Home > Beacon Federal > Securities
Beacon Federal, Securities
| 2012-09-30 | Rank | |
| Total securities | $156,484,000 | 991 |
| U.S. Government securities | $139,470,000 | 757 |
| U.S. Treasury securities | $101,000 | 1,047 |
| U.S. Government agency obligations | $139,369,000 | 732 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $17,014,000 | 512 |
| Privately issued residential mortgage-backed securities | $11,620,000 | 198 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,394,000 | 705 |
| 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 | $44,908,000 | 1,223 |
| Mortgage-backed securities | $147,897,000 | 538 |
| Certificates of participation in pools of residential mortgages | $71,281,000 | 646 |
| Issued or guaranteed by U.S. | $71,281,000 | 645 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $76,616,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $64,996,000 | 421 |
| Privately issued | $11,620,000 | 193 |
| 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) | $5,970,000 | 1,236 |
| Available-for-sale securities (fair market value) | $150,514,000 | 914 |
| Total debt securities | $156,484,000 | 981 |
| 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 | $173,088,000 | 890 |
| U.S. Government securities | $156,232,000 | 683 |
| U.S. Treasury securities | $101,000 | 1,029 |
| U.S. Government agency obligations | $156,131,000 | 666 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $16,856,000 | 523 |
| Privately issued residential mortgage-backed securities | $11,601,000 | 216 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,255,000 | 727 |
| 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 | $49,691,000 | 1,131 |
| Mortgage-backed securities | $164,682,000 | 502 |
| Certificates of participation in pools of residential mortgages | $77,113,000 | 615 |
| Issued or guaranteed by U.S. | $77,113,000 | 615 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $87,569,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $75,968,000 | 383 |
| Privately issued | $11,601,000 | 209 |
| 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) | $6,282,000 | 1,202 |
| Available-for-sale securities (fair market value) | $166,806,000 | 820 |
| Total debt securities | $173,088,000 | 879 |
| 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 | $178,515,000 | 873 |
| U.S. Government securities | $161,743,000 | 686 |
| U.S. Treasury securities | $101,000 | 1,118 |
| U.S. Government agency obligations | $161,642,000 | 668 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $16,772,000 | 521 |
| Privately issued residential mortgage-backed securities | $12,577,000 | 219 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,195,000 | 821 |
| 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 | $66,101,000 | 913 |
| Mortgage-backed securities | $171,232,000 | 494 |
| Certificates of participation in pools of residential mortgages | $72,177,000 | 660 |
| Issued or guaranteed by U.S. | $72,177,000 | 660 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $99,055,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $86,478,000 | 371 |
| Privately issued | $12,577,000 | 210 |
| 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) | $6,591,000 | 1,197 |
| Available-for-sale securities (fair market value) | $171,924,000 | 800 |
| Total debt securities | $178,515,000 | 860 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $995,000 | 2,349 |
| 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 | $151,871,000 | 979 |
| U.S. Government securities | $54,829,000 | 1,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,829,000 | 1,715 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $97,042,000 | 168 |
| Privately issued residential mortgage-backed securities | $92,808,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,234,000 | 763 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $144,528,000 | 546 |
| Certificates of participation in pools of residential mortgages | $51,720,000 | 839 |
| Issued or guaranteed by U.S. | $51,720,000 | 837 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $92,808,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $92,808,000 | 72 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $143,399,000 | 156 |
| Available-for-sale securities (fair market value) | $8,472,000 | 5,511 |
| Total debt securities | $151,871,000 | 968 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $164,798,000 | 880 |
| U.S. Government securities | $56,869,000 | 1,657 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,869,000 | 1,611 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $107,929,000 | 158 |
| Privately issued residential mortgage-backed securities | $102,889,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,040,000 | 661 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $156,654,000 | 499 |
| Certificates of participation in pools of residential mortgages | $53,765,000 | 790 |
| Issued or guaranteed by U.S. | $53,765,000 | 786 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $102,889,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $102,889,000 | 77 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,241,000 | 133 |
| Available-for-sale securities (fair market value) | $6,557,000 | 5,760 |
| Total debt securities | $164,798,000 | 867 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $177,247,000 | 824 |
| U.S. Government securities | $60,129,000 | 1,611 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,129,000 | 1,570 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $117,118,000 | 151 |
| Privately issued residential mortgage-backed securities | $110,641,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,477,000 | 514 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $167,681,000 | 454 |
| Certificates of participation in pools of residential mortgages | $57,040,000 | 739 |
| Issued or guaranteed by U.S. | $57,040,000 | 735 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $110,641,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $110,641,000 | 74 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $171,379,000 | 127 |
| Available-for-sale securities (fair market value) | $5,868,000 | 5,940 |
| Total debt securities | $177,247,000 | 811 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $174,310,000 | 839 |
| U.S. Government securities | $55,960,000 | 1,692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,960,000 | 1,635 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $118,350,000 | 148 |
| Privately issued residential mortgage-backed securities | $112,376,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,974,000 | 547 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $160,280,000 | 460 |
| Certificates of participation in pools of residential mortgages | $47,904,000 | 816 |
| Issued or guaranteed by U.S. | $47,904,000 | 811 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $112,376,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $112,376,000 | 76 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $166,907,000 | 127 |
| Available-for-sale securities (fair market value) | $7,403,000 | 5,722 |
| Total debt securities | $174,310,000 | 829 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $172,727,000 | 823 |
| U.S. Government securities | $54,847,000 | 1,631 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,847,000 | 1,580 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $117,880,000 | 150 |
| Privately issued residential mortgage-backed securities | $112,434,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,446,000 | 576 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $159,190,000 | 441 |
| Certificates of participation in pools of residential mortgages | $46,756,000 | 795 |
| Issued or guaranteed by U.S. | $46,756,000 | 791 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $112,434,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $112,434,000 | 77 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $165,240,000 | 124 |
| Available-for-sale securities (fair market value) | $7,487,000 | 5,639 |
| Total debt securities | $172,727,000 | 811 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $188,542,000 | 727 |
| U.S. Government securities | $56,271,000 | 1,576 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,271,000 | 1,512 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $132,271,000 | 135 |
| Privately issued residential mortgage-backed securities | $126,625,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,646,000 | 556 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $176,722,000 | 388 |
| Certificates of participation in pools of residential mortgages | $50,097,000 | 723 |
| Issued or guaranteed by U.S. | $50,097,000 | 718 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $126,625,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $126,625,000 | 71 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $181,621,000 | 105 |
| Available-for-sale securities (fair market value) | $6,921,000 | 5,705 |
| Total debt securities | $188,542,000 | 715 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $180,197,000 | 749 |
| U.S. Government securities | $55,620,000 | 1,602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,620,000 | 1,542 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $124,577,000 | 141 |
| Privately issued residential mortgage-backed securities | $118,799,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,778,000 | 514 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $163,219,000 | 412 |
| Certificates of participation in pools of residential mortgages | $44,420,000 | 805 |
| Issued or guaranteed by U.S. | $44,420,000 | 798 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $118,799,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $118,799,000 | 78 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $171,287,000 | 117 |
| Available-for-sale securities (fair market value) | $8,910,000 | 5,447 |
| Total debt securities | $180,197,000 | 738 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $180,275,000 | 738 |
| U.S. Government securities | $63,358,000 | 1,450 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,358,000 | 1,397 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $116,917,000 | 151 |
| Privately issued residential mortgage-backed securities | $111,228,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,689,000 | 545 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $153,441,000 | 459 |
| Certificates of participation in pools of residential mortgages | $42,213,000 | 896 |
| Issued or guaranteed by U.S. | $42,213,000 | 887 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $111,228,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $111,228,000 | 85 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $169,980,000 | 111 |
| Available-for-sale securities (fair market value) | $10,295,000 | 5,263 |
| Total debt securities | $180,275,000 | 727 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $181,799,000 | 717 |
| U.S. Government securities | $72,176,000 | 1,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $72,176,000 | 1,208 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $109,623,000 | 162 |
| Privately issued residential mortgage-backed securities | $104,611,000 | 97 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,012,000 | 608 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $150,711,000 | 467 |
| Certificates of participation in pools of residential mortgages | $46,100,000 | 851 |
| Issued or guaranteed by U.S. | $46,100,000 | 843 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $104,611,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $104,611,000 | 94 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $169,504,000 | 112 |
| Available-for-sale securities (fair market value) | $12,295,000 | 4,947 |
| Total debt securities | $181,799,000 | 704 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $192,954,000 | 673 |
| U.S. Government securities | $72,045,000 | 1,227 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $72,045,000 | 1,186 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $120,909,000 | 163 |
| Privately issued residential mortgage-backed securities | $116,364,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,545,000 | 685 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $162,284,000 | 449 |
| Certificates of participation in pools of residential mortgages | $45,920,000 | 878 |
| Issued or guaranteed by U.S. | $45,920,000 | 869 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $116,364,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $116,364,000 | 95 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $180,300,000 | 113 |
| Available-for-sale securities (fair market value) | $12,654,000 | 4,933 |
| Total debt securities | $192,954,000 | 658 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $163,377,000 | 780 |
| U.S. Government securities | $65,489,000 | 1,321 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,489,000 | 1,275 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $97,888,000 | 203 |
| Privately issued residential mortgage-backed securities | $93,972,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,916,000 | 784 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $143,481,000 | 495 |
| Certificates of participation in pools of residential mortgages | $49,509,000 | 839 |
| Issued or guaranteed by U.S. | $49,509,000 | 830 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $93,972,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $93,972,000 | 118 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $145,587,000 | 140 |
| Available-for-sale securities (fair market value) | $17,790,000 | 4,252 |
| Total debt securities | $163,377,000 | 760 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $155,811,000 | 799 |
| U.S. Government securities | $59,085,000 | 1,457 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,085,000 | 1,422 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $96,726,000 | 196 |
| Privately issued residential mortgage-backed securities | $93,069,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,657,000 | 817 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $146,068,000 | 494 |
| Certificates of participation in pools of residential mortgages | $52,999,000 | 815 |
| Issued or guaranteed by U.S. | $52,999,000 | 806 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $93,069,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $93,069,000 | 126 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,990,000 | 151 |
| Available-for-sale securities (fair market value) | $18,821,000 | 4,126 |
| Total debt securities | $155,811,000 | 783 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $163,120,000 | 751 |
| U.S. Government securities | $97,427,000 | 871 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,427,000 | 852 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $65,693,000 | 257 |
| Privately issued residential mortgage-backed securities | $60,909,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,784,000 | 671 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $155,227,000 | 451 |
| Certificates of participation in pools of residential mortgages | $54,930,000 | 760 |
| Issued or guaranteed by U.S. | $54,930,000 | 752 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $100,297,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $39,388,000 | 406 |
| Privately issued | $60,909,000 | 172 |
| 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) | $146,254,000 | 140 |
| Available-for-sale securities (fair market value) | $16,866,000 | 4,351 |
| Total debt securities | $163,120,000 | 739 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $185,440,000 | 650 |
| U.S. Government securities | $107,087,000 | 767 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,087,000 | 755 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $78,353,000 | 244 |
| Privately issued residential mortgage-backed securities | $72,294,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $162,694,000 | 416 |
| Certificates of participation in pools of residential mortgages | $55,537,000 | 724 |
| Issued or guaranteed by U.S. | $55,537,000 | 713 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $107,157,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $34,863,000 | 412 |
| Privately issued | $72,294,000 | 157 |
| 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) | $164,233,000 | 123 |
| Available-for-sale securities (fair market value) | $21,207,000 | 3,766 |
| Total debt securities | $185,440,000 | 633 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $174,994,000 | 679 |
| U.S. Government securities | $114,323,000 | 724 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $114,323,000 | 709 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $60,671,000 | 291 |
| Privately issued residential mortgage-backed securities | $51,065,000 | 212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $146,342,000 | 458 |
| Certificates of participation in pools of residential mortgages | $54,409,000 | 734 |
| Issued or guaranteed by U.S. | $54,409,000 | 725 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $91,933,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $40,868,000 | 361 |
| Privately issued | $51,065,000 | 198 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $164,601,000 | 118 |
| Available-for-sale securities (fair market value) | $10,393,000 | 5,333 |
| Total debt securities | $174,994,000 | 662 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $169,472,000 | 704 |
| U.S. Government securities | $104,752,000 | 807 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $104,752,000 | 786 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $64,720,000 | 276 |
| Privately issued residential mortgage-backed securities | $51,103,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $128,575,000 | 483 |
| Certificates of participation in pools of residential mortgages | $53,016,000 | 715 |
| Issued or guaranteed by U.S. | $53,016,000 | 705 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $75,559,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $24,456,000 | 514 |
| Privately issued | $51,103,000 | 194 |
| 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) | $27,949,000 | 575 |
| Available-for-sale securities (fair market value) | $141,523,000 | 737 |
| Total debt securities | $169,472,000 | 688 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $122,347,000 | 988 |
| U.S. Government securities | $65,783,000 | 1,282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,783,000 | 1,256 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $56,564,000 | 288 |
| Privately issued residential mortgage-backed securities | $42,041,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $85,800,000 | 629 |
| Certificates of participation in pools of residential mortgages | $18,032,000 | 1,518 |
| Issued or guaranteed by U.S. | $18,032,000 | 1,510 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $67,768,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $25,727,000 | 471 |
| Privately issued | $42,041,000 | 216 |
| 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) | $28,738,000 | 588 |
| Available-for-sale securities (fair market value) | $93,609,000 | 1,121 |
| Total debt securities | $122,347,000 | 964 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $98,176,000 | 1,227 |
| U.S. Government securities | $45,539,000 | 1,833 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,539,000 | 1,792 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $52,637,000 | 292 |
| Privately issued residential mortgage-backed securities | $38,938,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $69,508,000 | 710 |
| Certificates of participation in pools of residential mortgages | $13,475,000 | 1,767 |
| Issued or guaranteed by U.S. | $13,475,000 | 1,758 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $56,033,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $17,095,000 | 594 |
| Privately issued | $38,938,000 | 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) | $33,531,000 | 537 |
| Available-for-sale securities (fair market value) | $64,645,000 | 1,566 |
| Total debt securities | $98,176,000 | 1,200 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $53,985,000 | 2,123 |
| U.S. Government securities | $29,179,000 | 2,743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,179,000 | 2,677 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $24,806,000 | 418 |
| Privately issued residential mortgage-backed securities | $24,806,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,077,000 | 959 |
| Certificates of participation in pools of residential mortgages | $9,323,000 | 2,160 |
| Issued or guaranteed by U.S. | $9,323,000 | 2,150 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $37,754,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $12,948,000 | 705 |
| Privately issued | $24,806,000 | 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) | $35,152,000 | 518 |
| Available-for-sale securities (fair market value) | $18,833,000 | 4,084 |
| Total debt securities | $53,985,000 | 2,082 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $45,722,000 | 2,479 |
| U.S. Government securities | $19,866,000 | 3,680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,866,000 | 3,587 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $25,856,000 | 419 |
| Privately issued residential mortgage-backed securities | $25,856,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,886,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $9,809,000 | 2,085 |
| Issued or guaranteed by U.S. | $9,809,000 | 2,077 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $34,077,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $8,221,000 | 966 |
| Privately issued | $25,856,000 | 244 |
| 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) | $36,858,000 | 514 |
| Available-for-sale securities (fair market value) | $8,864,000 | 5,726 |
| Total debt securities | $45,722,000 | 2,435 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $47,402,000 | 2,441 |
| U.S. Government securities | $21,020,000 | 3,592 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,020,000 | 3,495 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $26,382,000 | 406 |
| Privately issued residential mortgage-backed securities | $26,197,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $185,000 | 2,119 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,780,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $10,134,000 | 2,056 |
| Issued or guaranteed by U.S. | $10,134,000 | 2,045 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $34,646,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $8,449,000 | 952 |
| Privately issued | $26,197,000 | 233 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,538,000 | 510 |
| Available-for-sale securities (fair market value) | $8,864,000 | 5,764 |
| Total debt securities | $47,402,000 | 2,393 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $50,313,000 | 2,332 |
| U.S. Government securities | $19,396,000 | 3,847 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,396,000 | 3,742 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $30,917,000 | 378 |
| Privately issued residential mortgage-backed securities | $30,917,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,308,000 | 927 |
| Certificates of participation in pools of residential mortgages | $10,596,000 | 2,025 |
| Issued or guaranteed by U.S. | $10,596,000 | 2,011 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $39,712,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $8,795,000 | 911 |
| Privately issued | $30,917,000 | 213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,313,000 | 430 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $50,313,000 | 2,285 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $43,376,000 | 2,649 |
| U.S. Government securities | $20,838,000 | 3,659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,838,000 | 3,543 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $22,538,000 | 462 |
| Privately issued residential mortgage-backed securities | $22,538,000 | 264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,371,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $11,235,000 | 1,959 |
| Issued or guaranteed by U.S. | $11,235,000 | 1,948 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $32,136,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $9,598,000 | 858 |
| Privately issued | $22,538,000 | 251 |
| 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) | $43,376,000 | 483 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $43,376,000 | 2,608 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $39,738,000 | 2,871 |
| U.S. Government securities | $20,828,000 | 3,691 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,828,000 | 3,577 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $18,910,000 | 517 |
| Privately issued residential mortgage-backed securities | $18,910,000 | 294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,733,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $11,866,000 | 1,933 |
| Issued or guaranteed by U.S. | $11,866,000 | 1,922 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,867,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $8,957,000 | 910 |
| Privately issued | $18,910,000 | 277 |
| 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) | $39,738,000 | 531 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $39,738,000 | 2,828 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $41,557,000 | 2,758 |
| U.S. Government securities | $22,125,000 | 3,514 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,125,000 | 3,386 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $19,432,000 | 520 |
| Privately issued residential mortgage-backed securities | $19,432,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,552,000 | 1,105 |
| Certificates of participation in pools of residential mortgages | $12,246,000 | 1,907 |
| Issued or guaranteed by U.S. | $12,246,000 | 1,895 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $29,306,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $9,874,000 | 852 |
| Privately issued | $19,432,000 | 275 |
| 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) | $41,557,000 | 517 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $41,557,000 | 2,721 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $45,578,000 | 2,540 |
| U.S. Government securities | $24,948,000 | 3,195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,948,000 | 3,087 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $20,630,000 | 504 |
| Privately issued residential mortgage-backed securities | $20,630,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,572,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $12,992,000 | 1,865 |
| Issued or guaranteed by U.S. | $12,992,000 | 1,850 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,580,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $11,950,000 | 783 |
| Privately issued | $20,630,000 | 256 |
| 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) | $45,578,000 | 501 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $45,578,000 | 2,494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $50,424,000 | 2,350 |
| U.S. Government securities | $27,777,000 | 2,968 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,777,000 | 2,863 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $22,647,000 | 480 |
| Privately issued residential mortgage-backed securities | $22,647,000 | 268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,418,000 | 977 |
| Certificates of participation in pools of residential mortgages | $14,055,000 | 1,828 |
| Issued or guaranteed by U.S. | $14,055,000 | 1,814 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $36,363,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $13,716,000 | 739 |
| Privately issued | $22,647,000 | 255 |
| 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) | $50,424,000 | 466 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $50,424,000 | 2,298 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $46,355,000 | 2,541 |
| U.S. Government securities | $16,641,000 | 4,350 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,641,000 | 4,217 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $29,714,000 | 413 |
| Privately issued residential mortgage-backed securities | $29,714,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $46,349,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $14,910,000 | 1,816 |
| Issued or guaranteed by U.S. | $14,910,000 | 1,804 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $31,439,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $1,725,000 | 2,014 |
| Privately issued | $29,714,000 | 213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,355,000 | 501 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $46,355,000 | 2,502 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $37,067,000 | 3,094 |
| U.S. Government securities | $17,728,000 | 4,186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,728,000 | 4,051 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $19,339,000 | 554 |
| Privately issued residential mortgage-backed securities | $19,339,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,061,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $15,911,000 | 1,759 |
| Issued or guaranteed by U.S. | $15,911,000 | 1,750 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $21,150,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $1,811,000 | 2,023 |
| Privately issued | $19,339,000 | 267 |
| 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) | $37,067,000 | 613 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $37,067,000 | 3,040 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $40,334,000 | 2,877 |
| U.S. Government securities | $19,049,000 | 3,955 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,049,000 | 3,818 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $21,285,000 | 528 |
| Privately issued residential mortgage-backed securities | $21,285,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,327,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $17,131,000 | 1,668 |
| Issued or guaranteed by U.S. | $17,131,000 | 1,660 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $23,196,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $1,911,000 | 2,000 |
| Privately issued | $21,285,000 | 229 |
| 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) | $40,334,000 | 564 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $40,334,000 | 2,825 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $39,397,000 | 2,986 |
| U.S. Government securities | $20,057,000 | 3,878 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,057,000 | 3,740 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $19,340,000 | 554 |
| Privately issued residential mortgage-backed securities | $19,340,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,390,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $18,030,000 | 1,634 |
| Issued or guaranteed by U.S. | $18,030,000 | 1,625 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $21,360,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 1,985 |
| Privately issued | $19,340,000 | 236 |
| 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) | $39,397,000 | 579 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $39,397,000 | 2,921 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $36,827,000 | 3,132 |
| U.S. Government securities | $2,237,000 | 8,063 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,237,000 | 7,905 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $34,590,000 | 400 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,590,000 | 220 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,229,000 | 5,078 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,229,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $2,229,000 | 1,968 |
| 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) | $36,827,000 | 594 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $36,827,000 | 3,066 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $23,941,000 | 4,336 |
| U.S. Government securities | $2,128,000 | 8,186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,128,000 | 8,021 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $21,813,000 | 518 |
| Privately issued residential mortgage-backed securities | $21,813,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,933,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $21,813,000 | 1,445 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $21,813,000 | 41 |
| Collaterized mortgage obligations | $2,120,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $2,120,000 | 2,100 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,941,000 | 827 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $23,941,000 | 4,259 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $27,809,000 | 3,839 |
| U.S. Government securities | $4,592,000 | 7,267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,592,000 | 7,090 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $23,217,000 | 518 |
| Privately issued residential mortgage-backed securities | $23,217,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,800,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $23,217,000 | 1,382 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $23,217,000 | 39 |
| Collaterized mortgage obligations | $4,583,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $4,583,000 | 1,571 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,809,000 | 731 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $27,809,000 | 3,766 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $30,036,000 | 3,551 |
| U.S. Government securities | $4,771,000 | 7,166 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,771,000 | 6,988 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $25,265,000 | 501 |
| Privately issued residential mortgage-backed securities | $25,265,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,026,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $25,265,000 | 1,293 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $25,265,000 | 37 |
| Collaterized mortgage obligations | $4,761,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $4,761,000 | 1,666 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,036,000 | 669 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $30,036,000 | 3,477 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $17,325,000 | 5,096 |
| U.S. Government securities | $4,907,000 | 7,182 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,907,000 | 6,980 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $12,418,000 | 810 |
| Privately issued residential mortgage-backed securities | $12,418,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,314,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $12,418,000 | 2,077 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $12,418,000 | 49 |
| Collaterized mortgage obligations | $4,896,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $4,896,000 | 1,711 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,325,000 | 1,027 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $17,325,000 | 4,997 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $5,014,000 | 7,832 |
| U.S. Government securities | $5,014,000 | 7,161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,014,000 | 6,951 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,003,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,003,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $5,003,000 | 1,723 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,014,000 | 2,175 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $5,014,000 | 7,755 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $15,000 | 9,416 |
| U.S. Government securities | $15,000 | 9,287 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,000 | 9,160 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $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 | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000 | 5,032 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $15,000 | 9,363 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $598,000 | 9,609 |
| U.S. Government securities | $22,000 | 9,612 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,000 | 9,453 |
| 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 | $576,000 | 3,543 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $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 | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,000 | 5,626 |
| Available-for-sale securities (fair market value) | $576,000 | 8,697 |
| Total debt securities | $22,000 | 9,671 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $0 | 10,148 |
| U.S. Government securities | $26,000 | 9,956 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,000 | 9,754 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $26,000 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| 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 | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $26,000 | 10,004 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $26,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |