Home > North Valley Bank > Securities
North Valley Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $206,762,000 | 735 |
| U.S. Government securities | $194,296,000 | 539 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $194,296,000 | 523 |
| Securities issued by states & political subdivisions | $4,243,000 | 3,856 |
| Other domestic debt securities | $5,241,000 | 876 |
| Privately issued residential mortgage-backed securities | $21,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $5,220,000 | 642 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,982,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,560,000 | 353 |
| Mortgage-backed securities | $194,317,000 | 401 |
| Certificates of participation in pools of residential mortgages | $194,296,000 | 236 |
| Issued or guaranteed by U.S. | $194,296,000 | 235 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $21,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $21,000 | 755 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,000 | 2,554 |
| Available-for-sale securities (fair market value) | $206,760,000 | 622 |
| Total debt securities | $203,780,000 | 736 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $213,698,000 | 715 |
| U.S. Government securities | $200,825,000 | 536 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $200,825,000 | 517 |
| Securities issued by states & political subdivisions | $4,724,000 | 3,790 |
| Other domestic debt securities | $5,167,000 | 905 |
| Privately issued residential mortgage-backed securities | $22,000 | 814 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,145,000 | 651 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,982,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,898,000 | 343 |
| Mortgage-backed securities | $200,847,000 | 393 |
| Certificates of participation in pools of residential mortgages | $200,825,000 | 232 |
| Issued or guaranteed by U.S. | $200,825,000 | 231 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $22,000 | 780 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,000 | 2,586 |
| Available-for-sale securities (fair market value) | $213,696,000 | 616 |
| Total debt securities | $210,716,000 | 718 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $273,145,000 | 561 |
| U.S. Government securities | $260,769,000 | 429 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $260,769,000 | 416 |
| Securities issued by states & political subdivisions | $4,543,000 | 3,846 |
| Other domestic debt securities | $4,884,000 | 968 |
| Privately issued residential mortgage-backed securities | $24,000 | 843 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,860,000 | 714 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,949,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,554,000 | 272 |
| Mortgage-backed securities | $242,256,000 | 340 |
| Certificates of participation in pools of residential mortgages | $190,787,000 | 250 |
| Issued or guaranteed by U.S. | $190,787,000 | 249 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $51,469,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $51,445,000 | 444 |
| Privately issued | $24,000 | 806 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,000 | 2,606 |
| Available-for-sale securities (fair market value) | $273,143,000 | 480 |
| Total debt securities | $270,198,000 | 556 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $279,481,000 | 544 |
| U.S. Government securities | $266,453,000 | 412 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $266,453,000 | 397 |
| Securities issued by states & political subdivisions | $5,317,000 | 3,718 |
| Other domestic debt securities | $4,779,000 | 1,020 |
| Privately issued residential mortgage-backed securities | $24,000 | 880 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,755,000 | 745 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,932,000 | 362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,092,000 | 264 |
| Mortgage-backed securities | $248,279,000 | 325 |
| Certificates of participation in pools of residential mortgages | $194,497,000 | 240 |
| Issued or guaranteed by U.S. | $194,497,000 | 238 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $53,782,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $53,758,000 | 420 |
| Privately issued | $24,000 | 838 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,000 | 2,632 |
| Available-for-sale securities (fair market value) | $279,479,000 | 465 |
| Total debt securities | $276,547,000 | 539 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $293,633,000 | 522 |
| U.S. Government securities | $279,002,000 | 394 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $279,002,000 | 380 |
| Securities issued by states & political subdivisions | $6,853,000 | 3,417 |
| Other domestic debt securities | $4,795,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $25,000 | 913 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,770,000 | 760 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,983,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,444,000 | 249 |
| Mortgage-backed securities | $260,349,000 | 311 |
| Certificates of participation in pools of residential mortgages | $203,906,000 | 231 |
| Issued or guaranteed by U.S. | $203,906,000 | 229 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $56,443,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $56,418,000 | 419 |
| Privately issued | $25,000 | 873 |
| 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) | $6,000 | 2,613 |
| Available-for-sale securities (fair market value) | $293,627,000 | 453 |
| Total debt securities | $290,650,000 | 521 |
| 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 | $306,306,000 | 504 |
| U.S. Government securities | $290,109,000 | 372 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $290,109,000 | 360 |
| Securities issued by states & political subdivisions | $8,431,000 | 3,148 |
| Other domestic debt securities | $4,789,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $26,000 | 931 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,763,000 | 772 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,977,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,983,000 | 223 |
| Mortgage-backed securities | $271,583,000 | 300 |
| Certificates of participation in pools of residential mortgages | $212,680,000 | 219 |
| Issued or guaranteed by U.S. | $212,680,000 | 217 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $58,903,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $58,877,000 | 401 |
| Privately issued | $26,000 | 890 |
| 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) | $6,000 | 2,565 |
| Available-for-sale securities (fair market value) | $306,300,000 | 443 |
| Total debt securities | $303,330,000 | 499 |
| 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 | $283,727,000 | 553 |
| U.S. Government securities | $267,103,000 | 420 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $267,103,000 | 402 |
| Securities issued by states & political subdivisions | $8,632,000 | 3,077 |
| Other domestic debt securities | $4,901,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $26,000 | 973 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,875,000 | 759 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,091,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $275,901,000 | 248 |
| Mortgage-backed securities | $242,422,000 | 347 |
| Certificates of participation in pools of residential mortgages | $178,307,000 | 259 |
| Issued or guaranteed by U.S. | $178,307,000 | 258 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $64,115,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $64,089,000 | 389 |
| Privately issued | $26,000 | 932 |
| 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) | $6,000 | 2,570 |
| Available-for-sale securities (fair market value) | $283,721,000 | 490 |
| Total debt securities | $280,635,000 | 553 |
| 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 | $285,821,000 | 531 |
| U.S. Government securities | $266,727,000 | 420 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $266,727,000 | 406 |
| Securities issued by states & political subdivisions | $11,197,000 | 2,672 |
| Other domestic debt securities | $4,784,000 | 1,044 |
| Privately issued residential mortgage-backed securities | $28,000 | 997 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $4,756,000 | 739 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,113,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $276,308,000 | 257 |
| Mortgage-backed securities | $245,637,000 | 348 |
| Certificates of participation in pools of residential mortgages | $176,940,000 | 258 |
| Issued or guaranteed by U.S. | $176,940,000 | 256 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $68,697,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $68,669,000 | 378 |
| Privately issued | $28,000 | 958 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $6,000 | 2,602 |
| Available-for-sale securities (fair market value) | $285,815,000 | 473 |
| Total debt securities | $282,707,000 | 528 |
| 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 | $299,031,000 | 519 |
| U.S. Government securities | $279,917,000 | 402 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $279,917,000 | 383 |
| Securities issued by states & political subdivisions | $11,496,000 | 2,592 |
| Other domestic debt securities | $4,468,000 | 1,122 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,043 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,440,000 | 798 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,150,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,226,000 | 252 |
| Mortgage-backed securities | $264,853,000 | 339 |
| Certificates of participation in pools of residential mortgages | $191,530,000 | 252 |
| Issued or guaranteed by U.S. | $191,530,000 | 251 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $73,323,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $73,295,000 | 385 |
| Privately issued | $28,000 | 1,001 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,000 | 2,660 |
| Available-for-sale securities (fair market value) | $299,025,000 | 459 |
| Total debt securities | $295,880,000 | 515 |
| 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 | $305,384,000 | 506 |
| U.S. Government securities | $285,033,000 | 395 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $285,033,000 | 379 |
| Securities issued by states & political subdivisions | $12,524,000 | 2,427 |
| Other domestic debt securities | $4,700,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,093 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $4,672,000 | 785 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,127,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $295,364,000 | 234 |
| Mortgage-backed securities | $269,920,000 | 335 |
| Certificates of participation in pools of residential mortgages | $191,560,000 | 256 |
| Issued or guaranteed by U.S. | $191,560,000 | 254 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $78,360,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $78,332,000 | 376 |
| Privately issued | $28,000 | 1,049 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,000 | 2,687 |
| Available-for-sale securities (fair market value) | $305,378,000 | 452 |
| Total debt securities | $302,258,000 | 504 |
| 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 | $354,160,000 | 434 |
| U.S. Government securities | $333,570,000 | 334 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $333,570,000 | 325 |
| Securities issued by states & political subdivisions | $13,073,000 | 2,286 |
| Other domestic debt securities | $4,434,000 | 1,129 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,123 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,404,000 | 797 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,083,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $344,871,000 | 212 |
| Mortgage-backed securities | $318,412,000 | 290 |
| Certificates of participation in pools of residential mortgages | $256,371,000 | 199 |
| Issued or guaranteed by U.S. | $256,371,000 | 198 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $62,041,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $62,011,000 | 468 |
| Privately issued | $30,000 | 1,081 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $6,000 | 2,750 |
| Available-for-sale securities (fair market value) | $354,154,000 | 391 |
| Total debt securities | $351,077,000 | 433 |
| 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 | $312,211,000 | 488 |
| U.S. Government securities | $290,416,000 | 374 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $290,416,000 | 365 |
| Securities issued by states & political subdivisions | $14,455,000 | 2,092 |
| Other domestic debt securities | $4,260,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,214 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,232,000 | 764 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,080,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $302,852,000 | 212 |
| Mortgage-backed securities | $275,210,000 | 322 |
| Certificates of participation in pools of residential mortgages | $220,909,000 | 221 |
| Issued or guaranteed by U.S. | $220,909,000 | 219 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $54,301,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $54,273,000 | 476 |
| Privately issued | $28,000 | 1,151 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $6,000 | 2,869 |
| Available-for-sale securities (fair market value) | $312,205,000 | 439 |
| Total debt securities | $309,131,000 | 487 |
| 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 | $272,886,000 | 546 |
| U.S. Government securities | $250,822,000 | 426 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $250,822,000 | 414 |
| Securities issued by states & political subdivisions | $14,642,000 | 2,001 |
| Other domestic debt securities | $4,300,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,228 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,270,000 | 734 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $3,122,000 | 329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,145,000 | 232 |
| Mortgage-backed securities | $235,579,000 | 354 |
| Certificates of participation in pools of residential mortgages | $199,991,000 | 236 |
| Issued or guaranteed by U.S. | $199,991,000 | 233 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $35,588,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $35,558,000 | 639 |
| Privately issued | $30,000 | 1,162 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $6,000 | 2,905 |
| Available-for-sale securities (fair market value) | $272,880,000 | 492 |
| Total debt securities | $269,766,000 | 543 |
| 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 | $296,299,000 | 494 |
| U.S. Government securities | $273,373,000 | 394 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $273,373,000 | 379 |
| Securities issued by states & political subdivisions | $14,922,000 | 1,933 |
| Other domestic debt securities | $4,949,000 | 1,027 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,246 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $4,917,000 | 629 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $3,055,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,213,000 | 216 |
| Mortgage-backed securities | $258,100,000 | 321 |
| Certificates of participation in pools of residential mortgages | $232,144,000 | 197 |
| Issued or guaranteed by U.S. | $232,144,000 | 194 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $25,956,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $25,924,000 | 763 |
| Privately issued | $32,000 | 1,188 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $6,000 | 2,961 |
| Available-for-sale securities (fair market value) | $296,293,000 | 444 |
| Total debt securities | $293,244,000 | 494 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $289,920,000 | 502 |
| U.S. Government securities | $267,453,000 | 394 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $267,453,000 | 376 |
| Securities issued by states & political subdivisions | $14,694,000 | 1,918 |
| Other domestic debt securities | $4,782,000 | 1,072 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,274 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $4,748,000 | 638 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,991,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,693,000 | 224 |
| Mortgage-backed securities | $252,271,000 | 322 |
| Certificates of participation in pools of residential mortgages | $236,018,000 | 195 |
| Issued or guaranteed by U.S. | $236,018,000 | 193 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $16,253,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $16,219,000 | 1,012 |
| Privately issued | $34,000 | 1,213 |
| 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) | $6,000 | 2,979 |
| Available-for-sale securities (fair market value) | $289,914,000 | 450 |
| Total debt securities | $286,929,000 | 503 |
| 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 | $265,650,000 | 531 |
| U.S. Government securities | $243,763,000 | 422 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $243,763,000 | 403 |
| Securities issued by states & political subdivisions | $14,551,000 | 1,890 |
| Other domestic debt securities | $4,336,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,332 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $4,303,000 | 672 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,000,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,199,000 | 243 |
| Mortgage-backed securities | $222,575,000 | 351 |
| Certificates of participation in pools of residential mortgages | $205,109,000 | 211 |
| Issued or guaranteed by U.S. | $205,109,000 | 210 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,466,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $17,433,000 | 939 |
| Privately issued | $33,000 | 1,269 |
| 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) | $6,000 | 3,012 |
| Available-for-sale securities (fair market value) | $265,644,000 | 476 |
| Total debt securities | $262,651,000 | 528 |
| 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 | $241,993,000 | 562 |
| U.S. Government securities | $218,921,000 | 441 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $218,921,000 | 421 |
| Securities issued by states & political subdivisions | $15,794,000 | 1,701 |
| Other domestic debt securities | $4,278,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,401 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $4,243,000 | 673 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,000,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,241,000 | 252 |
| Mortgage-backed securities | $187,574,000 | 370 |
| Certificates of participation in pools of residential mortgages | $168,598,000 | 240 |
| Issued or guaranteed by U.S. | $168,598,000 | 237 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,976,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $18,941,000 | 882 |
| Privately issued | $35,000 | 1,334 |
| 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) | $6,000 | 3,087 |
| Available-for-sale securities (fair market value) | $241,987,000 | 496 |
| Total debt securities | $238,990,000 | 556 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 614 |
| Fair value | $10,038,000 | 625 |
| 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 | $196,499,000 | 688 |
| U.S. Government securities | $173,225,000 | 562 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $173,225,000 | 534 |
| Securities issued by states & political subdivisions | $15,861,000 | 1,614 |
| Other domestic debt securities | $4,413,000 | 1,225 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,426 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,378,000 | 625 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,000,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,852,000 | 329 |
| Mortgage-backed securities | $136,128,000 | 496 |
| Certificates of participation in pools of residential mortgages | $115,961,000 | 346 |
| Issued or guaranteed by U.S. | $115,961,000 | 343 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,167,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $20,132,000 | 808 |
| Privately issued | $35,000 | 1,361 |
| 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) | $6,000 | 3,154 |
| Available-for-sale securities (fair market value) | $196,493,000 | 594 |
| Total debt securities | $193,500,000 | 685 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 441 |
| Fair value | $15,389,000 | 431 |
| 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 | $141,043,000 | 941 |
| U.S. Government securities | $117,970,000 | 797 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $117,970,000 | 765 |
| Securities issued by states & political subdivisions | $15,789,000 | 1,604 |
| Other domestic debt securities | $4,284,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,461 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,248,000 | 663 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,000,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,101,000 | 477 |
| Mortgage-backed securities | $106,442,000 | 629 |
| Certificates of participation in pools of residential mortgages | $85,535,000 | 468 |
| Issued or guaranteed by U.S. | $85,535,000 | 465 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,907,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $20,871,000 | 755 |
| Privately issued | $36,000 | 1,398 |
| 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) | $8,000 | 3,187 |
| Available-for-sale securities (fair market value) | $141,035,000 | 821 |
| Total debt securities | $138,043,000 | 942 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 957 |
| Fair value | $4,996,000 | 992 |
| 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 | $146,344,000 | 882 |
| U.S. Government securities | $123,221,000 | 748 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $123,221,000 | 722 |
| Securities issued by states & political subdivisions | $15,989,000 | 1,572 |
| Other domestic debt securities | $4,134,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,496 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,098,000 | 703 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,000,000 | 402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,594,000 | 449 |
| Mortgage-backed securities | $111,786,000 | 609 |
| Certificates of participation in pools of residential mortgages | $90,572,000 | 468 |
| Issued or guaranteed by U.S. | $90,572,000 | 466 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $21,214,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $21,178,000 | 734 |
| Privately issued | $36,000 | 1,423 |
| 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) | $9,000 | 3,252 |
| Available-for-sale securities (fair market value) | $146,335,000 | 763 |
| Total debt securities | $143,345,000 | 880 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 777 |
| Fair value | $4,913,000 | 825 |
| 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 | $158,209,000 | 817 |
| U.S. Government securities | $135,045,000 | 674 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $135,045,000 | 647 |
| Securities issued by states & political subdivisions | $16,546,000 | 1,507 |
| Other domestic debt securities | $3,618,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,547 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,581,000 | 800 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $3,000,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,889,000 | 406 |
| Mortgage-backed securities | $123,516,000 | 563 |
| Certificates of participation in pools of residential mortgages | $101,596,000 | 439 |
| Issued or guaranteed by U.S. | $101,596,000 | 436 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,920,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $21,883,000 | 690 |
| Privately issued | $37,000 | 1,471 |
| 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) | $9,000 | 3,344 |
| Available-for-sale securities (fair market value) | $158,200,000 | 709 |
| Total debt securities | $155,208,000 | 819 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 545 |
| Fair value | $5,010,000 | 555 |
| 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 | $137,569,000 | 914 |
| U.S. Government securities | $115,207,000 | 761 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $115,207,000 | 734 |
| Securities issued by states & political subdivisions | $16,150,000 | 1,478 |
| Other domestic debt securities | $3,212,000 | 1,611 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,573 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $3,178,000 | 874 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $3,000,000 | 484 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,432,000 | 456 |
| Mortgage-backed securities | $113,658,000 | 595 |
| Certificates of participation in pools of residential mortgages | $107,497,000 | 427 |
| Issued or guaranteed by U.S. | $107,497,000 | 423 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,161,000 | 1,684 |
| CMOs issued by government agencies or sponsored agencies | $6,127,000 | 1,384 |
| Privately issued | $34,000 | 1,494 |
| 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) | $15,000 | 3,369 |
| Available-for-sale securities (fair market value) | $137,554,000 | 788 |
| Total debt securities | $134,570,000 | 921 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $97,529,000 | 1,274 |
| U.S. Government securities | $75,903,000 | 1,144 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $75,903,000 | 1,110 |
| Securities issued by states & political subdivisions | $16,094,000 | 1,432 |
| Other domestic debt securities | $2,532,000 | 1,698 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,499,000 | 1,011 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,000,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,236,000 | 685 |
| Mortgage-backed securities | $74,351,000 | 862 |
| Certificates of participation in pools of residential mortgages | $67,580,000 | 641 |
| Issued or guaranteed by U.S. | $67,580,000 | 632 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,771,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $6,738,000 | 1,307 |
| Privately issued | $33,000 | 1,512 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000 | 3,411 |
| Available-for-sale securities (fair market value) | $97,514,000 | 1,112 |
| Total debt securities | $94,528,000 | 1,290 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $76,366,000 | 1,597 |
| U.S. Government securities | $53,520,000 | 1,595 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $53,520,000 | 1,572 |
| Securities issued by states & political subdivisions | $16,176,000 | 1,407 |
| Other domestic debt securities | $3,670,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,631,000 | 797 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $3,000,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,118,000 | 878 |
| Mortgage-backed securities | $51,966,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $45,055,000 | 916 |
| Issued or guaranteed by U.S. | $45,055,000 | 908 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,911,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $6,872,000 | 1,273 |
| Privately issued | $39,000 | 1,461 |
| 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) | $21,000 | 3,413 |
| Available-for-sale securities (fair market value) | $76,345,000 | 1,391 |
| Total debt securities | $73,366,000 | 1,636 |
| 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 | $83,280,000 | 1,427 |
| U.S. Government securities | $55,922,000 | 1,493 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $55,922,000 | 1,467 |
| Securities issued by states & political subdivisions | $19,875,000 | 1,077 |
| Other domestic debt securities | $4,483,000 | 1,258 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,506 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,442,000 | 682 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,000,000 | 469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,900,000 | 790 |
| Mortgage-backed securities | $54,411,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $47,635,000 | 834 |
| Issued or guaranteed by U.S. | $47,635,000 | 824 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,776,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $6,735,000 | 1,220 |
| Privately issued | $41,000 | 1,429 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,000 | 3,443 |
| Available-for-sale securities (fair market value) | $83,258,000 | 1,229 |
| Total debt securities | $80,280,000 | 1,447 |
| 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 | $90,709,000 | 1,338 |
| U.S. Government securities | $59,679,000 | 1,428 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $59,679,000 | 1,399 |
| Securities issued by states & political subdivisions | $20,170,000 | 1,086 |
| Other domestic debt securities | $4,785,000 | 1,261 |
| Privately issued residential mortgage-backed securities | $47,000 | 1,471 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,738,000 | 728 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $6,075,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,842,000 | 868 |
| Mortgage-backed securities | $58,177,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $51,166,000 | 778 |
| Issued or guaranteed by U.S. | $51,166,000 | 768 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,011,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $6,964,000 | 1,203 |
| Privately issued | $47,000 | 1,386 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,000 | 3,437 |
| Available-for-sale securities (fair market value) | $90,678,000 | 1,161 |
| Total debt securities | $84,635,000 | 1,394 |
| 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 | $98,617,000 | 1,239 |
| U.S. Government securities | $66,406,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $66,406,000 | 1,239 |
| Securities issued by states & political subdivisions | $20,924,000 | 1,041 |
| Other domestic debt securities | $4,698,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,640,000 | 736 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $6,589,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,051,000 | 840 |
| Mortgage-backed securities | $63,877,000 | 888 |
| Certificates of participation in pools of residential mortgages | $56,411,000 | 673 |
| Issued or guaranteed by U.S. | $56,411,000 | 663 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,466,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $7,408,000 | 1,157 |
| Privately issued | $58,000 | 1,371 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,000 | 3,478 |
| Available-for-sale securities (fair market value) | $98,586,000 | 1,082 |
| Total debt securities | $92,028,000 | 1,274 |
| 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 | $104,372,000 | 1,156 |
| U.S. Government securities | $71,611,000 | 1,169 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $71,611,000 | 1,145 |
| Securities issued by states & political subdivisions | $21,078,000 | 1,020 |
| Other domestic debt securities | $5,433,000 | 1,089 |
| Privately issued residential mortgage-backed securities | $94,000 | 1,334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,339,000 | 641 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $6,250,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,410,000 | 772 |
| Mortgage-backed securities | $68,171,000 | 756 |
| Certificates of participation in pools of residential mortgages | $60,490,000 | 567 |
| Issued or guaranteed by U.S. | $60,490,000 | 561 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,681,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $7,587,000 | 1,095 |
| Privately issued | $94,000 | 1,259 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,000 | 3,542 |
| Available-for-sale securities (fair market value) | $104,341,000 | 1,013 |
| Total debt securities | $98,122,000 | 1,193 |
| 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 | $108,668,000 | 1,105 |
| U.S. Government securities | $74,925,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $74,925,000 | 1,115 |
| Securities issued by states & political subdivisions | $21,123,000 | 983 |
| Other domestic debt securities | $5,753,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $191,000 | 1,257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,562,000 | 611 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $6,867,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,555,000 | 766 |
| Mortgage-backed securities | $71,133,000 | 694 |
| Certificates of participation in pools of residential mortgages | $63,215,000 | 527 |
| Issued or guaranteed by U.S. | $63,215,000 | 520 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,918,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $7,727,000 | 1,038 |
| Privately issued | $191,000 | 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) | $52,000 | 3,541 |
| Available-for-sale securities (fair market value) | $108,616,000 | 968 |
| Total debt securities | $101,802,000 | 1,163 |
| 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 | $113,672,000 | 1,063 |
| U.S. Government securities | $79,320,000 | 1,102 |
| U.S. Treasury securities | $100,000 | 1,305 |
| U.S. Government agency obligations | $79,220,000 | 1,075 |
| Securities issued by states & political subdivisions | $21,107,000 | 976 |
| Other domestic debt securities | $6,227,000 | 915 |
| Privately issued residential mortgage-backed securities | $231,000 | 1,193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,996,000 | 551 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $7,018,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,344,000 | 735 |
| Mortgage-backed securities | $74,517,000 | 669 |
| Certificates of participation in pools of residential mortgages | $66,395,000 | 505 |
| Issued or guaranteed by U.S. | $66,395,000 | 497 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,122,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $7,891,000 | 998 |
| Privately issued | $231,000 | 1,123 |
| 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) | $55,000 | 3,582 |
| Available-for-sale securities (fair market value) | $113,617,000 | 913 |
| Total debt securities | $106,655,000 | 1,118 |
| 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 | $124,832,000 | 970 |
| U.S. Government securities | $85,531,000 | 1,027 |
| U.S. Treasury securities | $99,000 | 1,419 |
| U.S. Government agency obligations | $85,432,000 | 991 |
| Securities issued by states & political subdivisions | $22,407,000 | 899 |
| Other domestic debt securities | $6,306,000 | 924 |
| Privately issued residential mortgage-backed securities | $258,000 | 1,138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,048,000 | 567 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $10,588,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,197,000 | 684 |
| Mortgage-backed securities | $79,761,000 | 635 |
| Certificates of participation in pools of residential mortgages | $70,921,000 | 477 |
| Issued or guaranteed by U.S. | $70,921,000 | 470 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,840,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $8,582,000 | 942 |
| Privately issued | $258,000 | 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) | $67,000 | 3,625 |
| Available-for-sale securities (fair market value) | $124,765,000 | 824 |
| Total debt securities | $114,236,000 | 1,037 |
| 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 | $133,653,000 | 914 |
| U.S. Government securities | $90,538,000 | 988 |
| U.S. Treasury securities | $99,000 | 1,459 |
| U.S. Government agency obligations | $90,439,000 | 956 |
| Securities issued by states & political subdivisions | $22,558,000 | 894 |
| Other domestic debt securities | $6,258,000 | 924 |
| Privately issued residential mortgage-backed securities | $270,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,988,000 | 581 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $14,299,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,258,000 | 657 |
| Mortgage-backed securities | $83,308,000 | 623 |
| Certificates of participation in pools of residential mortgages | $74,197,000 | 466 |
| Issued or guaranteed by U.S. | $74,197,000 | 461 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,111,000 | 1,106 |
| CMOs issued by government agencies or sponsored agencies | $8,841,000 | 923 |
| Privately issued | $270,000 | 1,049 |
| 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) | $82,000 | 3,685 |
| Available-for-sale securities (fair market value) | $133,571,000 | 773 |
| Total debt securities | $119,355,000 | 1,004 |
| 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 | $138,568,000 | 900 |
| U.S. Government securities | $95,250,000 | 953 |
| U.S. Treasury securities | $99,000 | 1,534 |
| U.S. Government agency obligations | $95,151,000 | 928 |
| Securities issued by states & political subdivisions | $22,927,000 | 872 |
| Other domestic debt securities | $6,243,000 | 922 |
| Privately issued residential mortgage-backed securities | $282,000 | 1,092 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,961,000 | 597 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $14,148,000 | 212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,129,000 | 699 |
| Mortgage-backed securities | $86,550,000 | 617 |
| Certificates of participation in pools of residential mortgages | $77,122,000 | 473 |
| Issued or guaranteed by U.S. | $77,122,000 | 467 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,428,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $9,146,000 | 891 |
| Privately issued | $282,000 | 1,018 |
| 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) | $82,000 | 3,770 |
| Available-for-sale securities (fair market value) | $138,486,000 | 755 |
| Total debt securities | $124,420,000 | 968 |
| 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 | $145,312,000 | 853 |
| U.S. Government securities | $99,985,000 | 902 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $99,985,000 | 876 |
| Securities issued by states & political subdivisions | $23,255,000 | 837 |
| Other domestic debt securities | $8,299,000 | 791 |
| Privately issued residential mortgage-backed securities | $291,000 | 1,072 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,008,000 | 488 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $13,773,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,206,000 | 658 |
| Mortgage-backed securities | $89,494,000 | 597 |
| Certificates of participation in pools of residential mortgages | $79,804,000 | 466 |
| Issued or guaranteed by U.S. | $79,804,000 | 461 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,690,000 | 1,042 |
| CMOs issued by government agencies or sponsored agencies | $9,399,000 | 871 |
| Privately issued | $291,000 | 1,000 |
| 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) | $88,000 | 3,809 |
| Available-for-sale securities (fair market value) | $145,224,000 | 717 |
| Total debt securities | $131,539,000 | 916 |
| 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 | $140,361,000 | 889 |
| U.S. Government securities | $98,147,000 | 934 |
| U.S. Treasury securities | $993,000 | 1,150 |
| U.S. Government agency obligations | $97,154,000 | 911 |
| Securities issued by states & political subdivisions | $19,723,000 | 1,002 |
| Other domestic debt securities | $8,333,000 | 818 |
| Privately issued residential mortgage-backed securities | $319,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,014,000 | 506 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $14,158,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,625,000 | 652 |
| Mortgage-backed securities | $95,504,000 | 574 |
| Certificates of participation in pools of residential mortgages | $85,020,000 | 451 |
| Issued or guaranteed by U.S. | $85,020,000 | 446 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,484,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $10,165,000 | 828 |
| Privately issued | $319,000 | 977 |
| 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) | $140,361,000 | 750 |
| Total debt securities | $126,208,000 | 967 |
| 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 | $145,824,000 | 870 |
| U.S. Government securities | $103,825,000 | 883 |
| U.S. Treasury securities | $984,000 | 1,233 |
| U.S. Government agency obligations | $102,841,000 | 864 |
| Securities issued by states & political subdivisions | $19,613,000 | 1,009 |
| Other domestic debt securities | $8,325,000 | 824 |
| Privately issued residential mortgage-backed securities | $341,000 | 1,002 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,984,000 | 536 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $14,061,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,963,000 | 619 |
| Mortgage-backed securities | $101,205,000 | 557 |
| Certificates of participation in pools of residential mortgages | $90,050,000 | 446 |
| Issued or guaranteed by U.S. | $90,050,000 | 440 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $11,155,000 | 971 |
| CMOs issued by government agencies or sponsored agencies | $10,814,000 | 810 |
| Privately issued | $341,000 | 933 |
| 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) | $145,824,000 | 734 |
| Total debt securities | $131,773,000 | 926 |
| 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 | $152,551,000 | 821 |
| U.S. Government securities | $110,453,000 | 829 |
| U.S. Treasury securities | $499,000 | 1,394 |
| U.S. Government agency obligations | $109,954,000 | 807 |
| Securities issued by states & political subdivisions | $19,706,000 | 999 |
| Other domestic debt securities | $8,339,000 | 826 |
| Privately issued residential mortgage-backed securities | $368,000 | 984 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,971,000 | 549 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $14,053,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,445,000 | 627 |
| Mortgage-backed securities | $108,817,000 | 541 |
| Certificates of participation in pools of residential mortgages | $96,605,000 | 428 |
| Issued or guaranteed by U.S. | $96,605,000 | 424 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,212,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $11,844,000 | 790 |
| Privately issued | $368,000 | 916 |
| 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) | $152,551,000 | 698 |
| Total debt securities | $138,497,000 | 869 |
| 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 | $163,807,000 | 767 |
| U.S. Government securities | $120,480,000 | 762 |
| U.S. Treasury securities | $495,000 | 1,522 |
| U.S. Government agency obligations | $119,985,000 | 734 |
| Securities issued by states & political subdivisions | $20,893,000 | 917 |
| Other domestic debt securities | $8,383,000 | 827 |
| Privately issued residential mortgage-backed securities | $416,000 | 945 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,967,000 | 563 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $14,051,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,379,000 | 573 |
| Mortgage-backed securities | $118,870,000 | 518 |
| Certificates of participation in pools of residential mortgages | $105,285,000 | 416 |
| Issued or guaranteed by U.S. | $105,285,000 | 409 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $13,585,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $13,169,000 | 776 |
| Privately issued | $416,000 | 873 |
| 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) | $163,807,000 | 638 |
| Total debt securities | $149,748,000 | 813 |
| 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 | $167,387,000 | 769 |
| U.S. Government securities | $124,117,000 | 749 |
| U.S. Treasury securities | $499,000 | 1,560 |
| U.S. Government agency obligations | $123,618,000 | 721 |
| Securities issued by states & political subdivisions | $20,517,000 | 926 |
| Other domestic debt securities | $12,666,000 | 676 |
| Privately issued residential mortgage-backed securities | $576,000 | 870 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,090,000 | 439 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $10,087,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,891,000 | 562 |
| Mortgage-backed securities | $124,194,000 | 517 |
| Certificates of participation in pools of residential mortgages | $109,724,000 | 410 |
| Issued or guaranteed by U.S. | $109,724,000 | 406 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,470,000 | 885 |
| CMOs issued by government agencies or sponsored agencies | $13,894,000 | 758 |
| Privately issued | $576,000 | 806 |
| 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) | $167,387,000 | 644 |
| Total debt securities | $157,299,000 | 790 |
| 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 | $197,032,000 | 670 |
| U.S. Government securities | $147,410,000 | 674 |
| U.S. Treasury securities | $496,000 | 1,630 |
| U.S. Government agency obligations | $146,914,000 | 646 |
| Securities issued by states & political subdivisions | $26,699,000 | 693 |
| Other domestic debt securities | $8,765,000 | 864 |
| Privately issued residential mortgage-backed securities | $672,000 | 828 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,093,000 | 617 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $14,158,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,780,000 | 606 |
| Mortgage-backed securities | $144,669,000 | 467 |
| Certificates of participation in pools of residential mortgages | $127,326,000 | 378 |
| Issued or guaranteed by U.S. | $127,326,000 | 374 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $17,343,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $16,671,000 | 690 |
| Privately issued | $672,000 | 767 |
| 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) | $197,032,000 | 559 |
| Total debt securities | $182,874,000 | 707 |
| Structured notes | ||
| Amortized cost | $2,967,000 | 1,264 |
| Fair value | $2,917,000 | 1,272 |
| 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 | $200,351,000 | 666 |
| U.S. Government securities | $157,998,000 | 635 |
| U.S. Treasury securities | $500,000 | 1,598 |
| U.S. Government agency obligations | $157,498,000 | 608 |
| Securities issued by states & political subdivisions | $26,331,000 | 700 |
| Other domestic debt securities | $3,931,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $779,000 | 754 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,152,000 | 1,129 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $12,091,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,113,000 | 415 |
| Mortgage-backed securities | $155,341,000 | 450 |
| Certificates of participation in pools of residential mortgages | $136,614,000 | 355 |
| Issued or guaranteed by U.S. | $136,614,000 | 352 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,727,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $17,948,000 | 660 |
| Privately issued | $779,000 | 699 |
| 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) | $200,351,000 | 560 |
| Total debt securities | $188,260,000 | 682 |
| Structured notes | ||
| Amortized cost | $2,961,000 | 1,300 |
| Fair value | $2,936,000 | 1,307 |
| 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 | $209,590,000 | 640 |
| U.S. Government securities | $166,218,000 | 619 |
| U.S. Treasury securities | $501,000 | 1,679 |
| U.S. Government agency obligations | $165,717,000 | 596 |
| Securities issued by states & political subdivisions | $27,236,000 | 652 |
| Other domestic debt securities | $4,051,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $869,000 | 729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,182,000 | 1,182 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $12,085,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,164,000 | 397 |
| Mortgage-backed securities | $160,736,000 | 443 |
| Certificates of participation in pools of residential mortgages | $140,889,000 | 350 |
| Issued or guaranteed by U.S. | $140,889,000 | 347 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,847,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $18,978,000 | 642 |
| Privately issued | $869,000 | 681 |
| 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) | $1,455,000 | 3,062 |
| Available-for-sale securities (fair market value) | $208,135,000 | 546 |
| Total debt securities | $197,506,000 | 657 |
| Structured notes | ||
| Amortized cost | $2,956,000 | 1,268 |
| Fair value | $2,842,000 | 1,273 |
| 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 | $240,072,000 | 586 |
| U.S. Government securities | $190,768,000 | 568 |
| U.S. Treasury securities | $503,000 | 1,676 |
| U.S. Government agency obligations | $190,265,000 | 548 |
| Securities issued by states & political subdivisions | $29,169,000 | 612 |
| Other domestic debt securities | $8,380,000 | 962 |
| Privately issued residential mortgage-backed securities | $1,098,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,282,000 | 758 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $11,755,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,912,000 | 355 |
| Mortgage-backed securities | $179,282,000 | 427 |
| Certificates of participation in pools of residential mortgages | $156,754,000 | 323 |
| Issued or guaranteed by U.S. | $156,754,000 | 318 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $22,528,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $21,430,000 | 610 |
| Privately issued | $1,098,000 | 663 |
| 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) | $1,455,000 | 3,054 |
| Available-for-sale securities (fair market value) | $238,617,000 | 509 |
| Total debt securities | $228,318,000 | 592 |
| Structured notes | ||
| Amortized cost | $9,023,000 | 399 |
| Fair value | $9,040,000 | 406 |
| 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 | $127,506,000 | 1,053 |
| U.S. Government securities | $95,847,000 | 1,040 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $95,847,000 | 1,000 |
| Securities issued by states & political subdivisions | $19,545,000 | 994 |
| Other domestic debt securities | $3,493,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $1,282,000 | 573 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,211,000 | 1,646 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $8,621,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,253,000 | 1,789 |
| Mortgage-backed securities | $85,977,000 | 725 |
| Certificates of participation in pools of residential mortgages | $69,034,000 | 622 |
| Issued or guaranteed by U.S. | $69,034,000 | 614 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $16,943,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $15,661,000 | 818 |
| Privately issued | $1,282,000 | 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 | 4,692 |
| Available-for-sale securities (fair market value) | $127,506,000 | 900 |
| Total debt securities | $118,886,000 | 1,094 |
| Structured notes | ||
| Amortized cost | $8,035,000 | 391 |
| Fair value | $8,079,000 | 390 |
| 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 | $95,243,000 | 1,404 |
| U.S. Government securities | $67,603,000 | 1,407 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $67,603,000 | 1,360 |
| Securities issued by states & political subdivisions | $15,887,000 | 1,228 |
| Other domestic debt securities | $4,035,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $1,806,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,229,000 | 1,736 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $7,718,000 | 510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,180,000 | 1,949 |
| Mortgage-backed securities | $58,234,000 | 942 |
| Certificates of participation in pools of residential mortgages | $40,309,000 | 930 |
| Issued or guaranteed by U.S. | $40,309,000 | 924 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $17,925,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $16,119,000 | 821 |
| Privately issued | $1,806,000 | 483 |
| 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) | $95,243,000 | 1,193 |
| Total debt securities | $87,525,000 | 1,455 |
| Structured notes | ||
| Amortized cost | $8,031,000 | 314 |
| Fair value | $8,069,000 | 314 |
| 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 | $95,649,000 | 1,354 |
| U.S. Government securities | $63,343,000 | 1,446 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $63,343,000 | 1,388 |
| Securities issued by states & political subdivisions | $19,221,000 | 1,002 |
| Other domestic debt securities | $8,123,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $2,796,000 | 477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,327,000 | 1,075 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,962,000 | 708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,152,000 | 1,133 |
| Mortgage-backed securities | $56,881,000 | 961 |
| Certificates of participation in pools of residential mortgages | $41,964,000 | 875 |
| Issued or guaranteed by U.S. | $41,964,000 | 869 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $14,917,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $12,121,000 | 1,011 |
| Privately issued | $2,796,000 | 423 |
| 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) | $95,649,000 | 1,162 |
| Total debt securities | $90,687,000 | 1,361 |
| Structured notes | ||
| Amortized cost | $8,070,000 | 230 |
| Fair value | $8,118,000 | 230 |
| 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 | $72,197,000 | 1,703 |
| U.S. Government securities | $42,109,000 | 2,039 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $42,109,000 | 1,973 |
| Securities issued by states & political subdivisions | $19,219,000 | 948 |
| Other domestic debt securities | $8,867,000 | 999 |
| Privately issued residential mortgage-backed securities | $3,553,000 | 451 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,314,000 | 1,095 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,002,000 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,202,000 | 1,017 |
| Mortgage-backed securities | $34,650,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $29,087,000 | 1,137 |
| Issued or guaranteed by U.S. | $29,087,000 | 1,131 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,563,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $2,010,000 | 2,460 |
| Privately issued | $3,553,000 | 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 | 4,788 |
| Available-for-sale securities (fair market value) | $72,197,000 | 1,450 |
| Total debt securities | $70,196,000 | 1,690 |
| Structured notes | ||
| Amortized cost | $8,069,000 | 159 |
| Fair value | $7,861,000 | 172 |
| 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 | $72,871,000 | 1,687 |
| U.S. Government securities | $46,737,000 | 1,851 |
| U.S. Treasury securities | $1,507,000 | 1,412 |
| U.S. Government agency obligations | $45,230,000 | 1,822 |
| Securities issued by states & political subdivisions | $20,747,000 | 840 |
| Other domestic debt securities | $5,387,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $2,031,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,356,000 | 1,475 |
| 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 | $42,603,000 | 942 |
| Mortgage-backed securities | $38,042,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $35,571,000 | 931 |
| Issued or guaranteed by U.S. | $35,571,000 | 927 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,471,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 3,527 |
| Privately issued | $2,031,000 | 473 |
| 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) | $72,871,000 | 1,425 |
| Total debt securities | $72,871,000 | 1,631 |
| Structured notes | ||
| Amortized cost | $6,070,000 | 161 |
| Fair value | $6,070,000 | 165 |
| 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 | $73,940,000 | 1,513 |
| U.S. Government securities | $42,127,000 | 1,887 |
| U.S. Treasury securities | $1,553,000 | 1,582 |
| U.S. Government agency obligations | $40,574,000 | 1,834 |
| Securities issued by states & political subdivisions | $24,429,000 | 647 |
| Other domestic debt securities | $7,384,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $3,923,000 | 459 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,461,000 | 1,431 |
| 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 | $22,920,000 | 1,547 |
| Mortgage-backed securities | $44,497,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $36,402,000 | 813 |
| Issued or guaranteed by U.S. | $36,402,000 | 805 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,095,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $4,172,000 | 1,923 |
| Privately issued | $3,923,000 | 411 |
| 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) | $73,940,000 | 1,270 |
| Total debt securities | $73,940,000 | 1,461 |
| 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 | $52,304,000 | 2,095 |
| U.S. Government securities | $26,740,000 | 2,902 |
| U.S. Treasury securities | $2,516,000 | 1,694 |
| U.S. Government agency obligations | $24,224,000 | 2,921 |
| Securities issued by states & political subdivisions | $24,356,000 | 609 |
| Other domestic debt securities | $517,000 | 2,886 |
| 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 | $517,000 | 2,534 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $691,000 | 3,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,048,000 | 2,235 |
| Mortgage-backed securities | $19,232,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $15,117,000 | 1,312 |
| Issued or guaranteed by U.S. | $15,117,000 | 1,304 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,115,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $4,115,000 | 1,529 |
| 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) | $24,356,000 | 956 |
| Available-for-sale securities (fair market value) | $27,948,000 | 2,917 |
| Total debt securities | $51,613,000 | 2,044 |
| 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 | $54,506,000 | 2,085 |
| U.S. Government securities | $25,449,000 | 3,188 |
| U.S. Treasury securities | $5,648,000 | 1,418 |
| U.S. Government agency obligations | $19,801,000 | 3,515 |
| Securities issued by states & political subdivisions | $28,146,000 | 529 |
| 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 | $0 | 343 |
| Equity securities | $911,000 | 2,588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,746,000 | 2,250 |
| Mortgage-backed securities | $6,924,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $6,924,000 | 2,347 |
| Issued or guaranteed by U.S. | $6,924,000 | 2,334 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,146,000 | 939 |
| Available-for-sale securities (fair market value) | $26,360,000 | 3,140 |
| Total debt securities | $53,595,000 | 2,037 |
| 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 | $57,409,000 | 2,015 |
| U.S. Government securities | $22,025,000 | 3,644 |
| U.S. Treasury securities | $9,084,000 | 1,430 |
| U.S. Government agency obligations | $12,941,000 | 4,512 |
| Securities issued by states & political subdivisions | $34,543,000 | 390 |
| 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 | $0 | 363 |
| Equity securities | $841,000 | 2,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,448,000 | 1,892 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $33,914,000 | 850 |
| Available-for-sale securities (fair market value) | $23,495,000 | 3,381 |
| Total debt securities | $56,568,000 | 1,972 |
| 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 | $64,393,000 | 1,784 |
| U.S. Government securities | $25,057,000 | 3,428 |
| U.S. Treasury securities | $11,068,000 | 1,672 |
| U.S. Government agency obligations | $13,989,000 | 4,234 |
| Securities issued by states & political subdivisions | $38,546,000 | 286 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $790,000 | 2,731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,790,000 | 1,691 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $39,219,000 | 905 |
| Available-for-sale securities (fair market value) | $25,174,000 | 3,035 |
| Total debt securities | $63,603,000 | 1,750 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $48,938,000 | 2,499 |
| U.S. Government securities | $7,954,000 | 7,853 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $7,954,000 | 6,283 |
| Securities issued by states & political subdivisions | $40,250,000 | 261 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $734,000 | 2,833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,379,000 | 1,926 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $39,998,000 | 1,015 |
| Available-for-sale securities (fair market value) | $8,940,000 | 6,319 |
| Total debt securities | $48,204,000 | 2,458 |
| 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 | $49,932,000 | 2,523 |
| U.S. Government securities | $10,564,000 | 7,098 |
| U.S. Treasury securities | $3,998,000 | 5,282 |
| U.S. Government agency obligations | $6,566,000 | 6,921 |
| Securities issued by states & political subdivisions | $38,706,000 | 287 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $662,000 | 2,796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,376,000 | 1,832 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $35,217,000 | 1,236 |
| Available-for-sale securities (fair market value) | $14,715,000 | 4,920 |
| Total debt securities | $49,270,000 | 2,477 |
| 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 | $58,569,000 | 2,238 |
| U.S. Government securities | $23,586,000 | 4,319 |
| U.S. Treasury securities | $14,739,000 | 2,393 |
| U.S. Government agency obligations | $8,847,000 | 5,834 |
| Securities issued by states & political subdivisions | $34,374,000 | 312 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $609,000 | 2,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,221,000 | 1,564 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $41,374,000 | 1,787 |
| Available-for-sale securities (fair market value) | $17,195,000 | 3,195 |
| Total debt securities | $57,960,000 | 2,215 |
| 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 | $60,310,000 | 2,267 |
| U.S. Government securities | $31,086,000 | 3,476 |
| U.S. Treasury securities | $27,093,000 | 1,384 |
| U.S. Government agency obligations | $3,993,000 | 8,625 |
| Securities issued by states & political subdivisions | $29,224,000 | 372 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,864,000 | 1,745 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| 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 | $60,310,000 | 2,194 |
| 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 | $49,518,000 | 2,762 |
| U.S. Government securities | $26,318,000 | 4,034 |
| U.S. Treasury securities | $15,982,000 | 2,339 |
| U.S. Government agency obligations | $10,336,000 | 5,410 |
| Securities issued by states & political subdivisions | $23,099,000 | 458 |
| 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 | $0 | 699 |
| Equity securities | $101,000 | 5,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,001,000 | 2,145 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $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 | $49,417,000 | 2,697 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $354,000 | 299 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |