Home > FirstBank of Longmont > Securities
FirstBank of Longmont, Securities
| 2010-09-30 | Rank | |
| Total securities | $241,295,000 | 564 |
| U.S. Government securities | $162,328,000 | 605 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $162,328,000 | 573 |
| Securities issued by states & political subdivisions | $49,760,000 | 478 |
| Other domestic debt securities | $29,207,000 | 389 |
| Privately issued residential mortgage-backed securities | $29,124,000 | 214 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $83,000 | 2,082 |
| 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 | $71,860,000 | 747 |
| Mortgage-backed securities | $176,424,000 | 391 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,789 |
| Issued or guaranteed by U.S. | $7,000 | 5,774 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $176,417,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $147,293,000 | 206 |
| Privately issued | $29,124,000 | 205 |
| 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) | $123,161,000 | 160 |
| Available-for-sale securities (fair market value) | $118,134,000 | 994 |
| Total debt securities | $241,296,000 | 553 |
| Structured notes | ||
| Amortized cost | $9,973,000 | 631 |
| Fair value | $10,017,000 | 631 |
| 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 | $230,415,000 | 571 |
| U.S. Government securities | $151,643,000 | 638 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $151,643,000 | 611 |
| Securities issued by states & political subdivisions | $49,178,000 | 450 |
| Other domestic debt securities | $29,594,000 | 382 |
| Privately issued residential mortgage-backed securities | $29,511,000 | 214 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $83,000 | 2,049 |
| 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 | $73,013,000 | 750 |
| Mortgage-backed securities | $166,095,000 | 404 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,844 |
| Issued or guaranteed by U.S. | $7,000 | 5,832 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $166,088,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $136,577,000 | 210 |
| Privately issued | $29,511,000 | 206 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $109,665,000 | 179 |
| Available-for-sale securities (fair market value) | $120,750,000 | 976 |
| Total debt securities | $230,415,000 | 563 |
| Structured notes | ||
| Amortized cost | $9,973,000 | 681 |
| Fair value | $10,041,000 | 665 |
| 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 | $224,995,000 | 588 |
| U.S. Government securities | $146,608,000 | 661 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $146,608,000 | 631 |
| Securities issued by states & political subdivisions | $48,185,000 | 442 |
| Other domestic debt securities | $30,202,000 | 389 |
| Privately issued residential mortgage-backed securities | $30,119,000 | 226 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $83,000 | 2,070 |
| 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 | $74,530,000 | 754 |
| Mortgage-backed securities | $171,726,000 | 406 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,940 |
| Issued or guaranteed by U.S. | $8,000 | 5,929 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $171,718,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $141,599,000 | 200 |
| Privately issued | $30,119,000 | 218 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $111,406,000 | 171 |
| Available-for-sale securities (fair market value) | $113,589,000 | 1,040 |
| Total debt securities | $224,996,000 | 581 |
| Structured notes | ||
| Amortized cost | $5,001,000 | 953 |
| Fair value | $5,002,000 | 973 |
| 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 | $227,472,000 | 571 |
| U.S. Government securities | $147,608,000 | 630 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $147,608,000 | 605 |
| Securities issued by states & political subdivisions | $48,792,000 | 434 |
| Other domestic debt securities | $31,072,000 | 396 |
| Privately issued residential mortgage-backed securities | $30,989,000 | 233 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $83,000 | 2,125 |
| 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 | $77,917,000 | 723 |
| Mortgage-backed securities | $178,597,000 | 399 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,000 |
| Issued or guaranteed by U.S. | $8,000 | 5,986 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $178,589,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $147,600,000 | 178 |
| Privately issued | $30,989,000 | 226 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $115,040,000 | 164 |
| Available-for-sale securities (fair market value) | $112,432,000 | 1,013 |
| Total debt securities | $227,472,000 | 564 |
| 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 | $221,015,000 | 586 |
| U.S. Government securities | $142,482,000 | 636 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $142,482,000 | 609 |
| Securities issued by states & political subdivisions | $46,604,000 | 462 |
| Other domestic debt securities | $31,929,000 | 423 |
| Privately issued residential mortgage-backed securities | $31,846,000 | 249 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $83,000 | 2,217 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,774,000 | 700 |
| Mortgage-backed securities | $174,328,000 | 429 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,090 |
| Issued or guaranteed by U.S. | $8,000 | 6,071 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $174,320,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $142,474,000 | 176 |
| Privately issued | $31,846,000 | 241 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $118,363,000 | 170 |
| Available-for-sale securities (fair market value) | $102,652,000 | 1,091 |
| Total debt securities | $221,014,000 | 571 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $222,996,000 | 570 |
| U.S. Government securities | $149,895,000 | 603 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $149,895,000 | 579 |
| Securities issued by states & political subdivisions | $41,182,000 | 505 |
| Other domestic debt securities | $31,919,000 | 440 |
| Privately issued residential mortgage-backed securities | $31,836,000 | 259 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $83,000 | 2,315 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,884,000 | 669 |
| Mortgage-backed securities | $181,731,000 | 411 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,144 |
| Issued or guaranteed by U.S. | $8,000 | 6,122 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $181,723,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $149,887,000 | 162 |
| Privately issued | $31,836,000 | 251 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $120,473,000 | 168 |
| Available-for-sale securities (fair market value) | $102,523,000 | 1,060 |
| Total debt securities | $222,995,000 | 555 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $227,678,000 | 548 |
| U.S. Government securities | $151,715,000 | 600 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $151,715,000 | 577 |
| Securities issued by states & political subdivisions | $41,453,000 | 477 |
| Other domestic debt securities | $34,510,000 | 394 |
| Privately issued residential mortgage-backed securities | $34,427,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,439 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,767,000 | 655 |
| Mortgage-backed securities | $186,142,000 | 409 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,196 |
| Issued or guaranteed by U.S. | $9,000 | 6,179 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $186,133,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $151,706,000 | 162 |
| Privately issued | $34,427,000 | 259 |
| 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) | $128,296,000 | 165 |
| Available-for-sale securities (fair market value) | $99,382,000 | 1,087 |
| Total debt securities | $227,678,000 | 536 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $232,007,000 | 531 |
| U.S. Government securities | $155,476,000 | 572 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $155,476,000 | 560 |
| Securities issued by states & political subdivisions | $41,738,000 | 460 |
| Other domestic debt securities | $34,793,000 | 376 |
| Privately issued residential mortgage-backed securities | $34,710,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,373 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,775,000 | 2,159 |
| Mortgage-backed securities | $190,186,000 | 382 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,229 |
| Issued or guaranteed by U.S. | $9,000 | 6,207 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $190,177,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $155,467,000 | 151 |
| Privately issued | $34,710,000 | 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) | $129,313,000 | 159 |
| Available-for-sale securities (fair market value) | $102,694,000 | 1,024 |
| Total debt securities | $232,008,000 | 515 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $243,071,000 | 494 |
| U.S. Government securities | $162,117,000 | 526 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $162,117,000 | 514 |
| Securities issued by states & political subdivisions | $43,344,000 | 420 |
| Other domestic debt securities | $37,610,000 | 363 |
| Privately issued residential mortgage-backed securities | $36,527,000 | 259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,083,000 | 1,423 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,607,000 | 1,840 |
| Mortgage-backed securities | $198,644,000 | 354 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,265 |
| Issued or guaranteed by U.S. | $9,000 | 6,244 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $198,635,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $162,108,000 | 141 |
| Privately issued | $36,527,000 | 247 |
| 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) | $129,845,000 | 155 |
| Available-for-sale securities (fair market value) | $113,226,000 | 901 |
| Total debt securities | $243,072,000 | 484 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $250,818,000 | 499 |
| U.S. Government securities | $167,763,000 | 509 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $167,763,000 | 495 |
| Securities issued by states & political subdivisions | $44,581,000 | 415 |
| Other domestic debt securities | $38,474,000 | 370 |
| Privately issued residential mortgage-backed securities | $36,772,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,702,000 | 1,283 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,038,000 | 2,085 |
| Mortgage-backed securities | $204,535,000 | 343 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,274 |
| Issued or guaranteed by U.S. | $10,000 | 6,249 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $204,525,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $167,753,000 | 141 |
| Privately issued | $36,772,000 | 248 |
| 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) | $131,111,000 | 151 |
| Available-for-sale securities (fair market value) | $119,707,000 | 887 |
| Total debt securities | $250,817,000 | 480 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $255,841,000 | 493 |
| U.S. Government securities | $171,459,000 | 496 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $171,459,000 | 487 |
| Securities issued by states & political subdivisions | $45,901,000 | 402 |
| Other domestic debt securities | $38,481,000 | 366 |
| Privately issued residential mortgage-backed securities | $36,774,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,707,000 | 1,233 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,055,000 | 2,067 |
| Mortgage-backed securities | $208,233,000 | 343 |
| Certificates of participation in pools of residential mortgages | $10,000 | 6,274 |
| Issued or guaranteed by U.S. | $10,000 | 6,244 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $208,223,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $171,449,000 | 134 |
| Privately issued | $36,774,000 | 243 |
| 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) | $130,043,000 | 143 |
| Available-for-sale securities (fair market value) | $125,798,000 | 843 |
| Total debt securities | $255,840,000 | 476 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $250,242,000 | 493 |
| U.S. Government securities | $170,504,000 | 510 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $170,504,000 | 499 |
| Securities issued by states & political subdivisions | $40,486,000 | 463 |
| Other domestic debt securities | $39,252,000 | 358 |
| Privately issued residential mortgage-backed securities | $37,339,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,913,000 | 1,108 |
| 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 | $21,997,000 | 2,056 |
| Mortgage-backed securities | $207,843,000 | 320 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,210 |
| Issued or guaranteed by U.S. | $11,000 | 6,190 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $207,832,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $170,493,000 | 133 |
| Privately issued | $37,339,000 | 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) | $128,870,000 | 154 |
| Available-for-sale securities (fair market value) | $121,372,000 | 858 |
| Total debt securities | $250,240,000 | 481 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $235,057,000 | 533 |
| U.S. Government securities | $154,746,000 | 554 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $154,746,000 | 542 |
| Securities issued by states & political subdivisions | $40,483,000 | 454 |
| Other domestic debt securities | $39,828,000 | 337 |
| Privately issued residential mortgage-backed securities | $37,745,000 | 223 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,083,000 | 1,017 |
| 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 | $22,612,000 | 1,996 |
| Mortgage-backed securities | $192,491,000 | 330 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,172 |
| Issued or guaranteed by U.S. | $11,000 | 6,150 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $192,480,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $154,735,000 | 136 |
| Privately issued | $37,745,000 | 214 |
| 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) | $129,097,000 | 153 |
| Available-for-sale securities (fair market value) | $105,960,000 | 998 |
| Total debt securities | $235,057,000 | 518 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $227,145,000 | 548 |
| U.S. Government securities | $145,786,000 | 593 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $145,786,000 | 584 |
| Securities issued by states & political subdivisions | $41,502,000 | 436 |
| Other domestic debt securities | $39,857,000 | 336 |
| Privately issued residential mortgage-backed securities | $37,774,000 | 221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,083,000 | 968 |
| 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 | $22,631,000 | 1,980 |
| Mortgage-backed securities | $183,560,000 | 338 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,205 |
| Issued or guaranteed by U.S. | $11,000 | 6,184 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $183,549,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $145,775,000 | 151 |
| Privately issued | $37,774,000 | 210 |
| 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) | $120,094,000 | 168 |
| Available-for-sale securities (fair market value) | $107,051,000 | 983 |
| Total debt securities | $227,144,000 | 534 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $208,013,000 | 605 |
| U.S. Government securities | $129,578,000 | 657 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $129,578,000 | 645 |
| Securities issued by states & political subdivisions | $41,442,000 | 439 |
| Other domestic debt securities | $36,993,000 | 342 |
| Privately issued residential mortgage-backed securities | $34,910,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,083,000 | 988 |
| 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 | $22,655,000 | 1,983 |
| Mortgage-backed securities | $154,522,000 | 396 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,226 |
| Issued or guaranteed by U.S. | $11,000 | 6,203 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $154,511,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $119,601,000 | 166 |
| Privately issued | $34,910,000 | 215 |
| 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) | $91,461,000 | 227 |
| Available-for-sale securities (fair market value) | $116,552,000 | 887 |
| Total debt securities | $208,011,000 | 584 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $189,167,000 | 665 |
| U.S. Government securities | $129,686,000 | 691 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $129,686,000 | 677 |
| Securities issued by states & political subdivisions | $43,623,000 | 403 |
| Other domestic debt securities | $15,858,000 | 538 |
| Privately issued residential mortgage-backed securities | $15,775,000 | 309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,228 |
| 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 | $21,864,000 | 2,054 |
| Mortgage-backed securities | $135,545,000 | 444 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,226 |
| Issued or guaranteed by U.S. | $14,000 | 6,201 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $135,531,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $119,756,000 | 175 |
| Privately issued | $15,775,000 | 295 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,324,000 | 283 |
| Available-for-sale securities (fair market value) | $115,843,000 | 912 |
| Total debt securities | $189,167,000 | 646 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $207,872,000 | 616 |
| U.S. Government securities | $145,586,000 | 641 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $145,586,000 | 622 |
| Securities issued by states & political subdivisions | $46,425,000 | 371 |
| Other domestic debt securities | $15,861,000 | 548 |
| Privately issued residential mortgage-backed securities | $15,778,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,274 |
| 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 | $22,954,000 | 1,962 |
| Mortgage-backed securities | $136,014,000 | 447 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,250 |
| Issued or guaranteed by U.S. | $16,000 | 6,223 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $135,998,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $120,220,000 | 178 |
| Privately issued | $15,778,000 | 306 |
| 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) | $76,054,000 | 286 |
| Available-for-sale securities (fair market value) | $131,818,000 | 793 |
| Total debt securities | $207,872,000 | 602 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $194,928,000 | 660 |
| U.S. Government securities | $138,683,000 | 676 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $138,683,000 | 658 |
| Securities issued by states & political subdivisions | $46,503,000 | 367 |
| Other domestic debt securities | $9,742,000 | 723 |
| Privately issued residential mortgage-backed securities | $9,659,000 | 391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,353 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,468,000 | 1,968 |
| Mortgage-backed securities | $128,702,000 | 462 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,288 |
| Issued or guaranteed by U.S. | $17,000 | 6,265 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $128,685,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $119,026,000 | 178 |
| Privately issued | $9,659,000 | 370 |
| 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) | $69,735,000 | 313 |
| Available-for-sale securities (fair market value) | $125,193,000 | 824 |
| Total debt securities | $194,928,000 | 643 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $177,260,000 | 737 |
| U.S. Government securities | $120,732,000 | 767 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $120,732,000 | 746 |
| Securities issued by states & political subdivisions | $46,663,000 | 364 |
| Other domestic debt securities | $9,865,000 | 738 |
| Privately issued residential mortgage-backed securities | $9,782,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,458 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,571,000 | 1,946 |
| Mortgage-backed securities | $110,903,000 | 526 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,316 |
| Issued or guaranteed by U.S. | $18,000 | 6,295 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $110,885,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $101,103,000 | 194 |
| Privately issued | $9,782,000 | 368 |
| 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) | $70,375,000 | 319 |
| Available-for-sale securities (fair market value) | $106,885,000 | 1,003 |
| Total debt securities | $177,260,000 | 722 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $170,984,000 | 750 |
| U.S. Government securities | $112,789,000 | 825 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $112,789,000 | 799 |
| Securities issued by states & political subdivisions | $48,164,000 | 348 |
| Other domestic debt securities | $10,031,000 | 735 |
| Privately issued residential mortgage-backed securities | $9,948,000 | 381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,580 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,628,000 | 1,928 |
| Mortgage-backed securities | $103,156,000 | 548 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,368 |
| Issued or guaranteed by U.S. | $19,000 | 6,348 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $103,137,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $93,189,000 | 208 |
| Privately issued | $9,948,000 | 361 |
| 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) | $62,220,000 | 365 |
| Available-for-sale securities (fair market value) | $108,764,000 | 977 |
| Total debt securities | $170,984,000 | 730 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $175,892,000 | 725 |
| U.S. Government securities | $114,751,000 | 798 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $114,751,000 | 769 |
| Securities issued by states & political subdivisions | $50,992,000 | 326 |
| Other domestic debt securities | $10,149,000 | 739 |
| Privately issued residential mortgage-backed securities | $10,066,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,643 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,320,000 | 1,906 |
| Mortgage-backed securities | $105,183,000 | 549 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,389 |
| Issued or guaranteed by U.S. | $21,000 | 6,372 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $105,162,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $95,096,000 | 206 |
| Privately issued | $10,066,000 | 352 |
| 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) | $64,304,000 | 368 |
| Available-for-sale securities (fair market value) | $111,588,000 | 925 |
| Total debt securities | $175,892,000 | 709 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $174,862,000 | 730 |
| U.S. Government securities | $112,798,000 | 810 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $112,798,000 | 781 |
| Securities issued by states & political subdivisions | $51,812,000 | 322 |
| Other domestic debt securities | $10,252,000 | 748 |
| Privately issued residential mortgage-backed securities | $10,169,000 | 372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,715 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,986,000 | 2,872 |
| Mortgage-backed securities | $98,242,000 | 586 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,430 |
| Issued or guaranteed by U.S. | $22,000 | 6,411 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $98,220,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $88,051,000 | 224 |
| Privately issued | $10,169,000 | 351 |
| 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) | $53,306,000 | 442 |
| Available-for-sale securities (fair market value) | $121,556,000 | 848 |
| Total debt securities | $174,863,000 | 713 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $172,616,000 | 745 |
| U.S. Government securities | $113,676,000 | 828 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $113,676,000 | 795 |
| Securities issued by states & political subdivisions | $48,542,000 | 331 |
| Other domestic debt securities | $10,398,000 | 757 |
| Privately issued residential mortgage-backed securities | $10,315,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,791 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,960,000 | 2,872 |
| Mortgage-backed securities | $99,413,000 | 595 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,501 |
| Issued or guaranteed by U.S. | $24,000 | 6,483 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $99,389,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $89,074,000 | 233 |
| Privately issued | $10,315,000 | 334 |
| 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) | $53,345,000 | 447 |
| Available-for-sale securities (fair market value) | $119,271,000 | 893 |
| Total debt securities | $172,615,000 | 729 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $175,023,000 | 748 |
| U.S. Government securities | $115,296,000 | 830 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $115,296,000 | 792 |
| Securities issued by states & political subdivisions | $48,803,000 | 333 |
| Other domestic debt securities | $10,924,000 | 762 |
| Privately issued residential mortgage-backed securities | $10,841,000 | 350 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,869 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,223,000 | 2,667 |
| Mortgage-backed securities | $101,312,000 | 602 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,537 |
| Issued or guaranteed by U.S. | $26,000 | 6,525 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $101,286,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $90,445,000 | 235 |
| Privately issued | $10,841,000 | 322 |
| 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) | $44,293,000 | 509 |
| Available-for-sale securities (fair market value) | $130,730,000 | 831 |
| Total debt securities | $175,023,000 | 730 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $198,877,000 | 670 |
| U.S. Government securities | $137,648,000 | 712 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $137,648,000 | 679 |
| Securities issued by states & political subdivisions | $49,674,000 | 330 |
| Other domestic debt securities | $11,555,000 | 742 |
| Privately issued residential mortgage-backed securities | $11,472,000 | 324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 2,939 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,146,000 | 2,398 |
| Mortgage-backed securities | $121,123,000 | 538 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,550 |
| Issued or guaranteed by U.S. | $30,000 | 6,537 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $121,093,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $109,621,000 | 211 |
| Privately issued | $11,472,000 | 294 |
| 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) | $45,105,000 | 497 |
| Available-for-sale securities (fair market value) | $153,772,000 | 716 |
| Total debt securities | $198,879,000 | 655 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $183,687,000 | 724 |
| U.S. Government securities | $125,463,000 | 779 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $125,463,000 | 750 |
| Securities issued by states & political subdivisions | $46,501,000 | 340 |
| Other domestic debt securities | $11,723,000 | 746 |
| Privately issued residential mortgage-backed securities | $11,641,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,000 | 3,046 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,405,000 | 2,165 |
| Mortgage-backed securities | $119,283,000 | 544 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,592 |
| Issued or guaranteed by U.S. | $35,000 | 6,580 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $119,248,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $107,607,000 | 221 |
| Privately issued | $11,641,000 | 291 |
| 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) | $33,814,000 | 663 |
| Available-for-sale securities (fair market value) | $149,873,000 | 748 |
| Total debt securities | $183,687,000 | 706 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $187,166,000 | 723 |
| U.S. Government securities | $126,694,000 | 780 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $126,694,000 | 753 |
| Securities issued by states & political subdivisions | $47,488,000 | 338 |
| Other domestic debt securities | $12,984,000 | 754 |
| Privately issued residential mortgage-backed securities | $12,902,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,000 | 3,122 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,773,000 | 2,113 |
| Mortgage-backed securities | $121,465,000 | 555 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,565 |
| Issued or guaranteed by U.S. | $42,000 | 6,549 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $121,423,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $108,521,000 | 227 |
| Privately issued | $12,902,000 | 297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,784,000 | 660 |
| Available-for-sale securities (fair market value) | $154,382,000 | 731 |
| Total debt securities | $187,165,000 | 705 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $164,112,000 | 826 |
| U.S. Government securities | $111,025,000 | 909 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $111,025,000 | 873 |
| Securities issued by states & political subdivisions | $47,922,000 | 338 |
| Other domestic debt securities | $5,165,000 | 1,253 |
| Privately issued residential mortgage-backed securities | $5,082,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 3,260 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,734,000 | 2,047 |
| Mortgage-backed securities | $111,010,000 | 603 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,579 |
| Issued or guaranteed by U.S. | $50,000 | 6,558 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $110,960,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $105,878,000 | 245 |
| Privately issued | $5,082,000 | 321 |
| 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) | $32,764,000 | 663 |
| Available-for-sale securities (fair market value) | $131,348,000 | 876 |
| Total debt securities | $164,112,000 | 805 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $161,709,000 | 830 |
| U.S. Government securities | $107,826,000 | 921 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $107,826,000 | 888 |
| Securities issued by states & political subdivisions | $47,520,000 | 339 |
| Other domestic debt securities | $6,363,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $6,281,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,000 | 3,365 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,755,000 | 1,986 |
| Mortgage-backed securities | $108,996,000 | 615 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,614 |
| Issued or guaranteed by U.S. | $55,000 | 6,591 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $108,941,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $102,660,000 | 257 |
| Privately issued | $6,281,000 | 300 |
| 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) | $32,424,000 | 650 |
| Available-for-sale securities (fair market value) | $129,285,000 | 889 |
| Total debt securities | $161,709,000 | 801 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $162,187,000 | 815 |
| U.S. Government securities | $100,715,000 | 936 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $100,715,000 | 898 |
| Securities issued by states & political subdivisions | $50,910,000 | 302 |
| Other domestic debt securities | $10,562,000 | 881 |
| Privately issued residential mortgage-backed securities | $10,479,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 3,387 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,946,000 | 2,427 |
| Mortgage-backed securities | $106,040,000 | 626 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,616 |
| Issued or guaranteed by U.S. | $60,000 | 6,597 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $105,980,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $95,501,000 | 286 |
| Privately issued | $10,479,000 | 258 |
| 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) | $32,455,000 | 631 |
| Available-for-sale securities (fair market value) | $129,732,000 | 858 |
| Total debt securities | $162,189,000 | 788 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $158,637,000 | 817 |
| U.S. Government securities | $96,410,000 | 986 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $96,410,000 | 944 |
| Securities issued by states & political subdivisions | $49,346,000 | 298 |
| Other domestic debt securities | $12,881,000 | 787 |
| Privately issued residential mortgage-backed securities | $12,799,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,000 | 3,436 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,890,000 | 2,585 |
| Mortgage-backed securities | $102,103,000 | 649 |
| Certificates of participation in pools of residential mortgages | $86,000 | 6,537 |
| Issued or guaranteed by U.S. | $86,000 | 6,518 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $102,017,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $89,218,000 | 291 |
| Privately issued | $12,799,000 | 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) | $31,658,000 | 631 |
| Available-for-sale securities (fair market value) | $126,979,000 | 879 |
| Total debt securities | $158,638,000 | 786 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $155,320,000 | 813 |
| U.S. Government securities | $93,860,000 | 987 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $93,860,000 | 942 |
| Securities issued by states & political subdivisions | $49,901,000 | 287 |
| Other domestic debt securities | $11,559,000 | 850 |
| Privately issued residential mortgage-backed securities | $11,476,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 3,471 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,685,000 | 2,460 |
| Mortgage-backed securities | $98,216,000 | 634 |
| Certificates of participation in pools of residential mortgages | $97,000 | 6,491 |
| Issued or guaranteed by U.S. | $97,000 | 6,470 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $98,119,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $86,643,000 | 285 |
| Privately issued | $11,476,000 | 239 |
| 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) | $31,685,000 | 626 |
| Available-for-sale securities (fair market value) | $123,635,000 | 860 |
| Total debt securities | $155,320,000 | 783 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $121,312,000 | 942 |
| U.S. Government securities | $57,524,000 | 1,411 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $57,524,000 | 1,334 |
| Securities issued by states & political subdivisions | $44,013,000 | 310 |
| Other domestic debt securities | $19,775,000 | 610 |
| Privately issued residential mortgage-backed securities | $19,692,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 3,460 |
| 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 | $12,610,000 | 2,534 |
| Mortgage-backed securities | $73,132,000 | 717 |
| Certificates of participation in pools of residential mortgages | $128,000 | 6,420 |
| Issued or guaranteed by U.S. | $128,000 | 6,395 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $73,004,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $53,312,000 | 390 |
| Privately issued | $19,692,000 | 217 |
| 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) | $28,739,000 | 688 |
| Available-for-sale securities (fair market value) | $92,573,000 | 1,025 |
| Total debt securities | $121,312,000 | 906 |
| 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 | $98,289,000 | 1,141 |
| U.S. Government securities | $45,367,000 | 1,767 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $45,367,000 | 1,634 |
| Securities issued by states & political subdivisions | $42,047,000 | 313 |
| Other domestic debt securities | $10,050,000 | 802 |
| Privately issued residential mortgage-backed securities | $9,967,000 | 283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 3,218 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $825,000 | 2,854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,122,000 | 2,229 |
| Mortgage-backed securities | $30,861,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $171,000 | 6,155 |
| Issued or guaranteed by U.S. | $171,000 | 6,133 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $30,690,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $20,723,000 | 591 |
| Privately issued | $9,967,000 | 248 |
| 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) | $50,841,000 | 507 |
| Available-for-sale securities (fair market value) | $47,448,000 | 1,823 |
| Total debt securities | $97,464,000 | 1,102 |
| 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 | $82,031,000 | 1,401 |
| U.S. Government securities | $43,956,000 | 1,908 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $43,956,000 | 1,726 |
| Securities issued by states & political subdivisions | $29,201,000 | 506 |
| Other domestic debt securities | $8,049,000 | 928 |
| Privately issued residential mortgage-backed securities | $7,966,000 | 329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,000 | 3,048 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $825,000 | 2,770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,171,000 | 2,318 |
| Mortgage-backed securities | $29,903,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $225,000 | 6,307 |
| Issued or guaranteed by U.S. | $225,000 | 6,290 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $29,678,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $21,712,000 | 629 |
| Privately issued | $7,966,000 | 287 |
| 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) | $49,263,000 | 560 |
| Available-for-sale securities (fair market value) | $32,768,000 | 2,616 |
| Total debt securities | $81,206,000 | 1,358 |
| 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 | $79,637,000 | 1,483 |
| U.S. Government securities | $49,242,000 | 1,766 |
| U.S. Treasury securities | $100,000 | 6,739 |
| U.S. Government agency obligations | $49,142,000 | 1,508 |
| Securities issued by states & political subdivisions | $23,649,000 | 654 |
| Other domestic debt securities | $5,977,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $5,977,000 | 343 |
| 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 | $0 | 363 |
| Equity securities | $769,000 | 2,782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,738,000 | 3,355 |
| Mortgage-backed securities | $25,440,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $343,000 | 6,278 |
| Issued or guaranteed by U.S. | $343,000 | 6,260 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $25,097,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $19,120,000 | 709 |
| Privately issued | $5,977,000 | 286 |
| 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) | $46,023,000 | 647 |
| Available-for-sale securities (fair market value) | $33,614,000 | 2,494 |
| Total debt securities | $78,868,000 | 1,435 |
| 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 | $40,448,000 | 2,796 |
| U.S. Government securities | $27,183,000 | 3,196 |
| U.S. Treasury securities | $100,000 | 7,848 |
| U.S. Government agency obligations | $27,083,000 | 2,504 |
| Securities issued by states & political subdivisions | $12,492,000 | 1,140 |
| 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 | $0 | 390 |
| Equity securities | $773,000 | 2,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,485,000 | 3,290 |
| Mortgage-backed securities | $1,433,000 | 5,889 |
| Certificates of participation in pools of residential mortgages | $463,000 | 6,227 |
| Issued or guaranteed by U.S. | $463,000 | 6,207 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $970,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 3,343 |
| 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) | $36,008,000 | 977 |
| Available-for-sale securities (fair market value) | $4,440,000 | 7,708 |
| Total debt securities | $39,675,000 | 2,750 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $32,914,000 | 3,638 |
| U.S. Government securities | $23,077,000 | 3,984 |
| U.S. Treasury securities | $1,020,000 | 7,094 |
| U.S. Government agency obligations | $22,057,000 | 3,095 |
| Securities issued by states & political subdivisions | $9,117,000 | 1,598 |
| 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 | $0 | 466 |
| Equity securities | $720,000 | 2,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,651,000 | 2,268 |
| Mortgage-backed securities | $2,719,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $669,000 | 6,343 |
| Issued or guaranteed by U.S. | $669,000 | 6,327 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,050,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $2,050,000 | 2,909 |
| 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) | $24,827,000 | 1,581 |
| Available-for-sale securities (fair market value) | $8,087,000 | 6,597 |
| Total debt securities | $32,194,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $15,653,000 | 6,537 |
| U.S. Government securities | $12,528,000 | 6,408 |
| U.S. Treasury securities | $1,052,000 | 8,317 |
| U.S. Government agency obligations | $11,476,000 | 5,024 |
| Securities issued by states & political subdivisions | $2,477,000 | 4,408 |
| 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 | $0 | 553 |
| Equity securities | $648,000 | 2,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,226,000 | 2,327 |
| Mortgage-backed securities | $4,339,000 | 4,769 |
| Certificates of participation in pools of residential mortgages | $1,208,000 | 5,791 |
| Issued or guaranteed by U.S. | $1,208,000 | 5,759 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,131,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $3,131,000 | 2,656 |
| 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) | $6,816,000 | 4,289 |
| Available-for-sale securities (fair market value) | $8,837,000 | 6,523 |
| Total debt securities | $15,005,000 | 6,574 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $19,002,000 | 6,102 |
| U.S. Government securities | $15,437,000 | 5,935 |
| U.S. Treasury securities | $1,068,000 | 9,470 |
| U.S. Government agency obligations | $14,369,000 | 4,141 |
| Securities issued by states & political subdivisions | $3,088,000 | 4,119 |
| 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 | $0 | 600 |
| Equity securities | $477,000 | 3,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,943,000 | 1,973 |
| Mortgage-backed securities | $5,355,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $1,500,000 | 5,742 |
| Issued or guaranteed by U.S. | $1,500,000 | 5,716 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,855,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $3,855,000 | 2,538 |
| 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) | $15,460,000 | 4,220 |
| Available-for-sale securities (fair market value) | $3,542,000 | 7,751 |
| Total debt securities | $18,525,000 | 6,118 |
| 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 | $28,216,000 | 4,725 |
| U.S. Government securities | $23,996,000 | 4,407 |
| U.S. Treasury securities | $1,093,000 | 9,718 |
| U.S. Government agency obligations | $22,903,000 | 2,939 |
| Securities issued by states & political subdivisions | $4,220,000 | 3,423 |
| 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 | $0 | 649 |
| 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 | $16,353,000 | 1,794 |
| Mortgage-backed securities | $7,824,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $2,446,000 | 5,325 |
| Issued or guaranteed by U.S. | $2,446,000 | 5,286 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,378,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $5,378,000 | 2,356 |
| 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 | $28,216,000 | 4,604 |
| 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 | $3,076,000 | 12,543 |
| U.S. Government securities | $3,076,000 | 12,038 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $3,076,000 | 9,471 |
| 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 | $1,003,000 | 8,665 |
| Mortgage-backed securities | $942,000 | 9,033 |
| 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 | $942,000 | 5,193 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 4,817 |
| 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 | $3,076,000 | 12,433 |
| 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 |