Home > Western Security Bank > Securities
Western Security Bank, Securities
| 2012-03-31 | Rank | |
| Total securities | $456,719,000 | 349 |
| U.S. Government securities | $281,521,000 | 403 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $281,521,000 | 391 |
| Securities issued by states & political subdivisions | $159,618,000 | 130 |
| Other domestic debt securities | $15,580,000 | 546 |
| Privately issued residential mortgage-backed securities | $4,829,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,073,000 | 168 |
| Other domestic debt securities - All other | $9,678,000 | 492 |
| 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 | $117,806,000 | 560 |
| Mortgage-backed securities | $280,828,000 | 330 |
| Certificates of participation in pools of residential mortgages | $1,756,000 | 4,579 |
| Issued or guaranteed by U.S. | $1,756,000 | 4,575 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $279,072,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $274,243,000 | 161 |
| Privately issued | $4,829,000 | 353 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $456,719,000 | 309 |
| Total debt securities | $456,719,000 | 340 |
| Structured notes | ||
| Amortized cost | $5,361,000 | 981 |
| Fair value | $5,487,000 | 966 |
| 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 | $464,532,000 | 333 |
| U.S. Government securities | $300,280,000 | 362 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $300,280,000 | 354 |
| Securities issued by states & political subdivisions | $148,362,000 | 136 |
| Other domestic debt securities | $15,890,000 | 561 |
| Privately issued residential mortgage-backed securities | $5,290,000 | 407 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,073,000 | 157 |
| Other domestic debt securities - All other | $9,527,000 | 467 |
| 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 | $63,883,000 | 866 |
| Mortgage-backed securities | $299,500,000 | 296 |
| Certificates of participation in pools of residential mortgages | $1,862,000 | 4,486 |
| Issued or guaranteed by U.S. | $1,862,000 | 4,479 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $297,638,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $292,348,000 | 136 |
| Privately issued | $5,290,000 | 393 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $464,532,000 | 296 |
| Total debt securities | $464,532,000 | 325 |
| Structured notes | ||
| Amortized cost | $5,880,000 | 899 |
| Fair value | $6,033,000 | 856 |
| 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 | $446,623,000 | 333 |
| U.S. Government securities | $292,593,000 | 362 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $292,593,000 | 352 |
| Securities issued by states & political subdivisions | $138,451,000 | 138 |
| Other domestic debt securities | $15,579,000 | 551 |
| Privately issued residential mortgage-backed securities | $5,854,000 | 407 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,290,000 | 148 |
| Other domestic debt securities - All other | $8,435,000 | 473 |
| 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 | $43,058,000 | 1,188 |
| Mortgage-backed securities | $291,831,000 | 296 |
| Certificates of participation in pools of residential mortgages | $1,975,000 | 4,414 |
| Issued or guaranteed by U.S. | $1,975,000 | 4,401 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $289,856,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $284,002,000 | 140 |
| Privately issued | $5,854,000 | 390 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $446,623,000 | 291 |
| Total debt securities | $446,623,000 | 323 |
| Structured notes | ||
| Amortized cost | $6,391,000 | 859 |
| Fair value | $6,573,000 | 838 |
| 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 | $412,033,000 | 357 |
| U.S. Government securities | $265,166,000 | 401 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $265,166,000 | 386 |
| Securities issued by states & political subdivisions | $130,959,000 | 140 |
| Other domestic debt securities | $15,908,000 | 532 |
| Privately issued residential mortgage-backed securities | $6,106,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,191,000 | 166 |
| Other domestic debt securities - All other | $8,611,000 | 428 |
| 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 | $49,524,000 | 1,063 |
| Mortgage-backed securities | $264,255,000 | 314 |
| Certificates of participation in pools of residential mortgages | $2,075,000 | 4,363 |
| Issued or guaranteed by U.S. | $2,075,000 | 4,352 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $262,180,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $256,074,000 | 143 |
| Privately issued | $6,106,000 | 397 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $412,033,000 | 313 |
| Total debt securities | $412,034,000 | 348 |
| Structured notes | ||
| Amortized cost | $6,805,000 | 936 |
| Fair value | $6,971,000 | 924 |
| 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 | $400,719,000 | 364 |
| U.S. Government securities | $264,906,000 | 401 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $264,906,000 | 381 |
| Securities issued by states & political subdivisions | $119,025,000 | 159 |
| Other domestic debt securities | $16,788,000 | 528 |
| Privately issued residential mortgage-backed securities | $6,803,000 | 421 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,415,000 | 145 |
| Other domestic debt securities - All other | $8,570,000 | 426 |
| 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 | $39,462,000 | 1,292 |
| Mortgage-backed securities | $264,398,000 | 309 |
| Certificates of participation in pools of residential mortgages | $2,166,000 | 4,279 |
| Issued or guaranteed by U.S. | $2,166,000 | 4,270 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $262,232,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $255,429,000 | 138 |
| Privately issued | $6,803,000 | 406 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $400,719,000 | 323 |
| Total debt securities | $400,719,000 | 357 |
| Structured notes | ||
| Amortized cost | $7,187,000 | 946 |
| Fair value | $7,260,000 | 940 |
| 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 | $344,237,000 | 410 |
| U.S. Government securities | $253,626,000 | 398 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $253,626,000 | 384 |
| Securities issued by states & political subdivisions | $81,842,000 | 249 |
| Other domestic debt securities | $8,769,000 | 825 |
| Privately issued residential mortgage-backed securities | $7,450,000 | 432 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $1,319,000 | 153 |
| Other domestic debt securities - All other | $0 | 2,087 |
| 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 | $50,002,000 | 1,024 |
| Mortgage-backed securities | $253,011,000 | 309 |
| Certificates of participation in pools of residential mortgages | $2,324,000 | 4,123 |
| Issued or guaranteed by U.S. | $2,324,000 | 4,115 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $250,687,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $243,237,000 | 137 |
| Privately issued | $7,450,000 | 413 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $344,237,000 | 366 |
| Total debt securities | $344,237,000 | 408 |
| Structured notes | ||
| Amortized cost | $7,856,000 | 812 |
| Fair value | $8,010,000 | 778 |
| 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 | $229,732,000 | 595 |
| U.S. Government securities | $142,521,000 | 686 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $142,521,000 | 654 |
| Securities issued by states & political subdivisions | $76,939,000 | 259 |
| Other domestic debt securities | $10,272,000 | 751 |
| Privately issued residential mortgage-backed securities | $8,814,000 | 422 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,458,000 | 155 |
| Other domestic debt securities - All other | $0 | 2,145 |
| 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 | $42,176,000 | 1,208 |
| Mortgage-backed securities | $142,313,000 | 473 |
| Certificates of participation in pools of residential mortgages | $2,493,000 | 4,036 |
| Issued or guaranteed by U.S. | $2,493,000 | 4,026 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $139,820,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $131,006,000 | 230 |
| Privately issued | $8,814,000 | 404 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $229,732,000 | 521 |
| Total debt securities | $229,730,000 | 584 |
| Structured notes | ||
| Amortized cost | $8,742,000 | 703 |
| Fair value | $8,963,000 | 700 |
| 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 | $202,874,000 | 665 |
| U.S. Government securities | $123,747,000 | 784 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $123,747,000 | 756 |
| Securities issued by states & political subdivisions | $64,889,000 | 309 |
| Other domestic debt securities | $14,238,000 | 612 |
| Privately issued residential mortgage-backed securities | $12,859,000 | 369 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,379,000 | 170 |
| Other domestic debt securities - All other | $0 | 2,114 |
| 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 | $43,260,000 | 1,197 |
| Mortgage-backed securities | $127,055,000 | 531 |
| Certificates of participation in pools of residential mortgages | $2,656,000 | 4,036 |
| Issued or guaranteed by U.S. | $2,656,000 | 4,027 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $124,399,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $111,540,000 | 240 |
| Privately issued | $12,859,000 | 354 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $202,874,000 | 574 |
| Total debt securities | $202,874,000 | 654 |
| Structured notes | ||
| Amortized cost | $9,347,000 | 717 |
| Fair value | $9,487,000 | 712 |
| 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 | $190,470,000 | 701 |
| U.S. Government securities | $112,258,000 | 832 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $112,258,000 | 803 |
| Securities issued by states & political subdivisions | $63,150,000 | 310 |
| Other domestic debt securities | $15,062,000 | 612 |
| Privately issued residential mortgage-backed securities | $13,619,000 | 374 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,443,000 | 173 |
| Other domestic debt securities - All other | $0 | 2,133 |
| 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 | $128,356,000 | 482 |
| Mortgage-backed securities | $125,809,000 | 550 |
| Certificates of participation in pools of residential mortgages | $2,909,000 | 4,077 |
| Issued or guaranteed by U.S. | $2,909,000 | 4,070 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $122,900,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $109,281,000 | 241 |
| Privately issued | $13,619,000 | 357 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $190,470,000 | 609 |
| Total debt securities | $190,470,000 | 690 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $172,843,000 | 752 |
| U.S. Government securities | $98,621,000 | 918 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $98,621,000 | 885 |
| Securities issued by states & political subdivisions | $58,755,000 | 347 |
| Other domestic debt securities | $15,467,000 | 621 |
| Privately issued residential mortgage-backed securities | $14,501,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $966,000 | 219 |
| Other domestic debt securities - All other | $0 | 2,182 |
| 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 | $84,562,000 | 672 |
| Mortgage-backed securities | $113,050,000 | 597 |
| Certificates of participation in pools of residential mortgages | $3,051,000 | 4,111 |
| Issued or guaranteed by U.S. | $3,051,000 | 4,104 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $109,999,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $95,498,000 | 250 |
| Privately issued | $14,501,000 | 362 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $172,843,000 | 655 |
| Total debt securities | $172,843,000 | 740 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $112,885,000 | 1,138 |
| U.S. Government securities | $44,615,000 | 1,902 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $44,615,000 | 1,846 |
| Securities issued by states & political subdivisions | $50,304,000 | 416 |
| Other domestic debt securities | $17,966,000 | 612 |
| Privately issued residential mortgage-backed securities | $17,046,000 | 376 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $920,000 | 240 |
| Other domestic debt securities - All other | $0 | 2,284 |
| 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 | $55,345,000 | 971 |
| Mortgage-backed securities | $61,488,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $3,298,000 | 4,110 |
| Issued or guaranteed by U.S. | $3,298,000 | 4,102 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $58,190,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $41,144,000 | 456 |
| Privately issued | $17,046,000 | 360 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $112,885,000 | 989 |
| Total debt securities | $112,883,000 | 1,124 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $95,493,000 | 1,316 |
| U.S. Government securities | $30,555,000 | 2,584 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $30,555,000 | 2,520 |
| Securities issued by states & political subdivisions | $50,147,000 | 392 |
| Other domestic debt securities | $14,791,000 | 722 |
| Privately issued residential mortgage-backed securities | $13,196,000 | 446 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,595,000 | 205 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,152,000 | 920 |
| Mortgage-backed securities | $43,572,000 | 1,341 |
| Certificates of participation in pools of residential mortgages | $3,461,000 | 4,123 |
| Issued or guaranteed by U.S. | $3,461,000 | 4,110 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $40,111,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $26,915,000 | 562 |
| Privately issued | $13,196,000 | 429 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $95,493,000 | 1,141 |
| Total debt securities | $95,494,000 | 1,296 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $96,092,000 | 1,294 |
| U.S. Government securities | $35,847,000 | 2,276 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $35,847,000 | 2,226 |
| Securities issued by states & political subdivisions | $50,376,000 | 372 |
| Other domestic debt securities | $9,869,000 | 882 |
| Privately issued residential mortgage-backed securities | $8,241,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,628,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| 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 | $67,635,000 | 842 |
| Mortgage-backed securities | $43,897,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $3,720,000 | 4,137 |
| Issued or guaranteed by U.S. | $3,720,000 | 4,124 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $40,177,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $31,936,000 | 481 |
| Privately issued | $8,241,000 | 549 |
| 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) | $96,092,000 | 1,130 |
| Total debt securities | $96,091,000 | 1,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $103,353,000 | 1,178 |
| U.S. Government securities | $39,446,000 | 2,111 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $39,446,000 | 2,065 |
| Securities issued by states & political subdivisions | $51,842,000 | 341 |
| Other domestic debt securities | $12,065,000 | 747 |
| Privately issued residential mortgage-backed securities | $9,369,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,696,000 | 939 |
| 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 | $70,209,000 | 821 |
| Mortgage-backed securities | $48,615,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $3,841,000 | 4,073 |
| Issued or guaranteed by U.S. | $3,841,000 | 4,061 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $44,774,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $35,405,000 | 443 |
| Privately issued | $9,369,000 | 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $103,353,000 | 1,015 |
| Total debt securities | $103,353,000 | 1,157 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $79,218,000 | 1,494 |
| U.S. Government securities | $36,679,000 | 2,191 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $36,679,000 | 2,147 |
| Securities issued by states & political subdivisions | $30,313,000 | 669 |
| Other domestic debt securities | $12,226,000 | 730 |
| Privately issued residential mortgage-backed securities | $9,497,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,729,000 | 927 |
| 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 | $74,843,000 | 747 |
| Mortgage-backed securities | $45,968,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $3,974,000 | 3,948 |
| Issued or guaranteed by U.S. | $3,974,000 | 3,937 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $41,994,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $32,497,000 | 424 |
| Privately issued | $9,497,000 | 495 |
| 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) | $79,218,000 | 1,292 |
| Total debt securities | $79,218,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $90,259,000 | 1,346 |
| U.S. Government securities | $39,881,000 | 2,070 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $39,881,000 | 2,027 |
| Securities issued by states & political subdivisions | $34,213,000 | 583 |
| Other domestic debt securities | $12,620,000 | 767 |
| Privately issued residential mortgage-backed securities | $9,676,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,944,000 | 969 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $3,545,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,237,000 | 694 |
| Mortgage-backed securities | $49,344,000 | 1,134 |
| Certificates of participation in pools of residential mortgages | $4,172,000 | 3,898 |
| Issued or guaranteed by U.S. | $4,172,000 | 3,884 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $45,172,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $35,496,000 | 398 |
| Privately issued | $9,676,000 | 490 |
| 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) | $90,259,000 | 1,168 |
| Total debt securities | $86,714,000 | 1,358 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $88,448,000 | 1,360 |
| U.S. Government securities | $45,635,000 | 1,809 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $45,635,000 | 1,773 |
| Securities issued by states & political subdivisions | $35,977,000 | 538 |
| Other domestic debt securities | $2,745,000 | 1,554 |
| 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 | $2,745,000 | 979 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $4,091,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,812,000 | 705 |
| Mortgage-backed securities | $45,413,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $4,503,000 | 3,674 |
| Issued or guaranteed by U.S. | $4,503,000 | 3,658 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $40,910,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $40,910,000 | 353 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $88,448,000 | 1,193 |
| Total debt securities | $84,358,000 | 1,385 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $91,968,000 | 1,309 |
| U.S. Government securities | $49,231,000 | 1,699 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $49,231,000 | 1,664 |
| Securities issued by states & political subdivisions | $35,913,000 | 536 |
| Other domestic debt securities | $2,933,000 | 1,419 |
| 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 | $2,933,000 | 901 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,891,000 | 559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,436,000 | 666 |
| Mortgage-backed securities | $48,999,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $4,663,000 | 3,324 |
| Issued or guaranteed by U.S. | $4,663,000 | 3,309 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $44,336,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $44,336,000 | 330 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $91,968,000 | 1,137 |
| Total debt securities | $88,076,000 | 1,330 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $100,243,000 | 1,208 |
| U.S. Government securities | $53,582,000 | 1,593 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $53,582,000 | 1,559 |
| Securities issued by states & political subdivisions | $38,893,000 | 471 |
| Other domestic debt securities | $2,978,000 | 1,365 |
| 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 | $2,978,000 | 864 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $4,790,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,878,000 | 605 |
| Mortgage-backed securities | $53,343,000 | 874 |
| Certificates of participation in pools of residential mortgages | $4,956,000 | 3,088 |
| Issued or guaranteed by U.S. | $4,956,000 | 3,073 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $48,387,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $48,387,000 | 303 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $100,243,000 | 1,057 |
| Total debt securities | $95,452,000 | 1,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $107,036,000 | 1,135 |
| U.S. Government securities | $58,840,000 | 1,449 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $58,840,000 | 1,417 |
| Securities issued by states & political subdivisions | $40,295,000 | 449 |
| Other domestic debt securities | $3,011,000 | 1,285 |
| 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 | $3,011,000 | 809 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $4,890,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,807,000 | 586 |
| Mortgage-backed securities | $58,596,000 | 810 |
| Certificates of participation in pools of residential mortgages | $5,158,000 | 2,963 |
| Issued or guaranteed by U.S. | $5,158,000 | 2,949 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $53,438,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $53,438,000 | 288 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $107,036,000 | 984 |
| Total debt securities | $102,146,000 | 1,160 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $115,281,000 | 1,050 |
| U.S. Government securities | $65,974,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $65,974,000 | 1,274 |
| Securities issued by states & political subdivisions | $40,940,000 | 442 |
| Other domestic debt securities | $3,153,000 | 1,263 |
| 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 | $3,153,000 | 807 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $5,214,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,701,000 | 531 |
| Mortgage-backed securities | $65,690,000 | 737 |
| Certificates of participation in pools of residential mortgages | $5,575,000 | 2,851 |
| Issued or guaranteed by U.S. | $5,575,000 | 2,836 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $60,115,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $60,115,000 | 260 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $115,281,000 | 902 |
| Total debt securities | $110,066,000 | 1,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $122,606,000 | 1,005 |
| U.S. Government securities | $72,673,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $72,673,000 | 1,193 |
| Securities issued by states & political subdivisions | $41,541,000 | 429 |
| Other domestic debt securities | $3,153,000 | 1,258 |
| 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 | $3,153,000 | 824 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $5,239,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,670,000 | 519 |
| Mortgage-backed securities | $72,376,000 | 702 |
| Certificates of participation in pools of residential mortgages | $5,896,000 | 2,793 |
| Issued or guaranteed by U.S. | $5,896,000 | 2,776 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $66,480,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $66,480,000 | 249 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $122,606,000 | 856 |
| Total debt securities | $117,366,000 | 1,027 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $129,371,000 | 957 |
| U.S. Government securities | $79,547,000 | 1,143 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $79,547,000 | 1,105 |
| Securities issued by states & political subdivisions | $41,626,000 | 421 |
| Other domestic debt securities | $3,198,000 | 1,250 |
| 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 | $3,198,000 | 825 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,000,000 | 475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,640,000 | 483 |
| Mortgage-backed securities | $79,244,000 | 658 |
| Certificates of participation in pools of residential mortgages | $6,371,000 | 2,691 |
| Issued or guaranteed by U.S. | $6,371,000 | 2,678 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $72,873,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $72,873,000 | 238 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $129,371,000 | 809 |
| Total debt securities | $124,371,000 | 969 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $135,810,000 | 909 |
| U.S. Government securities | $86,940,000 | 1,044 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $86,940,000 | 1,005 |
| Securities issued by states & political subdivisions | $40,942,000 | 429 |
| Other domestic debt securities | $3,195,000 | 1,242 |
| 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 | $3,195,000 | 830 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,733,000 | 488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,484,000 | 460 |
| Mortgage-backed securities | $86,629,000 | 613 |
| Certificates of participation in pools of residential mortgages | $6,786,000 | 2,630 |
| Issued or guaranteed by U.S. | $6,786,000 | 2,616 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $79,843,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $79,843,000 | 221 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $135,810,000 | 772 |
| Total debt securities | $131,077,000 | 919 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $146,478,000 | 856 |
| U.S. Government securities | $96,581,000 | 949 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $96,581,000 | 919 |
| Securities issued by states & political subdivisions | $41,569,000 | 413 |
| Other domestic debt securities | $3,196,000 | 1,279 |
| 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 | $3,196,000 | 864 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $5,132,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,609,000 | 431 |
| Mortgage-backed securities | $96,262,000 | 570 |
| Certificates of participation in pools of residential mortgages | $7,340,000 | 2,559 |
| Issued or guaranteed by U.S. | $7,340,000 | 2,546 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $88,922,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $88,922,000 | 210 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $146,478,000 | 716 |
| Total debt securities | $141,346,000 | 865 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $155,121,000 | 818 |
| U.S. Government securities | $105,422,000 | 868 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $105,422,000 | 842 |
| Securities issued by states & political subdivisions | $41,629,000 | 410 |
| Other domestic debt securities | $3,197,000 | 1,305 |
| 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 | $3,197,000 | 908 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,873,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,529,000 | 407 |
| Mortgage-backed securities | $105,095,000 | 541 |
| Certificates of participation in pools of residential mortgages | $8,102,000 | 2,439 |
| Issued or guaranteed by U.S. | $8,102,000 | 2,430 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $96,993,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $96,993,000 | 205 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $155,121,000 | 682 |
| Total debt securities | $150,248,000 | 822 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $166,817,000 | 760 |
| U.S. Government securities | $116,325,000 | 790 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $116,325,000 | 760 |
| Securities issued by states & political subdivisions | $42,334,000 | 397 |
| Other domestic debt securities | $3,197,000 | 1,331 |
| 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 | $3,197,000 | 946 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,961,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,897,000 | 381 |
| Mortgage-backed securities | $115,990,000 | 520 |
| Certificates of participation in pools of residential mortgages | $8,720,000 | 2,388 |
| Issued or guaranteed by U.S. | $8,720,000 | 2,379 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $107,270,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $107,270,000 | 195 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $166,817,000 | 634 |
| Total debt securities | $161,856,000 | 763 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $176,851,000 | 724 |
| U.S. Government securities | $126,116,000 | 734 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $126,116,000 | 708 |
| Securities issued by states & political subdivisions | $42,511,000 | 397 |
| Other domestic debt securities | $3,202,000 | 1,354 |
| 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 | $3,202,000 | 980 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,022,000 | 500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,833,000 | 358 |
| Mortgage-backed securities | $125,772,000 | 497 |
| Certificates of participation in pools of residential mortgages | $9,659,000 | 2,317 |
| Issued or guaranteed by U.S. | $9,659,000 | 2,306 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $116,113,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $116,113,000 | 189 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $176,851,000 | 602 |
| Total debt securities | $171,829,000 | 720 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $190,516,000 | 681 |
| U.S. Government securities | $140,003,000 | 680 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $140,003,000 | 654 |
| Securities issued by states & political subdivisions | $41,673,000 | 400 |
| Other domestic debt securities | $3,848,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $622,000 | 854 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,226,000 | 1,029 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,992,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,170,000 | 336 |
| Mortgage-backed securities | $140,276,000 | 471 |
| Certificates of participation in pools of residential mortgages | $11,659,000 | 2,122 |
| Issued or guaranteed by U.S. | $11,123,000 | 2,177 |
| Privately issued | $536,000 | 128 |
| Collaterized mortgage obligations | $128,617,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $128,531,000 | 187 |
| Privately issued | $86,000 | 994 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $190,516,000 | 564 |
| Total debt securities | $185,524,000 | 678 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $192,587,000 | 692 |
| U.S. Government securities | $141,521,000 | 689 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $141,521,000 | 660 |
| Securities issued by states & political subdivisions | $41,988,000 | 408 |
| Other domestic debt securities | $4,022,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $790,000 | 803 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,232,000 | 1,066 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $5,056,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,874,000 | 333 |
| Mortgage-backed securities | $141,953,000 | 474 |
| Certificates of participation in pools of residential mortgages | $9,715,000 | 2,400 |
| Issued or guaranteed by U.S. | $9,156,000 | 2,477 |
| Privately issued | $559,000 | 124 |
| Collaterized mortgage obligations | $132,238,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $132,007,000 | 190 |
| Privately issued | $231,000 | 907 |
| 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) | $192,587,000 | 578 |
| Total debt securities | $187,531,000 | 685 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $196,206,000 | 681 |
| U.S. Government securities | $144,984,000 | 676 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $144,984,000 | 648 |
| Securities issued by states & political subdivisions | $41,858,000 | 401 |
| Other domestic debt securities | $4,179,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $941,000 | 722 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,238,000 | 1,104 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $5,185,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,127,000 | 313 |
| Mortgage-backed securities | $137,464,000 | 491 |
| Certificates of participation in pools of residential mortgages | $10,640,000 | 2,279 |
| Issued or guaranteed by U.S. | $10,061,000 | 2,363 |
| Privately issued | $579,000 | 127 |
| Collaterized mortgage obligations | $126,824,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $126,462,000 | 190 |
| Privately issued | $362,000 | 811 |
| 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) | $196,206,000 | 572 |
| Total debt securities | $191,021,000 | 677 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $197,867,000 | 672 |
| U.S. Government securities | $148,531,000 | 681 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $148,531,000 | 654 |
| Securities issued by states & political subdivisions | $40,382,000 | 411 |
| Other domestic debt securities | $4,025,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $1,074,000 | 682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,951,000 | 1,262 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $4,929,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,258,000 | 337 |
| Mortgage-backed securities | $146,226,000 | 472 |
| Certificates of participation in pools of residential mortgages | $11,783,000 | 2,178 |
| Issued or guaranteed by U.S. | $11,157,000 | 2,237 |
| Privately issued | $626,000 | 127 |
| Collaterized mortgage obligations | $134,443,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $133,995,000 | 192 |
| Privately issued | $448,000 | 770 |
| 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) | $197,867,000 | 568 |
| Total debt securities | $192,938,000 | 679 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $207,659,000 | 658 |
| U.S. Government securities | $155,446,000 | 664 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $155,446,000 | 646 |
| Securities issued by states & political subdivisions | $42,713,000 | 387 |
| Other domestic debt securities | $4,190,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $1,238,000 | 695 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,952,000 | 1,336 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $5,310,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,731,000 | 833 |
| Mortgage-backed securities | $156,268,000 | 474 |
| Certificates of participation in pools of residential mortgages | $14,020,000 | 1,976 |
| Issued or guaranteed by U.S. | $13,346,000 | 2,029 |
| Privately issued | $674,000 | 128 |
| Collaterized mortgage obligations | $142,248,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $141,684,000 | 189 |
| Privately issued | $564,000 | 773 |
| 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) | $207,659,000 | 564 |
| Total debt securities | $202,349,000 | 653 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $204,832,000 | 674 |
| U.S. Government securities | $150,539,000 | 701 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $150,539,000 | 674 |
| Securities issued by states & political subdivisions | $41,793,000 | 397 |
| Other domestic debt securities | $7,364,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $1,361,000 | 564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,003,000 | 918 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,136,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,209,000 | 736 |
| Mortgage-backed securities | $151,478,000 | 486 |
| Certificates of participation in pools of residential mortgages | $15,876,000 | 1,822 |
| Issued or guaranteed by U.S. | $15,140,000 | 1,877 |
| Privately issued | $736,000 | 139 |
| Collaterized mortgage obligations | $135,602,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $134,977,000 | 211 |
| Privately issued | $625,000 | 606 |
| 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) | $204,832,000 | 584 |
| Total debt securities | $199,696,000 | 669 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $201,697,000 | 685 |
| U.S. Government securities | $146,945,000 | 699 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $146,945,000 | 672 |
| Securities issued by states & political subdivisions | $42,049,000 | 397 |
| Other domestic debt securities | $7,775,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $1,740,000 | 553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,035,000 | 983 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $4,928,000 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,150,000 | 622 |
| Mortgage-backed securities | $148,253,000 | 482 |
| Certificates of participation in pools of residential mortgages | $18,789,000 | 1,596 |
| Issued or guaranteed by U.S. | $17,987,000 | 1,643 |
| Privately issued | $802,000 | 140 |
| Collaterized mortgage obligations | $129,464,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $128,526,000 | 217 |
| Privately issued | $938,000 | 592 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $201,697,000 | 597 |
| Total debt securities | $196,769,000 | 680 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $192,573,000 | 694 |
| U.S. Government securities | $143,464,000 | 697 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $143,464,000 | 674 |
| Securities issued by states & political subdivisions | $35,080,000 | 476 |
| Other domestic debt securities | $8,342,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $2,273,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,069,000 | 984 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,687,000 | 640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,389,000 | 667 |
| Mortgage-backed securities | $145,299,000 | 506 |
| Certificates of participation in pools of residential mortgages | $22,152,000 | 1,420 |
| Issued or guaranteed by U.S. | $21,253,000 | 1,456 |
| Privately issued | $899,000 | 133 |
| Collaterized mortgage obligations | $123,147,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $121,773,000 | 246 |
| Privately issued | $1,374,000 | 542 |
| 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) | $192,573,000 | 599 |
| Total debt securities | $186,886,000 | 691 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $175,205,000 | 748 |
| U.S. Government securities | $123,651,000 | 781 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $123,651,000 | 751 |
| Securities issued by states & political subdivisions | $33,920,000 | 473 |
| Other domestic debt securities | $12,221,000 | 818 |
| Privately issued residential mortgage-backed securities | $2,616,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,605,000 | 724 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,413,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,383,000 | 650 |
| Mortgage-backed securities | $125,811,000 | 556 |
| Certificates of participation in pools of residential mortgages | $25,823,000 | 1,249 |
| Issued or guaranteed by U.S. | $24,912,000 | 1,281 |
| Privately issued | $911,000 | 137 |
| Collaterized mortgage obligations | $99,988,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $98,283,000 | 274 |
| Privately issued | $1,705,000 | 510 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $175,205,000 | 640 |
| Total debt securities | $169,792,000 | 740 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $172,078,000 | 736 |
| U.S. Government securities | $120,216,000 | 771 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $120,216,000 | 737 |
| Securities issued by states & political subdivisions | $34,019,000 | 450 |
| Other domestic debt securities | $12,637,000 | 801 |
| Privately issued residential mortgage-backed securities | $3,081,000 | 471 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,556,000 | 747 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,206,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,363,000 | 660 |
| Mortgage-backed securities | $122,835,000 | 533 |
| Certificates of participation in pools of residential mortgages | $29,462,000 | 1,084 |
| Issued or guaranteed by U.S. | $28,529,000 | 1,103 |
| Privately issued | $933,000 | 130 |
| Collaterized mortgage obligations | $93,373,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $91,225,000 | 274 |
| Privately issued | $2,148,000 | 463 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $172,078,000 | 633 |
| Total debt securities | $166,872,000 | 731 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $116,829,000 | 983 |
| U.S. Government securities | $84,047,000 | 958 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $84,047,000 | 902 |
| Securities issued by states & political subdivisions | $12,917,000 | 1,322 |
| Other domestic debt securities | $14,827,000 | 732 |
| Privately issued residential mortgage-backed securities | $1,256,000 | 753 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,219,000 | 276 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,352,000 | 620 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $5,038,000 | 660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,147,000 | 834 |
| Mortgage-backed securities | $84,723,000 | 649 |
| Certificates of participation in pools of residential mortgages | $39,996,000 | 758 |
| Issued or guaranteed by U.S. | $38,864,000 | 772 |
| Privately issued | $1,132,000 | 127 |
| Collaterized mortgage obligations | $44,727,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $44,603,000 | 441 |
| Privately issued | $124,000 | 1,092 |
| 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) | $116,829,000 | 827 |
| Total debt securities | $111,790,000 | 986 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |