Home > Nexity Bank > Securities
Nexity Bank, Securities
| 2011-03-31 | Rank | |
| Total securities | $228,343,000 | 639 |
| U.S. Government securities | $216,994,000 | 489 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $216,994,000 | 471 |
| Securities issued by states & political subdivisions | $3,104,000 | 3,984 |
| Other domestic debt securities | $8,245,000 | 798 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $3,695,000 | 89 |
| Other domestic debt securities - All other | $4,550,000 | 665 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,813,000 | 381 |
| Mortgage-backed securities | $188,361,000 | 398 |
| Certificates of participation in pools of residential mortgages | $188,361,000 | 248 |
| Issued or guaranteed by U.S. | $188,361,000 | 246 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $228,343,000 | 562 |
| Total debt securities | $228,043,000 | 631 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $241,119,000 | 582 |
| U.S. Government securities | $228,576,000 | 454 |
| U.S. Treasury securities | $4,999,000 | 517 |
| U.S. Government agency obligations | $223,577,000 | 443 |
| Securities issued by states & political subdivisions | $3,098,000 | 3,999 |
| Other domestic debt securities | $9,445,000 | 788 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $3,695,000 | 92 |
| Other domestic debt securities - All other | $5,750,000 | 559 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,592,000 | 358 |
| Mortgage-backed securities | $182,918,000 | 395 |
| Certificates of participation in pools of residential mortgages | $182,918,000 | 240 |
| Issued or guaranteed by U.S. | $182,918,000 | 238 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $241,119,000 | 521 |
| Total debt securities | $239,620,000 | 574 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $301,135,000 | 439 |
| U.S. Government securities | $288,053,000 | 337 |
| U.S. Treasury securities | $4,996,000 | 472 |
| U.S. Government agency obligations | $283,057,000 | 334 |
| Securities issued by states & political subdivisions | $3,302,000 | 3,863 |
| Other domestic debt securities | $9,780,000 | 792 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $3,695,000 | 96 |
| Other domestic debt securities - All other | $6,085,000 | 528 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,629,000 | 353 |
| Mortgage-backed securities | $176,609,000 | 389 |
| Certificates of participation in pools of residential mortgages | $176,609,000 | 234 |
| Issued or guaranteed by U.S. | $176,609,000 | 231 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $301,135,000 | 386 |
| Total debt securities | $299,301,000 | 434 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $198,308,000 | 679 |
| U.S. Government securities | $178,946,000 | 545 |
| U.S. Treasury securities | $15,040,000 | 233 |
| U.S. Government agency obligations | $163,906,000 | 571 |
| Securities issued by states & political subdivisions | $3,205,000 | 3,819 |
| Other domestic debt securities | $16,157,000 | 566 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $3,713,000 | 99 |
| Other domestic debt securities - All other | $12,444,000 | 297 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,211,000 | 372 |
| Mortgage-backed securities | $74,607,000 | 824 |
| Certificates of participation in pools of residential mortgages | $74,607,000 | 505 |
| Issued or guaranteed by U.S. | $74,607,000 | 500 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $198,308,000 | 590 |
| Total debt securities | $195,309,000 | 677 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $235,390,000 | 561 |
| U.S. Government securities | $201,429,000 | 479 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $201,429,000 | 457 |
| Securities issued by states & political subdivisions | $17,597,000 | 1,442 |
| Other domestic debt securities | $16,364,000 | 578 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $3,712,000 | 104 |
| Other domestic debt securities - All other | $12,652,000 | 292 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,043,000 | 393 |
| Mortgage-backed securities | $172,224,000 | 402 |
| Certificates of participation in pools of residential mortgages | $158,746,000 | 269 |
| Issued or guaranteed by U.S. | $158,746,000 | 266 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,478,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $13,478,000 | 995 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $235,390,000 | 495 |
| Total debt securities | $233,890,000 | 558 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $239,225,000 | 542 |
| U.S. Government securities | $205,632,000 | 451 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $205,632,000 | 435 |
| Securities issued by states & political subdivisions | $17,516,000 | 1,447 |
| Other domestic debt securities | $16,077,000 | 608 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $3,726,000 | 107 |
| Other domestic debt securities - All other | $12,351,000 | 300 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,799,000 | 385 |
| Mortgage-backed securities | $187,529,000 | 379 |
| Certificates of participation in pools of residential mortgages | $173,757,000 | 256 |
| Issued or guaranteed by U.S. | $173,757,000 | 254 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $13,772,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $13,772,000 | 959 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $239,225,000 | 470 |
| Total debt securities | $239,225,000 | 532 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $244,755,000 | 533 |
| U.S. Government securities | $205,140,000 | 451 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $205,140,000 | 433 |
| Securities issued by states & political subdivisions | $23,803,000 | 1,022 |
| Other domestic debt securities | $15,812,000 | 673 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $3,740,000 | 125 |
| Other domestic debt securities - All other | $12,072,000 | 328 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,426,000 | 389 |
| Mortgage-backed securities | $184,992,000 | 405 |
| Certificates of participation in pools of residential mortgages | $172,763,000 | 264 |
| Issued or guaranteed by U.S. | $172,763,000 | 261 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,229,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $12,229,000 | 990 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $244,755,000 | 462 |
| Total debt securities | $244,755,000 | 521 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $3,565,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $273,821,000 | 474 |
| U.S. Government securities | $234,557,000 | 384 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $234,557,000 | 372 |
| Securities issued by states & political subdivisions | $22,443,000 | 1,051 |
| Other domestic debt securities | $16,821,000 | 664 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $3,751,000 | 133 |
| Other domestic debt securities - All other | $13,070,000 | 316 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,000,000 | 375 |
| Mortgage-backed securities | $191,793,000 | 392 |
| Certificates of participation in pools of residential mortgages | $190,756,000 | 248 |
| Issued or guaranteed by U.S. | $190,756,000 | 244 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,037,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $1,037,000 | 2,482 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $273,821,000 | 410 |
| Total debt securities | $273,821,000 | 462 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,414,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $279,817,000 | 464 |
| U.S. Government securities | $240,487,000 | 384 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $240,487,000 | 375 |
| Securities issued by states & political subdivisions | $22,495,000 | 996 |
| Other domestic debt securities | $16,835,000 | 639 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,835,000 | 266 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,288,000 | 325 |
| Mortgage-backed securities | $189,234,000 | 407 |
| Certificates of participation in pools of residential mortgages | $189,234,000 | 266 |
| Issued or guaranteed by U.S. | $189,234,000 | 260 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $279,817,000 | 400 |
| Total debt securities | $279,817,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $4,611,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $215,952,000 | 562 |
| U.S. Government securities | $172,634,000 | 509 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $172,634,000 | 495 |
| Securities issued by states & political subdivisions | $26,160,000 | 821 |
| Other domestic debt securities | $17,158,000 | 595 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,158,000 | 246 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,862,000 | 322 |
| Mortgage-backed securities | $123,620,000 | 548 |
| Certificates of participation in pools of residential mortgages | $123,620,000 | 388 |
| Issued or guaranteed by U.S. | $123,620,000 | 383 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $215,952,000 | 488 |
| Total debt securities | $215,952,000 | 552 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $3,733,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $280,325,000 | 446 |
| U.S. Government securities | $239,884,000 | 354 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $239,884,000 | 347 |
| Securities issued by states & political subdivisions | $24,866,000 | 851 |
| Other domestic debt securities | $15,575,000 | 621 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,575,000 | 266 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,108,000 | 311 |
| Mortgage-backed securities | $188,312,000 | 376 |
| Certificates of participation in pools of residential mortgages | $186,266,000 | 245 |
| Issued or guaranteed by U.S. | $186,266,000 | 239 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,046,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $2,046,000 | 2,001 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $280,325,000 | 378 |
| Total debt securities | $280,325,000 | 435 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $1,000,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $274,950,000 | 457 |
| U.S. Government securities | $235,676,000 | 363 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $235,676,000 | 351 |
| Securities issued by states & political subdivisions | $23,025,000 | 949 |
| Other domestic debt securities | $16,249,000 | 637 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,249,000 | 295 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,000,000 | 310 |
| Mortgage-backed securities | $185,325,000 | 381 |
| Certificates of participation in pools of residential mortgages | $183,329,000 | 258 |
| Issued or guaranteed by U.S. | $183,329,000 | 251 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,996,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $1,996,000 | 2,033 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $274,950,000 | 390 |
| Total debt securities | $274,950,000 | 444 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $2,969,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $279,293,000 | 450 |
| U.S. Government securities | $253,362,000 | 338 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $253,362,000 | 329 |
| Securities issued by states & political subdivisions | $14,896,000 | 1,503 |
| Other domestic debt securities | $11,035,000 | 802 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,035,000 | 408 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,000,000 | 324 |
| Mortgage-backed securities | $190,333,000 | 366 |
| Certificates of participation in pools of residential mortgages | $188,300,000 | 238 |
| Issued or guaranteed by U.S. | $188,300,000 | 231 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,033,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $2,033,000 | 1,997 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $279,293,000 | 389 |
| Total debt securities | $279,293,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $2,796,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $236,000,000 | 522 |
| U.S. Government securities | $224,612,000 | 391 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $224,612,000 | 379 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,639 |
| Other domestic debt securities | $8,026,000 | 908 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,026,000 | 508 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,069,000 | 411 |
| Mortgage-backed securities | $160,883,000 | 388 |
| Certificates of participation in pools of residential mortgages | $158,903,000 | 257 |
| Issued or guaranteed by U.S. | $158,903,000 | 251 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,980,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $1,980,000 | 1,943 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $236,000,000 | 454 |
| Total debt securities | $236,000,000 | 508 |
| Structured notes | ||
| Amortized cost | $2,464,000 | 933 |
| Fair value | $2,503,000 | 901 |
| 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 | $238,233,000 | 524 |
| U.S. Government securities | $230,872,000 | 385 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $230,872,000 | 377 |
| Securities issued by states & political subdivisions | $3,328,000 | 3,652 |
| Other domestic debt securities | $4,033,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,033,000 | 731 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,021,000 | 392 |
| Mortgage-backed securities | $138,879,000 | 416 |
| Certificates of participation in pools of residential mortgages | $136,886,000 | 282 |
| Issued or guaranteed by U.S. | $136,886,000 | 277 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,993,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $1,993,000 | 1,892 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $238,233,000 | 453 |
| Total debt securities | $238,233,000 | 510 |
| Structured notes | ||
| Amortized cost | $2,463,000 | 1,113 |
| Fair value | $2,499,000 | 1,081 |
| Trading account assets | $198,000 | 228 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $221,211,000 | 569 |
| U.S. Government securities | $217,178,000 | 417 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $217,178,000 | 407 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $4,033,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,033,000 | 696 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,128,000 | 389 |
| Mortgage-backed securities | $130,022,000 | 448 |
| Certificates of participation in pools of residential mortgages | $130,022,000 | 299 |
| Issued or guaranteed by U.S. | $130,022,000 | 292 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $221,211,000 | 475 |
| Total debt securities | $221,211,000 | 554 |
| Structured notes | ||
| Amortized cost | $2,461,000 | 1,186 |
| Fair value | $2,469,000 | 1,154 |
| Trading account assets | $989,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $235,801,000 | 526 |
| U.S. Government securities | $232,768,000 | 398 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $232,768,000 | 389 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $3,033,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,033,000 | 825 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,170,000 | 389 |
| Mortgage-backed securities | $129,184,000 | 456 |
| Certificates of participation in pools of residential mortgages | $129,091,000 | 309 |
| Issued or guaranteed by U.S. | $129,091,000 | 301 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $93,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,027 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $235,801,000 | 448 |
| Total debt securities | $235,801,000 | 514 |
| Structured notes | ||
| Amortized cost | $2,460,000 | 1,235 |
| Fair value | $2,474,000 | 1,212 |
| 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 | $232,567,000 | 535 |
| U.S. Government securities | $229,527,000 | 410 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $229,527,000 | 400 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $3,040,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,040,000 | 842 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,401,000 | 396 |
| Mortgage-backed securities | $133,666,000 | 450 |
| Certificates of participation in pools of residential mortgages | $133,476,000 | 304 |
| Issued or guaranteed by U.S. | $133,476,000 | 296 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $190,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,896 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $232,567,000 | 452 |
| Total debt securities | $232,567,000 | 520 |
| Structured notes | ||
| Amortized cost | $4,348,000 | 829 |
| Fair value | $4,339,000 | 825 |
| Trading account assets | $1,999,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $228,504,000 | 565 |
| U.S. Government securities | $224,452,000 | 422 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $224,452,000 | 413 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,052,000 | 1,131 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,052,000 | 726 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,695,000 | 508 |
| Mortgage-backed securities | $128,773,000 | 466 |
| Certificates of participation in pools of residential mortgages | $128,488,000 | 323 |
| Issued or guaranteed by U.S. | $128,488,000 | 315 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $285,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $285,000 | 2,773 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $228,504,000 | 470 |
| Total debt securities | $228,504,000 | 549 |
| Structured notes | ||
| Amortized cost | $4,346,000 | 900 |
| Fair value | $4,329,000 | 897 |
| 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 | $217,410,000 | 600 |
| U.S. Government securities | $213,398,000 | 454 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $213,398,000 | 441 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,012,000 | 1,131 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,012,000 | 739 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,580,000 | 502 |
| Mortgage-backed securities | $127,834,000 | 468 |
| Certificates of participation in pools of residential mortgages | $127,411,000 | 334 |
| Issued or guaranteed by U.S. | $127,411,000 | 330 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $423,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,620 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $217,410,000 | 500 |
| Total debt securities | $217,411,000 | 585 |
| Structured notes | ||
| Amortized cost | $1,890,000 | 1,714 |
| Fair value | $1,854,000 | 1,708 |
| 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 | $210,120,000 | 629 |
| U.S. Government securities | $205,547,000 | 486 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $205,547,000 | 466 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,573,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,573,000 | 733 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,615,000 | 471 |
| Mortgage-backed securities | $131,819,000 | 462 |
| Certificates of participation in pools of residential mortgages | $131,247,000 | 334 |
| Issued or guaranteed by U.S. | $131,247,000 | 328 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $572,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,484 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $210,120,000 | 522 |
| Total debt securities | $210,119,000 | 610 |
| Structured notes | ||
| Amortized cost | $1,889,000 | 1,717 |
| Fair value | $1,863,000 | 1,716 |
| 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 | $202,348,000 | 643 |
| U.S. Government securities | $197,778,000 | 515 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $197,778,000 | 491 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $4,570,000 | 1,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,570,000 | 763 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,265,000 | 498 |
| Mortgage-backed securities | $134,295,000 | 461 |
| Certificates of participation in pools of residential mortgages | $133,571,000 | 337 |
| Issued or guaranteed by U.S. | $133,571,000 | 331 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $724,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 2,391 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $202,348,000 | 536 |
| Total debt securities | $202,348,000 | 626 |
| Structured notes | ||
| Amortized cost | $1,889,000 | 1,712 |
| Fair value | $1,870,000 | 1,710 |
| 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 | $195,485,000 | 659 |
| U.S. Government securities | $188,906,000 | 533 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $188,906,000 | 509 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $6,579,000 | 941 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,579,000 | 617 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,493,000 | 451 |
| Mortgage-backed securities | $132,980,000 | 471 |
| Certificates of participation in pools of residential mortgages | $132,014,000 | 342 |
| Issued or guaranteed by U.S. | $132,014,000 | 338 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $966,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $966,000 | 2,275 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $195,485,000 | 550 |
| Total debt securities | $195,484,000 | 638 |
| Structured notes | ||
| Amortized cost | $1,888,000 | 1,691 |
| Fair value | $1,881,000 | 1,683 |
| 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 | $196,767,000 | 659 |
| U.S. Government securities | $190,178,000 | 539 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $190,178,000 | 513 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $6,589,000 | 953 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,589,000 | 634 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,901,000 | 444 |
| Mortgage-backed securities | $133,524,000 | 479 |
| Certificates of participation in pools of residential mortgages | $132,226,000 | 352 |
| Issued or guaranteed by U.S. | $132,226,000 | 344 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,298,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $1,298,000 | 2,139 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $196,767,000 | 544 |
| Total debt securities | $196,767,000 | 647 |
| Structured notes | ||
| Amortized cost | $1,888,000 | 1,690 |
| Fair value | $1,896,000 | 1,683 |
| 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 | $198,006,000 | 661 |
| U.S. Government securities | $189,808,000 | 540 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $189,808,000 | 515 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $8,198,000 | 872 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,198,000 | 586 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,984,000 | 459 |
| Mortgage-backed securities | $128,947,000 | 505 |
| Certificates of participation in pools of residential mortgages | $127,367,000 | 371 |
| Issued or guaranteed by U.S. | $127,367,000 | 366 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,580,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 2,069 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $198,006,000 | 549 |
| Total debt securities | $198,006,000 | 642 |
| Structured notes | ||
| Amortized cost | $5,888,000 | 749 |
| Fair value | $5,843,000 | 744 |
| 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 | $194,617,000 | 679 |
| U.S. Government securities | $186,402,000 | 563 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $186,402,000 | 537 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $8,215,000 | 898 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,215,000 | 613 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,565,000 | 536 |
| Mortgage-backed securities | $131,085,000 | 510 |
| Certificates of participation in pools of residential mortgages | $129,171,000 | 369 |
| Issued or guaranteed by U.S. | $129,171,000 | 365 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,914,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $1,914,000 | 1,986 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $194,617,000 | 566 |
| Total debt securities | $194,617,000 | 659 |
| Structured notes | ||
| Amortized cost | $5,887,000 | 722 |
| Fair value | $5,889,000 | 717 |
| 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 | $187,701,000 | 698 |
| U.S. Government securities | $179,441,000 | 582 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $179,441,000 | 556 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $8,260,000 | 895 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,260,000 | 618 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,114,000 | 517 |
| Mortgage-backed securities | $131,881,000 | 512 |
| Certificates of participation in pools of residential mortgages | $129,600,000 | 368 |
| Issued or guaranteed by U.S. | $129,600,000 | 367 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,281,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $2,281,000 | 1,869 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $187,701,000 | 591 |
| Total debt securities | $187,701,000 | 684 |
| Structured notes | ||
| Amortized cost | $5,887,000 | 734 |
| Fair value | $5,904,000 | 731 |
| 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 | $190,738,000 | 702 |
| U.S. Government securities | $182,560,000 | 584 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $182,560,000 | 559 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $8,178,000 | 918 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,178,000 | 651 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,980,000 | 523 |
| Mortgage-backed securities | $127,196,000 | 520 |
| Certificates of participation in pools of residential mortgages | $124,576,000 | 382 |
| Issued or guaranteed by U.S. | $124,576,000 | 380 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,620,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $2,620,000 | 1,813 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $190,738,000 | 594 |
| Total debt securities | $190,738,000 | 686 |
| Structured notes | ||
| Amortized cost | $5,887,000 | 720 |
| Fair value | $5,827,000 | 710 |
| 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 | $162,085,000 | 819 |
| U.S. Government securities | $153,875,000 | 670 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $153,875,000 | 652 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $8,210,000 | 978 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,210,000 | 692 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,050,000 | 528 |
| Mortgage-backed securities | $101,316,000 | 638 |
| Certificates of participation in pools of residential mortgages | $98,531,000 | 486 |
| Issued or guaranteed by U.S. | $98,531,000 | 481 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,785,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $2,785,000 | 1,828 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $162,085,000 | 704 |
| Total debt securities | $162,085,000 | 797 |
| Structured notes | ||
| Amortized cost | $5,886,000 | 616 |
| Fair value | $5,959,000 | 611 |
| 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 | $171,123,000 | 792 |
| U.S. Government securities | $162,913,000 | 658 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $162,913,000 | 637 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $8,210,000 | 959 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,210,000 | 742 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,959,000 | 536 |
| Mortgage-backed securities | $106,383,000 | 624 |
| Certificates of participation in pools of residential mortgages | $103,584,000 | 470 |
| Issued or guaranteed by U.S. | $103,584,000 | 465 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,799,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $2,799,000 | 1,919 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $171,123,000 | 677 |
| Total debt securities | $171,123,000 | 771 |
| Structured notes | ||
| Amortized cost | $5,886,000 | 555 |
| Fair value | $5,919,000 | 548 |
| 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 | $158,091,000 | 850 |
| U.S. Government securities | $149,886,000 | 680 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $149,886,000 | 656 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $8,205,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,205,000 | 791 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,373,000 | 545 |
| Mortgage-backed securities | $99,519,000 | 651 |
| Certificates of participation in pools of residential mortgages | $96,645,000 | 490 |
| Issued or guaranteed by U.S. | $96,645,000 | 485 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,874,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $2,874,000 | 1,931 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $158,091,000 | 726 |
| Total debt securities | $158,091,000 | 821 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 611 |
| Fair value | $4,023,000 | 614 |
| 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 | $165,241,000 | 800 |
| U.S. Government securities | $154,028,000 | 653 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $154,028,000 | 631 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $11,213,000 | 853 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,213,000 | 636 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,780,000 | 499 |
| Mortgage-backed securities | $98,210,000 | 666 |
| Certificates of participation in pools of residential mortgages | $91,099,000 | 493 |
| Issued or guaranteed by U.S. | $91,099,000 | 486 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,111,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $7,111,000 | 1,374 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $165,241,000 | 690 |
| Total debt securities | $165,241,000 | 777 |
| Structured notes | ||
| Amortized cost | $3,993,000 | 517 |
| Fair value | $4,057,000 | 481 |
| 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 | $156,086,000 | 827 |
| U.S. Government securities | $133,793,000 | 732 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $133,793,000 | 703 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $22,293,000 | 557 |
| Privately issued residential mortgage-backed securities | $11,079,000 | 292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,214,000 | 635 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,120,000 | 692 |
| Mortgage-backed securities | $89,392,000 | 702 |
| Certificates of participation in pools of residential mortgages | $72,885,000 | 567 |
| Issued or guaranteed by U.S. | $72,885,000 | 564 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $16,507,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $5,428,000 | 1,620 |
| Privately issued | $11,079,000 | 260 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $156,086,000 | 706 |
| Total debt securities | $156,086,000 | 795 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 604 |
| Fair value | $2,034,000 | 615 |
| 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 | $128,424,000 | 976 |
| U.S. Government securities | $108,447,000 | 846 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $108,447,000 | 804 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $19,977,000 | 593 |
| Privately issued residential mortgage-backed securities | $11,818,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,159,000 | 830 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,545,000 | 685 |
| Mortgage-backed securities | $80,390,000 | 729 |
| Certificates of participation in pools of residential mortgages | $60,854,000 | 614 |
| Issued or guaranteed by U.S. | $60,854,000 | 608 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $19,536,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $7,718,000 | 1,352 |
| Privately issued | $11,818,000 | 238 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $128,424,000 | 825 |
| Total debt securities | $128,424,000 | 933 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 482 |
| Fair value | $2,010,000 | 515 |
| 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 | $62,779,000 | 1,795 |
| U.S. Government securities | $55,620,000 | 1,459 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $55,620,000 | 1,381 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $7,159,000 | 1,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,159,000 | 907 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,980,000 | 1,658 |
| Mortgage-backed securities | $26,396,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $19,385,000 | 1,325 |
| Issued or guaranteed by U.S. | $19,385,000 | 1,315 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,011,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $7,011,000 | 1,465 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $62,779,000 | 1,481 |
| Total debt securities | $62,779,000 | 1,734 |
| 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 | $93,845,000 | 1,183 |
| U.S. Government securities | $89,563,000 | 918 |
| U.S. Treasury securities | $2,024,000 | 1,873 |
| U.S. Government agency obligations | $87,539,000 | 878 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $3,425,000 | 1,469 |
| 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 | $3,425,000 | 1,238 |
| Foreign debt securities | NA | NA |
| Equity securities | $857,000 | 2,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,171,000 | 4,578 |
| Mortgage-backed securities | $32,181,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $29,410,000 | 816 |
| Issued or guaranteed by U.S. | $29,410,000 | 810 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,771,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $2,771,000 | 1,867 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $93,845,000 | 931 |
| Total debt securities | $92,988,000 | 1,151 |
| 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 | $13,029,000 | 6,274 |
| U.S. Government securities | $11,016,000 | 5,792 |
| U.S. Treasury securities | $201,000 | 5,104 |
| U.S. Government agency obligations | $10,815,000 | 5,335 |
| Securities issued by states & political subdivisions | $1,886,000 | 4,714 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $127,000 | 6,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,051,000 | 6,288 |
| Mortgage-backed securities | $5,666,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $2,064,000 | 4,157 |
| Issued or guaranteed by U.S. | $2,064,000 | 4,138 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,602,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $3,602,000 | 1,775 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,029,000 | 5,145 |
| Total debt securities | $12,902,000 | 6,198 |
| 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 | $7,439,000 | 7,880 |
| U.S. Government securities | $5,951,000 | 7,620 |
| U.S. Treasury securities | $606,000 | 5,656 |
| U.S. Government agency obligations | $5,345,000 | 7,030 |
| Securities issued by states & political subdivisions | $1,352,000 | 5,336 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $136,000 | 6,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,496,000 | 5,769 |
| Mortgage-backed securities | $2,178,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $2,178,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,178,000 | 4,239 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,704,000 | 4,336 |
| Available-for-sale securities (fair market value) | $4,735,000 | 7,456 |
| Total debt securities | $7,303,000 | 7,795 |
| 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 | $9,409,000 | 7,587 |
| U.S. Government securities | $8,189,000 | 7,177 |
| U.S. Treasury securities | $605,000 | 6,962 |
| U.S. Government agency obligations | $7,584,000 | 6,126 |
| Securities issued by states & political subdivisions | $1,084,000 | 5,668 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $136,000 | 6,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,527,000 | 6,902 |
| Mortgage-backed securities | $3,666,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $3,666,000 | 3,406 |
| Issued or guaranteed by U.S. | $3,666,000 | 3,391 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,397,000 | 3,677 |
| Available-for-sale securities (fair market value) | $3,012,000 | 8,319 |
| Total debt securities | $9,273,000 | 7,506 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,977,000 | 8,634 |
| U.S. Government securities | $6,758,000 | 8,361 |
| U.S. Treasury securities | $999,000 | 7,295 |
| U.S. Government agency obligations | $5,759,000 | 7,242 |
| Securities issued by states & political subdivisions | $1,085,000 | 5,955 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 5,954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,344,000 | 7,438 |
| Mortgage-backed securities | $4,759,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $4,759,000 | 3,291 |
| Issued or guaranteed by U.S. | $4,759,000 | 3,271 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,108,000 | 3,926 |
| Available-for-sale securities (fair market value) | $869,000 | 9,580 |
| Total debt securities | $7,843,000 | 8,569 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $8,723,000 | 8,728 |
| U.S. Government securities | $7,461,000 | 8,412 |
| U.S. Treasury securities | $1,742,000 | 7,474 |
| U.S. Government agency obligations | $5,719,000 | 7,309 |
| Securities issued by states & political subdivisions | $1,124,000 | 6,132 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $138,000 | 5,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,287,000 | 7,711 |
| Mortgage-backed securities | $4,372,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $4,372,000 | 3,511 |
| Issued or guaranteed by U.S. | $4,372,000 | 3,484 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,652,000 | 4,015 |
| Available-for-sale securities (fair market value) | $1,071,000 | 9,918 |
| Total debt securities | $8,585,000 | 8,662 |
| 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 | $7,204,000 | 9,853 |
| U.S. Government securities | $5,792,000 | 9,749 |
| U.S. Treasury securities | $1,381,000 | 9,106 |
| U.S. Government agency obligations | $4,411,000 | 8,089 |
| Securities issued by states & political subdivisions | $1,260,000 | 6,213 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $152,000 | 5,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,231,000 | 8,075 |
| Mortgage-backed securities | $3,772,000 | 5,359 |
| Certificates of participation in pools of residential mortgages | $3,772,000 | 3,909 |
| Issued or guaranteed by U.S. | $3,772,000 | 3,884 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,027,000 | 7,981 |
| Available-for-sale securities (fair market value) | $2,177,000 | 8,695 |
| Total debt securities | $7,052,000 | 9,804 |
| 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 | $8,456,000 | 9,693 |
| U.S. Government securities | $6,827,000 | 9,497 |
| U.S. Treasury securities | $2,769,000 | 7,613 |
| U.S. Government agency obligations | $4,058,000 | 8,550 |
| Securities issued by states & political subdivisions | $1,451,000 | 6,081 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $178,000 | 4,739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,480,000 | 7,800 |
| Mortgage-backed securities | $3,408,000 | 6,160 |
| Certificates of participation in pools of residential mortgages | $3,408,000 | 4,595 |
| Issued or guaranteed by U.S. | $3,408,000 | 4,555 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,278,000 | 9,607 |
| 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 | $7,262,000 | 10,385 |
| U.S. Government securities | $5,509,000 | 10,464 |
| U.S. Treasury securities | $2,535,000 | 8,041 |
| U.S. Government agency obligations | $2,974,000 | 9,595 |
| Securities issued by states & political subdivisions | $1,572,000 | 5,583 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $181,000 | 4,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,174,000 | 6,873 |
| Mortgage-backed securities | $2,323,000 | 7,316 |
| Certificates of participation in pools of residential mortgages | $2,323,000 | 5,778 |
| Issued or guaranteed by U.S. | $2,323,000 | 5,710 |
| 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 | $7,081,000 | 10,354 |
| 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 |