Home > Intervest National Bank > Securities
Intervest National Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $204,832,000 | 737 |
| U.S. Government securities | $203,294,000 | 526 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $203,294,000 | 507 |
| Securities issued by states & political subdivisions | $527,000 | 4,961 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,011,000 | 559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,191,000 | 1,368 |
| Mortgage-backed securities | $57,504,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $44,829,000 | 915 |
| Issued or guaranteed by U.S. | $44,829,000 | 913 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $551,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $551,000 | 2,906 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $12,124,000 | 292 |
| Commercial mortgage pass-through securities | $12,124,000 | 166 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $204,832,000 | 632 |
| Total debt securities | $203,820,000 | 732 |
| Structured notes | ||
| Amortized cost | $34,834,000 | 89 |
| Fair value | $34,619,000 | 88 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $305,348,000 | 501 |
| U.S. Government securities | $303,274,000 | 371 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $303,274,000 | 356 |
| Securities issued by states & political subdivisions | $529,000 | 5,013 |
| Other domestic debt securities | $548,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $548,000 | 510 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $997,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,954,000 | 1,306 |
| Mortgage-backed securities | $79,690,000 | 821 |
| Certificates of participation in pools of residential mortgages | $62,934,000 | 696 |
| Issued or guaranteed by U.S. | $62,934,000 | 695 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $548,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $548,000 | 485 |
| Commercial mortgage-backed securities | $16,208,000 | 244 |
| Commercial mortgage pass-through securities | $16,208,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $305,348,000 | 430 |
| Total debt securities | $304,351,000 | 499 |
| Structured notes | ||
| Amortized cost | $53,753,000 | 70 |
| Fair value | $53,311,000 | 68 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $359,332,000 | 440 |
| U.S. Government securities | $357,256,000 | 314 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $357,256,000 | 304 |
| Securities issued by states & political subdivisions | $531,000 | 5,071 |
| Other domestic debt securities | $551,000 | 2,036 |
| Privately issued residential mortgage-backed securities | $551,000 | 512 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $994,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,919,000 | 1,593 |
| Mortgage-backed securities | $80,055,000 | 835 |
| Certificates of participation in pools of residential mortgages | $65,245,000 | 685 |
| Issued or guaranteed by U.S. | $65,245,000 | 684 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $551,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $551,000 | 489 |
| Commercial mortgage-backed securities | $14,259,000 | 251 |
| Commercial mortgage pass-through securities | $14,259,000 | 140 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $358,338,000 | 104 |
| Available-for-sale securities (fair market value) | $994,000 | 5,966 |
| Total debt securities | $358,339,000 | 434 |
| Structured notes | ||
| Amortized cost | $77,776,000 | 45 |
| Fair value | $77,432,000 | 45 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $347,405,000 | 455 |
| U.S. Government securities | $345,340,000 | 327 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $345,340,000 | 313 |
| Securities issued by states & political subdivisions | $531,000 | 5,114 |
| Other domestic debt securities | $554,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $554,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $980,000 | 599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,929,000 | 1,594 |
| Mortgage-backed securities | $78,419,000 | 849 |
| Certificates of participation in pools of residential mortgages | $66,842,000 | 675 |
| Issued or guaranteed by U.S. | $66,842,000 | 674 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $554,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $554,000 | 506 |
| Commercial mortgage-backed securities | $11,023,000 | 274 |
| Commercial mortgage pass-through securities | $11,023,000 | 155 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $346,425,000 | 101 |
| Available-for-sale securities (fair market value) | $980,000 | 6,031 |
| Total debt securities | $346,425,000 | 453 |
| Structured notes | ||
| Amortized cost | $64,535,000 | 60 |
| Fair value | $63,809,000 | 57 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $384,902,000 | 411 |
| U.S. Government securities | $383,406,000 | 292 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $383,406,000 | 282 |
| Securities issued by states & political subdivisions | $531,000 | 5,163 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $965,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,901,000 | 1,831 |
| Mortgage-backed securities | $77,500,000 | 853 |
| Certificates of participation in pools of residential mortgages | $70,077,000 | 642 |
| Issued or guaranteed by U.S. | $70,077,000 | 641 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $7,423,000 | 324 |
| Commercial mortgage pass-through securities | $7,423,000 | 186 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $383,937,000 | 95 |
| Available-for-sale securities (fair market value) | $965,000 | 6,108 |
| Total debt securities | $383,937,000 | 402 |
| Structured notes | ||
| Amortized cost | $63,532,000 | 61 |
| Fair value | $62,412,000 | 57 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $417,337,000 | 370 |
| U.S. Government securities | $413,185,000 | 266 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $413,185,000 | 260 |
| Securities issued by states & political subdivisions | $532,000 | 5,185 |
| Other domestic debt securities | $2,604,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $2,604,000 | 128 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,016,000 | 611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,698,000 | 2,687 |
| Mortgage-backed securities | $80,061,000 | 831 |
| Certificates of participation in pools of residential mortgages | $73,655,000 | 612 |
| Issued or guaranteed by U.S. | $73,655,000 | 611 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $6,406,000 | 353 |
| Commercial mortgage pass-through securities | $6,406,000 | 195 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $416,321,000 | 82 |
| Available-for-sale securities (fair market value) | $1,016,000 | 6,163 |
| Total debt securities | $413,716,000 | 363 |
| Structured notes | ||
| Amortized cost | $68,427,000 | 52 |
| Fair value | $67,523,000 | 50 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $411,997,000 | 373 |
| U.S. Government securities | $407,531,000 | 267 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $407,531,000 | 261 |
| Securities issued by states & political subdivisions | $532,000 | 5,193 |
| Other domestic debt securities | $2,923,000 | 1,346 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $2,923,000 | 114 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,011,000 | 607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,697,000 | 2,662 |
| Mortgage-backed securities | $72,646,000 | 923 |
| Certificates of participation in pools of residential mortgages | $66,558,000 | 674 |
| Issued or guaranteed by U.S. | $66,558,000 | 672 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $6,088,000 | 334 |
| Commercial mortgage pass-through securities | $6,088,000 | 197 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $410,986,000 | 72 |
| Available-for-sale securities (fair market value) | $1,011,000 | 6,199 |
| Total debt securities | $408,063,000 | 368 |
| Structured notes | ||
| Amortized cost | $69,037,000 | 43 |
| Fair value | $67,814,000 | 44 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $410,189,000 | 376 |
| U.S. Government securities | $405,359,000 | 271 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $405,359,000 | 265 |
| Securities issued by states & political subdivisions | $533,000 | 5,216 |
| Other domestic debt securities | $3,292,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $3,292,000 | 104 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,005,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,697,000 | 2,697 |
| Mortgage-backed securities | $78,020,000 | 888 |
| Certificates of participation in pools of residential mortgages | $73,171,000 | 632 |
| Issued or guaranteed by U.S. | $73,171,000 | 631 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $4,849,000 | 336 |
| Commercial mortgage pass-through securities | $4,849,000 | 211 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $409,184,000 | 68 |
| Available-for-sale securities (fair market value) | $1,005,000 | 6,263 |
| Total debt securities | $405,893,000 | 371 |
| Structured notes | ||
| Amortized cost | $67,614,000 | 43 |
| Fair value | $67,643,000 | 43 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $444,777,000 | 340 |
| U.S. Government securities | $439,523,000 | 256 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $439,523,000 | 250 |
| Securities issued by states & political subdivisions | $533,000 | 5,237 |
| Other domestic debt securities | $3,721,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $3,721,000 | 95 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,000,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,698,000 | 2,471 |
| Mortgage-backed securities | $84,279,000 | 809 |
| Certificates of participation in pools of residential mortgages | $80,291,000 | 560 |
| Issued or guaranteed by U.S. | $80,291,000 | 558 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $3,988,000 | 311 |
| Commercial mortgage pass-through securities | $3,988,000 | 201 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $443,777,000 | 66 |
| Available-for-sale securities (fair market value) | $1,000,000 | 6,314 |
| Total debt securities | $440,056,000 | 337 |
| Structured notes | ||
| Amortized cost | $82,926,000 | 31 |
| Fair value | $83,019,000 | 31 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $440,002,000 | 346 |
| U.S. Government securities | $435,247,000 | 265 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $435,247,000 | 258 |
| Securities issued by states & political subdivisions | $534,000 | 5,272 |
| Other domestic debt securities | $4,221,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $4,221,000 | 88 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,702,000 | 2,052 |
| Mortgage-backed securities | $88,675,000 | 821 |
| Certificates of participation in pools of residential mortgages | $87,591,000 | 536 |
| Issued or guaranteed by U.S. | $87,591,000 | 535 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,084,000 | 453 |
| Commercial mortgage pass-through securities | $1,084,000 | 305 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $440,002,000 | 67 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $435,780,000 | 343 |
| Structured notes | ||
| Amortized cost | $90,509,000 | 27 |
| Fair value | $90,705,000 | 27 |
| 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 | $535,056,000 | 290 |
| U.S. Government securities | $530,300,000 | 221 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $530,300,000 | 216 |
| Securities issued by states & political subdivisions | $535,000 | 5,265 |
| Other domestic debt securities | $4,221,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $4,221,000 | 86 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,709,000 | 1,898 |
| Mortgage-backed securities | $95,958,000 | 791 |
| Certificates of participation in pools of residential mortgages | $94,812,000 | 515 |
| Issued or guaranteed by U.S. | $94,812,000 | 514 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,146,000 | 415 |
| Commercial mortgage pass-through securities | $1,146,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $535,056,000 | 56 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $530,834,000 | 286 |
| Structured notes | ||
| Amortized cost | $124,961,000 | 21 |
| Fair value | $125,258,000 | 21 |
| 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 | $590,959,000 | 270 |
| U.S. Government securities | $586,738,000 | 201 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $586,738,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $4,221,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $4,221,000 | 85 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,029,000 | 2,019 |
| Mortgage-backed securities | $3,205,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $3,205,000 | 4,155 |
| Issued or guaranteed by U.S. | $3,205,000 | 4,151 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $590,959,000 | 52 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $586,738,000 | 266 |
| Structured notes | ||
| Amortized cost | $166,367,000 | 14 |
| Fair value | $166,609,000 | 14 |
| 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 | $700,444,000 | 223 |
| U.S. Government securities | $696,066,000 | 163 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $696,066,000 | 161 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,378,000 | 1,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $4,378,000 | 84 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,074,000 | 1,530 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $700,444,000 | 44 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $696,066,000 | 222 |
| Structured notes | ||
| Amortized cost | $194,897,000 | 9 |
| Fair value | $195,312,000 | 9 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $678,118,000 | 226 |
| U.S. Government securities | $673,740,000 | 175 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $673,740,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $4,378,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $4,378,000 | 82 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,125,000 | 1,330 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $678,118,000 | 45 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $673,740,000 | 223 |
| Structured notes | ||
| Amortized cost | $190,008,000 | 11 |
| Fair value | $190,289,000 | 11 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $691,334,000 | 227 |
| U.S. Government securities | $686,859,000 | 169 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $686,859,000 | 163 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $4,475,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $4,475,000 | 87 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,689,000 | 1,229 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $691,334,000 | 44 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $686,859,000 | 224 |
| Structured notes | ||
| Amortized cost | $205,493,000 | 8 |
| Fair value | $205,115,000 | 8 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $589,940,000 | 257 |
| U.S. Government securities | $585,465,000 | 199 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $585,465,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $4,475,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $4,475,000 | 85 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,249,000 | 1,348 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $589,940,000 | 48 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $585,465,000 | 256 |
| Structured notes | ||
| Amortized cost | $207,370,000 | 7 |
| Fair value | $204,804,000 | 7 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $614,336,000 | 240 |
| U.S. Government securities | $609,756,000 | 184 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $609,756,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $4,580,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $4,580,000 | 84 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,356,000 | 971 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $614,336,000 | 45 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $612,015,000 | 239 |
| Structured notes | ||
| Amortized cost | $215,231,000 | 7 |
| Fair value | $213,175,000 | 7 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $613,844,000 | 222 |
| U.S. Government securities | $608,913,000 | 178 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $608,913,000 | 170 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $4,931,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $4,931,000 | 81 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,507,000 | 768 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| 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) | $613,844,000 | 41 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $611,174,000 | 220 |
| Structured notes | ||
| Amortized cost | $197,303,000 | 9 |
| Fair value | $198,289,000 | 9 |
| 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 | $621,244,000 | 221 |
| U.S. Government securities | $616,020,000 | 174 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $616,020,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $5,224,000 | 1,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $5,224,000 | 83 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,601,000 | 691 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| 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) | $621,244,000 | 41 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $618,281,000 | 218 |
| Structured notes | ||
| Amortized cost | $135,787,000 | 20 |
| Fair value | $136,562,000 | 21 |
| 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 | $491,067,000 | 277 |
| U.S. Government securities | $485,825,000 | 207 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $485,825,000 | 198 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $5,242,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $5,242,000 | 88 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,750,000 | 619 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| 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) | $491,067,000 | 51 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $488,086,000 | 271 |
| Structured notes | ||
| Amortized cost | $131,850,000 | 16 |
| Fair value | $132,115,000 | 15 |
| 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 | $634,856,000 | 211 |
| U.S. Government securities | $629,084,000 | 166 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $629,084,000 | 162 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $5,772,000 | 1,146 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $5,772,000 | 91 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,095,000 | 576 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| 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) | $634,856,000 | 41 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $633,471,000 | 208 |
| Structured notes | ||
| Amortized cost | $172,293,000 | 8 |
| Fair value | $171,430,000 | 8 |
| 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 | $598,313,000 | 223 |
| U.S. Government securities | $591,653,000 | 173 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $591,653,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $6,660,000 | 1,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $6,660,000 | 92 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,403,000 | 550 |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| 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) | $598,313,000 | 49 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $597,895,000 | 215 |
| Structured notes | ||
| Amortized cost | $140,360,000 | 10 |
| Fair value | $140,513,000 | 10 |
| 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 | $566,722,000 | 237 |
| U.S. Government securities | $559,355,000 | 180 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $559,355,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $7,367,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $7,367,000 | 87 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,537,000 | 647 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| 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) | $566,722,000 | 49 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $566,722,000 | 229 |
| Structured notes | ||
| Amortized cost | $116,318,000 | 9 |
| Fair value | $115,816,000 | 9 |
| 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 | $544,702,000 | 258 |
| U.S. Government securities | $536,992,000 | 199 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $536,992,000 | 195 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $7,710,000 | 1,017 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,710,000 | 490 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,456,000 | 682 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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) | $544,702,000 | 44 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $544,702,000 | 249 |
| Structured notes | ||
| Amortized cost | $70,900,000 | 16 |
| Fair value | $70,877,000 | 15 |
| 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 | $475,581,000 | 277 |
| U.S. Government securities | $467,550,000 | 207 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $467,550,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $8,031,000 | 951 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,031,000 | 454 |
| 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 | $113,219,000 | 509 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| 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) | $475,581,000 | 49 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $475,581,000 | 270 |
| Structured notes | ||
| Amortized cost | $37,539,000 | 27 |
| Fair value | $37,592,000 | 25 |
| 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 | $410,844,000 | 312 |
| U.S. Government securities | $402,813,000 | 224 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $402,813,000 | 220 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $8,031,000 | 926 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,031,000 | 439 |
| 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 | $124,919,000 | 460 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| 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) | $410,844,000 | 52 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $410,844,000 | 305 |
| Structured notes | ||
| Amortized cost | $35,582,000 | 27 |
| Fair value | $35,257,000 | 25 |
| 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 | $430,934,000 | 298 |
| U.S. Government securities | $422,903,000 | 207 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $422,903,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $8,031,000 | 973 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,031,000 | 505 |
| 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 | $42,752,000 | 1,191 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| 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) | $430,934,000 | 50 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $430,934,000 | 291 |
| Structured notes | ||
| Amortized cost | $32,079,000 | 33 |
| Fair value | $31,917,000 | 33 |
| 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 | $406,727,000 | 329 |
| U.S. Government securities | $398,696,000 | 230 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $398,696,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $8,031,000 | 953 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,031,000 | 507 |
| 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 | $50,796,000 | 1,020 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| 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) | $406,727,000 | 46 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $406,727,000 | 314 |
| Structured notes | ||
| Amortized cost | $30,018,000 | 40 |
| Fair value | $30,170,000 | 40 |
| 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 | $344,105,000 | 381 |
| U.S. Government securities | $336,073,000 | 270 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $336,073,000 | 261 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $8,032,000 | 907 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,032,000 | 507 |
| 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 | $67,318,000 | 782 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| 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) | $344,105,000 | 62 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $344,105,000 | 367 |
| Structured notes | ||
| Amortized cost | $36,872,000 | 43 |
| Fair value | $37,098,000 | 44 |
| 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 | $347,001,000 | 377 |
| U.S. Government securities | $339,969,000 | 274 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $339,969,000 | 265 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $7,032,000 | 925 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,032,000 | 532 |
| 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 | $130,923,000 | 414 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| 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) | $347,001,000 | 65 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $347,001,000 | 365 |
| Structured notes | ||
| Amortized cost | $39,129,000 | 45 |
| Fair value | $39,342,000 | 45 |
| 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 | $359,687,000 | 375 |
| U.S. Government securities | $352,655,000 | 275 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $352,655,000 | 266 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $7,032,000 | 872 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,032,000 | 505 |
| 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 | $79,759,000 | 660 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| 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) | $359,687,000 | 60 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $359,687,000 | 360 |
| Structured notes | ||
| Amortized cost | $44,559,000 | 43 |
| Fair value | $44,591,000 | 42 |
| 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 | $373,322,000 | 367 |
| U.S. Government securities | $366,289,000 | 264 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $366,289,000 | 254 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $7,033,000 | 875 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,033,000 | 518 |
| 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 | $69,946,000 | 752 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| 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) | $373,322,000 | 65 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $373,322,000 | 353 |
| Structured notes | ||
| Amortized cost | $48,067,000 | 37 |
| Fair value | $48,172,000 | 37 |
| 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 | $404,015,000 | 336 |
| U.S. Government securities | $398,005,000 | 248 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $398,005,000 | 240 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $6,010,000 | 940 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,010,000 | 577 |
| 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 | $75,603,000 | 703 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| 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) | $404,015,000 | 56 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $404,015,000 | 324 |
| Structured notes | ||
| Amortized cost | $71,393,000 | 25 |
| Fair value | $71,372,000 | 25 |
| 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 | $340,783,000 | 392 |
| U.S. Government securities | $340,783,000 | 295 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $340,783,000 | 282 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| 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 | $78,293,000 | 679 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| 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) | $340,783,000 | 69 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $340,783,000 | 378 |
| Structured notes | ||
| Amortized cost | $66,914,000 | 35 |
| Fair value | $66,881,000 | 34 |
| 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 | $300,779,000 | 451 |
| U.S. Government securities | $300,779,000 | 336 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $300,779,000 | 327 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $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 | $67,015,000 | 779 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,779,000 | 81 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $300,779,000 | 438 |
| Structured notes | ||
| Amortized cost | $63,395,000 | 40 |
| Fair value | $62,881,000 | 39 |
| 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 | $327,974,000 | 427 |
| U.S. Government securities | $327,974,000 | 317 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $327,974,000 | 303 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,885,000 | 788 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $327,974,000 | 77 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $327,974,000 | 419 |
| Structured notes | ||
| Amortized cost | $62,921,000 | 43 |
| Fair value | $62,563,000 | 43 |
| 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 | $251,508,000 | 535 |
| U.S. Government securities | $251,508,000 | 409 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $251,508,000 | 392 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| 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 | $72,119,000 | 720 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $251,508,000 | 100 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $251,508,000 | 521 |
| Structured notes | ||
| Amortized cost | $54,538,000 | 50 |
| Fair value | $54,188,000 | 50 |
| 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 | $237,724,000 | 557 |
| U.S. Government securities | $237,724,000 | 434 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $237,724,000 | 414 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| 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 | $77,237,000 | 664 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $237,724,000 | 106 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $237,724,000 | 542 |
| Structured notes | ||
| Amortized cost | $31,227,000 | 101 |
| Fair value | $30,834,000 | 102 |
| 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 | $231,630,000 | 570 |
| U.S. Government securities | $231,630,000 | 447 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $231,630,000 | 433 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| 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 | $77,998,000 | 647 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $231,630,000 | 107 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $231,630,000 | 555 |
| Structured notes | ||
| Amortized cost | $27,176,000 | 120 |
| Fair value | $27,012,000 | 120 |
| 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 | $254,754,000 | 539 |
| U.S. Government securities | $254,754,000 | 411 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $254,754,000 | 393 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| 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 | $81,067,000 | 637 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $254,754,000 | 101 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $254,754,000 | 524 |
| Structured notes | ||
| Amortized cost | $36,363,000 | 76 |
| Fair value | $35,920,000 | 77 |
| 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 | $248,888,000 | 555 |
| U.S. Government securities | $248,888,000 | 421 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $248,888,000 | 401 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| 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 | $82,218,000 | 630 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $248,888,000 | 100 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $248,888,000 | 539 |
| Structured notes | ||
| Amortized cost | $34,223,000 | 87 |
| Fair value | $34,078,000 | 87 |
| 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 | $255,340,000 | 541 |
| U.S. Government securities | $255,340,000 | 416 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $255,340,000 | 395 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| 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 | $23,975,000 | 1,742 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,340,000 | 98 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $255,340,000 | 529 |
| Structured notes | ||
| Amortized cost | $31,547,000 | 95 |
| Fair value | $31,448,000 | 95 |
| 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 | $196,132,000 | 681 |
| U.S. Government securities | $196,132,000 | 550 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $196,132,000 | 531 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| 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 | $5,740,000 | 4,330 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $196,132,000 | 124 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $196,132,000 | 663 |
| Structured notes | ||
| Amortized cost | $22,547,000 | 156 |
| Fair value | $22,307,000 | 153 |
| 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 | $142,116,000 | 921 |
| U.S. Government securities | $142,116,000 | 706 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $142,116,000 | 683 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| 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 | $5,775,000 | 4,287 |
| Mortgage-backed securities | $0 | 7,319 |
| 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 | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $142,116,000 | 161 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $142,116,000 | 889 |
| 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 | $152,823,000 | 883 |
| U.S. Government securities | $152,823,000 | 687 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $152,823,000 | 662 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $5,835,000 | 4,174 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,823,000 | 149 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $152,823,000 | 863 |
| 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 | $134,164,000 | 1,004 |
| U.S. Government securities | $134,164,000 | 770 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $134,164,000 | 738 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $5,897,000 | 4,130 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $134,164,000 | 169 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $134,164,000 | 967 |
| 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 | $121,833,000 | 1,077 |
| U.S. Government securities | $121,833,000 | 806 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $121,833,000 | 774 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| 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 | $6,051,000 | 4,036 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $121,833,000 | 182 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $121,833,000 | 1,033 |
| 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 | $137,243,000 | 952 |
| U.S. Government securities | $137,243,000 | 707 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $137,243,000 | 679 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| 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 | $6,018,000 | 4,062 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $137,243,000 | 158 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $137,243,000 | 914 |
| 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 | $145,694,000 | 872 |
| U.S. Government securities | $145,694,000 | 646 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $145,694,000 | 619 |
| 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 | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| 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 | $7,081,000 | 3,714 |
| Mortgage-backed securities | $0 | 7,491 |
| 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 | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $145,694,000 | 149 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $145,694,000 | 834 |
| 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 | $105,349,000 | 1,076 |
| U.S. Government securities | $105,349,000 | 782 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $105,349,000 | 754 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,127,000 | 3,635 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $99,157,000 | 214 |
| Available-for-sale securities (fair market value) | $6,192,000 | 6,624 |
| Total debt securities | $105,349,000 | 1,045 |
| 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 | $21,326,000 | 4,431 |
| U.S. Government securities | $20,970,000 | 3,527 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $20,970,000 | 3,273 |
| 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 | $356,000 | 4,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,970,000 | 1,091 |
| Available-for-sale securities (fair market value) | $356,000 | 8,822 |
| Total debt securities | $20,970,000 | 4,371 |
| 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 | $8,166,000 | 7,594 |
| U.S. Government securities | $7,907,000 | 6,833 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,907,000 | 6,291 |
| 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 | $259,000 | 5,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,907,000 | 2,428 |
| Available-for-sale securities (fair market value) | $259,000 | 9,158 |
| Total debt securities | $7,907,000 | 7,550 |
| 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 |