Home > First Federal Bank of California, a Federal Savings Bank > Securities
First Federal Bank of California, a Federal Savings Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $0 | 7,856 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $0 | 7,809 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $0 | 7,935 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $0 | 7,893 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $300,067,000 | 436 |
| U.S. Government securities | $39,379,000 | 2,116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,379,000 | 2,064 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $260,688,000 | 110 |
| Privately issued residential mortgage-backed securities | $260,688,000 | 68 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $300,067,000 | 272 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $300,067,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $39,379,000 | 419 |
| Privately issued | $260,688,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $300,067,000 | 374 |
| Total debt securities | $300,067,000 | 429 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $363,552,000 | 363 |
| U.S. Government securities | $40,504,000 | 2,064 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,504,000 | 2,020 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $323,048,000 | 87 |
| Privately issued residential mortgage-backed securities | $323,048,000 | 57 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $363,552,000 | 230 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $363,552,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $40,504,000 | 394 |
| Privately issued | $323,048,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $363,552,000 | 312 |
| Total debt securities | $363,552,000 | 354 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $370,552,000 | 344 |
| U.S. Government securities | $41,510,000 | 1,960 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,510,000 | 1,918 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $329,042,000 | 86 |
| Privately issued residential mortgage-backed securities | $329,042,000 | 61 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $370,552,000 | 219 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $370,552,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $41,510,000 | 362 |
| Privately issued | $329,042,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $370,552,000 | 290 |
| Total debt securities | $370,552,000 | 336 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $383,819,000 | 335 |
| U.S. Government securities | $43,233,000 | 1,910 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,233,000 | 1,868 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $340,586,000 | 92 |
| Privately issued residential mortgage-backed securities | $340,586,000 | 66 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $383,819,000 | 212 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $383,819,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $43,233,000 | 344 |
| Privately issued | $340,586,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $383,819,000 | 284 |
| Total debt securities | $383,819,000 | 328 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $390,839,000 | 339 |
| U.S. Government securities | $45,178,000 | 1,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,178,000 | 1,789 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $345,661,000 | 94 |
| Privately issued residential mortgage-backed securities | $345,661,000 | 68 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $390,839,000 | 209 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $390,839,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $45,178,000 | 329 |
| Privately issued | $345,661,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $390,839,000 | 290 |
| Total debt securities | $390,839,000 | 324 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $363,223,000 | 365 |
| U.S. Government securities | $46,435,000 | 1,773 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,435,000 | 1,738 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $316,788,000 | 98 |
| Privately issued residential mortgage-backed securities | $316,788,000 | 69 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $363,223,000 | 213 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $363,223,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $46,435,000 | 319 |
| Privately issued | $316,788,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $363,223,000 | 311 |
| Total debt securities | $363,223,000 | 352 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $375,274,000 | 359 |
| U.S. Government securities | $47,923,000 | 1,751 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,923,000 | 1,711 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $327,351,000 | 104 |
| Privately issued residential mortgage-backed securities | $327,351,000 | 69 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $375,274,000 | 200 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $375,274,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $47,923,000 | 305 |
| Privately issued | $327,351,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $375,274,000 | 303 |
| Total debt securities | $375,274,000 | 344 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $346,615,000 | 380 |
| U.S. Government securities | $50,569,000 | 1,674 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,569,000 | 1,629 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $296,046,000 | 112 |
| Privately issued residential mortgage-backed securities | $296,046,000 | 81 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $346,615,000 | 207 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $346,615,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $50,569,000 | 302 |
| Privately issued | $296,046,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $346,615,000 | 328 |
| Total debt securities | $346,615,000 | 369 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $347,466,000 | 380 |
| U.S. Government securities | $52,846,000 | 1,616 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,846,000 | 1,575 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $294,620,000 | 109 |
| Privately issued residential mortgage-backed securities | $294,620,000 | 79 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $347,466,000 | 210 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $347,466,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $52,846,000 | 281 |
| Privately issued | $294,620,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $347,466,000 | 322 |
| Total debt securities | $347,466,000 | 367 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $369,047,000 | 368 |
| U.S. Government securities | $57,197,000 | 1,533 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,197,000 | 1,498 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $311,850,000 | 99 |
| Privately issued residential mortgage-backed securities | $311,850,000 | 77 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $369,047,000 | 196 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $369,047,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $57,197,000 | 276 |
| Privately issued | $311,850,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $369,047,000 | 307 |
| Total debt securities | $369,047,000 | 356 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $354,138,000 | 382 |
| U.S. Government securities | $61,670,000 | 1,454 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,670,000 | 1,420 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $292,468,000 | 108 |
| Privately issued residential mortgage-backed securities | $292,468,000 | 79 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $354,138,000 | 211 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $354,138,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $61,670,000 | 263 |
| Privately issued | $292,468,000 | 73 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $354,138,000 | 323 |
| Total debt securities | $354,138,000 | 367 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $378,669,000 | 365 |
| U.S. Government securities | $64,791,000 | 1,387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,791,000 | 1,349 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $313,878,000 | 101 |
| Privately issued residential mortgage-backed securities | $313,878,000 | 78 |
| 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 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $378,669,000 | 216 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $378,669,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $64,791,000 | 251 |
| Privately issued | $313,878,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $378,669,000 | 306 |
| Total debt securities | $378,669,000 | 356 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $407,439,000 | 351 |
| U.S. Government securities | $69,296,000 | 1,319 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,296,000 | 1,275 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $338,143,000 | 101 |
| Privately issued residential mortgage-backed securities | $338,143,000 | 77 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $407,439,000 | 203 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $407,439,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $69,296,000 | 243 |
| Privately issued | $338,143,000 | 68 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $407,439,000 | 293 |
| Total debt securities | $407,439,000 | 339 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $368,271,000 | 386 |
| U.S. Government securities | $74,254,000 | 1,204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,254,000 | 1,162 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $294,017,000 | 108 |
| Privately issued residential mortgage-backed securities | $294,017,000 | 79 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $368,271,000 | 227 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $368,271,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $74,254,000 | 236 |
| Privately issued | $294,017,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $368,271,000 | 327 |
| Total debt securities | $368,271,000 | 376 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $284,190,000 | 481 |
| U.S. Government securities | $79,460,000 | 1,133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $79,460,000 | 1,087 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $204,730,000 | 138 |
| Privately issued residential mortgage-backed securities | $204,730,000 | 95 |
| 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $284,190,000 | 266 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $284,190,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $79,460,000 | 228 |
| Privately issued | $204,730,000 | 86 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $284,190,000 | 410 |
| Total debt securities | $284,190,000 | 473 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $278,003,000 | 492 |
| U.S. Government securities | $85,351,000 | 1,064 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $85,351,000 | 1,025 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $192,652,000 | 155 |
| Privately issued residential mortgage-backed securities | $192,652,000 | 102 |
| 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 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $278,003,000 | 275 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $278,003,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $85,351,000 | 230 |
| Privately issued | $192,652,000 | 89 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $278,003,000 | 421 |
| Total debt securities | $278,003,000 | 482 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $315,858,000 | 436 |
| U.S. Government securities | $90,597,000 | 1,031 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $90,597,000 | 989 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $225,261,000 | 133 |
| Privately issued residential mortgage-backed securities | $225,261,000 | 89 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $315,858,000 | 261 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $315,858,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $90,597,000 | 229 |
| Privately issued | $225,261,000 | 78 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,398 |
| Available-for-sale securities (fair market value) | $315,857,000 | 375 |
| Total debt securities | $315,858,000 | 427 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $347,645,000 | 406 |
| U.S. Government securities | $97,059,000 | 980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,059,000 | 940 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $250,586,000 | 122 |
| Privately issued residential mortgage-backed securities | $250,586,000 | 88 |
| 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $347,645,000 | 256 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $347,645,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $97,059,000 | 221 |
| Privately issued | $250,586,000 | 73 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $347,645,000 | 350 |
| Total debt securities | $347,645,000 | 399 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $380,230,000 | 375 |
| U.S. Government securities | $105,811,000 | 881 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $105,811,000 | 853 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $274,419,000 | 113 |
| Privately issued residential mortgage-backed securities | $274,419,000 | 79 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $380,230,000 | 238 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $380,230,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $105,811,000 | 213 |
| Privately issued | $274,419,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $380,230,000 | 325 |
| Total debt securities | $380,230,000 | 371 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $392,272,000 | 369 |
| U.S. Government securities | $116,378,000 | 838 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $116,378,000 | 801 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $275,894,000 | 109 |
| Privately issued residential mortgage-backed securities | $275,894,000 | 74 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $392,272,000 | 238 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $392,272,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $116,378,000 | 203 |
| Privately issued | $275,894,000 | 68 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $392,272,000 | 323 |
| Total debt securities | $392,272,000 | 360 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $337,821,000 | 430 |
| U.S. Government securities | $124,217,000 | 793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $124,217,000 | 761 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $213,604,000 | 136 |
| Privately issued residential mortgage-backed securities | $213,604,000 | 94 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $337,821,000 | 263 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $337,821,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $124,217,000 | 208 |
| Privately issued | $213,604,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $337,821,000 | 367 |
| Total debt securities | $337,821,000 | 416 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $251,587,000 | 577 |
| U.S. Government securities | $251,587,000 | 453 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $251,587,000 | 440 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $251,587,000 | 333 |
| Certificates of participation in pools of residential mortgages | $212,646,000 | 258 |
| Issued or guaranteed by U.S. | $212,646,000 | 250 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $38,941,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $38,941,000 | 456 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $251,587,000 | 504 |
| Total debt securities | $251,587,000 | 558 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $214,690,000 | 646 |
| U.S. Government securities | $214,690,000 | 526 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $214,690,000 | 509 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $188,641,000 | 416 |
| Certificates of participation in pools of residential mortgages | $151,131,000 | 331 |
| Issued or guaranteed by U.S. | $151,131,000 | 325 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $37,510,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $37,510,000 | 479 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,692 |
| Available-for-sale securities (fair market value) | $214,689,000 | 565 |
| Total debt securities | $214,690,000 | 631 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $249,158,000 | 563 |
| U.S. Government securities | $249,158,000 | 454 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $249,158,000 | 437 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $248,956,000 | 337 |
| Certificates of participation in pools of residential mortgages | $168,937,000 | 306 |
| Issued or guaranteed by U.S. | $168,937,000 | 301 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $80,019,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $80,019,000 | 317 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $249,158,000 | 480 |
| Total debt securities | $249,158,000 | 546 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $294,706,000 | 483 |
| U.S. Government securities | $294,706,000 | 387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $294,706,000 | 371 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $294,503,000 | 303 |
| Certificates of participation in pools of residential mortgages | $185,315,000 | 276 |
| Issued or guaranteed by U.S. | $185,315,000 | 269 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $109,188,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $109,188,000 | 259 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,767 |
| Available-for-sale securities (fair market value) | $294,705,000 | 409 |
| Total debt securities | $294,706,000 | 467 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $303,641,000 | 449 |
| U.S. Government securities | $303,641,000 | 352 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $303,641,000 | 340 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $303,437,000 | 271 |
| Certificates of participation in pools of residential mortgages | $200,585,000 | 244 |
| Issued or guaranteed by U.S. | $200,585,000 | 238 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $102,852,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $102,852,000 | 247 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,852 |
| Available-for-sale securities (fair market value) | $303,640,000 | 384 |
| Total debt securities | $303,641,000 | 434 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $394,523,000 | 329 |
| U.S. Government securities | $394,523,000 | 257 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $394,523,000 | 242 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $366,055,000 | 224 |
| Certificates of participation in pools of residential mortgages | $284,079,000 | 172 |
| Issued or guaranteed by U.S. | $284,079,000 | 169 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $81,976,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $81,976,000 | 296 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $394,523,000 | 290 |
| Total debt securities | $394,523,000 | 320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $510,943,000 | 255 |
| U.S. Government securities | $510,943,000 | 199 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $510,943,000 | 190 |
| 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 | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $472,879,000 | 165 |
| Certificates of participation in pools of residential mortgages | $374,406,000 | 126 |
| Issued or guaranteed by U.S. | $374,406,000 | 125 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $98,473,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $98,473,000 | 211 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $510,943,000 | 209 |
| Total debt securities | $510,943,000 | 246 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $579,836,000 | 248 |
| U.S. Government securities | $579,836,000 | 194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $579,836,000 | 182 |
| 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 | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $542,015,000 | 167 |
| Certificates of participation in pools of residential mortgages | $428,641,000 | 129 |
| Issued or guaranteed by U.S. | $428,641,000 | 126 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $113,374,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $113,374,000 | 214 |
| Privately issued | NA | NA |
| 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) | $139,932,000 | 209 |
| Available-for-sale securities (fair market value) | $439,904,000 | 259 |
| Total debt securities | $579,836,000 | 242 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $692,012,000 | 222 |
| U.S. Government securities | $621,012,000 | 189 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $621,012,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $71,000,000 | 203 |
| 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 | $71,000,000 | 127 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $593,072,000 | 158 |
| Certificates of participation in pools of residential mortgages | $556,679,000 | 104 |
| Issued or guaranteed by U.S. | $556,679,000 | 101 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $36,393,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $36,393,000 | 450 |
| Privately issued | NA | NA |
| 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) | $136,677,000 | 223 |
| Available-for-sale securities (fair market value) | $555,335,000 | 214 |
| Total debt securities | $692,012,000 | 215 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $839,968,000 | 182 |
| U.S. Government securities | $724,968,000 | 170 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $724,968,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $115,000,000 | 119 |
| 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 | $115,000,000 | 62 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $677,052,000 | 137 |
| Certificates of participation in pools of residential mortgages | $676,058,000 | 94 |
| Issued or guaranteed by U.S. | $676,058,000 | 89 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $994,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 3,294 |
| Privately issued | NA | NA |
| 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) | $114,737,000 | 315 |
| Available-for-sale securities (fair market value) | $725,231,000 | 153 |
| Total debt securities | $839,968,000 | 177 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $945,914,000 | 177 |
| U.S. Government securities | $804,914,000 | 168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $804,914,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $141,000,000 | 103 |
| 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 | $141,000,000 | 44 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $754,659,000 | 135 |
| Certificates of participation in pools of residential mortgages | $735,474,000 | 94 |
| Issued or guaranteed by U.S. | $735,474,000 | 89 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $19,185,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $19,185,000 | 686 |
| Privately issued | NA | NA |
| 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) | $140,999,000 | 293 |
| Available-for-sale securities (fair market value) | $804,915,000 | 142 |
| Total debt securities | $945,914,000 | 174 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $913,632,000 | 202 |
| U.S. Government securities | $911,632,000 | 164 |
| U.S. Treasury securities | $305,000 | 9,749 |
| U.S. Government agency obligations | $911,327,000 | 121 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $2,000,000 | 1,805 |
| 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 | $2,000,000 | 1,398 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $864,941,000 | 126 |
| Certificates of participation in pools of residential mortgages | $835,448,000 | 86 |
| Issued or guaranteed by U.S. | $835,448,000 | 78 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $29,493,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $29,493,000 | 569 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 6,669 |
| Available-for-sale securities (fair market value) | $911,632,000 | 139 |
| Total debt securities | $913,632,000 | 199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $905,368,000 | 219 |
| U.S. Government securities | $905,368,000 | 181 |
| U.S. Treasury securities | $4,205,000 | 6,082 |
| U.S. Government agency obligations | $901,163,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $864,599,000 | 131 |
| Certificates of participation in pools of residential mortgages | $821,317,000 | 88 |
| Issued or guaranteed by U.S. | $821,317,000 | 77 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $43,282,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $43,282,000 | 499 |
| Privately issued | NA | NA |
| 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) | $905,368,000 | 143 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $905,368,000 | 213 |
| 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 | $812,119,000 | 237 |
| U.S. Government securities | $812,119,000 | 192 |
| U.S. Treasury securities | $5,111,000 | 5,599 |
| U.S. Government agency obligations | $807,008,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $764,408,000 | 140 |
| Certificates of participation in pools of residential mortgages | $708,283,000 | 89 |
| Issued or guaranteed by U.S. | $708,283,000 | 72 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $56,125,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $56,125,000 | 444 |
| Privately issued | NA | NA |
| 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 | $812,119,000 | 233 |
| 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 | $812,892,000 | 222 |
| U.S. Government securities | $812,892,000 | 180 |
| U.S. Treasury securities | $7,112,000 | 4,544 |
| U.S. Government agency obligations | $805,780,000 | 113 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $794,746,000 | 119 |
| Certificates of participation in pools of residential mortgages | $769,155,000 | 73 |
| Issued or guaranteed by U.S. | $769,155,000 | 61 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $25,591,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $25,591,000 | 744 |
| Privately issued | NA | NA |
| 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 | $812,892,000 | 221 |
| 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 |