Home > Mayflower Co-operative Bank > Securities
Mayflower Co-operative Bank, Securities
| 2013-09-30 | Rank | |
| Total securities | $79,196,000 | 1,877 |
| U.S. Government securities | $72,940,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $72,940,000 | 1,313 |
| Securities issued by states & political subdivisions | $5,343,000 | 3,710 |
| Other domestic debt securities | $168,000 | 2,553 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $168,000 | 416 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $745,000 | 682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,491,000 | 5,271 |
| Mortgage-backed securities | $51,606,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $51,606,000 | 838 |
| Issued or guaranteed by U.S. | $51,606,000 | 838 |
| 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 | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $39,412,000 | 468 |
| Available-for-sale securities (fair market value) | $39,784,000 | 2,881 |
| Total debt securities | $78,451,000 | 1,866 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $83,649,000 | 1,774 |
| U.S. Government securities | $77,120,000 | 1,289 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $77,120,000 | 1,252 |
| Securities issued by states & political subdivisions | $5,608,000 | 3,672 |
| Other domestic debt securities | $177,000 | 2,619 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $177,000 | 425 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $744,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,478,000 | 5,297 |
| Mortgage-backed securities | $55,357,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $55,357,000 | 771 |
| Issued or guaranteed by U.S. | $55,357,000 | 770 |
| 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 | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $41,739,000 | 420 |
| Available-for-sale securities (fair market value) | $41,910,000 | 2,783 |
| Total debt securities | $82,905,000 | 1,764 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $94,200,000 | 1,619 |
| U.S. Government securities | $87,569,000 | 1,166 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $87,569,000 | 1,125 |
| Securities issued by states & political subdivisions | $5,682,000 | 3,634 |
| Other domestic debt securities | $187,000 | 2,613 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $187,000 | 415 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $762,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $60,559,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $60,559,000 | 740 |
| Issued or guaranteed by U.S. | $60,559,000 | 739 |
| 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 | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $45,952,000 | 371 |
| Available-for-sale securities (fair market value) | $48,248,000 | 2,572 |
| Total debt securities | $93,438,000 | 1,611 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $83,641,000 | 1,747 |
| U.S. Government securities | $76,746,000 | 1,302 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $76,746,000 | 1,266 |
| Securities issued by states & political subdivisions | $5,959,000 | 3,534 |
| Other domestic debt securities | $194,000 | 2,603 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $194,000 | 393 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $742,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,503,000 | 5,031 |
| Mortgage-backed securities | $46,729,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $46,450,000 | 907 |
| Issued or guaranteed by U.S. | $46,450,000 | 906 |
| 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 | $279,000 | 607 |
| Commercial mortgage pass-through securities | $279,000 | 451 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $42,064,000 | 388 |
| Available-for-sale securities (fair market value) | $41,577,000 | 2,798 |
| Total debt securities | $82,899,000 | 1,746 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $86,000,000 | 1,724 |
| U.S. Government securities | $78,530,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $78,530,000 | 1,250 |
| Securities issued by states & political subdivisions | $6,485,000 | 3,422 |
| Other domestic debt securities | $198,000 | 2,685 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $198,000 | 387 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $787,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,083 |
| Mortgage-backed securities | $49,992,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $49,709,000 | 901 |
| Issued or guaranteed by U.S. | $49,709,000 | 899 |
| 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 | $283,000 | 577 |
| Commercial mortgage pass-through securities | $283,000 | 419 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $43,659,000 | 389 |
| Available-for-sale securities (fair market value) | $42,341,000 | 2,794 |
| Total debt securities | $85,213,000 | 1,712 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $89,541,000 | 1,644 |
| U.S. Government securities | $82,106,000 | 1,259 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $82,106,000 | 1,221 |
| Securities issued by states & political subdivisions | $6,479,000 | 3,365 |
| Other domestic debt securities | $201,000 | 2,672 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $201,000 | 344 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $755,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,002,000 | 4,964 |
| Mortgage-backed securities | $54,576,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $54,289,000 | 859 |
| Issued or guaranteed by U.S. | $54,289,000 | 857 |
| 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 | $287,000 | 543 |
| Commercial mortgage pass-through securities | $287,000 | 379 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $44,468,000 | 373 |
| Available-for-sale securities (fair market value) | $45,073,000 | 2,678 |
| Total debt securities | $88,786,000 | 1,638 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $88,264,000 | 1,664 |
| U.S. Government securities | $81,226,000 | 1,311 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $81,226,000 | 1,270 |
| Securities issued by states & political subdivisions | $6,040,000 | 3,378 |
| Other domestic debt securities | $207,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $207,000 | 291 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $791,000 | 646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,501,000 | 5,180 |
| Mortgage-backed securities | $58,818,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $58,529,000 | 796 |
| Issued or guaranteed by U.S. | $58,529,000 | 796 |
| 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 | $289,000 | 504 |
| Commercial mortgage pass-through securities | $289,000 | 350 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $43,969,000 | 384 |
| Available-for-sale securities (fair market value) | $44,295,000 | 2,709 |
| Total debt securities | $87,473,000 | 1,657 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $93,380,000 | 1,532 |
| U.S. Government securities | $85,822,000 | 1,187 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $85,822,000 | 1,151 |
| Securities issued by states & political subdivisions | $6,776,000 | 3,177 |
| Other domestic debt securities | $210,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $210,000 | 219 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $572,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $60,791,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $60,499,000 | 735 |
| Issued or guaranteed by U.S. | $60,499,000 | 732 |
| 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 | $292,000 | 431 |
| Commercial mortgage pass-through securities | $292,000 | 299 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $47,326,000 | 370 |
| Available-for-sale securities (fair market value) | $46,054,000 | 2,524 |
| Total debt securities | $92,808,000 | 1,528 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $91,327,000 | 1,537 |
| U.S. Government securities | $83,545,000 | 1,189 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $83,545,000 | 1,146 |
| Securities issued by states & political subdivisions | $6,464,000 | 3,185 |
| Other domestic debt securities | $714,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $214,000 | 204 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $500,000 | 1,701 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $604,000 | 691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,507,000 | 4,943 |
| Mortgage-backed securities | $64,025,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $63,729,000 | 682 |
| Issued or guaranteed by U.S. | $63,729,000 | 678 |
| 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 | $296,000 | 386 |
| Commercial mortgage pass-through securities | $296,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $44,051,000 | 373 |
| Available-for-sale securities (fair market value) | $47,276,000 | 2,411 |
| Total debt securities | $90,723,000 | 1,524 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $94,015,000 | 1,492 |
| U.S. Government securities | $86,510,000 | 1,160 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $86,510,000 | 1,109 |
| Securities issued by states & political subdivisions | $5,890,000 | 3,283 |
| Other domestic debt securities | $719,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $219,000 | 198 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $500,000 | 1,626 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $896,000 | 605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,497,000 | 4,991 |
| Mortgage-backed securities | $61,489,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $61,190,000 | 693 |
| Issued or guaranteed by U.S. | $61,190,000 | 688 |
| 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 | $299,000 | 374 |
| Commercial mortgage pass-through securities | $299,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $47,442,000 | 343 |
| Available-for-sale securities (fair market value) | $46,573,000 | 2,447 |
| Total debt securities | $93,119,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $502,000 | 2,858 |
| 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 | $89,450,000 | 1,546 |
| U.S. Government securities | $82,185,000 | 1,208 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $82,185,000 | 1,166 |
| Securities issued by states & political subdivisions | $5,782,000 | 3,271 |
| Other domestic debt securities | $728,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $227,000 | 197 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $501,000 | 1,665 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $755,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $55,289,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $54,763,000 | 730 |
| Issued or guaranteed by U.S. | $54,763,000 | 726 |
| 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 | $526,000 | 323 |
| Commercial mortgage pass-through securities | $526,000 | 234 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $43,578,000 | 378 |
| Available-for-sale securities (fair market value) | $45,872,000 | 2,441 |
| Total debt securities | $88,695,000 | 1,533 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $493,000 | 2,973 |
| 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 | $86,891,000 | 1,527 |
| U.S. Government securities | $78,978,000 | 1,181 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $78,978,000 | 1,126 |
| Securities issued by states & political subdivisions | $5,688,000 | 3,269 |
| Other domestic debt securities | $1,501,000 | 1,855 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $767,000 | 276 |
| Asset backed securities | $234,000 | 185 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $500,000 | 1,678 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $724,000 | 669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,017 |
| Mortgage-backed securities | $50,804,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $50,037,000 | 748 |
| Issued or guaranteed by U.S. | $50,037,000 | 743 |
| 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 | $767,000 | 276 |
| Commercial mortgage pass-through securities | $767,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $44,016,000 | 357 |
| Available-for-sale securities (fair market value) | $42,875,000 | 2,467 |
| Total debt securities | $86,167,000 | 1,520 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $505,000 | 2,768 |
| 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 | $88,896,000 | 1,476 |
| U.S. Government securities | $81,148,000 | 1,127 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $81,148,000 | 1,070 |
| Securities issued by states & political subdivisions | $5,504,000 | 3,238 |
| Other domestic debt securities | $1,510,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $774,000 | 246 |
| Asset backed securities | $237,000 | 178 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $499,000 | 1,742 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $734,000 | 706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,089 |
| Mortgage-backed securities | $53,093,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $52,319,000 | 699 |
| Issued or guaranteed by U.S. | $52,319,000 | 695 |
| 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 | $774,000 | 246 |
| Commercial mortgage pass-through securities | $774,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $42,630,000 | 377 |
| Available-for-sale securities (fair market value) | $46,266,000 | 2,291 |
| Total debt securities | $88,162,000 | 1,462 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $506,000 | 2,821 |
| 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 | $92,634,000 | 1,432 |
| U.S. Government securities | $85,074,000 | 1,098 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $85,074,000 | 1,060 |
| Securities issued by states & political subdivisions | $4,719,000 | 3,366 |
| Other domestic debt securities | $1,523,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $782,000 | 244 |
| Asset backed securities | $246,000 | 171 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $495,000 | 1,702 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,318,000 | 583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,136 |
| Mortgage-backed securities | $51,703,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $50,921,000 | 712 |
| Issued or guaranteed by U.S. | $50,921,000 | 707 |
| 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 | $782,000 | 244 |
| Commercial mortgage pass-through securities | $782,000 | 173 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $46,338,000 | 369 |
| Available-for-sale securities (fair market value) | $46,296,000 | 2,262 |
| Total debt securities | $91,316,000 | 1,426 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,008,000 | 2,503 |
| 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 | $93,470,000 | 1,400 |
| U.S. Government securities | $85,781,000 | 1,089 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $85,781,000 | 1,050 |
| Securities issued by states & political subdivisions | $4,707,000 | 3,332 |
| Other domestic debt securities | $1,543,000 | 1,930 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $788,000 | 252 |
| Asset backed securities | $255,000 | 174 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $500,000 | 1,681 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,439,000 | 564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,217 |
| Mortgage-backed securities | $55,602,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $54,187,000 | 708 |
| Issued or guaranteed by U.S. | $54,187,000 | 701 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $627,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $627,000 | 2,761 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $788,000 | 252 |
| Commercial mortgage pass-through securities | $788,000 | 176 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $44,719,000 | 380 |
| Available-for-sale securities (fair market value) | $48,751,000 | 2,189 |
| Total debt securities | $92,031,000 | 1,400 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $506,000 | 2,663 |
| 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 | $94,696,000 | 1,367 |
| U.S. Government securities | $86,857,000 | 1,041 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $86,857,000 | 1,009 |
| Securities issued by states & political subdivisions | $4,967,000 | 3,266 |
| Other domestic debt securities | $1,551,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $794,000 | 242 |
| Asset backed securities | $264,000 | 197 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $493,000 | 1,761 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,321,000 | 596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,501,000 | 5,257 |
| Mortgage-backed securities | $61,682,000 | 986 |
| Certificates of participation in pools of residential mortgages | $60,228,000 | 662 |
| Issued or guaranteed by U.S. | $60,228,000 | 654 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $660,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 2,743 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $794,000 | 242 |
| Commercial mortgage pass-through securities | $794,000 | 168 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $47,952,000 | 367 |
| Available-for-sale securities (fair market value) | $46,744,000 | 2,229 |
| Total debt securities | $93,375,000 | 1,356 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,505,000 | 1,765 |
| 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 | $96,811,000 | 1,310 |
| U.S. Government securities | $88,483,000 | 996 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $88,483,000 | 963 |
| Securities issued by states & political subdivisions | $5,020,000 | 3,257 |
| Other domestic debt securities | $2,043,000 | 1,895 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $796,000 | 255 |
| Asset backed securities | $271,000 | 198 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $976,000 | 1,536 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,265,000 | 656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,503,000 | 5,282 |
| Mortgage-backed securities | $61,287,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $59,793,000 | 680 |
| Issued or guaranteed by U.S. | $59,793,000 | 675 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $698,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $698,000 | 2,713 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $796,000 | 255 |
| Commercial mortgage pass-through securities | $796,000 | 164 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $46,923,000 | 388 |
| Available-for-sale securities (fair market value) | $49,888,000 | 2,110 |
| Total debt securities | $95,546,000 | 1,314 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,508,000 | 1,321 |
| 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 | $90,743,000 | 1,394 |
| U.S. Government securities | $82,427,000 | 1,046 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $82,427,000 | 1,006 |
| Securities issued by states & political subdivisions | $4,955,000 | 3,236 |
| Other domestic debt securities | $1,926,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $803,000 | 213 |
| Asset backed securities | $277,000 | 222 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $846,000 | 1,625 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,435,000 | 685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,505,000 | 5,291 |
| Mortgage-backed securities | $60,171,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $58,629,000 | 715 |
| Issued or guaranteed by U.S. | $58,629,000 | 704 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $739,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $739,000 | 2,695 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $803,000 | 213 |
| Commercial mortgage pass-through securities | $803,000 | 125 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $44,561,000 | 403 |
| Available-for-sale securities (fair market value) | $46,182,000 | 2,194 |
| Total debt securities | $89,308,000 | 1,395 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,008,000 | 1,132 |
| 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 | $86,665,000 | 1,422 |
| U.S. Government securities | $79,716,000 | 1,096 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $79,716,000 | 1,060 |
| Securities issued by states & political subdivisions | $4,960,000 | 3,143 |
| Other domestic debt securities | $762,000 | 2,523 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $287,000 | 276 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $475,000 | 1,986 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,227,000 | 708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $63,115,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $62,330,000 | 690 |
| Issued or guaranteed by U.S. | $62,330,000 | 677 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $785,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 2,685 |
| 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) | $41,771,000 | 420 |
| Available-for-sale securities (fair market value) | $44,894,000 | 2,260 |
| Total debt securities | $85,438,000 | 1,423 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,004,000 | 916 |
| 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 | $84,205,000 | 1,439 |
| U.S. Government securities | $76,673,000 | 1,119 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $76,673,000 | 1,093 |
| Securities issued by states & political subdivisions | $5,301,000 | 3,036 |
| Other domestic debt securities | $747,000 | 2,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $295,000 | 266 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $452,000 | 1,975 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,484,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $65,937,000 | 936 |
| Certificates of participation in pools of residential mortgages | $65,123,000 | 645 |
| Issued or guaranteed by U.S. | $65,123,000 | 635 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $814,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $814,000 | 2,654 |
| 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) | $37,659,000 | 450 |
| Available-for-sale securities (fair market value) | $46,546,000 | 2,181 |
| Total debt securities | $82,721,000 | 1,445 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $88,614,000 | 1,338 |
| U.S. Government securities | $80,958,000 | 1,018 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $80,958,000 | 994 |
| Securities issued by states & political subdivisions | $5,225,000 | 3,032 |
| Other domestic debt securities | $939,000 | 2,302 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $307,000 | 259 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $632,000 | 1,757 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,492,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $65,953,000 | 899 |
| Certificates of participation in pools of residential mortgages | $65,142,000 | 615 |
| Issued or guaranteed by U.S. | $65,142,000 | 606 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $811,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $811,000 | 2,561 |
| 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) | $41,228,000 | 418 |
| Available-for-sale securities (fair market value) | $47,386,000 | 2,070 |
| Total debt securities | $87,122,000 | 1,336 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $90,660,000 | 1,340 |
| U.S. Government securities | $80,346,000 | 1,031 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $80,346,000 | 1,011 |
| Securities issued by states & political subdivisions | $5,255,000 | 3,032 |
| Other domestic debt securities | $2,455,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $841,000 | 1,176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $321,000 | 248 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,293,000 | 1,426 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,604,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $66,064,000 | 890 |
| Certificates of participation in pools of residential mortgages | $65,223,000 | 618 |
| Issued or guaranteed by U.S. | $65,223,000 | 610 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $841,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $841,000 | 1,117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,574,000 | 409 |
| Available-for-sale securities (fair market value) | $49,086,000 | 2,068 |
| Total debt securities | $88,056,000 | 1,345 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $89,739,000 | 1,335 |
| U.S. Government securities | $78,456,000 | 1,066 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $78,456,000 | 1,039 |
| Securities issued by states & political subdivisions | $5,303,000 | 3,039 |
| Other domestic debt securities | $2,303,000 | 1,661 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $339,000 | 244 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,964,000 | 1,164 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,677,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $62,793,000 | 907 |
| Certificates of participation in pools of residential mortgages | $61,906,000 | 620 |
| Issued or guaranteed by U.S. | $61,906,000 | 612 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $887,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $887,000 | 2,518 |
| 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) | $40,127,000 | 407 |
| Available-for-sale securities (fair market value) | $49,612,000 | 2,045 |
| Total debt securities | $86,062,000 | 1,361 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $84,554,000 | 1,404 |
| U.S. Government securities | $73,738,000 | 1,136 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $73,738,000 | 1,112 |
| Securities issued by states & political subdivisions | $5,269,000 | 3,036 |
| Other domestic debt securities | $2,395,000 | 1,518 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $352,000 | 224 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,043,000 | 1,044 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,152,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $57,223,000 | 886 |
| Certificates of participation in pools of residential mortgages | $56,317,000 | 619 |
| Issued or guaranteed by U.S. | $56,317,000 | 610 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $906,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,411 |
| 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) | $38,268,000 | 449 |
| Available-for-sale securities (fair market value) | $46,286,000 | 2,147 |
| Total debt securities | $81,402,000 | 1,437 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $83,086,000 | 1,437 |
| U.S. Government securities | $73,976,000 | 1,167 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $73,976,000 | 1,135 |
| Securities issued by states & political subdivisions | $3,983,000 | 3,413 |
| Other domestic debt securities | $2,513,000 | 1,445 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $363,000 | 214 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,150,000 | 998 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,614,000 | 657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $54,744,000 | 856 |
| Certificates of participation in pools of residential mortgages | $53,823,000 | 608 |
| Issued or guaranteed by U.S. | $53,823,000 | 600 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $921,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $921,000 | 2,349 |
| 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) | $38,327,000 | 475 |
| Available-for-sale securities (fair market value) | $44,759,000 | 2,205 |
| Total debt securities | $80,472,000 | 1,441 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $82,249,000 | 1,442 |
| U.S. Government securities | $73,275,000 | 1,194 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $73,275,000 | 1,163 |
| Securities issued by states & political subdivisions | $2,249,000 | 4,137 |
| Other domestic debt securities | $3,061,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $381,000 | 208 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,680,000 | 871 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $3,664,000 | 564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $52,107,000 | 884 |
| Certificates of participation in pools of residential mortgages | $51,161,000 | 643 |
| Issued or guaranteed by U.S. | $51,161,000 | 632 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $946,000 | 2,598 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,310 |
| 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) | $35,636,000 | 506 |
| Available-for-sale securities (fair market value) | $46,613,000 | 2,101 |
| Total debt securities | $78,585,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $83,282,000 | 1,425 |
| U.S. Government securities | $73,327,000 | 1,191 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $73,327,000 | 1,158 |
| Securities issued by states & political subdivisions | $2,261,000 | 4,140 |
| Other domestic debt securities | $3,342,000 | 1,239 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $400,000 | 214 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,942,000 | 850 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $4,352,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $50,178,000 | 912 |
| Certificates of participation in pools of residential mortgages | $49,179,000 | 663 |
| Issued or guaranteed by U.S. | $49,179,000 | 655 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $999,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,247 |
| 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) | $37,966,000 | 503 |
| Available-for-sale securities (fair market value) | $45,316,000 | 2,176 |
| Total debt securities | $78,930,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $84,026,000 | 1,446 |
| U.S. Government securities | $74,748,000 | 1,188 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $74,748,000 | 1,153 |
| Securities issued by states & political subdivisions | $1,646,000 | 4,506 |
| Other domestic debt securities | $4,095,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $418,000 | 207 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,677,000 | 769 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,537,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $46,155,000 | 980 |
| Certificates of participation in pools of residential mortgages | $46,155,000 | 713 |
| Issued or guaranteed by U.S. | $46,155,000 | 705 |
| 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) | $35,924,000 | 542 |
| Available-for-sale securities (fair market value) | $48,102,000 | 2,089 |
| Total debt securities | $80,489,000 | 1,478 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $85,924,000 | 1,425 |
| U.S. Government securities | $77,901,000 | 1,174 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $77,901,000 | 1,128 |
| Securities issued by states & political subdivisions | $911,000 | 5,093 |
| Other domestic debt securities | $4,124,000 | 1,121 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $441,000 | 218 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,683,000 | 768 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,988,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $47,101,000 | 970 |
| Certificates of participation in pools of residential mortgages | $47,101,000 | 709 |
| Issued or guaranteed by U.S. | $47,101,000 | 700 |
| 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) | $38,210,000 | 539 |
| Available-for-sale securities (fair market value) | $47,714,000 | 2,099 |
| Total debt securities | $82,936,000 | 1,447 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $86,672,000 | 1,398 |
| U.S. Government securities | $78,845,000 | 1,150 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $78,845,000 | 1,117 |
| Securities issued by states & political subdivisions | $906,000 | 5,124 |
| Other domestic debt securities | $4,056,000 | 1,125 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $462,000 | 214 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,594,000 | 785 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,865,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $48,179,000 | 953 |
| Certificates of participation in pools of residential mortgages | $48,179,000 | 703 |
| Issued or guaranteed by U.S. | $48,179,000 | 696 |
| 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) | $39,315,000 | 527 |
| Available-for-sale securities (fair market value) | $47,357,000 | 2,081 |
| Total debt securities | $83,807,000 | 1,419 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $87,046,000 | 1,422 |
| U.S. Government securities | $78,788,000 | 1,156 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $78,788,000 | 1,125 |
| Securities issued by states & political subdivisions | $659,000 | 5,376 |
| Other domestic debt securities | $4,604,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $487,000 | 221 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,117,000 | 767 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,995,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $48,086,000 | 977 |
| Certificates of participation in pools of residential mortgages | $48,086,000 | 712 |
| Issued or guaranteed by U.S. | $48,086,000 | 701 |
| 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) | $40,062,000 | 525 |
| Available-for-sale securities (fair market value) | $46,984,000 | 2,144 |
| Total debt securities | $84,051,000 | 1,428 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $88,099,000 | 1,394 |
| U.S. Government securities | $78,097,000 | 1,150 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $78,097,000 | 1,111 |
| Securities issued by states & political subdivisions | $664,000 | 5,390 |
| Other domestic debt securities | $5,073,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $505,000 | 215 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,568,000 | 764 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,265,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $48,344,000 | 980 |
| Certificates of participation in pools of residential mortgages | $48,344,000 | 720 |
| Issued or guaranteed by U.S. | $48,344,000 | 713 |
| 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) | $42,023,000 | 513 |
| Available-for-sale securities (fair market value) | $46,076,000 | 2,183 |
| Total debt securities | $83,834,000 | 1,424 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $90,830,000 | 1,351 |
| U.S. Government securities | $79,603,000 | 1,130 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $79,603,000 | 1,086 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $6,433,000 | 953 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $520,000 | 217 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,913,000 | 661 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,794,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $50,286,000 | 946 |
| Certificates of participation in pools of residential mortgages | $50,286,000 | 694 |
| Issued or guaranteed by U.S. | $50,286,000 | 686 |
| 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) | $43,243,000 | 522 |
| Available-for-sale securities (fair market value) | $47,587,000 | 2,071 |
| Total debt securities | $86,036,000 | 1,393 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $87,884,000 | 1,406 |
| U.S. Government securities | $75,289,000 | 1,194 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $75,289,000 | 1,148 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $7,254,000 | 904 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $739,000 | 203 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,515,000 | 638 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,341,000 | 478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $47,837,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $47,837,000 | 735 |
| Issued or guaranteed by U.S. | $47,837,000 | 729 |
| 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) | $39,223,000 | 568 |
| Available-for-sale securities (fair market value) | $48,661,000 | 2,046 |
| Total debt securities | $82,543,000 | 1,454 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $85,780,000 | 1,462 |
| U.S. Government securities | $73,523,000 | 1,247 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $73,523,000 | 1,203 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $7,951,000 | 894 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $883,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,068,000 | 652 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,306,000 | 578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $47,135,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $47,135,000 | 762 |
| Issued or guaranteed by U.S. | $47,135,000 | 757 |
| 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) | $38,113,000 | 592 |
| Available-for-sale securities (fair market value) | $47,667,000 | 2,080 |
| Total debt securities | $81,474,000 | 1,501 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $84,508,000 | 1,511 |
| U.S. Government securities | $71,195,000 | 1,308 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $71,195,000 | 1,256 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $8,955,000 | 853 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,038,000 | 178 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,917,000 | 627 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $4,358,000 | 603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $47,117,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $47,114,000 | 785 |
| Issued or guaranteed by U.S. | $47,114,000 | 780 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,000 | 3,789 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,435 |
| 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) | $37,069,000 | 612 |
| Available-for-sale securities (fair market value) | $47,439,000 | 2,129 |
| Total debt securities | $80,150,000 | 1,534 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $80,431,000 | 1,572 |
| U.S. Government securities | $66,916,000 | 1,379 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $66,916,000 | 1,326 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $9,146,000 | 853 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,225,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,921,000 | 636 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,369,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $44,258,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $44,251,000 | 826 |
| Issued or guaranteed by U.S. | $44,251,000 | 820 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,000 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,431 |
| 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) | $33,357,000 | 657 |
| Available-for-sale securities (fair market value) | $47,074,000 | 2,159 |
| Total debt securities | $76,062,000 | 1,607 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $76,536,000 | 1,664 |
| U.S. Government securities | $63,752,000 | 1,493 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $63,752,000 | 1,432 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $9,134,000 | 860 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,319,000 | 183 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,815,000 | 665 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,650,000 | 730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $42,696,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $42,681,000 | 861 |
| Issued or guaranteed by U.S. | $42,681,000 | 854 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,000 | 3,802 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,472 |
| 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) | $34,772,000 | 645 |
| Available-for-sale securities (fair market value) | $41,764,000 | 2,416 |
| Total debt securities | $72,886,000 | 1,691 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $75,152,000 | 1,709 |
| U.S. Government securities | $61,451,000 | 1,536 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $61,451,000 | 1,476 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $9,668,000 | 876 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,419,000 | 186 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,249,000 | 689 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $4,033,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $39,608,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $39,585,000 | 932 |
| Issued or guaranteed by U.S. | $39,585,000 | 925 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $23,000 | 3,848 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,513 |
| 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) | $33,137,000 | 656 |
| Available-for-sale securities (fair market value) | $42,015,000 | 2,428 |
| Total debt securities | $71,119,000 | 1,720 |
| 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 | $77,768,000 | 1,708 |
| U.S. Government securities | $62,670,000 | 1,561 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $62,670,000 | 1,505 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $9,471,000 | 880 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,554,000 | 193 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,917,000 | 767 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,627,000 | 580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $38,624,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $38,592,000 | 984 |
| Issued or guaranteed by U.S. | $38,592,000 | 975 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $32,000 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,684 |
| 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) | $34,525,000 | 639 |
| Available-for-sale securities (fair market value) | $43,243,000 | 2,422 |
| Total debt securities | $72,141,000 | 1,757 |
| 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 | $74,350,000 | 1,752 |
| U.S. Government securities | $56,571,000 | 1,665 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $56,571,000 | 1,612 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $10,969,000 | 824 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,621,000 | 207 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,348,000 | 710 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $6,810,000 | 547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $33,643,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $33,595,000 | 1,066 |
| Issued or guaranteed by U.S. | $33,595,000 | 1,062 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $48,000 | 3,919 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,721 |
| 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) | $29,606,000 | 703 |
| Available-for-sale securities (fair market value) | $44,744,000 | 2,284 |
| Total debt securities | $67,540,000 | 1,830 |
| 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 | $80,615,000 | 1,560 |
| U.S. Government securities | $60,992,000 | 1,500 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $60,992,000 | 1,442 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $11,974,000 | 826 |
| Privately issued residential mortgage-backed securities | $496,000 | 832 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,688,000 | 212 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,790,000 | 699 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,649,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $36,035,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $35,474,000 | 998 |
| Issued or guaranteed by U.S. | $35,474,000 | 993 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $561,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,860 |
| Privately issued | $496,000 | 734 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,850,000 | 754 |
| Available-for-sale securities (fair market value) | $55,765,000 | 1,859 |
| Total debt securities | $72,841,000 | 1,664 |
| 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 | $70,849,000 | 1,730 |
| U.S. Government securities | $47,683,000 | 1,849 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $47,683,000 | 1,773 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $15,908,000 | 702 |
| Privately issued residential mortgage-backed securities | $1,016,000 | 685 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,753,000 | 214 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,139,000 | 572 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,258,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $28,749,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $27,644,000 | 1,187 |
| Issued or guaranteed by U.S. | $27,644,000 | 1,182 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,105,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 3,904 |
| Privately issued | $1,016,000 | 608 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,927,000 | 1,562 |
| Available-for-sale securities (fair market value) | $61,922,000 | 1,662 |
| Total debt securities | $63,508,000 | 1,855 |
| 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 | $65,700,000 | 1,838 |
| U.S. Government securities | $39,148,000 | 2,179 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $39,148,000 | 2,092 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $19,653,000 | 601 |
| Privately issued residential mortgage-backed securities | $1,008,000 | 715 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,817,000 | 209 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,828,000 | 492 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,899,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $22,171,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $20,295,000 | 1,447 |
| Issued or guaranteed by U.S. | $20,295,000 | 1,443 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,876,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 3,131 |
| Privately issued | $1,008,000 | 639 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,916,000 | 2,685 |
| Available-for-sale securities (fair market value) | $62,784,000 | 1,611 |
| Total debt securities | $58,731,000 | 1,962 |
| 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 | $64,256,000 | 1,744 |
| U.S. Government securities | $31,166,000 | 2,461 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $31,166,000 | 2,327 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $25,961,000 | 518 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,524,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,437,000 | 385 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $7,129,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $21,450,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $19,759,000 | 1,306 |
| Issued or guaranteed by U.S. | $19,759,000 | 1,296 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,691,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 2,711 |
| 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) | $2,452,000 | 2,998 |
| Available-for-sale securities (fair market value) | $61,804,000 | 1,500 |
| Total debt securities | $57,127,000 | 1,882 |
| 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 | $61,655,000 | 1,779 |
| U.S. Government securities | $28,253,000 | 2,774 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $28,253,000 | 2,577 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $25,296,000 | 461 |
| 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 | $25,296,000 | 350 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $8,106,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $1,502,000 | 5,119 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,156,000 | 4,617 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $346,000 | 3,558 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 3,383 |
| 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) | $7,006,000 | 2,323 |
| Available-for-sale securities (fair market value) | $54,649,000 | 1,566 |
| Total debt securities | $53,454,000 | 1,974 |
| 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 | $62,368,000 | 1,844 |
| U.S. Government securities | $28,330,000 | 2,895 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $28,330,000 | 2,594 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $15,131,000 | 653 |
| 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 | $15,131,000 | 509 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $18,907,000 | 313 |
| 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 | $1,950,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $1,537,000 | 4,550 |
| Issued or guaranteed by U.S. | $1,537,000 | 4,537 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $413,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 3,505 |
| 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) | $7,957,000 | 2,419 |
| Available-for-sale securities (fair market value) | $54,411,000 | 1,586 |
| Total debt securities | $43,461,000 | 2,508 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $60,947,000 | 1,906 |
| U.S. Government securities | $24,843,000 | 3,318 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $24,843,000 | 2,803 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $15,037,000 | 606 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,037,000 | 456 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $21,067,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $3,852,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $3,214,000 | 3,707 |
| Issued or guaranteed by U.S. | $3,214,000 | 3,690 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $638,000 | 3,629 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 3,476 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,868,000 | 2,198 |
| Available-for-sale securities (fair market value) | $50,079,000 | 1,723 |
| Total debt securities | $39,880,000 | 2,755 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $47,568,000 | 2,407 |
| U.S. Government securities | $29,427,000 | 2,965 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $29,427,000 | 2,341 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $8,724,000 | 618 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,724,000 | 460 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $9,417,000 | 463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $6,719,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $5,742,000 | 2,707 |
| Issued or guaranteed by U.S. | $5,742,000 | 2,696 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $977,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 3,330 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,056,000 | 1,886 |
| Available-for-sale securities (fair market value) | $30,512,000 | 2,577 |
| Total debt securities | $38,151,000 | 2,858 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $503,000 | 1,783 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $37,737,000 | 3,209 |
| U.S. Government securities | $27,246,000 | 3,488 |
| U.S. Treasury securities | $1,503,000 | 6,546 |
| U.S. Government agency obligations | $25,743,000 | 2,729 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $5,286,000 | 861 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,286,000 | 596 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,205,000 | 732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $8,425,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $7,510,000 | 2,548 |
| Issued or guaranteed by U.S. | $7,510,000 | 2,526 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $915,000 | 3,946 |
| CMOs issued by government agencies or sponsored agencies | $915,000 | 3,798 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,229,000 | 2,330 |
| Available-for-sale securities (fair market value) | $22,508,000 | 3,476 |
| Total debt securities | $32,692,000 | 3,570 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $501,000 | 2,473 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $30,500,000 | 4,014 |
| U.S. Government securities | $24,524,000 | 3,926 |
| U.S. Treasury securities | $3,516,000 | 5,613 |
| U.S. Government agency obligations | $21,008,000 | 3,176 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $3,091,000 | 1,407 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,091,000 | 1,065 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,885,000 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $9,464,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $8,465,000 | 2,399 |
| Issued or guaranteed by U.S. | $8,465,000 | 2,376 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $999,000 | 4,238 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 4,072 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,549,000 | 2,129 |
| Available-for-sale securities (fair market value) | $11,951,000 | 5,583 |
| Total debt securities | $27,550,000 | 4,255 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $18,508,000 | 6,221 |
| U.S. Government securities | $12,422,000 | 6,816 |
| U.S. Treasury securities | $7,034,000 | 4,410 |
| U.S. Government agency obligations | $5,388,000 | 7,492 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $3,377,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,377,000 | 1,165 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,709,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $4,396,000 | 4,997 |
| Certificates of participation in pools of residential mortgages | $3,398,000 | 4,116 |
| Issued or guaranteed by U.S. | $3,398,000 | 4,091 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $998,000 | 4,522 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 4,324 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,836,000 | 5,399 |
| Available-for-sale securities (fair market value) | $7,672,000 | 5,584 |
| Total debt securities | $15,855,000 | 6,767 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $16,709,000 | 6,916 |
| U.S. Government securities | $11,512,000 | 7,424 |
| U.S. Treasury securities | $8,625,000 | 3,934 |
| U.S. Government agency obligations | $2,887,000 | 9,493 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $2,532,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,532,000 | 1,580 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,665,000 | 1,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $2,887,000 | 6,525 |
| Certificates of participation in pools of residential mortgages | $1,889,000 | 5,869 |
| Issued or guaranteed by U.S. | $1,889,000 | 5,819 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $998,000 | 5,015 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 4,799 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,044,000 | 7,544 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $15,228,000 | 7,278 |
| U.S. Government securities | $8,548,000 | 8,720 |
| U.S. Treasury securities | $5,669,000 | 5,355 |
| U.S. Government agency obligations | $2,879,000 | 9,661 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $4,048,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,048,000 | 1,375 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,632,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $1,378,000 | 8,409 |
| Certificates of participation in pools of residential mortgages | $1,378,000 | 6,947 |
| Issued or guaranteed by U.S. | $1,378,000 | 6,882 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,596,000 | 8,030 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |