Home > Meridian Bank > Securities
Meridian Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $119,715,000 | 1,222 |
| U.S. Government securities | $113,056,000 | 883 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $113,056,000 | 846 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $6,659,000 | 742 |
| Privately issued residential mortgage-backed securities | $1,614,000 | 331 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,045,000 | 639 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,290,000 | 1,920 |
| Mortgage-backed securities | $97,692,000 | 673 |
| Certificates of participation in pools of residential mortgages | $56,202,000 | 745 |
| Issued or guaranteed by U.S. | $56,202,000 | 744 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $41,490,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $39,876,000 | 511 |
| Privately issued | $1,614,000 | 314 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $119,715,000 | 1,077 |
| Total debt securities | $119,715,000 | 1,204 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $128,239,000 | 1,157 |
| U.S. Government securities | $118,454,000 | 855 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $118,454,000 | 815 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $9,785,000 | 597 |
| Privately issued residential mortgage-backed securities | $2,134,000 | 297 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $2,633,000 | 104 |
| Other domestic debt securities - All other | $5,018,000 | 646 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,855,000 | 1,947 |
| Mortgage-backed securities | $103,573,000 | 654 |
| Certificates of participation in pools of residential mortgages | $58,774,000 | 725 |
| Issued or guaranteed by U.S. | $58,774,000 | 722 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $44,799,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $42,665,000 | 488 |
| Privately issued | $2,134,000 | 281 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $128,239,000 | 1,015 |
| Total debt securities | $125,606,000 | 1,160 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $139,847,000 | 1,072 |
| U.S. Government securities | $130,089,000 | 805 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $130,089,000 | 768 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $9,758,000 | 613 |
| Privately issued residential mortgage-backed securities | $2,224,000 | 310 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $2,485,000 | 109 |
| Other domestic debt securities - All other | $5,049,000 | 657 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,510,000 | 1,963 |
| Mortgage-backed securities | $108,753,000 | 632 |
| Certificates of participation in pools of residential mortgages | $61,013,000 | 715 |
| Issued or guaranteed by U.S. | $61,013,000 | 713 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $47,740,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $45,516,000 | 485 |
| Privately issued | $2,224,000 | 295 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $139,847,000 | 947 |
| Total debt securities | $137,362,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $6,499,000 | 585 |
| Fair value | $6,508,000 | 574 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $150,438,000 | 1,010 |
| U.S. Government securities | $140,608,000 | 744 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $140,608,000 | 709 |
| Securities issued by states & political subdivisions | $115,000 | 5,337 |
| Other domestic debt securities | $9,715,000 | 632 |
| Privately issued residential mortgage-backed securities | $2,219,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $2,485,000 | 110 |
| Other domestic debt securities - All other | $5,011,000 | 671 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,308,000 | 1,933 |
| Mortgage-backed securities | $114,207,000 | 616 |
| Certificates of participation in pools of residential mortgages | $62,871,000 | 707 |
| Issued or guaranteed by U.S. | $62,871,000 | 705 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $51,336,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $49,117,000 | 463 |
| Privately issued | $2,219,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $150,438,000 | 884 |
| Total debt securities | $147,953,000 | 1,009 |
| Structured notes | ||
| Amortized cost | $6,499,000 | 602 |
| Fair value | $6,515,000 | 590 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $122,320,000 | 1,225 |
| U.S. Government securities | $112,547,000 | 918 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $112,547,000 | 882 |
| Securities issued by states & political subdivisions | $115,000 | 5,383 |
| Other domestic debt securities | $9,658,000 | 659 |
| Privately issued residential mortgage-backed securities | $2,440,000 | 313 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $2,230,000 | 121 |
| Other domestic debt securities - All other | $4,988,000 | 689 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,790,000 | 2,916 |
| Mortgage-backed securities | $110,002,000 | 629 |
| Certificates of participation in pools of residential mortgages | $54,498,000 | 804 |
| Issued or guaranteed by U.S. | $54,498,000 | 803 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $55,504,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $53,064,000 | 430 |
| Privately issued | $2,440,000 | 301 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $122,320,000 | 1,080 |
| Total debt securities | $120,090,000 | 1,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $134,494,000 | 1,128 |
| U.S. Government securities | $123,165,000 | 843 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $123,165,000 | 814 |
| Securities issued by states & political subdivisions | $115,000 | 5,440 |
| Other domestic debt securities | $11,214,000 | 635 |
| Privately issued residential mortgage-backed securities | $2,321,000 | 334 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $3,932,000 | 97 |
| Other domestic debt securities - All other | $4,961,000 | 715 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,298,000 | 2,975 |
| Mortgage-backed securities | $115,644,000 | 599 |
| Certificates of participation in pools of residential mortgages | $56,697,000 | 766 |
| Issued or guaranteed by U.S. | $56,697,000 | 766 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $58,947,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $56,626,000 | 403 |
| Privately issued | $2,321,000 | 319 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $134,494,000 | 989 |
| Total debt securities | $130,562,000 | 1,139 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 733 |
| Fair value | $4,904,000 | 718 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $157,896,000 | 977 |
| U.S. Government securities | $144,906,000 | 711 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $144,906,000 | 683 |
| Securities issued by states & political subdivisions | $115,000 | 5,473 |
| Other domestic debt securities | $12,875,000 | 603 |
| Privately issued residential mortgage-backed securities | $2,443,000 | 347 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $5,451,000 | 92 |
| Other domestic debt securities - All other | $4,981,000 | 738 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,899,000 | 3,646 |
| Mortgage-backed securities | $127,174,000 | 555 |
| Certificates of participation in pools of residential mortgages | $63,269,000 | 697 |
| Issued or guaranteed by U.S. | $63,269,000 | 696 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $63,905,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $61,462,000 | 383 |
| Privately issued | $2,443,000 | 329 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $157,896,000 | 853 |
| Total debt securities | $152,445,000 | 1,006 |
| Structured notes | ||
| Amortized cost | $10,345,000 | 391 |
| Fair value | $10,288,000 | 373 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $181,462,000 | 848 |
| U.S. Government securities | $168,220,000 | 628 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $168,220,000 | 607 |
| Securities issued by states & political subdivisions | $115,000 | 5,474 |
| Other domestic debt securities | $13,127,000 | 597 |
| Privately issued residential mortgage-backed securities | $2,715,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $5,451,000 | 87 |
| Other domestic debt securities - All other | $4,961,000 | 745 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,170,000 | 3,405 |
| Mortgage-backed securities | $140,519,000 | 516 |
| Certificates of participation in pools of residential mortgages | $68,269,000 | 654 |
| Issued or guaranteed by U.S. | $68,269,000 | 653 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $72,250,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $69,535,000 | 348 |
| Privately issued | $2,715,000 | 322 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $181,462,000 | 754 |
| Total debt securities | $176,011,000 | 870 |
| Structured notes | ||
| Amortized cost | $10,342,000 | 381 |
| Fair value | $10,290,000 | 373 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $206,157,000 | 761 |
| U.S. Government securities | $197,581,000 | 557 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $197,581,000 | 539 |
| Securities issued by states & political subdivisions | $115,000 | 5,512 |
| Other domestic debt securities | $8,461,000 | 791 |
| Privately issued residential mortgage-backed securities | $2,910,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $5,551,000 | 84 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,994,000 | 3,314 |
| Mortgage-backed securities | $156,720,000 | 487 |
| Certificates of participation in pools of residential mortgages | $75,530,000 | 618 |
| Issued or guaranteed by U.S. | $75,530,000 | 617 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $81,190,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $78,280,000 | 335 |
| Privately issued | $2,910,000 | 345 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $206,157,000 | 682 |
| Total debt securities | $200,606,000 | 772 |
| Structured notes | ||
| Amortized cost | $10,338,000 | 379 |
| Fair value | $10,378,000 | 379 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $233,547,000 | 659 |
| U.S. Government securities | $223,997,000 | 483 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $223,997,000 | 468 |
| Securities issued by states & political subdivisions | $115,000 | 5,553 |
| Other domestic debt securities | $9,435,000 | 717 |
| Privately issued residential mortgage-backed securities | $3,929,000 | 320 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $5,506,000 | 79 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,724,000 | 3,056 |
| Mortgage-backed securities | $159,035,000 | 478 |
| Certificates of participation in pools of residential mortgages | $71,953,000 | 613 |
| Issued or guaranteed by U.S. | $71,953,000 | 611 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $87,082,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $83,153,000 | 335 |
| Privately issued | $3,929,000 | 312 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $233,547,000 | 589 |
| Total debt securities | $228,041,000 | 660 |
| Structured notes | ||
| Amortized cost | $30,334,000 | 139 |
| Fair value | $30,413,000 | 139 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $266,951,000 | 575 |
| U.S. Government securities | $257,373,000 | 449 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $257,373,000 | 429 |
| Securities issued by states & political subdivisions | $115,000 | 5,602 |
| Other domestic debt securities | $9,463,000 | 749 |
| Privately issued residential mortgage-backed securities | $4,178,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $5,285,000 | 78 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,892,000 | 2,583 |
| Mortgage-backed securities | $178,960,000 | 464 |
| Certificates of participation in pools of residential mortgages | $79,375,000 | 582 |
| Issued or guaranteed by U.S. | $79,375,000 | 581 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $99,585,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $95,407,000 | 313 |
| Privately issued | $4,178,000 | 335 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $266,951,000 | 521 |
| Total debt securities | $261,666,000 | 579 |
| Structured notes | ||
| Amortized cost | $35,336,000 | 113 |
| Fair value | $35,430,000 | 113 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $265,394,000 | 589 |
| U.S. Government securities | $255,832,000 | 441 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $255,832,000 | 421 |
| Securities issued by states & political subdivisions | $115,000 | 5,625 |
| Other domestic debt securities | $9,447,000 | 764 |
| Privately issued residential mortgage-backed securities | $4,212,000 | 371 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $5,235,000 | 73 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,664,000 | 2,469 |
| Mortgage-backed securities | $175,320,000 | 471 |
| Certificates of participation in pools of residential mortgages | $64,909,000 | 720 |
| Issued or guaranteed by U.S. | $64,909,000 | 720 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $110,411,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $106,199,000 | 301 |
| Privately issued | $4,212,000 | 360 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $265,394,000 | 528 |
| Total debt securities | $260,159,000 | 593 |
| Structured notes | ||
| Amortized cost | $45,329,000 | 76 |
| Fair value | $45,532,000 | 76 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $329,970,000 | 474 |
| U.S. Government securities | $314,743,000 | 359 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $314,743,000 | 348 |
| Securities issued by states & political subdivisions | $115,000 | 5,614 |
| Other domestic debt securities | $15,112,000 | 556 |
| Privately issued residential mortgage-backed securities | $5,511,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $9,601,000 | 53 |
| Other domestic debt securities - All other | $0 | 2,176 |
| 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 | $23,638,000 | 2,046 |
| Mortgage-backed securities | $194,357,000 | 443 |
| Certificates of participation in pools of residential mortgages | $77,426,000 | 626 |
| Issued or guaranteed by U.S. | $77,426,000 | 626 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $116,931,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $111,420,000 | 310 |
| Privately issued | $5,511,000 | 328 |
| 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) | $329,970,000 | 424 |
| Total debt securities | $320,369,000 | 483 |
| Structured notes | ||
| Amortized cost | $68,312,000 | 61 |
| Fair value | $68,176,000 | 60 |
| 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 | $263,585,000 | 580 |
| U.S. Government securities | $248,000,000 | 446 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $248,000,000 | 430 |
| Securities issued by states & political subdivisions | $115,000 | 5,614 |
| Other domestic debt securities | $15,470,000 | 570 |
| Privately issued residential mortgage-backed securities | $5,378,000 | 405 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $10,092,000 | 48 |
| Other domestic debt securities - All other | $0 | 2,125 |
| 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 | $30,355,000 | 1,595 |
| Mortgage-backed securities | $160,828,000 | 500 |
| Certificates of participation in pools of residential mortgages | $74,007,000 | 612 |
| Issued or guaranteed by U.S. | $74,007,000 | 612 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $86,821,000 | 392 |
| CMOs issued by government agencies or sponsored agencies | $81,443,000 | 361 |
| Privately issued | $5,378,000 | 390 |
| 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) | $263,585,000 | 513 |
| Total debt securities | $258,045,000 | 582 |
| Structured notes | ||
| Amortized cost | $59,955,000 | 74 |
| Fair value | $60,411,000 | 70 |
| 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 | $300,268,000 | 490 |
| U.S. Government securities | $283,907,000 | 373 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $283,907,000 | 362 |
| Securities issued by states & political subdivisions | $115,000 | 5,633 |
| Other domestic debt securities | $16,246,000 | 541 |
| Privately issued residential mortgage-backed securities | $5,718,000 | 408 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $10,528,000 | 46 |
| Other domestic debt securities - All other | $0 | 2,094 |
| 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 | $25,564,000 | 1,774 |
| Mortgage-backed securities | $186,520,000 | 429 |
| Certificates of participation in pools of residential mortgages | $82,431,000 | 530 |
| Issued or guaranteed by U.S. | $82,431,000 | 527 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $104,089,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $98,371,000 | 314 |
| Privately issued | $5,718,000 | 391 |
| 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) | $300,268,000 | 437 |
| Total debt securities | $294,366,000 | 493 |
| Structured notes | ||
| Amortized cost | $69,929,000 | 56 |
| Fair value | $70,743,000 | 55 |
| 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 | $328,477,000 | 439 |
| U.S. Government securities | $309,539,000 | 352 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $309,539,000 | 340 |
| Securities issued by states & political subdivisions | $115,000 | 5,639 |
| Other domestic debt securities | $18,823,000 | 481 |
| Privately issued residential mortgage-backed securities | $7,701,000 | 387 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $11,122,000 | 51 |
| Other domestic debt securities - All other | $0 | 2,028 |
| 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 | $36,679,000 | 1,376 |
| Mortgage-backed securities | $202,001,000 | 382 |
| Certificates of participation in pools of residential mortgages | $91,425,000 | 476 |
| Issued or guaranteed by U.S. | $91,425,000 | 473 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $110,576,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $102,875,000 | 290 |
| Privately issued | $7,701,000 | 371 |
| 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) | $328,477,000 | 387 |
| Total debt securities | $322,099,000 | 445 |
| Structured notes | ||
| Amortized cost | $82,907,000 | 52 |
| Fair value | $83,397,000 | 51 |
| 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 | $331,566,000 | 433 |
| U.S. Government securities | $310,188,000 | 345 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $310,188,000 | 332 |
| Securities issued by states & political subdivisions | $115,000 | 5,665 |
| Other domestic debt securities | $21,263,000 | 457 |
| Privately issued residential mortgage-backed securities | $9,899,000 | 360 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $11,364,000 | 49 |
| Other domestic debt securities - All other | $0 | 2,072 |
| 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 | $61,517,000 | 868 |
| Mortgage-backed securities | $211,328,000 | 363 |
| Certificates of participation in pools of residential mortgages | $95,118,000 | 449 |
| Issued or guaranteed by U.S. | $95,118,000 | 445 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $116,210,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $106,311,000 | 270 |
| Privately issued | $9,899,000 | 346 |
| 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) | $331,566,000 | 381 |
| Total debt securities | $324,920,000 | 435 |
| Structured notes | ||
| Amortized cost | $89,901,000 | 45 |
| Fair value | $89,697,000 | 45 |
| 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 | $332,937,000 | 421 |
| U.S. Government securities | $302,736,000 | 344 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $302,736,000 | 334 |
| Securities issued by states & political subdivisions | $115,000 | 5,690 |
| Other domestic debt securities | $30,086,000 | 384 |
| Privately issued residential mortgage-backed securities | $20,597,000 | 251 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $9,489,000 | 54 |
| 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 | $72,583,000 | 746 |
| Mortgage-backed securities | $244,706,000 | 321 |
| Certificates of participation in pools of residential mortgages | $94,315,000 | 437 |
| Issued or guaranteed by U.S. | $94,315,000 | 434 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $150,391,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $129,794,000 | 230 |
| Privately issued | $20,597,000 | 243 |
| 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) | $332,937,000 | 376 |
| Total debt securities | $327,868,000 | 424 |
| Structured notes | ||
| Amortized cost | $67,947,000 | 64 |
| Fair value | $69,995,000 | 53 |
| 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 | $382,515,000 | 351 |
| U.S. Government securities | $356,081,000 | 271 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $356,081,000 | 263 |
| Securities issued by states & political subdivisions | $115,000 | 5,679 |
| Other domestic debt securities | $26,319,000 | 414 |
| Privately issued residential mortgage-backed securities | $20,753,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $5,566,000 | 74 |
| 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 | $79,562,000 | 687 |
| Mortgage-backed securities | $247,790,000 | 300 |
| Certificates of participation in pools of residential mortgages | $81,622,000 | 472 |
| Issued or guaranteed by U.S. | $81,622,000 | 467 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $166,168,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $145,415,000 | 210 |
| Privately issued | $20,753,000 | 254 |
| 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) | $382,515,000 | 313 |
| Total debt securities | $380,277,000 | 351 |
| Structured notes | ||
| Amortized cost | $97,719,000 | 32 |
| Fair value | $98,197,000 | 33 |
| 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 | $407,737,000 | 324 |
| U.S. Government securities | $380,752,000 | 258 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $380,752,000 | 249 |
| Securities issued by states & political subdivisions | $115,000 | 5,658 |
| Other domestic debt securities | $26,870,000 | 405 |
| Privately issued residential mortgage-backed securities | $20,818,000 | 278 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $6,052,000 | 78 |
| 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 | $386,885,000 | 155 |
| Mortgage-backed securities | $224,018,000 | 319 |
| Certificates of participation in pools of residential mortgages | $68,646,000 | 536 |
| Issued or guaranteed by U.S. | $68,646,000 | 532 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $155,372,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $134,554,000 | 215 |
| Privately issued | $20,818,000 | 267 |
| 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) | $407,737,000 | 287 |
| Total debt securities | $407,737,000 | 321 |
| Structured notes | ||
| Amortized cost | $145,721,000 | 17 |
| Fair value | $146,437,000 | 17 |
| 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 | $414,128,000 | 322 |
| U.S. Government securities | $382,963,000 | 260 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $382,963,000 | 251 |
| Securities issued by states & political subdivisions | $115,000 | 5,685 |
| Other domestic debt securities | $31,050,000 | 381 |
| Privately issued residential mortgage-backed securities | $24,732,000 | 259 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $6,318,000 | 81 |
| 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 | $397,790,000 | 157 |
| Mortgage-backed securities | $276,532,000 | 266 |
| Certificates of participation in pools of residential mortgages | $109,371,000 | 391 |
| Issued or guaranteed by U.S. | $109,371,000 | 388 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $167,161,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $142,429,000 | 199 |
| Privately issued | $24,732,000 | 250 |
| 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) | $414,128,000 | 280 |
| Total debt securities | $414,128,000 | 315 |
| Structured notes | ||
| Amortized cost | $83,999,000 | 30 |
| Fair value | $84,032,000 | 30 |
| 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 | $445,674,000 | 298 |
| U.S. Government securities | $413,987,000 | 233 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $413,987,000 | 225 |
| Securities issued by states & political subdivisions | $116,000 | 5,718 |
| Other domestic debt securities | $31,571,000 | 391 |
| Privately issued residential mortgage-backed securities | $25,260,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $6,311,000 | 84 |
| 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 | $429,344,000 | 154 |
| Mortgage-backed securities | $336,761,000 | 234 |
| Certificates of participation in pools of residential mortgages | $161,423,000 | 274 |
| Issued or guaranteed by U.S. | $161,423,000 | 271 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $175,338,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $150,078,000 | 176 |
| Privately issued | $25,260,000 | 259 |
| 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) | $445,674,000 | 260 |
| Total debt securities | $445,674,000 | 292 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 69 |
| Fair value | $35,082,000 | 69 |
| 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 | $510,576,000 | 266 |
| U.S. Government securities | $482,231,000 | 205 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $482,231,000 | 200 |
| Securities issued by states & political subdivisions | $116,000 | 5,753 |
| Other domestic debt securities | $28,229,000 | 451 |
| Privately issued residential mortgage-backed securities | $26,871,000 | 288 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,358,000 | 208 |
| 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 | $499,572,000 | 142 |
| Mortgage-backed securities | $371,456,000 | 214 |
| Certificates of participation in pools of residential mortgages | $174,812,000 | 261 |
| Issued or guaranteed by U.S. | $174,812,000 | 259 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $196,644,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $169,773,000 | 155 |
| Privately issued | $26,871,000 | 280 |
| 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) | $510,576,000 | 223 |
| Total debt securities | $510,576,000 | 254 |
| Structured notes | ||
| Amortized cost | $34,993,000 | 50 |
| Fair value | $35,182,000 | 49 |
| 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 | $414,396,000 | 326 |
| U.S. Government securities | $383,053,000 | 239 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $383,053,000 | 231 |
| Securities issued by states & political subdivisions | $115,000 | 5,802 |
| Other domestic debt securities | $31,228,000 | 452 |
| Privately issued residential mortgage-backed securities | $26,865,000 | 292 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $4,363,000 | 117 |
| 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 | $392,614,000 | 174 |
| Mortgage-backed securities | $343,506,000 | 231 |
| Certificates of participation in pools of residential mortgages | $188,745,000 | 250 |
| Issued or guaranteed by U.S. | $188,745,000 | 247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $154,761,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $127,896,000 | 188 |
| Privately issued | $26,865,000 | 283 |
| 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) | $414,396,000 | 277 |
| Total debt securities | $414,396,000 | 315 |
| 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 | $417,366,000 | 324 |
| U.S. Government securities | $362,877,000 | 264 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $362,877,000 | 257 |
| Securities issued by states & political subdivisions | $116,000 | 5,746 |
| Other domestic debt securities | $54,373,000 | 292 |
| Privately issued residential mortgage-backed securities | $49,916,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,457,000 | 130 |
| 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 | $412,568,000 | 176 |
| Mortgage-backed securities | $359,528,000 | 232 |
| Certificates of participation in pools of residential mortgages | $239,390,000 | 214 |
| Issued or guaranteed by U.S. | $239,390,000 | 210 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $120,138,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $70,222,000 | 274 |
| Privately issued | $49,916,000 | 198 |
| 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) | $417,366,000 | 277 |
| Total debt securities | $417,366,000 | 311 |
| 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 | $368,521,000 | 358 |
| U.S. Government securities | $301,091,000 | 302 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $301,091,000 | 292 |
| Securities issued by states & political subdivisions | $115,000 | 5,719 |
| Other domestic debt securities | $67,315,000 | 255 |
| Privately issued residential mortgage-backed securities | $57,472,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,843,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $297,743,000 | 227 |
| Mortgage-backed securities | $353,284,000 | 233 |
| Certificates of participation in pools of residential mortgages | $221,534,000 | 218 |
| Issued or guaranteed by U.S. | $221,534,000 | 216 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $131,750,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $74,278,000 | 262 |
| Privately issued | $57,472,000 | 182 |
| 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) | $368,521,000 | 306 |
| Total debt securities | $368,521,000 | 347 |
| 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 | $320,258,000 | 392 |
| U.S. Government securities | $250,060,000 | 341 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $250,060,000 | 333 |
| Securities issued by states & political subdivisions | $116,000 | 5,736 |
| Other domestic debt securities | $70,082,000 | 257 |
| Privately issued residential mortgage-backed securities | $60,601,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,481,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| 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 | $310,405,000 | 213 |
| Mortgage-backed securities | $284,913,000 | 268 |
| Certificates of participation in pools of residential mortgages | $184,263,000 | 253 |
| Issued or guaranteed by U.S. | $184,263,000 | 247 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $100,650,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $40,049,000 | 374 |
| Privately issued | $60,601,000 | 179 |
| 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) | $320,258,000 | 329 |
| Total debt securities | $320,258,000 | 380 |
| 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 | $337,057,000 | 381 |
| U.S. Government securities | $248,461,000 | 342 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $248,461,000 | 334 |
| Securities issued by states & political subdivisions | $116,000 | 5,793 |
| Other domestic debt securities | $88,480,000 | 228 |
| Privately issued residential mortgage-backed securities | $72,230,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,250,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,391,000 | 207 |
| Mortgage-backed securities | $301,894,000 | 258 |
| Certificates of participation in pools of residential mortgages | $189,123,000 | 246 |
| Issued or guaranteed by U.S. | $189,123,000 | 239 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $112,771,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $40,541,000 | 365 |
| Privately issued | $72,230,000 | 159 |
| 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) | $337,057,000 | 324 |
| Total debt securities | $337,057,000 | 373 |
| 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 | $251,511,000 | 500 |
| U.S. Government securities | $166,601,000 | 513 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $166,601,000 | 504 |
| Securities issued by states & political subdivisions | $117,000 | 5,793 |
| Other domestic debt securities | $84,793,000 | 230 |
| Privately issued residential mortgage-backed securities | $68,541,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,252,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,075,000 | 408 |
| Mortgage-backed securities | $218,492,000 | 331 |
| Certificates of participation in pools of residential mortgages | $132,186,000 | 332 |
| Issued or guaranteed by U.S. | $132,186,000 | 326 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $86,306,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $17,765,000 | 643 |
| Privately issued | $68,541,000 | 164 |
| 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) | $251,511,000 | 435 |
| Total debt securities | $251,511,000 | 485 |
| 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 | $256,483,000 | 484 |
| U.S. Government securities | $165,335,000 | 521 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $165,335,000 | 510 |
| Securities issued by states & political subdivisions | $117,000 | 5,831 |
| Other domestic debt securities | $91,031,000 | 215 |
| Privately issued residential mortgage-backed securities | $72,013,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,310,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,708,000 | 927 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,899,000 | 399 |
| Mortgage-backed securities | $212,897,000 | 312 |
| Certificates of participation in pools of residential mortgages | $123,422,000 | 317 |
| Issued or guaranteed by U.S. | $123,422,000 | 310 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $89,475,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $17,462,000 | 611 |
| Privately issued | $72,013,000 | 151 |
| 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) | $256,483,000 | 417 |
| Total debt securities | $256,483,000 | 470 |
| Structured notes | ||
| Amortized cost | $2,983,000 | 824 |
| Fair value | $2,994,000 | 809 |
| 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 | $255,518,000 | 484 |
| U.S. Government securities | $163,428,000 | 526 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $163,428,000 | 513 |
| Securities issued by states & political subdivisions | $117,000 | 5,865 |
| Other domestic debt securities | $91,973,000 | 201 |
| Privately issued residential mortgage-backed securities | $72,853,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,315,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,805,000 | 886 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,299,000 | 400 |
| Mortgage-backed securities | $211,900,000 | 304 |
| Certificates of participation in pools of residential mortgages | $121,822,000 | 314 |
| Issued or guaranteed by U.S. | $121,822,000 | 309 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $90,078,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $17,225,000 | 592 |
| Privately issued | $72,853,000 | 151 |
| 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) | $255,518,000 | 414 |
| Total debt securities | $255,518,000 | 471 |
| Structured notes | ||
| Amortized cost | $2,982,000 | 986 |
| Fair value | $2,967,000 | 977 |
| 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 | $189,780,000 | 645 |
| U.S. Government securities | $95,264,000 | 898 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $95,264,000 | 864 |
| Securities issued by states & political subdivisions | $217,000 | 5,747 |
| Other domestic debt securities | $94,299,000 | 204 |
| Privately issued residential mortgage-backed securities | $74,725,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,754,000 | 67 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,820,000 | 850 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,362,000 | 1,308 |
| Mortgage-backed securities | $142,405,000 | 414 |
| Certificates of participation in pools of residential mortgages | $50,725,000 | 647 |
| Issued or guaranteed by U.S. | $50,725,000 | 636 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $91,680,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $16,955,000 | 597 |
| Privately issued | $74,725,000 | 143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $189,780,000 | 544 |
| Total debt securities | $189,780,000 | 626 |
| Structured notes | ||
| Amortized cost | $4,470,000 | 720 |
| Fair value | $4,409,000 | 719 |
| 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 | $194,841,000 | 640 |
| U.S. Government securities | $97,014,000 | 884 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $97,014,000 | 854 |
| Securities issued by states & political subdivisions | $218,000 | 5,801 |
| Other domestic debt securities | $97,609,000 | 203 |
| Privately issued residential mortgage-backed securities | $74,860,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,769,000 | 68 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,980,000 | 578 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,647,000 | 897 |
| Mortgage-backed securities | $144,059,000 | 414 |
| Certificates of participation in pools of residential mortgages | $51,707,000 | 638 |
| Issued or guaranteed by U.S. | $51,707,000 | 630 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $92,352,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $17,492,000 | 585 |
| Privately issued | $74,860,000 | 142 |
| 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) | $194,841,000 | 529 |
| Total debt securities | $194,841,000 | 624 |
| Structured notes | ||
| Amortized cost | $4,469,000 | 767 |
| Fair value | $4,450,000 | 764 |
| 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 | $190,655,000 | 659 |
| U.S. Government securities | $99,498,000 | 891 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $99,498,000 | 862 |
| Securities issued by states & political subdivisions | $219,000 | 5,843 |
| Other domestic debt securities | $90,938,000 | 208 |
| Privately issued residential mortgage-backed securities | $71,165,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,744,000 | 63 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,029,000 | 846 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,036,000 | 1,081 |
| Mortgage-backed securities | $142,823,000 | 418 |
| Certificates of participation in pools of residential mortgages | $54,213,000 | 620 |
| Issued or guaranteed by U.S. | $54,213,000 | 611 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $88,610,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $17,445,000 | 601 |
| Privately issued | $71,165,000 | 141 |
| 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) | $190,655,000 | 539 |
| Total debt securities | $190,655,000 | 640 |
| Structured notes | ||
| Amortized cost | $4,467,000 | 814 |
| Fair value | $4,436,000 | 809 |
| 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 | $183,490,000 | 699 |
| U.S. Government securities | $99,809,000 | 912 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $99,809,000 | 885 |
| Securities issued by states & political subdivisions | $219,000 | 5,910 |
| Other domestic debt securities | $83,462,000 | 222 |
| Privately issued residential mortgage-backed securities | $62,763,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,731,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,968,000 | 743 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,454,000 | 1,106 |
| Mortgage-backed securities | $134,775,000 | 450 |
| Certificates of participation in pools of residential mortgages | $54,525,000 | 630 |
| Issued or guaranteed by U.S. | $54,525,000 | 622 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $80,250,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $17,487,000 | 596 |
| Privately issued | $62,763,000 | 152 |
| 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) | $183,490,000 | 577 |
| Total debt securities | $183,490,000 | 678 |
| Structured notes | ||
| Amortized cost | $4,466,000 | 886 |
| Fair value | $4,407,000 | 883 |
| 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 | $173,433,000 | 741 |
| U.S. Government securities | $100,447,000 | 897 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $100,447,000 | 871 |
| Securities issued by states & political subdivisions | $369,000 | 5,696 |
| Other domestic debt securities | $72,617,000 | 240 |
| Privately issued residential mortgage-backed securities | $52,007,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,631,000 | 63 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $979,000 | 1,491 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,185,000 | 1,064 |
| Mortgage-backed securities | $122,097,000 | 481 |
| Certificates of participation in pools of residential mortgages | $52,959,000 | 651 |
| Issued or guaranteed by U.S. | $52,959,000 | 645 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $69,138,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $17,131,000 | 604 |
| Privately issued | $52,007,000 | 162 |
| 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) | $173,433,000 | 615 |
| Total debt securities | $173,433,000 | 726 |
| Structured notes | ||
| Amortized cost | $7,445,000 | 576 |
| Fair value | $7,308,000 | 574 |
| 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 | $168,458,000 | 761 |
| U.S. Government securities | $101,615,000 | 897 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $101,615,000 | 868 |
| Securities issued by states & political subdivisions | $371,000 | 5,729 |
| Other domestic debt securities | $66,472,000 | 247 |
| Privately issued residential mortgage-backed securities | $45,815,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,672,000 | 66 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $985,000 | 1,542 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,420,000 | 944 |
| Mortgage-backed securities | $115,304,000 | 508 |
| Certificates of participation in pools of residential mortgages | $51,956,000 | 676 |
| Issued or guaranteed by U.S. | $51,956,000 | 666 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $63,348,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $17,533,000 | 599 |
| Privately issued | $45,815,000 | 177 |
| 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) | $168,458,000 | 635 |
| Total debt securities | $168,458,000 | 745 |
| Structured notes | ||
| Amortized cost | $11,440,000 | 383 |
| Fair value | $11,325,000 | 377 |
| 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 | $150,919,000 | 841 |
| U.S. Government securities | $93,144,000 | 990 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $93,144,000 | 960 |
| Securities issued by states & political subdivisions | $372,000 | 5,748 |
| Other domestic debt securities | $57,403,000 | 274 |
| Privately issued residential mortgage-backed securities | $39,227,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,182,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $994,000 | 1,653 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,468,000 | 848 |
| Mortgage-backed securities | $96,286,000 | 577 |
| Certificates of participation in pools of residential mortgages | $55,037,000 | 647 |
| Issued or guaranteed by U.S. | $55,037,000 | 640 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $41,249,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $2,022,000 | 1,815 |
| Privately issued | $39,227,000 | 196 |
| 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) | $150,919,000 | 702 |
| Total debt securities | $150,919,000 | 818 |
| Structured notes | ||
| Amortized cost | $17,429,000 | 225 |
| Fair value | $17,255,000 | 225 |
| 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 | $147,038,000 | 850 |
| U.S. Government securities | $94,627,000 | 960 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $94,627,000 | 925 |
| Securities issued by states & political subdivisions | $375,000 | 5,773 |
| Other domestic debt securities | $52,036,000 | 285 |
| Privately issued residential mortgage-backed securities | $33,850,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,181,000 | 71 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 1,649 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,321,000 | 709 |
| Mortgage-backed securities | $92,138,000 | 603 |
| Certificates of participation in pools of residential mortgages | $56,021,000 | 645 |
| Issued or guaranteed by U.S. | $56,021,000 | 636 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $36,117,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $2,267,000 | 1,772 |
| Privately issued | $33,850,000 | 201 |
| 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) | $147,038,000 | 721 |
| Total debt securities | $147,038,000 | 825 |
| Structured notes | ||
| Amortized cost | $19,425,000 | 191 |
| Fair value | $19,337,000 | 189 |
| 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 | $150,835,000 | 824 |
| U.S. Government securities | $94,901,000 | 963 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $94,901,000 | 920 |
| Securities issued by states & political subdivisions | $2,595,000 | 4,004 |
| Other domestic debt securities | $53,339,000 | 281 |
| Privately issued residential mortgage-backed securities | $34,131,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,185,000 | 75 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,023,000 | 1,258 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,472,000 | 856 |
| Mortgage-backed securities | $90,501,000 | 619 |
| Certificates of participation in pools of residential mortgages | $53,804,000 | 665 |
| Issued or guaranteed by U.S. | $53,804,000 | 657 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $36,697,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $2,566,000 | 1,739 |
| Privately issued | $34,131,000 | 202 |
| 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) | $150,835,000 | 700 |
| Total debt securities | $150,835,000 | 807 |
| Structured notes | ||
| Amortized cost | $19,424,000 | 187 |
| Fair value | $19,392,000 | 187 |
| 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 | $142,848,000 | 879 |
| U.S. Government securities | $90,799,000 | 1,026 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $90,799,000 | 985 |
| Securities issued by states & political subdivisions | $2,607,000 | 4,005 |
| Other domestic debt securities | $49,442,000 | 299 |
| Privately issued residential mortgage-backed securities | $30,247,000 | 227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,160,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,035,000 | 1,321 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,996,000 | 746 |
| Mortgage-backed securities | $82,956,000 | 673 |
| Certificates of participation in pools of residential mortgages | $50,003,000 | 718 |
| Issued or guaranteed by U.S. | $50,003,000 | 715 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $32,953,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $2,706,000 | 1,744 |
| Privately issued | $30,247,000 | 211 |
| 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) | $142,848,000 | 742 |
| Total debt securities | $142,848,000 | 863 |
| Structured notes | ||
| Amortized cost | $19,423,000 | 191 |
| Fair value | $19,109,000 | 190 |
| 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 | $140,611,000 | 911 |
| U.S. Government securities | $90,301,000 | 1,052 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $90,301,000 | 1,015 |
| Securities issued by states & political subdivisions | $2,625,000 | 3,993 |
| Other domestic debt securities | $47,685,000 | 308 |
| Privately issued residential mortgage-backed securities | $29,438,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,220,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,027,000 | 1,855 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,062,000 | 744 |
| Mortgage-backed securities | $77,355,000 | 743 |
| Certificates of participation in pools of residential mortgages | $44,998,000 | 814 |
| Issued or guaranteed by U.S. | $44,998,000 | 809 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $32,357,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $2,919,000 | 1,718 |
| Privately issued | $29,438,000 | 213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $140,611,000 | 772 |
| Total debt securities | $140,611,000 | 887 |
| Structured notes | ||
| Amortized cost | $20,940,000 | 169 |
| Fair value | $20,830,000 | 169 |
| 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 | $140,368,000 | 913 |
| U.S. Government securities | $96,555,000 | 982 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $96,555,000 | 942 |
| Securities issued by states & political subdivisions | $2,634,000 | 3,985 |
| Other domestic debt securities | $41,179,000 | 328 |
| Privately issued residential mortgage-backed securities | $22,898,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,243,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,038,000 | 1,907 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,829,000 | 718 |
| Mortgage-backed securities | $70,757,000 | 786 |
| Certificates of participation in pools of residential mortgages | $44,685,000 | 817 |
| Issued or guaranteed by U.S. | $44,685,000 | 812 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,072,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $3,174,000 | 1,655 |
| Privately issued | $22,898,000 | 220 |
| 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) | $140,368,000 | 782 |
| Total debt securities | $140,368,000 | 888 |
| Structured notes | ||
| Amortized cost | $18,937,000 | 211 |
| Fair value | $18,933,000 | 210 |
| 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 | $136,974,000 | 932 |
| U.S. Government securities | $96,810,000 | 999 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $96,810,000 | 960 |
| Securities issued by states & political subdivisions | $4,922,000 | 3,097 |
| Other domestic debt securities | $35,242,000 | 370 |
| Privately issued residential mortgage-backed securities | $16,853,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,343,000 | 84 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,046,000 | 1,990 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,212,000 | 847 |
| Mortgage-backed securities | $70,110,000 | 813 |
| Certificates of participation in pools of residential mortgages | $49,767,000 | 758 |
| Issued or guaranteed by U.S. | $49,767,000 | 754 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $20,343,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $3,490,000 | 1,623 |
| Privately issued | $16,853,000 | 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 | 4,584 |
| Available-for-sale securities (fair market value) | $136,974,000 | 803 |
| Total debt securities | $136,974,000 | 906 |
| Structured notes | ||
| Amortized cost | $18,936,000 | 204 |
| Fair value | $18,449,000 | 205 |
| 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 | $133,279,000 | 971 |
| U.S. Government securities | $106,141,000 | 908 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $106,141,000 | 873 |
| Securities issued by states & political subdivisions | $5,673,000 | 2,875 |
| Other domestic debt securities | $21,465,000 | 550 |
| Privately issued residential mortgage-backed securities | $8,499,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,895,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,071,000 | 2,063 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,182,000 | 1,064 |
| Mortgage-backed securities | $70,959,000 | 824 |
| Certificates of participation in pools of residential mortgages | $60,916,000 | 656 |
| Issued or guaranteed by U.S. | $60,916,000 | 651 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,043,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $1,544,000 | 2,265 |
| Privately issued | $8,499,000 | 347 |
| 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) | $133,279,000 | 818 |
| Total debt securities | $133,279,000 | 942 |
| Structured notes | ||
| Amortized cost | $11,962,000 | 283 |
| Fair value | $12,055,000 | 280 |
| 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 | $142,818,000 | 941 |
| U.S. Government securities | $114,292,000 | 890 |
| U.S. Treasury securities | $100,000 | 2,163 |
| U.S. Government agency obligations | $114,192,000 | 852 |
| Securities issued by states & political subdivisions | $7,691,000 | 2,395 |
| Other domestic debt securities | $20,835,000 | 544 |
| Privately issued residential mortgage-backed securities | $10,645,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,115,000 | 107 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,075,000 | 2,183 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,522,000 | 601 |
| Mortgage-backed securities | $75,747,000 | 797 |
| Certificates of participation in pools of residential mortgages | $63,182,000 | 654 |
| Issued or guaranteed by U.S. | $63,182,000 | 646 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,565,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $1,920,000 | 2,220 |
| Privately issued | $10,645,000 | 233 |
| 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) | $142,818,000 | 812 |
| Total debt securities | $142,818,000 | 914 |
| Structured notes | ||
| Amortized cost | $9,434,000 | 330 |
| Fair value | $9,302,000 | 333 |
| 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 | $128,352,000 | 1,055 |
| U.S. Government securities | $101,173,000 | 969 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $101,173,000 | 928 |
| Securities issued by states & political subdivisions | $8,982,000 | 2,146 |
| Other domestic debt securities | $18,197,000 | 615 |
| Privately issued residential mortgage-backed securities | $11,732,000 | 251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,379,000 | 128 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,086,000 | 2,281 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,357,000 | 1,015 |
| Mortgage-backed securities | $71,162,000 | 825 |
| Certificates of participation in pools of residential mortgages | $58,073,000 | 688 |
| Issued or guaranteed by U.S. | $58,073,000 | 685 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $13,089,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $1,357,000 | 2,481 |
| Privately issued | $11,732,000 | 219 |
| 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) | $128,352,000 | 898 |
| Total debt securities | $128,352,000 | 1,013 |
| Structured notes | ||
| Amortized cost | $8,938,000 | 287 |
| Fair value | $8,770,000 | 288 |
| 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 | $124,513,000 | 1,043 |
| U.S. Government securities | $97,361,000 | 964 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $97,361,000 | 925 |
| Securities issued by states & political subdivisions | $12,780,000 | 1,514 |
| Other domestic debt securities | $14,372,000 | 730 |
| Privately issued residential mortgage-backed securities | $8,082,000 | 324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,680,000 | 154 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,610,000 | 1,679 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,832,000 | 921 |
| Mortgage-backed securities | $69,126,000 | 846 |
| Certificates of participation in pools of residential mortgages | $61,007,000 | 644 |
| Issued or guaranteed by U.S. | $61,007,000 | 640 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,119,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,937 |
| Privately issued | $8,082,000 | 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 | 4,735 |
| Available-for-sale securities (fair market value) | $124,513,000 | 889 |
| Total debt securities | $124,513,000 | 1,010 |
| Structured notes | ||
| Amortized cost | $2,993,000 | 658 |
| Fair value | $3,007,000 | 640 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $101,049,000 | 1,259 |
| U.S. Government securities | $83,393,000 | 1,114 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $83,393,000 | 1,071 |
| Securities issued by states & political subdivisions | $12,517,000 | 1,482 |
| Other domestic debt securities | $5,139,000 | 1,369 |
| Privately issued residential mortgage-backed securities | $1,612,000 | 581 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $999,000 | 266 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,528,000 | 1,706 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,035,000 | 1,203 |
| Mortgage-backed securities | $51,833,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $48,912,000 | 755 |
| Issued or guaranteed by U.S. | $48,912,000 | 750 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,921,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $1,309,000 | 2,787 |
| Privately issued | $1,612,000 | 520 |
| 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) | $101,049,000 | 1,064 |
| Total debt securities | $101,049,000 | 1,208 |
| 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 | $83,528,000 | 1,478 |
| U.S. Government securities | $41,811,000 | 2,046 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $41,811,000 | 1,958 |
| Securities issued by states & political subdivisions | $13,049,000 | 1,396 |
| Other domestic debt securities | $7,868,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $2,381,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,487,000 | 130 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $20,800,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,904,000 | 1,142 |
| Mortgage-backed securities | $26,407,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $20,498,000 | 1,437 |
| Issued or guaranteed by U.S. | $20,498,000 | 1,433 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,909,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $3,528,000 | 2,020 |
| Privately issued | $2,381,000 | 453 |
| 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) | $83,528,000 | 1,244 |
| Total debt securities | $62,728,000 | 1,856 |
| 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 | $51,439,000 | 2,142 |
| U.S. Government securities | $30,059,000 | 2,543 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $30,059,000 | 2,413 |
| Securities issued by states & political subdivisions | $13,851,000 | 1,222 |
| Other domestic debt securities | $7,529,000 | 1,100 |
| Privately issued residential mortgage-backed securities | $992,000 | 811 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,941,000 | 175 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,596,000 | 1,400 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,116,000 | 2,947 |
| Mortgage-backed securities | $23,786,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $18,688,000 | 1,371 |
| Issued or guaranteed by U.S. | $18,688,000 | 1,363 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,098,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $4,106,000 | 1,940 |
| Privately issued | $992,000 | 732 |
| 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) | $51,439,000 | 1,777 |
| Total debt securities | $51,439,000 | 2,079 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $38,759,000 | 2,770 |
| U.S. Government securities | $17,421,000 | 4,059 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $17,421,000 | 3,789 |
| Securities issued by states & political subdivisions | $14,155,000 | 1,163 |
| Other domestic debt securities | $6,853,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,853,000 | 839 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $330,000 | 4,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,811,000 | 3,022 |
| Mortgage-backed securities | $13,658,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $9,483,000 | 1,798 |
| Issued or guaranteed by U.S. | $9,483,000 | 1,786 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,175,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $4,175,000 | 1,518 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $38,759,000 | 2,199 |
| Total debt securities | $38,429,000 | 2,689 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $41,640,000 | 2,699 |
| U.S. Government securities | $19,077,000 | 4,004 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,077,000 | 3,610 |
| Securities issued by states & political subdivisions | $13,195,000 | 1,267 |
| Other domestic debt securities | $8,947,000 | 891 |
| Privately issued residential mortgage-backed securities | $571,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,376,000 | 742 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $421,000 | 4,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,907,000 | 3,692 |
| Mortgage-backed securities | $11,472,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $6,355,000 | 2,464 |
| Issued or guaranteed by U.S. | $6,355,000 | 2,451 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,117,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $4,546,000 | 1,560 |
| Privately issued | $571,000 | 782 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $41,640,000 | 2,095 |
| Total debt securities | $41,219,000 | 2,651 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 233 |
| Fair value | $2,391,000 | 232 |
| 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 | $52,318,000 | 2,214 |
| U.S. Government securities | $20,969,000 | 3,768 |
| U.S. Treasury securities | $1,020,000 | 4,934 |
| U.S. Government agency obligations | $19,949,000 | 3,346 |
| Securities issued by states & political subdivisions | $13,503,000 | 1,240 |
| Other domestic debt securities | $17,846,000 | 538 |
| 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 | $17,846,000 | 400 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,706,000 | 684 |
| Mortgage-backed securities | $9,732,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $8,159,000 | 2,255 |
| Issued or guaranteed by U.S. | $8,159,000 | 2,239 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,573,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $1,573,000 | 2,728 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,384,000 | 4,017 |
| Available-for-sale securities (fair market value) | $48,934,000 | 1,762 |
| Total debt securities | $52,318,000 | 2,137 |
| Structured notes | ||
| Amortized cost | $2,495,000 | 294 |
| Fair value | $2,433,000 | 294 |
| 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 | $34,031,000 | 3,269 |
| U.S. Government securities | $18,117,000 | 4,399 |
| U.S. Treasury securities | $2,030,000 | 5,039 |
| U.S. Government agency obligations | $16,087,000 | 3,809 |
| Securities issued by states & political subdivisions | $7,748,000 | 1,910 |
| Other domestic debt securities | $5,992,000 | 773 |
| 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 | $5,992,000 | 593 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,174,000 | 1,392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,792,000 | 1,058 |
| Mortgage-backed securities | $5,013,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $4,028,000 | 3,267 |
| Issued or guaranteed by U.S. | $4,028,000 | 3,253 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $985,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 3,320 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,799,000 | 5,757 |
| Available-for-sale securities (fair market value) | $32,232,000 | 2,452 |
| Total debt securities | $31,857,000 | 3,364 |
| Structured notes | ||
| Amortized cost | $3,492,000 | 422 |
| Fair value | $3,360,000 | 429 |
| 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 | $24,934,000 | 4,515 |
| U.S. Government securities | $15,102,000 | 5,470 |
| U.S. Treasury securities | $1,515,000 | 6,488 |
| U.S. Government agency obligations | $13,587,000 | 4,506 |
| Securities issued by states & political subdivisions | $5,763,000 | 2,537 |
| Other domestic debt securities | $828,000 | 2,243 |
| 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 | $828,000 | 1,705 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,241,000 | 1,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,825,000 | 1,704 |
| Mortgage-backed securities | $2,450,000 | 5,582 |
| Certificates of participation in pools of residential mortgages | $574,000 | 6,522 |
| Issued or guaranteed by U.S. | $574,000 | 6,506 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,876,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $1,876,000 | 3,037 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $24,934,000 | 3,189 |
| Total debt securities | $21,693,000 | 4,914 |
| Structured notes | ||
| Amortized cost | $5,489,000 | 355 |
| Fair value | $5,232,000 | 361 |
| 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 | $18,490,000 | 5,861 |
| U.S. Government securities | $14,779,000 | 5,767 |
| U.S. Treasury securities | $500,000 | 9,416 |
| U.S. Government agency obligations | $14,279,000 | 4,334 |
| Securities issued by states & political subdivisions | $3,487,000 | 3,641 |
| Other domestic debt securities | $224,000 | 3,926 |
| 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 | $224,000 | 3,075 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,375,000 | 6,508 |
| Mortgage-backed securities | $2,439,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $930,000 | 6,179 |
| Issued or guaranteed by U.S. | $930,000 | 6,146 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,509,000 | 3,802 |
| CMOs issued by government agencies or sponsored agencies | $1,509,000 | 3,628 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $18,490,000 | 4,215 |
| Total debt securities | $18,490,000 | 5,746 |
| Structured notes | ||
| Amortized cost | $7,985,000 | 396 |
| Fair value | $7,781,000 | 398 |
| 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 | $20,629,000 | 5,744 |
| U.S. Government securities | $16,915,000 | 5,587 |
| U.S. Treasury securities | $500,000 | 10,396 |
| U.S. Government agency obligations | $16,415,000 | 3,754 |
| Securities issued by states & political subdivisions | $3,541,000 | 3,764 |
| Other domestic debt securities | $173,000 | 4,727 |
| 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 | $173,000 | 3,795 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,192,000 | 5,220 |
| Mortgage-backed securities | $3,100,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $2,035,000 | 5,163 |
| Issued or guaranteed by U.S. | $2,035,000 | 5,138 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,065,000 | 4,421 |
| CMOs issued by government agencies or sponsored agencies | $1,065,000 | 4,224 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,930,000 | 8,669 |
| Available-for-sale securities (fair market value) | $16,699,000 | 3,263 |
| Total debt securities | $20,629,000 | 5,654 |
| 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 | $21,057,000 | 5,905 |
| U.S. Government securities | $16,008,000 | 6,007 |
| U.S. Treasury securities | $2,000,000 | 8,518 |
| U.S. Government agency obligations | $14,008,000 | 4,397 |
| Securities issued by states & political subdivisions | $4,079,000 | 3,531 |
| Other domestic debt securities | $970,000 | 3,429 |
| Privately issued residential mortgage-backed securities | $31,000 | 3,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $939,000 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,818,000 | 5,382 |
| Mortgage-backed securities | $3,898,000 | 5,874 |
| Certificates of participation in pools of residential mortgages | $3,257,000 | 4,705 |
| Issued or guaranteed by U.S. | $3,257,000 | 4,665 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $641,000 | 5,453 |
| CMOs issued by government agencies or sponsored agencies | $610,000 | 5,250 |
| Privately issued | $31,000 | 2,700 |
| 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 | $21,057,000 | 5,779 |
| 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 | $24,298,000 | 5,282 |
| U.S. Government securities | $17,928,000 | 5,498 |
| U.S. Treasury securities | $4,281,000 | 6,322 |
| U.S. Government agency obligations | $13,647,000 | 4,421 |
| Securities issued by states & political subdivisions | $5,184,000 | 2,680 |
| Other domestic debt securities | $1,186,000 | 3,793 |
| Privately issued residential mortgage-backed securities | $506,000 | 2,338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $680,000 | 3,455 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,942,000 | 6,069 |
| Mortgage-backed securities | $6,236,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $4,860,000 | 4,041 |
| Issued or guaranteed by U.S. | $4,860,000 | 3,986 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,376,000 | 4,603 |
| CMOs issued by government agencies or sponsored agencies | $870,000 | 4,902 |
| Privately issued | $506,000 | 1,959 |
| 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 | $24,298,000 | 5,180 |
| 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 |