $0 | 181 |
| 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 | $299,165,000 | 222 |
| Mortgage-backed securities | $281,938,000 | 287 |
| Certificates of participation in pools of residential mortgages | $188,804,000 | 268 |
| Issued or guaranteed by U.S. | $188,804,000 | 262 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $93,134,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $93,134,000 | 229 |
| 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) | $133,000 | 3,162 |
| Available-for-sale securities (fair market value) | $320,055,000 | 357 |
| Total debt securities | $320,189,000 | 410 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 582 |
| Fair value | $1,816,000 | 679 |
| 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 | $229,275,000 | 538 |
| U.S. Government securities | $215,142,000 | 401 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $215,142,000 | 393 |
| Securities issued by states & political subdivisions | $7,180,000 | 2,585 |
| Other domestic debt securities | $6,953,000 | 1,032 |
| 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 | $6,953,000 | 510 |
| Foreign debt securities | $0 | 172 |
| 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 | $221,817,000 | 300 |
| Mortgage-backed securities | $188,955,000 | 384 |
| Certificates of participation in pools of residential mortgages | $125,513,000 | 380 |
| Issued or guaranteed by U.S. | $125,513,000 | 375 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $63,442,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $63,442,000 | 289 |
| 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) | $139,000 | 3,184 |
| Available-for-sale securities (fair market value) | $229,136,000 | 462 |
| Total debt securities | $229,274,000 | 519 |
| Structured notes | ||
| Amortized cost | $11,005,000 | 111 |
| Fair value | $10,999,000 | 109 |
| 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 | $228,100,000 | 532 |
| U.S. Government securities | $214,126,000 | 403 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $214,126,000 | 390 |
| Securities issued by states & political subdivisions | $6,932,000 | 2,622 |
| Other domestic debt securities | $7,042,000 | 989 |
| 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 | $7,042,000 | 486 |
| Foreign debt securities | $0 | 181 |
| 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 | $213,629,000 | 299 |
| Mortgage-backed securities | $186,159,000 | 381 |
| Certificates of participation in pools of residential mortgages | $124,990,000 | 364 |
| Issued or guaranteed by U.S. | $124,990,000 | 358 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $61,169,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $61,169,000 | 274 |
| 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) | $143,000 | 3,197 |
| Available-for-sale securities (fair market value) | $227,957,000 | 451 |
| Total debt securities | $228,099,000 | 521 |
| Structured notes | ||
| Amortized cost | $11,014,000 | 98 |
| Fair value | $10,871,000 | 98 |
| 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 | $233,227,000 | 527 |
| U.S. Government securities | $218,685,000 | 391 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $218,685,000 | 381 |
| Securities issued by states & political subdivisions | $7,421,000 | 2,551 |
| Other domestic debt securities | $7,121,000 | 1,035 |
| 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 | $7,121,000 | 551 |
| Foreign debt securities | $0 | 189 |
| 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 | $213,127,000 | 302 |
| Mortgage-backed securities | $172,845,000 | 400 |
| Certificates of participation in pools of residential mortgages | $108,439,000 | 413 |
| Issued or guaranteed by U.S. | $108,439,000 | 408 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $64,406,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $64,406,000 | 257 |
| 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) | $369,000 | 2,968 |
| Available-for-sale securities (fair market value) | $232,858,000 | 460 |
| Total debt securities | $233,225,000 | 516 |
| Structured notes | ||
| Amortized cost | $11,023,000 | 107 |
| Fair value | $10,828,000 | 106 |
| 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 | $218,882,000 | 572 |
| U.S. Government securities | $203,599,000 | 428 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $203,599,000 | 415 |
| Securities issued by states & political subdivisions | $8,045,000 | 2,418 |
| Other domestic debt securities | $7,238,000 | 1,005 |
| 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 | $7,238,000 | 545 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,546,000 | 317 |
| Mortgage-backed securities | $158,194,000 | 417 |
| Certificates of participation in pools of residential mortgages | $86,905,000 | 465 |
| Issued or guaranteed by U.S. | $86,905,000 | 458 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $71,289,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $71,289,000 | 237 |
| 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) | $377,000 | 3,000 |
| Available-for-sale securities (fair market value) | $218,505,000 | 495 |
| Total debt securities | $218,880,000 | 559 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 199 |
| Fair value | $7,029,000 | 200 |
| 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 | $231,640,000 | 532 |
| U.S. Government securities | $206,182,000 | 422 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $206,182,000 | 409 |
| Securities issued by states & political subdivisions | $7,975,000 | 2,402 |
| Other domestic debt securities | $17,483,000 | 556 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,483,000 | 276 |
| 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 | $208,733,000 | 301 |
| Mortgage-backed securities | $134,007,000 | 440 |
| Certificates of participation in pools of residential mortgages | $60,557,000 | 566 |
| Issued or guaranteed by U.S. | $60,557,000 | 560 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $73,450,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $73,450,000 | 226 |
| 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) | $7,384,000 | 1,424 |
| Available-for-sale securities (fair market value) | $224,256,000 | 479 |
| Total debt securities | $231,640,000 | 520 |
| Structured notes | ||
| Amortized cost | $13,999,000 | 135 |
| Fair value | $13,984,000 | 135 |
| 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 | $206,723,000 | 610 |
| U.S. Government securities | $181,537,000 | 490 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $181,537,000 | 480 |
| Securities issued by states & political subdivisions | $7,861,000 | 2,389 |
| Other domestic debt securities | $17,325,000 | 538 |
| 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 | $17,325,000 | 274 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,377,000 | 321 |
| Mortgage-backed securities | $63,421,000 | 773 |
| Certificates of participation in pools of residential mortgages | $16,125,000 | 1,533 |
| Issued or guaranteed by U.S. | $16,125,000 | 1,524 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $47,296,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $47,296,000 | 309 |
| 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) | $11,390,000 | 1,162 |
| Available-for-sale securities (fair market value) | $195,333,000 | 544 |
| Total debt securities | $206,722,000 | 589 |
| Structured notes | ||
| Amortized cost | $30,990,000 | 61 |
| Fair value | $30,921,000 | 60 |
| 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 | $206,706,000 | 598 |
| U.S. Government securities | $181,523,000 | 485 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $181,523,000 | 472 |
| Securities issued by states & political subdivisions | $7,980,000 | 2,371 |
| Other domestic debt securities | $17,203,000 | 526 |
| 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 | $17,203,000 | 261 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,157,000 | 321 |
| Mortgage-backed securities | $52,080,000 | 886 |
| Certificates of participation in pools of residential mortgages | $17,687,000 | 1,410 |
| Issued or guaranteed by U.S. | $17,687,000 | 1,401 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $34,393,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $34,393,000 | 391 |
| 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) | $11,603,000 | 1,150 |
| Available-for-sale securities (fair market value) | $195,103,000 | 530 |
| Total debt securities | $206,706,000 | 580 |
| Structured notes | ||
| Amortized cost | $37,981,000 | 48 |
| Fair value | $37,637,000 | 48 |
| 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 | $186,403,000 | 666 |
| U.S. Government securities | $160,788,000 | 551 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $160,788,000 | 532 |
| Securities issued by states & political subdivisions | $8,182,000 | 2,344 |
| Other domestic debt securities | $17,433,000 | 518 |
| 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 | $17,433,000 | 265 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,254,000 | 355 |
| Mortgage-backed securities | $56,141,000 | 827 |
| Certificates of participation in pools of residential mortgages | $19,202,000 | 1,332 |
| Issued or guaranteed by U.S. | $19,202,000 | 1,323 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $36,939,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $36,939,000 | 377 |
| 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) | $14,612,000 | 1,021 |
| Available-for-sale securities (fair market value) | $171,791,000 | 589 |
| Total debt securities | $186,403,000 | 651 |
| Structured notes | ||
| Amortized cost | $43,972,000 | 42 |
| Fair value | $43,715,000 | 42 |
| 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 | $182,459,000 | 685 |
| U.S. Government securities | $160,883,000 | 564 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $160,883,000 | 552 |
| Securities issued by states & political subdivisions | $8,188,000 | 2,346 |
| Other domestic debt securities | $13,388,000 | 600 |
| 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 | $13,388,000 | 327 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,529,000 | 368 |
| Mortgage-backed securities | $59,372,000 | 811 |
| Certificates of participation in pools of residential mortgages | $20,916,000 | 1,265 |
| Issued or guaranteed by U.S. | $20,916,000 | 1,256 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $38,456,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $38,456,000 | 377 |
| 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) | $14,621,000 | 1,044 |
| Available-for-sale securities (fair market value) | $167,838,000 | 619 |
| Total debt securities | $182,459,000 | 670 |
| Structured notes | ||
| Amortized cost | $40,961,000 | 50 |
| Fair value | $40,611,000 | 50 |
| 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 | $203,049,000 | 634 |
| U.S. Government securities | $179,577,000 | 524 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $179,577,000 | 509 |
| Securities issued by states & political subdivisions | $10,138,000 | 1,987 |
| Other domestic debt securities | $13,334,000 | 605 |
| 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 | $13,334,000 | 327 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,202,000 | 374 |
| Mortgage-backed securities | $53,343,000 | 884 |
| Certificates of participation in pools of residential mortgages | $22,710,000 | 1,207 |
| Issued or guaranteed by U.S. | $22,710,000 | 1,195 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $30,633,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $30,633,000 | 424 |
| 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) | $20,630,000 | 848 |
| Available-for-sale securities (fair market value) | $182,419,000 | 578 |
| Total debt securities | $203,049,000 | 617 |
| Structured notes | ||
| Amortized cost | $45,949,000 | 54 |
| Fair value | $45,436,000 | 53 |
| 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 | $209,107,000 | 615 |
| U.S. Government securities | $188,447,000 | 510 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $188,447,000 | 489 |
| Securities issued by states & political subdivisions | $7,486,000 | 2,451 |
| Other domestic debt securities | $13,174,000 | 608 |
| 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 | $13,174,000 | 337 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,165,000 | 419 |
| Mortgage-backed securities | $51,175,000 | 914 |
| Certificates of participation in pools of residential mortgages | $24,620,000 | 1,146 |
| Issued or guaranteed by U.S. | $24,620,000 | 1,139 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $26,555,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $26,555,000 | 457 |
| 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) | $20,835,000 | 848 |
| Available-for-sale securities (fair market value) | $188,272,000 | 565 |
| Total debt securities | $209,107,000 | 601 |
| Structured notes | ||
| Amortized cost | $52,938,000 | 51 |
| Fair value | $51,870,000 | 51 |
| 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 | $193,992,000 | 677 |
| U.S. Government securities | $173,538,000 | 566 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $173,538,000 | 548 |
| Securities issued by states & political subdivisions | $7,176,000 | 2,504 |
| Other domestic debt securities | $13,278,000 | 609 |
| 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 | $13,278,000 | 349 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,558,000 | 411 |
| Mortgage-backed securities | $49,666,000 | 949 |
| Certificates of participation in pools of residential mortgages | $21,582,000 | 1,275 |
| Issued or guaranteed by U.S. | $21,582,000 | 1,267 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $28,084,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $28,084,000 | 446 |
| 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) | $22,848,000 | 805 |
| Available-for-sale securities (fair market value) | $171,144,000 | 627 |
| Total debt securities | $193,992,000 | 661 |
| Structured notes | ||
| Amortized cost | $50,973,000 | 52 |
| Fair value | $50,147,000 | 52 |
| 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 | $161,510,000 | 788 |
| U.S. Government securities | $146,249,000 | 653 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $146,249,000 | 630 |
| Securities issued by states & political subdivisions | $7,213,000 | 2,479 |
| Other domestic debt securities | $8,048,000 | 836 |
| 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 | $8,048,000 | 525 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,250,000 | 425 |
| Mortgage-backed securities | $49,276,000 | 966 |
| Certificates of participation in pools of residential mortgages | $23,158,000 | 1,231 |
| Issued or guaranteed by U.S. | $23,158,000 | 1,224 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $26,118,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $26,118,000 | 456 |
| 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) | $22,860,000 | 833 |
| Available-for-sale securities (fair market value) | $138,650,000 | 769 |
| Total debt securities | $161,511,000 | 767 |
| Structured notes | ||
| Amortized cost | $45,962,000 | 61 |
| Fair value | $45,236,000 | 61 |
| 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 | $151,679,000 | 826 |
| U.S. Government securities | $137,100,000 | 685 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $137,100,000 | 660 |
| Securities issued by states & political subdivisions | $5,640,000 | 2,867 |
| Other domestic debt securities | $8,939,000 | 797 |
| 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 | $8,939,000 | 500 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,889,000 | 458 |
| Mortgage-backed securities | $41,710,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $25,634,000 | 1,175 |
| Issued or guaranteed by U.S. | $25,634,000 | 1,166 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,076,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $16,076,000 | 642 |
| 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) | $24,881,000 | 787 |
| Available-for-sale securities (fair market value) | $126,798,000 | 815 |
| Total debt securities | $151,680,000 | 806 |
| Structured notes | ||
| Amortized cost | $54,952,000 | 42 |
| Fair value | $54,586,000 | 42 |
| 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 | $164,224,000 | 764 |
| U.S. Government securities | $130,481,000 | 706 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $130,481,000 | 682 |
| Securities issued by states & political subdivisions | $2,809,000 | 3,894 |
| Other domestic debt securities | $30,934,000 | 397 |
| 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 | $30,934,000 | 202 |
| Foreign debt securities | $0 | 234 |
| 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 | $117,787,000 | 445 |
| Mortgage-backed securities | $41,969,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $28,333,000 | 1,117 |
| Issued or guaranteed by U.S. | $28,333,000 | 1,107 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $13,636,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $13,636,000 | 744 |
| 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) | $25,100,000 | 782 |
| Available-for-sale securities (fair market value) | $139,124,000 | 749 |
| Total debt securities | $164,222,000 | 747 |
| Structured notes | ||
| Amortized cost | $51,940,000 | 45 |
| Fair value | $51,708,000 | 45 |
| 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 | $120,507,000 | 1,051 |
| U.S. Government securities | $113,788,000 | 825 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $113,788,000 | 792 |
| Securities issued by states & political subdivisions | $2,809,000 | 3,879 |
| Other domestic debt securities | $3,910,000 | 1,289 |
| 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 | $3,910,000 | 942 |
| Foreign debt securities | $0 | 247 |
| 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 | $92,875,000 | 563 |
| Mortgage-backed securities | $33,567,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $26,322,000 | 1,221 |
| Issued or guaranteed by U.S. | $26,322,000 | 1,212 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,245,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $7,245,000 | 1,103 |
| 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) | $29,129,000 | 735 |
| Available-for-sale securities (fair market value) | $91,378,000 | 1,180 |
| Total debt securities | $120,507,000 | 1,021 |
| Structured notes | ||
| Amortized cost | $48,927,000 | 48 |
| Fair value | $48,314,000 | 48 |
| 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 | $114,975,000 | 1,116 |
| U.S. Government securities | $100,216,000 | 946 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $100,216,000 | 911 |
| Securities issued by states & political subdivisions | $810,000 | 5,285 |
| Other domestic debt securities | $3,949,000 | 1,308 |
| 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 | $3,949,000 | 965 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $10,000,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,227,000 | 597 |
| Mortgage-backed securities | $32,411,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $27,741,000 | 1,179 |
| Issued or guaranteed by U.S. | $27,741,000 | 1,172 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,670,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $4,670,000 | 1,414 |
| 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) | $29,262,000 | 725 |
| Available-for-sale securities (fair market value) | $85,713,000 | 1,268 |
| Total debt securities | $104,975,000 | 1,194 |
| Structured notes | ||
| Amortized cost | $45,016,000 | 56 |
| Fair value | $44,743,000 | 57 |
| 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 | $99,807,000 | 1,276 |
| U.S. Government securities | $86,999,000 | 1,078 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $86,999,000 | 1,034 |
| Securities issued by states & political subdivisions | $810,000 | 5,330 |
| Other domestic debt securities | $3,998,000 | 1,311 |
| 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 | $3,998,000 | 988 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $8,000,000 | 413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,794,000 | 759 |
| Mortgage-backed securities | $33,945,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $28,763,000 | 1,144 |
| Issued or guaranteed by U.S. | $28,763,000 | 1,136 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,182,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $5,182,000 | 1,352 |
| 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) | $26,309,000 | 784 |
| Available-for-sale securities (fair market value) | $73,498,000 | 1,439 |
| Total debt securities | $91,807,000 | 1,360 |
| Structured notes | ||
| Amortized cost | $31,027,000 | 98 |
| Fair value | $31,005,000 | 98 |
| 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 | $101,610,000 | 1,284 |
| U.S. Government securities | $78,156,000 | 1,215 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $78,156,000 | 1,172 |
| Securities issued by states & political subdivisions | $1,055,000 | 5,116 |
| Other domestic debt securities | $14,399,000 | 673 |
| 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 | $14,399,000 | 445 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $8,000,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,604,000 | 705 |
| Mortgage-backed securities | $27,493,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $22,084,000 | 1,413 |
| Issued or guaranteed by U.S. | $22,084,000 | 1,402 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,409,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $5,409,000 | 1,341 |
| 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) | $25,611,000 | 802 |
| Available-for-sale securities (fair market value) | $75,999,000 | 1,418 |
| Total debt securities | $93,611,000 | 1,359 |
| Structured notes | ||
| Amortized cost | $32,024,000 | 89 |
| Fair value | $31,394,000 | 87 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $81,075,000 | 1,596 |
| U.S. Government securities | $66,051,000 | 1,426 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $66,051,000 | 1,375 |
| Securities issued by states & political subdivisions | $1,055,000 | 5,113 |
| Other domestic debt securities | $13,969,000 | 725 |
| 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 | $13,969,000 | 486 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,184,000 | 678 |
| Mortgage-backed securities | $17,790,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $11,784,000 | 2,189 |
| Issued or guaranteed by U.S. | $11,784,000 | 2,181 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,006,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $6,006,000 | 1,321 |
| 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) | $20,827,000 | 908 |
| Available-for-sale securities (fair market value) | $60,248,000 | 1,755 |
| Total debt securities | $81,075,000 | 1,551 |
| Structured notes | ||
| Amortized cost | $27,039,000 | 91 |
| Fair value | $27,128,000 | 94 |
| 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 | $88,423,000 | 1,509 |
| U.S. Government securities | $64,008,000 | 1,531 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $64,008,000 | 1,469 |
| Securities issued by states & political subdivisions | $1,055,000 | 5,164 |
| Other domestic debt securities | $15,360,000 | 663 |
| 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 | $15,360,000 | 478 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $8,000,000 | 454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,401,000 | 732 |
| Mortgage-backed securities | $15,566,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $9,367,000 | 2,519 |
| Issued or guaranteed by U.S. | $9,367,000 | 2,507 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,199,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $6,199,000 | 1,342 |
| 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) | $23,427,000 | 836 |
| Available-for-sale securities (fair market value) | $64,996,000 | 1,671 |
| Total debt securities | $80,423,000 | 1,607 |
| Structured notes | ||
| Amortized cost | $23,041,000 | 103 |
| Fair value | $22,913,000 | 103 |
| 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 | $69,614,000 | 1,838 |
| U.S. Government securities | $53,703,000 | 1,742 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $53,703,000 | 1,686 |
| Securities issued by states & political subdivisions | $750,000 | 5,520 |
| Other domestic debt securities | $15,161,000 | 680 |
| 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 | $15,161,000 | 509 |
| Foreign debt securities | $0 | 291 |
| 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 | $54,809,000 | 797 |
| Mortgage-backed securities | $16,750,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $10,184,000 | 2,370 |
| Issued or guaranteed by U.S. | $10,184,000 | 2,359 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,566,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $6,566,000 | 1,312 |
| 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) | $26,303,000 | 754 |
| Available-for-sale securities (fair market value) | $43,311,000 | 2,346 |
| Total debt securities | $69,615,000 | 1,790 |
| Structured notes | ||
| Amortized cost | $16,080,000 | 137 |
| Fair value | $15,875,000 | 136 |
| 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 | $80,587,000 | 1,563 |
| U.S. Government securities | $60,403,000 | 1,518 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $60,403,000 | 1,460 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $20,184,000 | 585 |
| 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 | $20,184,000 | 415 |
| Foreign debt securities | $0 | 294 |
| 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 | $50,375,000 | 832 |
| Mortgage-backed securities | $13,951,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $6,541,000 | 3,035 |
| Issued or guaranteed by U.S. | $6,541,000 | 3,023 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,410,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $7,410,000 | 1,344 |
| 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) | $25,716,000 | 738 |
| Available-for-sale securities (fair market value) | $54,871,000 | 1,881 |
| Total debt securities | $80,588,000 | 1,517 |
| Structured notes | ||
| Amortized cost | $13,096,000 | 128 |
| Fair value | $13,205,000 | 129 |
| 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 | $69,982,000 | 1,748 |
| U.S. Government securities | $54,713,000 | 1,623 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $54,713,000 | 1,553 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $15,269,000 | 721 |
| 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 | $15,269,000 | 522 |
| Foreign debt securities | $0 | 294 |
| 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 | $44,275,000 | 929 |
| Mortgage-backed securities | $11,582,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $7,628,000 | 2,743 |
| Issued or guaranteed by U.S. | $7,628,000 | 2,730 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,954,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $3,954,000 | 1,883 |
| 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) | $25,181,000 | 766 |
| Available-for-sale securities (fair market value) | $44,801,000 | 2,212 |
| Total debt securities | $69,981,000 | 1,697 |
| Structured notes | ||
| Amortized cost | $7,993,000 | 166 |
| Fair value | $7,945,000 | 169 |
| 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 | $59,788,000 | 2,004 |
| U.S. Government securities | $48,582,000 | 1,790 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $48,582,000 | 1,716 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $11,206,000 | 872 |
| 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 | $11,206,000 | 660 |
| Foreign debt securities | $0 | 302 |
| 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 | $45,392,000 | 883 |
| Mortgage-backed securities | $3,872,000 | 4,521 |
| Certificates of participation in pools of residential mortgages | $3,872,000 | 3,782 |
| Issued or guaranteed by U.S. | $3,872,000 | 3,769 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $25,074,000 | 782 |
| Available-for-sale securities (fair market value) | $34,714,000 | 2,676 |
| Total debt securities | $59,790,000 | 1,932 |
| Structured notes | ||
| Amortized cost | $7,011,000 | 144 |
| Fair value | $7,023,000 | 147 |
| 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 | $37,305,000 | 2,832 |
| U.S. Government securities | $30,050,000 | 2,546 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $30,050,000 | 2,415 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $7,255,000 | 1,137 |
| 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 | $7,255,000 | 899 |
| 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 | $31,065,000 | 1,188 |
| Mortgage-backed securities | $6,428,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | $6,307,000 | 2,804 |
| Issued or guaranteed by U.S. | $6,307,000 | 2,786 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $121,000 | 4,231 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 4,041 |
| 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) | $21,943,000 | 862 |
| Available-for-sale securities (fair market value) | $15,362,000 | 4,547 |
| Total debt securities | $37,306,000 | 2,764 |
| Structured notes | ||
| Amortized cost | $3,502,000 | 104 |
| Fair value | $3,495,000 | 104 |
| 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 | $34,340,000 | 3,087 |
| U.S. Government securities | $34,263,000 | 2,347 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $34,263,000 | 2,149 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $77,000 | 7,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,918,000 | 1,290 |
| Mortgage-backed securities | $5,391,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $5,147,000 | 2,585 |
| Issued or guaranteed by U.S. | $5,147,000 | 2,566 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $244,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 3,514 |
| 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) | $19,117,000 | 1,180 |
| Available-for-sale securities (fair market value) | $15,223,000 | 4,555 |
| Total debt securities | $34,263,000 | 2,984 |
| 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 | $18,270,000 | 5,145 |
| U.S. Government securities | $18,270,000 | 4,141 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,270,000 | 3,743 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,271,000 | 3,324 |
| Mortgage-backed securities | $271,000 | 6,818 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $271,000 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,690 |
| 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) | $18,270,000 | 1,361 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $18,270,000 | 5,037 |
| 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 | $4,998,000 | 8,773 |
| U.S. Government securities | $4,998,000 | 8,038 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,998,000 | 7,221 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,999,000 | 6,183 |
| Mortgage-backed securities | $500,000 | 6,682 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $500,000 | 3,764 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,610 |
| 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) | $4,998,000 | 3,414 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $4,998,000 | 8,642 |
| 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 | $4,768,000 | 9,331 |
| U.S. Government securities | $4,768,000 | 8,712 |
| U.S. Treasury securities | $501,000 | 7,150 |
| U.S. Government agency obligations | $4,267,000 | 7,689 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,473 |
| Mortgage-backed securities | $768,000 | 6,612 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $768,000 | 3,666 |
| CMOs issued by government agencies or sponsored agencies | $768,000 | 3,541 |
| 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) | $4,768,000 | 4,252 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $4,768,000 | 9,226 |
| Structured notes | ||
| Amortized cost | $768,000 | 1,592 |
| Fair value | $755,000 | 1,593 |
| 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 | $6,591,000 | 9,150 |
| U.S. Government securities | $6,333,000 | 8,513 |
| U.S. Treasury securities | $500,000 | 8,061 |
| U.S. Government agency obligations | $5,833,000 | 7,215 |
| Securities issued by states & political subdivisions | $258,000 | 7,704 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,758,000 | 6,961 |
| Mortgage-backed securities | $834,000 | 7,077 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $834,000 | 4,028 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 3,874 |
| 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) | $6,591,000 | 4,088 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $6,591,000 | 9,038 |
| Structured notes | ||
| Amortized cost | $834,000 | 2,125 |
| Fair value | $813,000 | 2,123 |
| 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 | $7,855,000 | 9,055 |
| U.S. Government securities | $7,390,000 | 8,444 |
| U.S. Treasury securities | $500,000 | 9,416 |
| U.S. Government agency obligations | $6,890,000 | 6,767 |
| Securities issued by states & political subdivisions | $465,000 | 7,435 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,503,000 | 7,435 |
| Mortgage-backed securities | $887,000 | 7,444 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $887,000 | 4,410 |
| CMOs issued by government agencies or sponsored agencies | $887,000 | 4,241 |
| 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) | $7,855,000 | 3,956 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $7,855,000 | 8,944 |
| Structured notes | ||
| Amortized cost | $887,000 | 2,998 |
| Fair value | $873,000 | 2,988 |
| 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 | $7,279,000 | 9,814 |
| U.S. Government securities | $5,951,000 | 9,675 |
| U.S. Treasury securities | $1,996,000 | 8,243 |
| U.S. Government agency obligations | $3,955,000 | 8,430 |
| Securities issued by states & political subdivisions | $1,328,000 | 6,094 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,453,000 | 7,767 |
| Mortgage-backed securities | $936,000 | 7,854 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $936,000 | 4,632 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 4,435 |
| Privately issued | $0 | 2,507 |
| 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) | $7,279,000 | 6,786 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $7,279,000 | 9,718 |
| 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 | $9,275,000 | 9,360 |
| U.S. Government securities | $2,027,000 | 12,195 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,027,000 | 10,196 |
| Securities issued by states & political subdivisions | $1,336,000 | 6,244 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| 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 | $5,912,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,459,000 | 7,822 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $3,363,000 | 11,895 |
| 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 | $12,883,000 | 8,060 |
| U.S. Government securities | $3,578,000 | 11,709 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $3,578,000 | 9,041 |
| Securities issued by states & political subdivisions | $1,343,000 | 5,938 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $7,962,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,964,000 | 7,208 |
| Mortgage-backed securities | $1,039,000 | 8,843 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,039,000 | 4,949 |
| CMOs issued by government agencies or sponsored agencies | $1,039,000 | 4,570 |
| 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 | $4,921,000 | 11,501 |
| 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 |