Home > Valley Bank > Securities
Valley Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $127,942,000 | 1,186 |
| U.S. Government securities | $118,211,000 | 880 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $118,211,000 | 845 |
| Securities issued by states & political subdivisions | $9,731,000 | 2,940 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| 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 | $117,775,000 | 556 |
| Mortgage-backed securities | $118,211,000 | 596 |
| Certificates of participation in pools of residential mortgages | $74,980,000 | 609 |
| Issued or guaranteed by U.S. | $74,980,000 | 607 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $41,061,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $41,061,000 | 522 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,170,000 | 594 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,170,000 | 347 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $127,942,000 | 1,049 |
| Total debt securities | $127,942,000 | 1,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $126,676,000 | 1,186 |
| U.S. Government securities | $116,835,000 | 880 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $116,835,000 | 851 |
| Securities issued by states & political subdivisions | $9,841,000 | 2,914 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| 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 | $113,383,000 | 575 |
| Mortgage-backed securities | $116,835,000 | 595 |
| Certificates of participation in pools of residential mortgages | $77,020,000 | 587 |
| Issued or guaranteed by U.S. | $77,020,000 | 586 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $37,665,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $37,665,000 | 554 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,150,000 | 552 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,150,000 | 334 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $126,676,000 | 1,051 |
| Total debt securities | $126,676,000 | 1,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $123,760,000 | 1,227 |
| U.S. Government securities | $113,785,000 | 899 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $113,785,000 | 866 |
| Securities issued by states & political subdivisions | $9,975,000 | 2,903 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| 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 | $109,364,000 | 578 |
| Mortgage-backed securities | $113,785,000 | 602 |
| Certificates of participation in pools of residential mortgages | $78,181,000 | 583 |
| Issued or guaranteed by U.S. | $78,181,000 | 581 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $33,440,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $33,440,000 | 604 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,164,000 | 541 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,164,000 | 330 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $123,760,000 | 1,085 |
| Total debt securities | $123,760,000 | 1,214 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $124,788,000 | 1,217 |
| U.S. Government securities | $118,732,000 | 857 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $118,732,000 | 831 |
| Securities issued by states & political subdivisions | $6,056,000 | 3,581 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| 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 | $102,557,000 | 606 |
| Mortgage-backed securities | $118,732,000 | 591 |
| Certificates of participation in pools of residential mortgages | $83,323,000 | 551 |
| Issued or guaranteed by U.S. | $83,323,000 | 549 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,259,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $33,259,000 | 626 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $2,150,000 | 525 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,150,000 | 304 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $124,788,000 | 1,088 |
| Total debt securities | $124,788,000 | 1,202 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $120,540,000 | 1,272 |
| U.S. Government securities | $114,150,000 | 919 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $114,150,000 | 891 |
| Securities issued by states & political subdivisions | $6,390,000 | 3,491 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,675,000 | 595 |
| Mortgage-backed securities | $114,150,000 | 635 |
| Certificates of participation in pools of residential mortgages | $71,259,000 | 641 |
| Issued or guaranteed by U.S. | $71,259,000 | 640 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $42,891,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $42,891,000 | 528 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $120,540,000 | 1,149 |
| Total debt securities | $120,540,000 | 1,256 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $131,110,000 | 1,159 |
| U.S. Government securities | $124,589,000 | 828 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $124,589,000 | 798 |
| Securities issued by states & political subdivisions | $6,521,000 | 3,434 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,566,000 | 607 |
| Mortgage-backed securities | $124,589,000 | 583 |
| Certificates of participation in pools of residential mortgages | $73,211,000 | 605 |
| Issued or guaranteed by U.S. | $73,211,000 | 603 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $51,378,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $51,378,000 | 475 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $131,110,000 | 1,045 |
| Total debt securities | $131,110,000 | 1,143 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| 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 | $131,562,000 | 1,167 |
| U.S. Government securities | $124,556,000 | 848 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $124,556,000 | 818 |
| Securities issued by states & political subdivisions | $7,006,000 | 3,323 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,778,000 | 584 |
| Mortgage-backed securities | $124,556,000 | 613 |
| Certificates of participation in pools of residential mortgages | $66,717,000 | 687 |
| Issued or guaranteed by U.S. | $66,717,000 | 686 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $57,839,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $57,839,000 | 459 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $131,562,000 | 1,054 |
| Total debt securities | $131,562,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $130,481,000 | 1,179 |
| U.S. Government securities | $123,259,000 | 864 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $123,259,000 | 837 |
| Securities issued by states & political subdivisions | $7,222,000 | 3,229 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,026,000 | 571 |
| Mortgage-backed securities | $123,259,000 | 639 |
| Certificates of participation in pools of residential mortgages | $65,045,000 | 719 |
| Issued or guaranteed by U.S. | $65,045,000 | 719 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $58,214,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $58,214,000 | 468 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $130,481,000 | 1,067 |
| Total debt securities | $130,481,000 | 1,167 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $152,977,000 | 1,013 |
| U.S. Government securities | $145,315,000 | 773 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $145,315,000 | 746 |
| Securities issued by states & political subdivisions | $7,662,000 | 3,046 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,580,000 | 561 |
| Mortgage-backed securities | $145,315,000 | 568 |
| Certificates of participation in pools of residential mortgages | $80,690,000 | 600 |
| Issued or guaranteed by U.S. | $80,690,000 | 599 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $64,625,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $64,625,000 | 450 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $152,977,000 | 900 |
| Total debt securities | $152,977,000 | 999 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $139,585,000 | 1,071 |
| U.S. Government securities | $128,306,000 | 822 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $128,306,000 | 797 |
| Securities issued by states & political subdivisions | $9,056,000 | 2,777 |
| Other domestic debt securities | $2,223,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $2,223,000 | 583 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,234,000 | 509 |
| Mortgage-backed securities | $130,529,000 | 602 |
| Certificates of participation in pools of residential mortgages | $68,286,000 | 662 |
| Issued or guaranteed by U.S. | $68,286,000 | 660 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $62,243,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $60,020,000 | 450 |
| Privately issued | $2,223,000 | 557 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $139,585,000 | 950 |
| Total debt securities | $139,585,000 | 1,060 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $160,787,000 | 893 |
| U.S. Government securities | $138,042,000 | 755 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $138,042,000 | 732 |
| Securities issued by states & political subdivisions | $9,494,000 | 2,659 |
| Other domestic debt securities | $13,251,000 | 615 |
| Privately issued residential mortgage-backed securities | $13,189,000 | 277 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $62,000 | 306 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,074,000 | 443 |
| Mortgage-backed securities | $149,731,000 | 520 |
| Certificates of participation in pools of residential mortgages | $58,124,000 | 750 |
| Issued or guaranteed by U.S. | $58,124,000 | 746 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $91,607,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $78,418,000 | 367 |
| Privately issued | $13,189,000 | 265 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $160,787,000 | 797 |
| Total debt securities | $160,787,000 | 886 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $173,768,000 | 834 |
| U.S. Government securities | $150,486,000 | 709 |
| U.S. Treasury securities | $5,000,000 | 474 |
| U.S. Government agency obligations | $145,486,000 | 706 |
| Securities issued by states & political subdivisions | $10,000,000 | 2,506 |
| Other domestic debt securities | $13,282,000 | 598 |
| Privately issued residential mortgage-backed securities | $13,219,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $63,000 | 312 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,445,000 | 467 |
| Mortgage-backed securities | $158,705,000 | 479 |
| Certificates of participation in pools of residential mortgages | $58,556,000 | 723 |
| Issued or guaranteed by U.S. | $58,556,000 | 719 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $100,149,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $86,930,000 | 335 |
| Privately issued | $13,219,000 | 281 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $173,768,000 | 735 |
| Total debt securities | $173,768,000 | 821 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $158,108,000 | 902 |
| U.S. Government securities | $129,440,000 | 802 |
| U.S. Treasury securities | $9,998,000 | 336 |
| U.S. Government agency obligations | $119,442,000 | 831 |
| Securities issued by states & political subdivisions | $15,262,000 | 1,859 |
| Other domestic debt securities | $13,406,000 | 602 |
| Privately issued residential mortgage-backed securities | $13,367,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $39,000 | 320 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,777,000 | 462 |
| Mortgage-backed securities | $132,809,000 | 537 |
| Certificates of participation in pools of residential mortgages | $48,099,000 | 814 |
| Issued or guaranteed by U.S. | $48,099,000 | 809 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $84,710,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $71,343,000 | 366 |
| Privately issued | $13,367,000 | 295 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $158,108,000 | 807 |
| Total debt securities | $158,108,000 | 893 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $147,236,000 | 930 |
| U.S. Government securities | $115,901,000 | 845 |
| U.S. Treasury securities | $12,997,000 | 284 |
| U.S. Government agency obligations | $102,904,000 | 891 |
| Securities issued by states & political subdivisions | $17,822,000 | 1,583 |
| Other domestic debt securities | $13,513,000 | 625 |
| Privately issued residential mortgage-backed securities | $13,506,000 | 326 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $7,000 | 337 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,218,000 | 482 |
| Mortgage-backed securities | $116,410,000 | 588 |
| Certificates of participation in pools of residential mortgages | $41,505,000 | 891 |
| Issued or guaranteed by U.S. | $41,505,000 | 885 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $74,905,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $61,399,000 | 398 |
| Privately issued | $13,506,000 | 315 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $147,236,000 | 823 |
| Total debt securities | $147,236,000 | 922 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $132,784,000 | 1,008 |
| U.S. Government securities | $99,689,000 | 934 |
| U.S. Treasury securities | $35,484,000 | 141 |
| U.S. Government agency obligations | $64,205,000 | 1,339 |
| Securities issued by states & political subdivisions | $17,915,000 | 1,538 |
| Other domestic debt securities | $15,180,000 | 590 |
| Privately issued residential mortgage-backed securities | $15,169,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $11,000 | 341 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,130,000 | 531 |
| Mortgage-backed securities | $79,374,000 | 781 |
| Certificates of participation in pools of residential mortgages | $33,649,000 | 1,035 |
| Issued or guaranteed by U.S. | $33,649,000 | 1,024 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $45,725,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $30,556,000 | 644 |
| Privately issued | $15,169,000 | 315 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $22,641,000 | 615 |
| Available-for-sale securities (fair market value) | $110,143,000 | 1,079 |
| Total debt securities | $132,786,000 | 995 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $131,602,000 | 1,009 |
| U.S. Government securities | $94,037,000 | 1,003 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $94,037,000 | 960 |
| Securities issued by states & political subdivisions | $18,342,000 | 1,416 |
| Other domestic debt securities | $19,223,000 | 504 |
| Privately issued residential mortgage-backed securities | $18,939,000 | 296 |
| Commercial mortgage-backed securities - Total | $273,000 | 303 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $11,000 | 341 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,224,000 | 595 |
| Mortgage-backed securities | $113,249,000 | 585 |
| Certificates of participation in pools of residential mortgages | $52,531,000 | 690 |
| Issued or guaranteed by U.S. | $52,531,000 | 684 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $60,445,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $41,506,000 | 493 |
| Privately issued | $18,939,000 | 284 |
| Commercial mortgage-backed securities | $273,000 | 303 |
| Commercial mortgage pass-through securities | $273,000 | 224 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $32,078,000 | 490 |
| Available-for-sale securities (fair market value) | $99,524,000 | 1,169 |
| Total debt securities | $131,602,000 | 999 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $130,332,000 | 1,012 |
| U.S. Government securities | $90,573,000 | 1,034 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $90,573,000 | 994 |
| Securities issued by states & political subdivisions | $19,901,000 | 1,278 |
| Other domestic debt securities | $19,858,000 | 509 |
| Privately issued residential mortgage-backed securities | $19,564,000 | 300 |
| Commercial mortgage-backed securities - Total | $283,000 | 317 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $11,000 | 350 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,483,000 | 635 |
| Mortgage-backed securities | $110,420,000 | 607 |
| Certificates of participation in pools of residential mortgages | $49,680,000 | 769 |
| Issued or guaranteed by U.S. | $49,680,000 | 764 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $60,457,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $40,893,000 | 495 |
| Privately issued | $19,564,000 | 288 |
| Commercial mortgage-backed securities | $283,000 | 317 |
| Commercial mortgage pass-through securities | $283,000 | 233 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $37,596,000 | 444 |
| Available-for-sale securities (fair market value) | $92,736,000 | 1,248 |
| Total debt securities | $130,332,000 | 997 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $110,735,000 | 1,168 |
| U.S. Government securities | $69,528,000 | 1,303 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $69,528,000 | 1,260 |
| Securities issued by states & political subdivisions | $20,246,000 | 1,240 |
| Other domestic debt securities | $20,961,000 | 510 |
| Privately issued residential mortgage-backed securities | $20,652,000 | 310 |
| Commercial mortgage-backed securities - Total | $295,000 | 300 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $14,000 | 355 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,737,000 | 725 |
| Mortgage-backed securities | $90,475,000 | 721 |
| Certificates of participation in pools of residential mortgages | $54,540,000 | 728 |
| Issued or guaranteed by U.S. | $54,540,000 | 722 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $35,640,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $14,988,000 | 915 |
| Privately issued | $20,652,000 | 300 |
| Commercial mortgage-backed securities | $295,000 | 300 |
| Commercial mortgage pass-through securities | $295,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $39,014,000 | 435 |
| Available-for-sale securities (fair market value) | $71,721,000 | 1,551 |
| Total debt securities | $110,735,000 | 1,150 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $116,452,000 | 1,103 |
| U.S. Government securities | $71,392,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $71,392,000 | 1,192 |
| Securities issued by states & political subdivisions | $23,314,000 | 1,051 |
| Other domestic debt securities | $21,677,000 | 535 |
| Privately issued residential mortgage-backed securities | $21,247,000 | 334 |
| Commercial mortgage-backed securities - Total | $411,000 | 296 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $9,000 | 370 |
| Other domestic debt securities - All other | $10,000 | 2,274 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $69,000 | 1,325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,288,000 | 754 |
| Mortgage-backed securities | $85,050,000 | 749 |
| Certificates of participation in pools of residential mortgages | $58,050,000 | 697 |
| Issued or guaranteed by U.S. | $58,050,000 | 690 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $26,589,000 | 772 |
| CMOs issued by government agencies or sponsored agencies | $5,342,000 | 1,491 |
| Privately issued | $21,247,000 | 321 |
| Commercial mortgage-backed securities | $411,000 | 296 |
| Commercial mortgage pass-through securities | $411,000 | 201 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $43,756,000 | 415 |
| Available-for-sale securities (fair market value) | $72,696,000 | 1,515 |
| Total debt securities | $116,383,000 | 1,088 |
| Structured notes | ||
| Amortized cost | $10,000 | 2,431 |
| Fair value | $10,000 | 2,432 |
| 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 | $117,769,000 | 1,070 |
| U.S. Government securities | $70,492,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $70,492,000 | 1,190 |
| Securities issued by states & political subdivisions | $24,112,000 | 976 |
| Other domestic debt securities | $23,141,000 | 540 |
| Privately issued residential mortgage-backed securities | $22,689,000 | 328 |
| Commercial mortgage-backed securities - Total | $424,000 | 240 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $18,000 | 393 |
| Other domestic debt securities - All other | $10,000 | 2,377 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $24,000 | 1,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,908,000 | 691 |
| Mortgage-backed securities | $93,605,000 | 689 |
| Certificates of participation in pools of residential mortgages | $59,975,000 | 695 |
| Issued or guaranteed by U.S. | $59,975,000 | 685 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $33,206,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $10,517,000 | 1,061 |
| Privately issued | $22,689,000 | 318 |
| Commercial mortgage-backed securities | $424,000 | 240 |
| Commercial mortgage pass-through securities | $424,000 | 149 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $50,474,000 | 366 |
| Available-for-sale securities (fair market value) | $67,295,000 | 1,594 |
| Total debt securities | $117,745,000 | 1,053 |
| Structured notes | ||
| Amortized cost | $10,000 | 1,967 |
| Fair value | $10,000 | 1,967 |
| 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 | $126,337,000 | 995 |
| U.S. Government securities | $54,552,000 | 1,564 |
| U.S. Treasury securities | $31,998,000 | 97 |
| U.S. Government agency obligations | $22,554,000 | 3,191 |
| Securities issued by states & political subdivisions | $25,977,000 | 848 |
| Other domestic debt securities | $45,787,000 | 324 |
| Privately issued residential mortgage-backed securities | $44,764,000 | 223 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,023,000 | 1,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $21,000 | 1,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,111,000 | 741 |
| Mortgage-backed securities | $67,318,000 | 945 |
| Certificates of participation in pools of residential mortgages | $18,401,000 | 1,939 |
| Issued or guaranteed by U.S. | $18,401,000 | 1,927 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $48,917,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $4,153,000 | 1,654 |
| Privately issued | $44,764,000 | 211 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $67,329,000 | 276 |
| Available-for-sale securities (fair market value) | $59,008,000 | 1,780 |
| Total debt securities | $126,316,000 | 979 |
| Structured notes | ||
| Amortized cost | $10,000 | 1,698 |
| Fair value | $10,000 | 1,698 |
| 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 | $137,439,000 | 886 |
| U.S. Government securities | $62,991,000 | 1,371 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $62,991,000 | 1,345 |
| Securities issued by states & political subdivisions | $26,628,000 | 806 |
| Other domestic debt securities | $47,805,000 | 308 |
| Privately issued residential mortgage-backed securities | $46,764,000 | 212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,041,000 | 1,461 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $15,000 | 1,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,524,000 | 605 |
| Mortgage-backed securities | $109,505,000 | 607 |
| Certificates of participation in pools of residential mortgages | $58,332,000 | 720 |
| Issued or guaranteed by U.S. | $58,332,000 | 711 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $51,173,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $4,409,000 | 1,585 |
| Privately issued | $46,764,000 | 202 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,581,000 | 269 |
| Available-for-sale securities (fair market value) | $67,858,000 | 1,558 |
| Total debt securities | $137,424,000 | 871 |
| Structured notes | ||
| Amortized cost | $275,000 | 1,588 |
| Fair value | $275,000 | 1,583 |
| 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 | $143,491,000 | 819 |
| U.S. Government securities | $66,759,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $66,759,000 | 1,243 |
| Securities issued by states & political subdivisions | $27,506,000 | 757 |
| Other domestic debt securities | $49,163,000 | 319 |
| Privately issued residential mortgage-backed securities | $48,043,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,120,000 | 1,411 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $63,000 | 1,477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,738,000 | 496 |
| Mortgage-backed securities | $109,557,000 | 575 |
| Certificates of participation in pools of residential mortgages | $56,877,000 | 702 |
| Issued or guaranteed by U.S. | $56,877,000 | 692 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $52,680,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $4,637,000 | 1,468 |
| Privately issued | $48,043,000 | 206 |
| 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) | $71,638,000 | 265 |
| Available-for-sale securities (fair market value) | $71,853,000 | 1,426 |
| Total debt securities | $143,428,000 | 805 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $294,000 | 1,569 |
| 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 | $130,657,000 | 924 |
| U.S. Government securities | $50,897,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $50,897,000 | 1,614 |
| Securities issued by states & political subdivisions | $27,689,000 | 761 |
| Other domestic debt securities | $51,301,000 | 320 |
| Privately issued residential mortgage-backed securities | $49,979,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,322,000 | 1,414 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $770,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,426,000 | 509 |
| Mortgage-backed securities | $100,367,000 | 614 |
| Certificates of participation in pools of residential mortgages | $45,556,000 | 863 |
| Issued or guaranteed by U.S. | $45,556,000 | 853 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $54,811,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $4,832,000 | 1,447 |
| Privately issued | $49,979,000 | 200 |
| 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) | $73,621,000 | 255 |
| Available-for-sale securities (fair market value) | $57,036,000 | 1,821 |
| Total debt securities | $129,887,000 | 909 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,460 |
| Fair value | $465,000 | 1,507 |
| 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 | $137,529,000 | 873 |
| U.S. Government securities | $64,273,000 | 1,301 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $64,273,000 | 1,275 |
| Securities issued by states & political subdivisions | $28,273,000 | 736 |
| Other domestic debt securities | $44,169,000 | 338 |
| Privately issued residential mortgage-backed securities | $42,817,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,352,000 | 1,356 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $814,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,234,000 | 3,330 |
| Mortgage-backed securities | $106,566,000 | 563 |
| Certificates of participation in pools of residential mortgages | $58,708,000 | 649 |
| Issued or guaranteed by U.S. | $58,708,000 | 639 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $47,858,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $5,041,000 | 1,387 |
| Privately issued | $42,817,000 | 221 |
| 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) | $66,322,000 | 264 |
| Available-for-sale securities (fair market value) | $71,207,000 | 1,458 |
| Total debt securities | $136,715,000 | 852 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $466,000 | 1,653 |
| 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 | $112,153,000 | 1,074 |
| U.S. Government securities | $51,774,000 | 1,611 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $51,774,000 | 1,576 |
| Securities issued by states & political subdivisions | $28,187,000 | 722 |
| Other domestic debt securities | $32,192,000 | 401 |
| Privately issued residential mortgage-backed securities | $29,548,000 | 268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,644,000 | 938 |
| 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 | $91,513,000 | 597 |
| Mortgage-backed securities | $80,810,000 | 664 |
| Certificates of participation in pools of residential mortgages | $50,721,000 | 674 |
| Issued or guaranteed by U.S. | $50,721,000 | 665 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $30,089,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,632 |
| Privately issued | $29,548,000 | 253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,365,000 | 353 |
| Available-for-sale securities (fair market value) | $62,788,000 | 1,621 |
| Total debt securities | $112,153,000 | 1,050 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $459,000 | 2,145 |
| 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 | $134,124,000 | 888 |
| U.S. Government securities | $73,039,000 | 1,181 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $73,039,000 | 1,150 |
| Securities issued by states & political subdivisions | $28,181,000 | 698 |
| Other domestic debt securities | $32,904,000 | 375 |
| Privately issued residential mortgage-backed securities | $30,128,000 | 252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,776,000 | 891 |
| 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 | $116,427,000 | 453 |
| Mortgage-backed securities | $102,178,000 | 521 |
| Certificates of participation in pools of residential mortgages | $71,488,000 | 476 |
| Issued or guaranteed by U.S. | $71,488,000 | 471 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $30,690,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 2,573 |
| Privately issued | $30,128,000 | 240 |
| 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) | $49,698,000 | 371 |
| Available-for-sale securities (fair market value) | $84,426,000 | 1,223 |
| Total debt securities | $134,124,000 | 861 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $453,000 | 2,381 |
| 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 | $133,789,000 | 889 |
| U.S. Government securities | $79,672,000 | 1,096 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $79,672,000 | 1,067 |
| Securities issued by states & political subdivisions | $28,689,000 | 681 |
| Other domestic debt securities | $25,428,000 | 413 |
| Privately issued residential mortgage-backed securities | $22,383,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,045,000 | 803 |
| 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 | $107,436,000 | 500 |
| Mortgage-backed securities | $100,330,000 | 536 |
| Certificates of participation in pools of residential mortgages | $77,362,000 | 452 |
| Issued or guaranteed by U.S. | $77,362,000 | 447 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $22,968,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,547 |
| Privately issued | $22,383,000 | 265 |
| 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) | $41,869,000 | 447 |
| Available-for-sale securities (fair market value) | $91,920,000 | 1,138 |
| Total debt securities | $133,789,000 | 870 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,674 |
| Fair value | $1,202,000 | 1,699 |
| 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 | $114,412,000 | 1,062 |
| U.S. Government securities | $64,179,000 | 1,337 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $64,179,000 | 1,304 |
| Securities issued by states & political subdivisions | $28,004,000 | 696 |
| Other domestic debt securities | $22,229,000 | 453 |
| Privately issued residential mortgage-backed securities | $19,132,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,097,000 | 813 |
| 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 | $79,699,000 | 665 |
| Mortgage-backed securities | $81,078,000 | 624 |
| Certificates of participation in pools of residential mortgages | $61,322,000 | 543 |
| Issued or guaranteed by U.S. | $61,322,000 | 533 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $19,756,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $624,000 | 2,501 |
| Privately issued | $19,132,000 | 273 |
| 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) | $37,333,000 | 510 |
| Available-for-sale securities (fair market value) | $77,079,000 | 1,335 |
| Total debt securities | $114,412,000 | 1,034 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,520 |
| Fair value | $1,715,000 | 1,531 |
| 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 | $113,859,000 | 1,088 |
| U.S. Government securities | $69,779,000 | 1,278 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $69,779,000 | 1,244 |
| Securities issued by states & political subdivisions | $29,986,000 | 638 |
| Other domestic debt securities | $14,094,000 | 584 |
| Privately issued residential mortgage-backed securities | $10,910,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,184,000 | 820 |
| 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 | $90,351,000 | 600 |
| Mortgage-backed securities | $77,961,000 | 659 |
| Certificates of participation in pools of residential mortgages | $66,401,000 | 519 |
| Issued or guaranteed by U.S. | $66,401,000 | 510 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,560,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 2,476 |
| Privately issued | $10,910,000 | 350 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,970,000 | 616 |
| Available-for-sale securities (fair market value) | $83,889,000 | 1,258 |
| Total debt securities | $113,859,000 | 1,060 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,350 |
| Fair value | $2,214,000 | 1,356 |
| 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 | $130,186,000 | 948 |
| U.S. Government securities | $89,541,000 | 1,005 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $89,541,000 | 978 |
| Securities issued by states & political subdivisions | $26,714,000 | 724 |
| Other domestic debt securities | $13,931,000 | 586 |
| Privately issued residential mortgage-backed securities | $9,941,000 | 391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,990,000 | 739 |
| 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 | $85,915,000 | 623 |
| Mortgage-backed securities | $96,759,000 | 568 |
| Certificates of participation in pools of residential mortgages | $86,135,000 | 432 |
| Issued or guaranteed by U.S. | $86,135,000 | 427 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,624,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,428 |
| Privately issued | $9,941,000 | 369 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,483,000 | 723 |
| Available-for-sale securities (fair market value) | $104,703,000 | 1,022 |
| Total debt securities | $130,185,000 | 929 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,430 |
| Fair value | $2,216,000 | 1,435 |
| 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 | $121,667,000 | 1,007 |
| U.S. Government securities | $95,477,000 | 938 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $95,477,000 | 910 |
| Securities issued by states & political subdivisions | $22,200,000 | 882 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $2,740,000 | 49 |
| Equity securities | $1,250,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,763,000 | 590 |
| Mortgage-backed securities | $92,770,000 | 581 |
| Certificates of participation in pools of residential mortgages | $92,063,000 | 417 |
| Issued or guaranteed by U.S. | $92,063,000 | 414 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $707,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $707,000 | 2,401 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,646,000 | 1,403 |
| Available-for-sale securities (fair market value) | $112,021,000 | 939 |
| Total debt securities | $120,417,000 | 995 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,404 |
| Fair value | $2,448,000 | 1,408 |
| 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 | $93,135,000 | 1,335 |
| U.S. Government securities | $66,651,000 | 1,369 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $66,651,000 | 1,325 |
| Securities issued by states & political subdivisions | $22,405,000 | 857 |
| Other domestic debt securities | $2,829,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,829,000 | 927 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,250,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,234,000 | 717 |
| Mortgage-backed securities | $63,935,000 | 779 |
| Certificates of participation in pools of residential mortgages | $63,124,000 | 567 |
| Issued or guaranteed by U.S. | $63,124,000 | 560 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $811,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $811,000 | 2,345 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,377,000 | 1,536 |
| Available-for-sale securities (fair market value) | $84,758,000 | 1,251 |
| Total debt securities | $91,885,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,433 |
| Fair value | $2,460,000 | 1,432 |
| 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 | $81,647,000 | 1,490 |
| U.S. Government securities | $56,368,000 | 1,615 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $56,368,000 | 1,558 |
| Securities issued by states & political subdivisions | $21,367,000 | 902 |
| Other domestic debt securities | $2,832,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,832,000 | 979 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,080,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,799,000 | 787 |
| Mortgage-backed securities | $53,648,000 | 894 |
| Certificates of participation in pools of residential mortgages | $52,787,000 | 667 |
| Issued or guaranteed by U.S. | $52,787,000 | 659 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $861,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $861,000 | 2,319 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,066,000 | 1,596 |
| Available-for-sale securities (fair market value) | $73,581,000 | 1,414 |
| Total debt securities | $80,567,000 | 1,482 |
| Structured notes | ||
| Amortized cost | $748,000 | 2,481 |
| Fair value | $716,000 | 2,498 |
| 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 | $90,679,000 | 1,355 |
| U.S. Government securities | $64,848,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $64,848,000 | 1,332 |
| Securities issued by states & political subdivisions | $21,751,000 | 884 |
| Other domestic debt securities | $2,830,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,830,000 | 1,022 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,250,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,781,000 | 739 |
| Mortgage-backed securities | $62,125,000 | 798 |
| Certificates of participation in pools of residential mortgages | $61,194,000 | 607 |
| Issued or guaranteed by U.S. | $61,194,000 | 598 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $931,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,298 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $90,679,000 | 1,152 |
| Total debt securities | $89,429,000 | 1,348 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,731 |
| Fair value | $484,000 | 2,769 |
| 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 | $92,849,000 | 1,329 |
| U.S. Government securities | $62,907,000 | 1,453 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $62,907,000 | 1,399 |
| Securities issued by states & political subdivisions | $26,862,000 | 678 |
| Other domestic debt securities | $1,830,000 | 1,757 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,830,000 | 1,348 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,250,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,749,000 | 735 |
| Mortgage-backed securities | $60,923,000 | 826 |
| Certificates of participation in pools of residential mortgages | $60,285,000 | 617 |
| Issued or guaranteed by U.S. | $60,285,000 | 610 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $638,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,544 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $92,849,000 | 1,137 |
| Total debt securities | $91,599,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,717 |
| Fair value | $488,000 | 2,747 |
| 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 | $84,395,000 | 1,492 |
| U.S. Government securities | $54,671,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $54,671,000 | 1,629 |
| Securities issued by states & political subdivisions | $26,644,000 | 681 |
| Other domestic debt securities | $1,830,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,830,000 | 1,427 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,250,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,154,000 | 933 |
| Mortgage-backed securities | $53,690,000 | 963 |
| Certificates of participation in pools of residential mortgages | $52,986,000 | 693 |
| Issued or guaranteed by U.S. | $52,986,000 | 690 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $704,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,553 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $84,395,000 | 1,267 |
| Total debt securities | $83,144,000 | 1,467 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,667 |
| Fair value | $481,000 | 2,713 |
| 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 | $80,916,000 | 1,562 |
| U.S. Government securities | $50,897,000 | 1,806 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $50,897,000 | 1,733 |
| Securities issued by states & political subdivisions | $27,189,000 | 669 |
| Other domestic debt securities | $1,580,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,580,000 | 1,572 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,250,000 | 1,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,426,000 | 1,013 |
| Mortgage-backed securities | $49,911,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $49,129,000 | 756 |
| Issued or guaranteed by U.S. | $49,129,000 | 750 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $782,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 2,556 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $80,916,000 | 1,329 |
| Total debt securities | $79,665,000 | 1,546 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,189 |
| Fair value | $987,000 | 2,199 |
| 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 | $67,125,000 | 1,849 |
| U.S. Government securities | $43,385,000 | 2,056 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $43,385,000 | 1,980 |
| Securities issued by states & political subdivisions | $20,910,000 | 911 |
| Other domestic debt securities | $1,580,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,580,000 | 1,611 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,250,000 | 1,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,267,000 | 959 |
| Mortgage-backed securities | $41,896,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $41,021,000 | 879 |
| Issued or guaranteed by U.S. | $41,021,000 | 874 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $875,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $875,000 | 2,515 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $67,125,000 | 1,552 |
| Total debt securities | $65,875,000 | 1,826 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,802 |
| Fair value | $1,489,000 | 1,798 |
| 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 | $65,460,000 | 1,901 |
| U.S. Government securities | $41,656,000 | 2,166 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $41,656,000 | 2,093 |
| Securities issued by states & political subdivisions | $20,974,000 | 900 |
| Other domestic debt securities | $1,580,000 | 2,056 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,580,000 | 1,704 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,250,000 | 1,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,282,000 | 919 |
| Mortgage-backed securities | $39,685,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $38,729,000 | 930 |
| Issued or guaranteed by U.S. | $38,729,000 | 924 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $956,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,507 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $65,460,000 | 1,600 |
| Total debt securities | $64,210,000 | 1,888 |
| Structured notes | ||
| Amortized cost | $1,748,000 | 1,646 |
| Fair value | $1,721,000 | 1,641 |
| 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 | $63,960,000 | 1,956 |
| U.S. Government securities | $38,870,000 | 2,294 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $38,870,000 | 2,218 |
| Securities issued by states & political subdivisions | $22,260,000 | 863 |
| Other domestic debt securities | $1,580,000 | 2,164 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,580,000 | 1,815 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,250,000 | 1,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,997,000 | 1,071 |
| Mortgage-backed securities | $35,825,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $34,610,000 | 1,040 |
| Issued or guaranteed by U.S. | $34,610,000 | 1,033 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,215,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $1,215,000 | 2,402 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $63,960,000 | 1,665 |
| Total debt securities | $62,709,000 | 1,939 |
| Structured notes | ||
| Amortized cost | $1,748,000 | 1,455 |
| Fair value | $1,761,000 | 1,448 |
| 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 | $67,189,000 | 1,919 |
| U.S. Government securities | $40,674,000 | 2,275 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $40,674,000 | 2,194 |
| Securities issued by states & political subdivisions | $23,651,000 | 792 |
| Other domestic debt securities | $1,580,000 | 2,194 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,580,000 | 1,906 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,284,000 | 1,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,391,000 | 1,375 |
| Mortgage-backed securities | $34,821,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $33,428,000 | 1,071 |
| Issued or guaranteed by U.S. | $33,428,000 | 1,062 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,393,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 2,426 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $67,189,000 | 1,628 |
| Total debt securities | $65,904,000 | 1,903 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 853 |
| Fair value | $3,503,000 | 847 |
| 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 | $77,527,000 | 1,690 |
| U.S. Government securities | $44,967,000 | 2,039 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $44,967,000 | 1,965 |
| Securities issued by states & political subdivisions | $23,729,000 | 790 |
| Other domestic debt securities | $1,580,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,580,000 | 2,032 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $7,251,000 | 528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,244,000 | 1,319 |
| Mortgage-backed securities | $39,348,000 | 1,283 |
| Certificates of participation in pools of residential mortgages | $37,662,000 | 982 |
| Issued or guaranteed by U.S. | $37,662,000 | 977 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,686,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $1,686,000 | 2,337 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $77,527,000 | 1,440 |
| Total debt securities | $70,275,000 | 1,774 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 711 |
| Fair value | $3,510,000 | 704 |
| 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 | $67,785,000 | 1,833 |
| U.S. Government securities | $40,000,000 | 2,160 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $40,000,000 | 2,081 |
| Securities issued by states & political subdivisions | $23,205,000 | 799 |
| Other domestic debt securities | $1,580,000 | 2,384 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,580,000 | 2,088 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,000,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,426,000 | 1,126 |
| Mortgage-backed securities | $35,306,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | $33,787,000 | 1,040 |
| Issued or guaranteed by U.S. | $33,787,000 | 1,034 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,519,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $1,519,000 | 2,571 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $67,785,000 | 1,556 |
| Total debt securities | $64,785,000 | 1,847 |
| Structured notes | ||
| Amortized cost | $3,002,000 | 602 |
| Fair value | $3,059,000 | 608 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $68,458,000 | 1,790 |
| U.S. Government securities | $42,931,000 | 2,013 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $42,931,000 | 1,947 |
| Securities issued by states & political subdivisions | $21,967,000 | 808 |
| Other domestic debt securities | $2,560,000 | 1,973 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,560,000 | 1,692 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,690,000 | 1,134 |
| Mortgage-backed securities | $37,794,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $35,814,000 | 965 |
| Issued or guaranteed by U.S. | $35,814,000 | 961 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,980,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $1,980,000 | 2,489 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $68,458,000 | 1,527 |
| Total debt securities | $67,458,000 | 1,754 |
| Structured notes | ||
| Amortized cost | $3,503,000 | 406 |
| Fair value | $3,553,000 | 406 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $69,608,000 | 1,758 |
| U.S. Government securities | $41,885,000 | 2,036 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $41,885,000 | 1,946 |
| Securities issued by states & political subdivisions | $24,129,000 | 704 |
| Other domestic debt securities | $2,594,000 | 1,963 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,594,000 | 1,695 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,607,000 | 1,012 |
| Mortgage-backed securities | $37,135,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $34,915,000 | 944 |
| Issued or guaranteed by U.S. | $34,915,000 | 940 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,220,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $2,220,000 | 2,425 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $69,608,000 | 1,486 |
| Total debt securities | $68,609,000 | 1,719 |
| Structured notes | ||
| Amortized cost | $2,755,000 | 389 |
| Fair value | $2,846,000 | 386 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $812,000 | 9,208 |
| U.S. Government securities | $812,000 | 8,975 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $812,000 | 8,814 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 7,067 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $812,000 | 3,987 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $812,000 | 9,130 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,915,000 | 9,295 |
| U.S. Government securities | $1,897,000 | 9,033 |
| U.S. Treasury securities | $200,000 | 3,952 |
| U.S. Government agency obligations | $1,697,000 | 8,822 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 7,333 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,897,000 | 3,900 |
| Available-for-sale securities (fair market value) | $18,000 | 9,272 |
| Total debt securities | $1,897,000 | 9,206 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $1,913,000 | 9,663 |
| U.S. Government securities | $1,895,000 | 9,389 |
| U.S. Treasury securities | $300,000 | 4,863 |
| U.S. Government agency obligations | $1,595,000 | 9,119 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,649 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,895,000 | 4,311 |
| Available-for-sale securities (fair market value) | $18,000 | 9,538 |
| Total debt securities | $1,895,000 | 9,576 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,217,000 | 10,008 |
| U.S. Government securities | $1,099,000 | 9,804 |
| U.S. Treasury securities | $400,000 | 6,269 |
| U.S. Government agency obligations | $699,000 | 9,498 |
| Securities issued by states & political subdivisions | $101,000 | 7,561 |
| 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 | $17,000 | 7,710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,746 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,200,000 | 5,277 |
| Available-for-sale securities (fair market value) | $17,000 | 9,709 |
| Total debt securities | $1,200,000 | 9,898 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,000,000 | 10,327 |
| U.S. Government securities | $1,898,000 | 10,081 |
| U.S. Treasury securities | $500,000 | 7,201 |
| U.S. Government agency obligations | $1,398,000 | 9,453 |
| Securities issued by states & political subdivisions | $102,000 | 7,825 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 7,780 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 5,599 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $2,000,000 | 10,226 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $200,000 | 2,620 |
| 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 | $2,104,000 | 10,832 |
| U.S. Government securities | $2,000,000 | 10,605 |
| U.S. Treasury securities | $400,000 | 8,279 |
| U.S. Government agency obligations | $1,600,000 | 9,740 |
| Securities issued by states & political subdivisions | $104,000 | 8,228 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 8,142 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,104,000 | 6,200 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $2,104,000 | 10,736 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $198,000 | 3,417 |
| 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 | $2,098,000 | 11,341 |
| U.S. Government securities | $2,098,000 | 11,043 |
| U.S. Treasury securities | $398,000 | 9,697 |
| U.S. Government agency obligations | $1,700,000 | 9,983 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $898,000 | 8,315 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,098,000 | 6,570 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $2,098,000 | 11,239 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $297,000 | 4,042 |
| 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 | $2,001,000 | 12,049 |
| U.S. Government securities | $2,001,000 | 11,771 |
| U.S. Treasury securities | $300,000 | 10,767 |
| U.S. Government agency obligations | $1,701,000 | 10,213 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 8,379 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,001,000 | 10,027 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,001,000 | 11,952 |
| 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 | $2,203,000 | 12,487 |
| U.S. Government securities | $2,203,000 | 12,102 |
| U.S. Treasury securities | $300,000 | 11,172 |
| U.S. Government agency obligations | $1,903,000 | 10,352 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 8,775 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,203,000 | 12,364 |
| 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 | $2,258,000 | 12,931 |
| U.S. Government securities | $2,258,000 | 12,545 |
| U.S. Treasury securities | $601,000 | 11,095 |
| U.S. Government agency obligations | $1,657,000 | 10,866 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $902,000 | 8,928 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,258,000 | 12,816 |
| 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 |