Home > Provident Community Bank > Securities
Provident Community Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $161,037,000 | 969 |
| U.S. Government securities | $156,846,000 | 670 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $156,846,000 | 646 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $4,191,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $229,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $477,000 | 215 |
| Other domestic debt securities - All other | $3,485,000 | 866 |
| 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 | $49,509,000 | 1,182 |
| Mortgage-backed securities | $39,277,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $13,100,000 | 2,309 |
| Issued or guaranteed by U.S. | $13,100,000 | 2,308 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $229,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $229,000 | 637 |
| Commercial mortgage-backed securities | $25,948,000 | 171 |
| Commercial mortgage pass-through securities | $25,948,000 | 91 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $161,037,000 | 834 |
| Total debt securities | $161,037,000 | 959 |
| Structured notes | ||
| Amortized cost | $55,139,000 | 70 |
| Fair value | $53,023,000 | 72 |
| 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 | $164,256,000 | 936 |
| U.S. Government securities | $159,941,000 | 653 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $159,941,000 | 633 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $4,315,000 | 1,079 |
| Privately issued residential mortgage-backed securities | $254,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $476,000 | 232 |
| Other domestic debt securities - All other | $3,585,000 | 875 |
| 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 | $57,791,000 | 1,032 |
| Mortgage-backed securities | $43,261,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $17,596,000 | 1,945 |
| Issued or guaranteed by U.S. | $17,596,000 | 1,945 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $254,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $254,000 | 649 |
| Commercial mortgage-backed securities | $25,411,000 | 163 |
| Commercial mortgage pass-through securities | $25,411,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $164,256,000 | 807 |
| Total debt securities | $164,256,000 | 922 |
| Structured notes | ||
| Amortized cost | $55,139,000 | 69 |
| Fair value | $50,983,000 | 71 |
| 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 | $176,714,000 | 869 |
| U.S. Government securities | $171,103,000 | 621 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $171,103,000 | 602 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $5,611,000 | 964 |
| Privately issued residential mortgage-backed securities | $272,000 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $1,796,000 | 153 |
| Other domestic debt securities - All other | $3,543,000 | 902 |
| 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 | $58,567,000 | 998 |
| Mortgage-backed securities | $53,068,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $26,988,000 | 1,451 |
| Issued or guaranteed by U.S. | $26,988,000 | 1,448 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $272,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $272,000 | 670 |
| Commercial mortgage-backed securities | $25,808,000 | 158 |
| Commercial mortgage pass-through securities | $25,808,000 | 82 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $176,714,000 | 761 |
| Total debt securities | $176,714,000 | 858 |
| Structured notes | ||
| Amortized cost | $55,138,000 | 64 |
| Fair value | $52,443,000 | 65 |
| 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 | $180,408,000 | 856 |
| U.S. Government securities | $175,877,000 | 615 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $175,877,000 | 595 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $4,531,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $284,000 | 714 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $1,693,000 | 151 |
| Other domestic debt securities - All other | $2,554,000 | 1,072 |
| 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 | $58,962,000 | 970 |
| Mortgage-backed securities | $55,106,000 | 1,165 |
| Certificates of participation in pools of residential mortgages | $28,959,000 | 1,355 |
| Issued or guaranteed by U.S. | $28,959,000 | 1,354 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $284,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $284,000 | 683 |
| Commercial mortgage-backed securities | $25,863,000 | 149 |
| Commercial mortgage pass-through securities | $25,863,000 | 76 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $180,408,000 | 760 |
| Total debt securities | $180,408,000 | 843 |
| Structured notes | ||
| Amortized cost | $55,139,000 | 61 |
| Fair value | $53,792,000 | 59 |
| 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 | $174,069,000 | 896 |
| U.S. Government securities | $169,166,000 | 632 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $169,166,000 | 612 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $4,903,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $311,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $1,820,000 | 143 |
| Other domestic debt securities - All other | $2,772,000 | 1,015 |
| 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 | $59,321,000 | 981 |
| Mortgage-backed securities | $48,692,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $26,852,000 | 1,479 |
| Issued or guaranteed by U.S. | $26,852,000 | 1,477 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $311,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $311,000 | 710 |
| Commercial mortgage-backed securities | $21,529,000 | 149 |
| Commercial mortgage pass-through securities | $21,529,000 | 80 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $174,069,000 | 800 |
| Total debt securities | $174,069,000 | 886 |
| Structured notes | ||
| Amortized cost | $55,142,000 | 60 |
| Fair value | $55,097,000 | 60 |
| 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 | $169,214,000 | 896 |
| U.S. Government securities | $164,555,000 | 633 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $164,555,000 | 608 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $4,659,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $324,000 | 775 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $1,547,000 | 149 |
| Other domestic debt securities - All other | $2,788,000 | 994 |
| 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 | $62,734,000 | 926 |
| Mortgage-backed securities | $41,200,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $30,101,000 | 1,327 |
| Issued or guaranteed by U.S. | $30,101,000 | 1,324 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $324,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $324,000 | 743 |
| Commercial mortgage-backed securities | $10,775,000 | 193 |
| Commercial mortgage pass-through securities | $10,775,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $169,214,000 | 797 |
| Total debt securities | $169,214,000 | 884 |
| Structured notes | ||
| Amortized cost | $60,154,000 | 52 |
| Fair value | $60,256,000 | 51 |
| 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 | $167,478,000 | 921 |
| U.S. Government securities | $162,846,000 | 656 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $162,846,000 | 635 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $4,632,000 | 1,100 |
| Privately issued residential mortgage-backed securities | $324,000 | 818 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $1,507,000 | 150 |
| Other domestic debt securities - All other | $2,801,000 | 1,034 |
| 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 | $64,038,000 | 911 |
| Mortgage-backed securities | $55,582,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $43,685,000 | 1,018 |
| Issued or guaranteed by U.S. | $43,685,000 | 1,018 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $324,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $324,000 | 785 |
| Commercial mortgage-backed securities | $11,573,000 | 176 |
| Commercial mortgage pass-through securities | $11,573,000 | 91 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $167,478,000 | 825 |
| Total debt securities | $167,478,000 | 907 |
| Structured notes | ||
| Amortized cost | $48,407,000 | 73 |
| Fair value | $48,620,000 | 73 |
| 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 | $153,468,000 | 1,008 |
| U.S. Government securities | $148,798,000 | 723 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $148,798,000 | 698 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $4,670,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $334,000 | 873 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $1,535,000 | 144 |
| Other domestic debt securities - All other | $2,801,000 | 1,038 |
| 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 | $77,343,000 | 787 |
| Mortgage-backed securities | $64,572,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $45,707,000 | 993 |
| Issued or guaranteed by U.S. | $45,707,000 | 992 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $334,000 | 3,488 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $334,000 | 839 |
| Commercial mortgage-backed securities | $18,531,000 | 126 |
| Commercial mortgage pass-through securities | $18,531,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $153,468,000 | 901 |
| Total debt securities | $153,437,000 | 997 |
| Structured notes | ||
| Amortized cost | $37,066,000 | 112 |
| Fair value | $37,244,000 | 112 |
| 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 | $164,519,000 | 949 |
| U.S. Government securities | $159,920,000 | 696 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $159,920,000 | 678 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $4,599,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $352,000 | 898 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,521,000 | 142 |
| Other domestic debt securities - All other | $2,726,000 | 1,028 |
| 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 | $83,018,000 | 747 |
| Mortgage-backed securities | $70,533,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $51,542,000 | 896 |
| Issued or guaranteed by U.S. | $51,542,000 | 895 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $352,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $352,000 | 864 |
| Commercial mortgage-backed securities | $18,639,000 | 115 |
| Commercial mortgage pass-through securities | $18,639,000 | 57 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $164,519,000 | 839 |
| Total debt securities | $164,519,000 | 936 |
| Structured notes | ||
| Amortized cost | $40,457,000 | 130 |
| Fair value | $40,538,000 | 130 |
| 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 | $165,878,000 | 913 |
| U.S. Government securities | $161,322,000 | 660 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $161,322,000 | 640 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,556,000 | 1,097 |
| Privately issued residential mortgage-backed securities | $351,000 | 984 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,455,000 | 140 |
| Other domestic debt securities - All other | $2,750,000 | 952 |
| 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 | $85,125,000 | 670 |
| Mortgage-backed securities | $74,134,000 | 956 |
| Certificates of participation in pools of residential mortgages | $65,480,000 | 694 |
| Issued or guaranteed by U.S. | $65,480,000 | 692 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $351,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $351,000 | 932 |
| Commercial mortgage-backed securities | $8,303,000 | 135 |
| Commercial mortgage pass-through securities | $8,303,000 | 64 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $165,878,000 | 808 |
| Total debt securities | $165,878,000 | 899 |
| Structured notes | ||
| Amortized cost | $43,950,000 | 111 |
| Fair value | $44,029,000 | 110 |
| 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 | $155,054,000 | 937 |
| U.S. Government securities | $150,207,000 | 705 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $150,207,000 | 681 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $4,847,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $370,000 | 1,013 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,751,000 | 131 |
| Other domestic debt securities - All other | $2,726,000 | 938 |
| 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 | $85,098,000 | 645 |
| Mortgage-backed securities | $80,867,000 | 866 |
| Certificates of participation in pools of residential mortgages | $68,743,000 | 628 |
| Issued or guaranteed by U.S. | $68,743,000 | 624 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $370,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $370,000 | 960 |
| Commercial mortgage-backed securities | $11,754,000 | 100 |
| Commercial mortgage pass-through securities | $11,754,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $155,054,000 | 835 |
| Total debt securities | $155,054,000 | 927 |
| Structured notes | ||
| Amortized cost | $27,998,000 | 174 |
| Fair value | $28,037,000 | 174 |
| 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 | $153,053,000 | 942 |
| U.S. Government securities | $148,385,000 | 718 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $148,385,000 | 692 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $4,668,000 | 1,052 |
| Privately issued residential mortgage-backed securities | $384,000 | 1,030 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $1,642,000 | 142 |
| Other domestic debt securities - All other | $2,642,000 | 893 |
| 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 | $86,339,000 | 657 |
| Mortgage-backed securities | $81,863,000 | 840 |
| Certificates of participation in pools of residential mortgages | $72,375,000 | 585 |
| Issued or guaranteed by U.S. | $72,375,000 | 583 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $384,000 | 3,426 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $384,000 | 977 |
| Commercial mortgage-backed securities | $9,104,000 | 102 |
| Commercial mortgage pass-through securities | $9,104,000 | 57 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $153,053,000 | 837 |
| Total debt securities | $153,053,000 | 934 |
| Structured notes | ||
| Amortized cost | $21,491,000 | 293 |
| Fair value | $21,201,000 | 294 |
| 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 | $141,897,000 | 1,004 |
| U.S. Government securities | $136,857,000 | 769 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $136,857,000 | 738 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $5,040,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $407,000 | 1,062 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,050,000 | 124 |
| Other domestic debt securities - All other | $2,583,000 | 920 |
| 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 | $83,436,000 | 677 |
| Mortgage-backed securities | $78,350,000 | 844 |
| Certificates of participation in pools of residential mortgages | $73,489,000 | 560 |
| Issued or guaranteed by U.S. | $73,489,000 | 557 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $407,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $407,000 | 1,010 |
| Commercial mortgage-backed securities | $4,454,000 | 131 |
| Commercial mortgage pass-through securities | $4,454,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $141,897,000 | 885 |
| Total debt securities | $141,897,000 | 991 |
| Structured notes | ||
| Amortized cost | $19,491,000 | 378 |
| Fair value | $19,035,000 | 385 |
| 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 | $148,469,000 | 922 |
| U.S. Government securities | $143,491,000 | 707 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $143,491,000 | 673 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $4,978,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $415,000 | 1,117 |
| Commercial mortgage-backed securities - Total | $14,000 | 413 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $1,934,000 | 128 |
| Other domestic debt securities - All other | $2,615,000 | 918 |
| 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 | $78,542,000 | 699 |
| Mortgage-backed securities | $89,146,000 | 731 |
| Certificates of participation in pools of residential mortgages | $88,717,000 | 459 |
| Issued or guaranteed by U.S. | $88,717,000 | 456 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $415,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $415,000 | 1,064 |
| Commercial mortgage-backed securities | $14,000 | 413 |
| Commercial mortgage pass-through securities | $14,000 | 327 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $148,469,000 | 814 |
| Total debt securities | $148,469,000 | 915 |
| Structured notes | ||
| Amortized cost | $12,990,000 | 523 |
| Fair value | $12,787,000 | 524 |
| 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 | $135,145,000 | 989 |
| U.S. Government securities | $129,728,000 | 751 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $129,728,000 | 717 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,417,000 | 1,100 |
| Privately issued residential mortgage-backed securities | $519,000 | 1,140 |
| Commercial mortgage-backed securities - Total | $15,000 | 386 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $2,198,000 | 123 |
| Other domestic debt securities - All other | $2,685,000 | 883 |
| 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 | $81,277,000 | 675 |
| Mortgage-backed securities | $67,423,000 | 896 |
| Certificates of participation in pools of residential mortgages | $66,889,000 | 562 |
| Issued or guaranteed by U.S. | $66,889,000 | 556 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $519,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $519,000 | 1,085 |
| Commercial mortgage-backed securities | $15,000 | 386 |
| Commercial mortgage pass-through securities | $15,000 | 302 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $135,145,000 | 872 |
| Total debt securities | $135,145,000 | 976 |
| Structured notes | ||
| Amortized cost | $27,891,000 | 182 |
| Fair value | $27,972,000 | 184 |
| 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 | $143,896,000 | 926 |
| U.S. Government securities | $138,075,000 | 696 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $138,075,000 | 662 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $5,821,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $504,000 | 1,192 |
| Commercial mortgage-backed securities - Total | $15,000 | 384 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $2,657,000 | 120 |
| Other domestic debt securities - All other | $2,645,000 | 869 |
| 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 | $72,563,000 | 756 |
| Mortgage-backed securities | $20,294,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $19,775,000 | 1,563 |
| Issued or guaranteed by U.S. | $19,775,000 | 1,555 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $504,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $504,000 | 1,141 |
| Commercial mortgage-backed securities | $15,000 | 384 |
| Commercial mortgage pass-through securities | $15,000 | 302 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $143,896,000 | 815 |
| Total debt securities | $143,896,000 | 915 |
| Structured notes | ||
| Amortized cost | $86,284,000 | 41 |
| Fair value | $86,684,000 | 41 |
| 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 | $131,076,000 | 1,005 |
| U.S. Government securities | $115,896,000 | 812 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $115,896,000 | 781 |
| Securities issued by states & political subdivisions | $9,233,000 | 2,353 |
| Other domestic debt securities | $5,947,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $509,000 | 1,232 |
| Commercial mortgage-backed securities - Total | $16,000 | 397 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $2,886,000 | 119 |
| Other domestic debt securities - All other | $2,536,000 | 907 |
| 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 | $76,547,000 | 735 |
| Mortgage-backed securities | $34,230,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $33,705,000 | 1,086 |
| Issued or guaranteed by U.S. | $33,705,000 | 1,079 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $509,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $509,000 | 1,179 |
| Commercial mortgage-backed securities | $16,000 | 397 |
| Commercial mortgage pass-through securities | $16,000 | 309 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,934,000 | 1,676 |
| Available-for-sale securities (fair market value) | $127,142,000 | 908 |
| Total debt securities | $131,076,000 | 990 |
| Structured notes | ||
| Amortized cost | $50,469,000 | 64 |
| Fair value | $50,328,000 | 62 |
| 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 | $151,750,000 | 847 |
| U.S. Government securities | $135,363,000 | 687 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $135,363,000 | 655 |
| Securities issued by states & political subdivisions | $9,976,000 | 2,243 |
| Other domestic debt securities | $6,411,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $481,000 | 1,278 |
| Commercial mortgage-backed securities - Total | $18,000 | 382 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $3,110,000 | 118 |
| Other domestic debt securities - All other | $2,802,000 | 878 |
| 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 | $94,598,000 | 607 |
| Mortgage-backed securities | $57,388,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $56,889,000 | 694 |
| Issued or guaranteed by U.S. | $56,889,000 | 689 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $481,000 | 3,213 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $481,000 | 1,222 |
| Commercial mortgage-backed securities | $18,000 | 382 |
| Commercial mortgage pass-through securities | $18,000 | 298 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,934,000 | 1,688 |
| Available-for-sale securities (fair market value) | $147,816,000 | 753 |
| Total debt securities | $151,750,000 | 833 |
| Structured notes | ||
| Amortized cost | $36,072,000 | 67 |
| Fair value | $35,800,000 | 68 |
| 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 | $144,647,000 | 892 |
| U.S. Government securities | $127,100,000 | 705 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $127,100,000 | 679 |
| Securities issued by states & political subdivisions | $10,017,000 | 2,254 |
| Other domestic debt securities | $7,530,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $513,000 | 1,322 |
| Commercial mortgage-backed securities - Total | $19,000 | 391 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $4,139,000 | 121 |
| Other domestic debt securities - All other | $2,859,000 | 929 |
| 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 | $91,023,000 | 619 |
| Mortgage-backed securities | $64,397,000 | 967 |
| Certificates of participation in pools of residential mortgages | $63,865,000 | 637 |
| Issued or guaranteed by U.S. | $63,865,000 | 632 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $513,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $513,000 | 1,266 |
| Commercial mortgage-backed securities | $19,000 | 391 |
| Commercial mortgage pass-through securities | $19,000 | 292 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,934,000 | 1,747 |
| Available-for-sale securities (fair market value) | $140,713,000 | 785 |
| Total debt securities | $144,647,000 | 879 |
| Structured notes | ||
| Amortized cost | $18,003,000 | 126 |
| Fair value | $18,002,000 | 128 |
| 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 | $138,871,000 | 905 |
| U.S. Government securities | $120,701,000 | 727 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $120,701,000 | 702 |
| Securities issued by states & political subdivisions | $9,943,000 | 2,210 |
| Other domestic debt securities | $8,227,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $574,000 | 1,323 |
| Commercial mortgage-backed securities - Total | $21,000 | 318 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $4,855,000 | 107 |
| Other domestic debt securities - All other | $2,777,000 | 943 |
| 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 | $92,323,000 | 616 |
| Mortgage-backed securities | $88,358,000 | 732 |
| Certificates of participation in pools of residential mortgages | $87,763,000 | 505 |
| Issued or guaranteed by U.S. | $87,763,000 | 500 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $574,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $574,000 | 1,261 |
| Commercial mortgage-backed securities | $21,000 | 318 |
| Commercial mortgage pass-through securities | $21,000 | 218 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,934,000 | 1,754 |
| Available-for-sale securities (fair market value) | $134,937,000 | 807 |
| Total debt securities | $138,871,000 | 887 |
| 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 | $130,846,000 | 960 |
| U.S. Government securities | $113,480,000 | 767 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $113,480,000 | 745 |
| Securities issued by states & political subdivisions | $9,039,000 | 2,293 |
| Other domestic debt securities | $8,327,000 | 971 |
| Privately issued residential mortgage-backed securities | $545,000 | 1,352 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,782,000 | 487 |
| 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 | $86,471,000 | 681 |
| Mortgage-backed securities | $88,855,000 | 733 |
| Certificates of participation in pools of residential mortgages | $88,310,000 | 505 |
| Issued or guaranteed by U.S. | $88,310,000 | 498 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $545,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $545,000 | 1,293 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,934,000 | 1,961 |
| Available-for-sale securities (fair market value) | $127,912,000 | 837 |
| Total debt securities | $130,846,000 | 940 |
| 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 | $102,848,000 | 1,187 |
| U.S. Government securities | $85,073,000 | 1,005 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $85,073,000 | 979 |
| Securities issued by states & political subdivisions | $8,788,000 | 2,286 |
| Other domestic debt securities | $8,987,000 | 892 |
| Privately issued residential mortgage-backed securities | $595,000 | 1,277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,392,000 | 438 |
| 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 | $80,590,000 | 726 |
| Mortgage-backed securities | $57,432,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $56,837,000 | 730 |
| Issued or guaranteed by U.S. | $56,837,000 | 721 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $595,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $595,000 | 1,222 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,430,000 | 2,076 |
| Available-for-sale securities (fair market value) | $100,418,000 | 1,055 |
| Total debt securities | $102,848,000 | 1,170 |
| 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 | $90,085,000 | 1,320 |
| U.S. Government securities | $69,266,000 | 1,218 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $69,266,000 | 1,187 |
| Securities issued by states & political subdivisions | $8,742,000 | 2,267 |
| Other domestic debt securities | $12,077,000 | 734 |
| Privately issued residential mortgage-backed securities | $804,000 | 1,200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,273,000 | 331 |
| 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 | $71,983,000 | 772 |
| Mortgage-backed securities | $52,811,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $52,007,000 | 770 |
| Issued or guaranteed by U.S. | $52,007,000 | 759 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $804,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $804,000 | 1,147 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,430,000 | 2,103 |
| Available-for-sale securities (fair market value) | $87,655,000 | 1,172 |
| Total debt securities | $90,085,000 | 1,300 |
| 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 | $88,588,000 | 1,369 |
| U.S. Government securities | $66,823,000 | 1,265 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $66,823,000 | 1,237 |
| Securities issued by states & political subdivisions | $9,571,000 | 2,154 |
| Other domestic debt securities | $12,194,000 | 783 |
| Privately issued residential mortgage-backed securities | $901,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,293,000 | 395 |
| 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 | $67,997,000 | 804 |
| Mortgage-backed securities | $49,575,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $48,674,000 | 811 |
| Issued or guaranteed by U.S. | $48,674,000 | 801 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $901,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $901,000 | 1,098 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,430,000 | 2,101 |
| Available-for-sale securities (fair market value) | $86,158,000 | 1,210 |
| Total debt securities | $88,588,000 | 1,337 |
| 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 | $95,703,000 | 1,272 |
| U.S. Government securities | $71,038,000 | 1,187 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $71,038,000 | 1,160 |
| Securities issued by states & political subdivisions | $12,297,000 | 1,772 |
| Other domestic debt securities | $12,368,000 | 749 |
| Privately issued residential mortgage-backed securities | $983,000 | 1,113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,385,000 | 402 |
| 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 | $73,187,000 | 737 |
| Mortgage-backed securities | $53,108,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $52,125,000 | 728 |
| Issued or guaranteed by U.S. | $52,125,000 | 718 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $983,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $983,000 | 1,052 |
| 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) | $3,123,000 | 1,963 |
| Available-for-sale securities (fair market value) | $92,580,000 | 1,144 |
| Total debt securities | $95,703,000 | 1,235 |
| 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 | $111,187,000 | 1,088 |
| U.S. Government securities | $85,324,000 | 970 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $85,324,000 | 937 |
| Securities issued by states & political subdivisions | $12,727,000 | 1,708 |
| Other domestic debt securities | $13,136,000 | 679 |
| Privately issued residential mortgage-backed securities | $1,043,000 | 995 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,093,000 | 368 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,088,000 | 724 |
| Mortgage-backed securities | $45,214,000 | 1,059 |
| Certificates of participation in pools of residential mortgages | $41,759,000 | 795 |
| Issued or guaranteed by U.S. | $41,759,000 | 787 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,455,000 | 1,867 |
| CMOs issued by government agencies or sponsored agencies | $2,412,000 | 1,822 |
| Privately issued | $1,043,000 | 944 |
| 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) | $3,126,000 | 2,031 |
| Available-for-sale securities (fair market value) | $108,061,000 | 971 |
| Total debt securities | $111,188,000 | 1,063 |
| Structured notes | ||
| Amortized cost | $15,983,000 | 124 |
| Fair value | $15,981,000 | 124 |
| 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 | $134,304,000 | 886 |
| U.S. Government securities | $108,011,000 | 782 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $108,011,000 | 761 |
| Securities issued by states & political subdivisions | $12,727,000 | 1,665 |
| Other domestic debt securities | $13,566,000 | 625 |
| Privately issued residential mortgage-backed securities | $1,069,000 | 959 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,497,000 | 350 |
| 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 | $89,564,000 | 597 |
| Mortgage-backed securities | $35,950,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $32,380,000 | 917 |
| Issued or guaranteed by U.S. | $32,380,000 | 911 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,570,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $2,501,000 | 1,741 |
| Privately issued | $1,069,000 | 910 |
| 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) | $3,130,000 | 2,061 |
| Available-for-sale securities (fair market value) | $131,174,000 | 772 |
| Total debt securities | $134,303,000 | 860 |
| Structured notes | ||
| Amortized cost | $23,483,000 | 97 |
| Fair value | $23,152,000 | 97 |
| 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 | $113,674,000 | 1,062 |
| U.S. Government securities | $85,961,000 | 1,007 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $85,961,000 | 979 |
| Securities issued by states & political subdivisions | $13,572,000 | 1,551 |
| Other domestic debt securities | $14,141,000 | 583 |
| Privately issued residential mortgage-backed securities | $1,173,000 | 895 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,968,000 | 314 |
| 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 | $64,422,000 | 800 |
| Mortgage-backed securities | $24,764,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $20,952,000 | 1,245 |
| Issued or guaranteed by U.S. | $20,952,000 | 1,236 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,812,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $2,639,000 | 1,684 |
| Privately issued | $1,173,000 | 845 |
| 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) | $3,133,000 | 2,094 |
| Available-for-sale securities (fair market value) | $110,541,000 | 941 |
| Total debt securities | $113,674,000 | 1,041 |
| Structured notes | ||
| Amortized cost | $26,483,000 | 88 |
| Fair value | $25,855,000 | 87 |
| 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 | $121,209,000 | 1,007 |
| U.S. Government securities | $91,659,000 | 955 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $91,659,000 | 920 |
| Securities issued by states & political subdivisions | $13,835,000 | 1,524 |
| Other domestic debt securities | $15,715,000 | 551 |
| Privately issued residential mortgage-backed securities | $1,291,000 | 844 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,424,000 | 305 |
| 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 | $72,635,000 | 725 |
| Mortgage-backed securities | $26,184,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $22,097,000 | 1,198 |
| Issued or guaranteed by U.S. | $22,097,000 | 1,189 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,087,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $2,796,000 | 1,642 |
| Privately issued | $1,291,000 | 791 |
| 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) | $3,176,000 | 2,120 |
| Available-for-sale securities (fair market value) | $118,033,000 | 878 |
| Total debt securities | $121,209,000 | 977 |
| Structured notes | ||
| Amortized cost | $29,439,000 | 74 |
| Fair value | $28,973,000 | 75 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $122,185,000 | 1,010 |
| U.S. Government securities | $92,025,000 | 970 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $92,025,000 | 936 |
| Securities issued by states & political subdivisions | $14,153,000 | 1,479 |
| Other domestic debt securities | $16,007,000 | 537 |
| Privately issued residential mortgage-backed securities | $1,363,000 | 817 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,644,000 | 306 |
| 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 | $74,387,000 | 716 |
| Mortgage-backed securities | $20,250,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $15,979,000 | 1,537 |
| Issued or guaranteed by U.S. | $15,979,000 | 1,530 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,271,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $2,908,000 | 1,632 |
| Privately issued | $1,363,000 | 770 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,182,000 | 2,150 |
| Available-for-sale securities (fair market value) | $119,003,000 | 878 |
| Total debt securities | $122,185,000 | 979 |
| Structured notes | ||
| Amortized cost | $51,035,000 | 37 |
| Fair value | $50,347,000 | 38 |
| 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 | $120,278,000 | 1,036 |
| U.S. Government securities | $89,311,000 | 1,008 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $89,311,000 | 981 |
| Securities issued by states & political subdivisions | $14,153,000 | 1,451 |
| Other domestic debt securities | $16,814,000 | 536 |
| Privately issued residential mortgage-backed securities | $1,419,000 | 795 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,395,000 | 294 |
| 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 | $65,858,000 | 783 |
| Mortgage-backed securities | $21,229,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $16,755,000 | 1,504 |
| Issued or guaranteed by U.S. | $16,755,000 | 1,494 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,474,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $3,055,000 | 1,579 |
| Privately issued | $1,419,000 | 739 |
| 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) | $3,187,000 | 2,198 |
| Available-for-sale securities (fair market value) | $117,091,000 | 900 |
| Total debt securities | $120,278,000 | 1,016 |
| Structured notes | ||
| Amortized cost | $57,481,000 | 42 |
| Fair value | $56,694,000 | 41 |
| 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 | $132,194,000 | 929 |
| U.S. Government securities | $101,280,000 | 893 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $101,280,000 | 868 |
| Securities issued by states & political subdivisions | $14,103,000 | 1,436 |
| Other domestic debt securities | $16,811,000 | 540 |
| Privately issued residential mortgage-backed securities | $1,484,000 | 771 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,327,000 | 303 |
| 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 | $68,219,000 | 764 |
| Mortgage-backed securities | $24,582,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $19,911,000 | 1,340 |
| Issued or guaranteed by U.S. | $19,911,000 | 1,333 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,671,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $3,187,000 | 1,542 |
| Privately issued | $1,484,000 | 721 |
| 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) | $3,193,000 | 2,221 |
| Available-for-sale securities (fair market value) | $129,001,000 | 802 |
| Total debt securities | $132,194,000 | 912 |
| Structured notes | ||
| Amortized cost | $59,474,000 | 44 |
| Fair value | $57,551,000 | 46 |
| 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 | $135,303,000 | 917 |
| U.S. Government securities | $100,193,000 | 910 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $100,193,000 | 883 |
| Securities issued by states & political subdivisions | $19,902,000 | 989 |
| Other domestic debt securities | $15,208,000 | 574 |
| Privately issued residential mortgage-backed securities | $1,822,000 | 723 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,386,000 | 347 |
| 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 | $65,862,000 | 789 |
| Mortgage-backed securities | $26,454,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $21,264,000 | 1,295 |
| Issued or guaranteed by U.S. | $21,264,000 | 1,287 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,190,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $3,368,000 | 1,509 |
| Privately issued | $1,822,000 | 674 |
| 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) | $3,198,000 | 2,263 |
| Available-for-sale securities (fair market value) | $132,105,000 | 790 |
| Total debt securities | $135,303,000 | 899 |
| Structured notes | ||
| Amortized cost | $57,461,000 | 48 |
| Fair value | $55,802,000 | 47 |
| 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 | $146,284,000 | 866 |
| U.S. Government securities | $108,418,000 | 852 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $108,418,000 | 827 |
| Securities issued by states & political subdivisions | $21,384,000 | 900 |
| Other domestic debt securities | $15,292,000 | 584 |
| Privately issued residential mortgage-backed securities | $1,861,000 | 693 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,431,000 | 358 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,190,000 | 1,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,170,000 | 637 |
| Mortgage-backed securities | $26,835,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $21,419,000 | 1,307 |
| Issued or guaranteed by U.S. | $21,419,000 | 1,298 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,416,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $3,555,000 | 1,481 |
| Privately issued | $1,861,000 | 649 |
| 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) | $3,204,000 | 2,317 |
| Available-for-sale securities (fair market value) | $143,080,000 | 747 |
| Total debt securities | $145,093,000 | 853 |
| Structured notes | ||
| Amortized cost | $62,443,000 | 45 |
| Fair value | $61,492,000 | 45 |
| 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 | $143,460,000 | 865 |
| U.S. Government securities | $104,845,000 | 865 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $104,845,000 | 841 |
| Securities issued by states & political subdivisions | $22,919,000 | 826 |
| Other domestic debt securities | $13,429,000 | 635 |
| Privately issued residential mortgage-backed securities | $2,001,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,428,000 | 418 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,267,000 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,676,000 | 659 |
| Mortgage-backed securities | $29,144,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $23,384,000 | 1,258 |
| Issued or guaranteed by U.S. | $23,384,000 | 1,248 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,760,000 | 1,374 |
| CMOs issued by government agencies or sponsored agencies | $3,759,000 | 1,443 |
| Privately issued | $2,001,000 | 621 |
| 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) | $3,209,000 | 2,322 |
| Available-for-sale securities (fair market value) | $140,251,000 | 746 |
| Total debt securities | $141,192,000 | 856 |
| Structured notes | ||
| Amortized cost | $56,496,000 | 39 |
| Fair value | $55,660,000 | 40 |
| 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 | $160,707,000 | 779 |
| U.S. Government securities | $123,274,000 | 749 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $123,274,000 | 721 |
| Securities issued by states & political subdivisions | $21,336,000 | 889 |
| Other domestic debt securities | $13,794,000 | 636 |
| Privately issued residential mortgage-backed securities | $2,294,000 | 631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,500,000 | 438 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,303,000 | 796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,571,000 | 620 |
| Mortgage-backed securities | $32,258,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $25,903,000 | 1,184 |
| Issued or guaranteed by U.S. | $25,903,000 | 1,175 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,355,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $4,061,000 | 1,434 |
| Privately issued | $2,294,000 | 594 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,195,000 | 2,636 |
| Available-for-sale securities (fair market value) | $158,512,000 | 666 |
| Total debt securities | $158,405,000 | 776 |
| Structured notes | ||
| Amortized cost | $61,250,000 | 38 |
| Fair value | $60,918,000 | 38 |
| 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 | $143,704,000 | 875 |
| U.S. Government securities | $109,887,000 | 850 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $109,887,000 | 815 |
| Securities issued by states & political subdivisions | $20,414,000 | 933 |
| Other domestic debt securities | $11,175,000 | 717 |
| Privately issued residential mortgage-backed securities | $2,616,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,559,000 | 569 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,228,000 | 829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,549,000 | 717 |
| Mortgage-backed securities | $36,460,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $29,658,000 | 1,108 |
| Issued or guaranteed by U.S. | $29,658,000 | 1,100 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,802,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $4,186,000 | 1,447 |
| Privately issued | $2,616,000 | 548 |
| 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) | $1,625,000 | 2,898 |
| Available-for-sale securities (fair market value) | $142,079,000 | 746 |
| Total debt securities | $141,476,000 | 869 |
| Structured notes | ||
| Amortized cost | $61,238,000 | 40 |
| Fair value | $60,035,000 | 40 |
| 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 | $143,495,000 | 897 |
| U.S. Government securities | $107,671,000 | 896 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $107,671,000 | 855 |
| Securities issued by states & political subdivisions | $22,174,000 | 858 |
| Other domestic debt securities | $11,393,000 | 744 |
| Privately issued residential mortgage-backed securities | $2,774,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,619,000 | 592 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,257,000 | 860 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,396,000 | 794 |
| Mortgage-backed securities | $38,896,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $31,699,000 | 1,067 |
| Issued or guaranteed by U.S. | $31,699,000 | 1,060 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $7,197,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $4,423,000 | 1,446 |
| Privately issued | $2,774,000 | 532 |
| 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) | $1,630,000 | 2,926 |
| Available-for-sale securities (fair market value) | $141,865,000 | 766 |
| Total debt securities | $141,238,000 | 884 |
| Structured notes | ||
| Amortized cost | $50,078,000 | 48 |
| Fair value | $49,555,000 | 50 |
| 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 | $154,920,000 | 834 |
| U.S. Government securities | $119,723,000 | 812 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $119,723,000 | 780 |
| Securities issued by states & political subdivisions | $22,304,000 | 854 |
| Other domestic debt securities | $10,555,000 | 780 |
| Privately issued residential mortgage-backed securities | $2,960,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,595,000 | 652 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,338,000 | 874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,766,000 | 848 |
| Mortgage-backed securities | $45,557,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $37,983,000 | 940 |
| Issued or guaranteed by U.S. | $37,983,000 | 933 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,574,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $4,614,000 | 1,411 |
| Privately issued | $2,960,000 | 478 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,633,000 | 1,599 |
| Available-for-sale securities (fair market value) | $146,287,000 | 757 |
| Total debt securities | $152,581,000 | 825 |
| Structured notes | ||
| Amortized cost | $57,053,000 | 45 |
| Fair value | $56,511,000 | 45 |
| 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 | $159,420,000 | 821 |
| U.S. Government securities | $127,213,000 | 772 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $127,213,000 | 743 |
| Securities issued by states & political subdivisions | $19,732,000 | 957 |
| Other domestic debt securities | $10,154,000 | 804 |
| Privately issued residential mortgage-backed securities | $3,467,000 | 490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,687,000 | 741 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,321,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,307,000 | 846 |
| Mortgage-backed securities | $50,524,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $42,327,000 | 865 |
| Issued or guaranteed by U.S. | $42,327,000 | 858 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,197,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $4,730,000 | 1,412 |
| Privately issued | $3,467,000 | 460 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,997,000 | 1,793 |
| Available-for-sale securities (fair market value) | $152,423,000 | 740 |
| Total debt securities | $157,098,000 | 808 |
| Structured notes | ||
| Amortized cost | $59,049,000 | 44 |
| Fair value | $56,821,000 | 44 |
| 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 | $172,803,000 | 763 |
| U.S. Government securities | $138,032,000 | 727 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $138,032,000 | 701 |
| Securities issued by states & political subdivisions | $20,559,000 | 941 |
| Other domestic debt securities | $11,761,000 | 796 |
| Privately issued residential mortgage-backed securities | $4,498,000 | 471 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,263,000 | 760 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,451,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,020,000 | 758 |
| Mortgage-backed securities | $57,132,000 | 972 |
| Certificates of participation in pools of residential mortgages | $47,618,000 | 805 |
| Issued or guaranteed by U.S. | $47,618,000 | 798 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,514,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $5,016,000 | 1,406 |
| Privately issued | $4,498,000 | 440 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,997,000 | 1,787 |
| Available-for-sale securities (fair market value) | $165,806,000 | 687 |
| Total debt securities | $170,354,000 | 759 |
| Structured notes | ||
| Amortized cost | $59,045,000 | 32 |
| Fair value | $58,615,000 | 34 |
| 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 | $123,790,000 | 1,087 |
| U.S. Government securities | $89,382,000 | 1,116 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $89,382,000 | 1,069 |
| Securities issued by states & political subdivisions | $20,657,000 | 932 |
| Other domestic debt securities | $11,276,000 | 790 |
| Privately issued residential mortgage-backed securities | $5,965,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,311,000 | 992 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,475,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,932,000 | 1,232 |
| Mortgage-backed securities | $46,607,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $35,613,000 | 1,033 |
| Issued or guaranteed by U.S. | $35,613,000 | 1,024 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,994,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $5,029,000 | 1,484 |
| Privately issued | $5,965,000 | 295 |
| 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) | $123,790,000 | 927 |
| Total debt securities | $121,315,000 | 1,072 |
| Structured notes | ||
| Amortized cost | $41,072,000 | 45 |
| Fair value | $39,816,000 | 47 |
| 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 | $157,438,000 | 855 |
| U.S. Government securities | $120,518,000 | 832 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $120,518,000 | 800 |
| Securities issued by states & political subdivisions | $22,334,000 | 859 |
| Other domestic debt securities | $12,151,000 | 780 |
| Privately issued residential mortgage-backed securities | $6,725,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,426,000 | 1,042 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,435,000 | 988 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,022,000 | 977 |
| Mortgage-backed securities | $78,648,000 | 763 |
| Certificates of participation in pools of residential mortgages | $71,923,000 | 594 |
| Issued or guaranteed by U.S. | $71,923,000 | 588 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,725,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $6,725,000 | 285 |
| 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) | $157,438,000 | 732 |
| Total debt securities | $155,003,000 | 836 |
| Structured notes | ||
| Amortized cost | $41,069,000 | 40 |
| Fair value | $39,580,000 | 42 |
| 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 | $160,542,000 | 825 |
| U.S. Government securities | $131,949,000 | 746 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $131,949,000 | 722 |
| Securities issued by states & political subdivisions | $20,881,000 | 904 |
| Other domestic debt securities | $5,151,000 | 1,366 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,151,000 | 1,110 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,561,000 | 987 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $64,460,000 | 885 |
| Certificates of participation in pools of residential mortgages | $60,020,000 | 655 |
| Issued or guaranteed by U.S. | $60,020,000 | 651 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,440,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $4,440,000 | 1,725 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $160,542,000 | 706 |
| Total debt securities | $157,981,000 | 809 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $157,747,000 | 819 |
| U.S. Government securities | $133,810,000 | 731 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $133,810,000 | 702 |
| Securities issued by states & political subdivisions | $20,205,000 | 892 |
| Other domestic debt securities | $3,732,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,732,000 | 1,392 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $78,172,000 | 765 |
| Certificates of participation in pools of residential mortgages | $76,703,000 | 543 |
| Issued or guaranteed by U.S. | $76,703,000 | 539 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,469,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $1,469,000 | 2,715 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $157,747,000 | 700 |
| Total debt securities | $157,747,000 | 788 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $140,324,000 | 892 |
| U.S. Government securities | $120,683,000 | 769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $120,683,000 | 734 |
| Securities issued by states & political subdivisions | $15,916,000 | 1,121 |
| Other domestic debt securities | $3,725,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,725,000 | 1,399 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $94,928,000 | 651 |
| Certificates of participation in pools of residential mortgages | $93,159,000 | 446 |
| Issued or guaranteed by U.S. | $93,159,000 | 438 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,769,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $1,769,000 | 2,608 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $140,324,000 | 753 |
| Total debt securities | $140,324,000 | 861 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $106,820,000 | 1,059 |
| U.S. Government securities | $88,270,000 | 913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,270,000 | 859 |
| Securities issued by states & political subdivisions | $14,887,000 | 1,136 |
| Other domestic debt securities | $3,663,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,663,000 | 1,385 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $75,021,000 | 703 |
| Certificates of participation in pools of residential mortgages | $62,392,000 | 533 |
| Issued or guaranteed by U.S. | $62,392,000 | 528 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $12,629,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $12,629,000 | 1,038 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,730,000 | 1,486 |
| Available-for-sale securities (fair market value) | $96,090,000 | 986 |
| Total debt securities | $106,820,000 | 1,033 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $65,224,000 | 1,680 |
| U.S. Government securities | $63,035,000 | 1,265 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,035,000 | 1,176 |
| Securities issued by states & political subdivisions | $1,687,000 | 4,649 |
| Other domestic debt securities | $458,000 | 3,059 |
| 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 | $458,000 | 2,688 |
| Foreign debt securities | NA | NA |
| Equity securities | $44,000 | 7,437 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,216,000 | 841 |
| Certificates of participation in pools of residential mortgages | $39,212,000 | 651 |
| Issued or guaranteed by U.S. | $39,212,000 | 645 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,004,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $6,004,000 | 1,248 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,528,000 | 1,544 |
| Available-for-sale securities (fair market value) | $51,696,000 | 1,658 |
| Total debt securities | $65,180,000 | 1,598 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $35,498,000 | 3,107 |
| U.S. Government securities | $33,424,000 | 2,490 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,424,000 | 2,229 |
| Securities issued by states & political subdivisions | $1,539,000 | 5,037 |
| Other domestic debt securities | $470,000 | 2,940 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $470,000 | 2,512 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 7,138 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,003,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $13,762,000 | 1,504 |
| Issued or guaranteed by U.S. | $13,762,000 | 1,490 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,241,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $4,241,000 | 1,640 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,039,000 | 2,106 |
| Available-for-sale securities (fair market value) | $25,459,000 | 3,217 |
| Total debt securities | $35,433,000 | 3,028 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $35,634,000 | 3,131 |
| U.S. Government securities | $35,432,000 | 2,417 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,432,000 | 2,028 |
| Securities issued by states & political subdivisions | $202,000 | 7,252 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,779,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $16,470,000 | 1,403 |
| Issued or guaranteed by U.S. | $16,470,000 | 1,393 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $8,309,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $8,309,000 | 1,250 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,535,000 | 4,428 |
| Available-for-sale securities (fair market value) | $33,099,000 | 2,539 |
| Total debt securities | $35,634,000 | 3,044 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $17,662,000 | 5,369 |
| U.S. Government securities | $17,212,000 | 4,564 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,212,000 | 3,630 |
| Securities issued by states & political subdivisions | $450,000 | 6,833 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,597,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $6,726,000 | 2,490 |
| Issued or guaranteed by U.S. | $6,726,000 | 2,477 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $871,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 3,452 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,186,000 | 4,057 |
| Available-for-sale securities (fair market value) | $12,476,000 | 5,041 |
| Total debt securities | $17,662,000 | 5,247 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $26,038,000 | 4,383 |
| U.S. Government securities | $25,024,000 | 3,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,024,000 | 2,789 |
| Securities issued by states & political subdivisions | $1,245,000 | 5,721 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $231,000 | 68 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,251,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $8,907,000 | 2,316 |
| Issued or guaranteed by U.S. | $8,907,000 | 2,296 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,344,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $1,344,000 | 3,380 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,993,000 | 3,681 |
| Available-for-sale securities (fair market value) | $18,045,000 | 4,150 |
| Total debt securities | $26,269,000 | 4,242 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $40,098,000 | 3,145 |
| U.S. Government securities | $34,609,000 | 2,907 |
| U.S. Treasury securities | $3,612,000 | 5,517 |
| U.S. Government agency obligations | $30,997,000 | 2,246 |
| Securities issued by states & political subdivisions | $3,784,000 | 3,464 |
| Other domestic debt securities | $1,949,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $1,949,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $94,000 | 6,280 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $338,000 | 52 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,909,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $15,180,000 | 1,628 |
| Issued or guaranteed by U.S. | $13,231,000 | 1,778 |
| Privately issued | $1,949,000 | 235 |
| Collaterized mortgage obligations | $3,729,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $3,729,000 | 2,428 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $40,098,000 | 2,125 |
| Total debt securities | $40,342,000 | 3,047 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $45,252,000 | 2,899 |
| U.S. Government securities | $39,449,000 | 2,656 |
| U.S. Treasury securities | $3,163,000 | 6,939 |
| U.S. Government agency obligations | $36,286,000 | 1,872 |
| Securities issued by states & political subdivisions | $4,228,000 | 3,335 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,867,000 | 1,368 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $292,000 | 92 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,388,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | $16,775,000 | 1,561 |
| Issued or guaranteed by U.S. | $16,775,000 | 1,540 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,613,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $6,613,000 | 1,825 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,668,000 | 4,619 |
| Available-for-sale securities (fair market value) | $31,584,000 | 1,821 |
| Total debt securities | $43,677,000 | 2,935 |
| 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 | $36,270,000 | 3,791 |
| U.S. Government securities | $32,075,000 | 3,379 |
| U.S. Treasury securities | $557,000 | 10,689 |
| U.S. Government agency obligations | $31,518,000 | 2,201 |
| Securities issued by states & political subdivisions | $2,511,000 | 4,724 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,840,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $156,000 | 100 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,098,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $19,906,000 | 1,499 |
| Issued or guaranteed by U.S. | $19,906,000 | 1,476 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,192,000 | 3,901 |
| CMOs issued by government agencies or sponsored agencies | $2,192,000 | 3,710 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $34,586,000 | 3,859 |
| 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 | $28,088,000 | 4,727 |
| U.S. Government securities | $25,328,000 | 4,179 |
| U.S. Treasury securities | $746,000 | 10,913 |
| U.S. Government agency obligations | $24,582,000 | 2,712 |
| Securities issued by states & political subdivisions | $1,462,000 | 5,751 |
| Other domestic debt securities | $1,300,000 | 3,656 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 2,585 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,619 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 485 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,248,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $20,003,000 | 1,510 |
| Issued or guaranteed by U.S. | $20,003,000 | 1,473 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,245,000 | 4,735 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 4,367 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,090,000 | 4,634 |
| 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 |