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Prospect Federal Savings Bank, Securities
| 2017-03-31 | Rank | |
| Total securities | $118,300,000 | 1,178 |
| U.S. Government securities | $112,621,000 | 825 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $112,621,000 | 783 |
| Securities issued by states & political subdivisions | $5,166,000 | 3,459 |
| Other domestic debt securities | $500,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $500,000 | 1,498 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $13,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $107,641,000 | 632 |
| Certificates of participation in pools of residential mortgages | $48,589,000 | 807 |
| Issued or guaranteed by U.S. | $48,589,000 | 807 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $59,052,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $59,052,000 | 340 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $97,776,000 | 265 |
| Available-for-sale securities (fair market value) | $20,524,000 | 3,510 |
| Total debt securities | $118,287,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $9,168,000 | 160 |
| Fair value | $9,346,000 | 153 |
| Trading account assets | $1,425,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $119,103,000 | 1,163 |
| U.S. Government securities | $113,423,000 | 817 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $113,423,000 | 779 |
| Securities issued by states & political subdivisions | $5,164,000 | 3,469 |
| Other domestic debt securities | $500,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $500,000 | 1,512 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $16,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $107,445,000 | 616 |
| Certificates of participation in pools of residential mortgages | $49,033,000 | 799 |
| Issued or guaranteed by U.S. | $49,033,000 | 798 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $58,412,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $58,412,000 | 347 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $97,870,000 | 266 |
| Available-for-sale securities (fair market value) | $21,233,000 | 3,471 |
| Total debt securities | $119,087,000 | 1,148 |
| Structured notes | ||
| Amortized cost | $8,171,000 | 167 |
| Fair value | $8,324,000 | 164 |
| Trading account assets | $1,431,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $115,473,000 | 1,187 |
| U.S. Government securities | $109,287,000 | 835 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $109,287,000 | 800 |
| Securities issued by states & political subdivisions | $5,679,000 | 3,402 |
| Other domestic debt securities | $500,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $500,000 | 1,515 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $7,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $104,271,000 | 631 |
| Certificates of participation in pools of residential mortgages | $48,151,000 | 803 |
| Issued or guaranteed by U.S. | $48,151,000 | 803 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $56,120,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $56,120,000 | 361 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $95,057,000 | 271 |
| Available-for-sale securities (fair market value) | $20,416,000 | 3,524 |
| Total debt securities | $115,466,000 | 1,169 |
| Structured notes | ||
| Amortized cost | $7,691,000 | 171 |
| Fair value | $8,046,000 | 162 |
| Trading account assets | $1,439,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $120,126,000 | 1,167 |
| U.S. Government securities | $113,940,000 | 815 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $113,940,000 | 781 |
| Securities issued by states & political subdivisions | $5,677,000 | 3,428 |
| Other domestic debt securities | $500,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $500,000 | 1,518 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $9,000 | 1,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $106,918,000 | 620 |
| Certificates of participation in pools of residential mortgages | $49,827,000 | 795 |
| Issued or guaranteed by U.S. | $49,827,000 | 792 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $57,091,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $57,091,000 | 369 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $97,779,000 | 278 |
| Available-for-sale securities (fair market value) | $22,347,000 | 3,463 |
| Total debt securities | $120,117,000 | 1,150 |
| Structured notes | ||
| Amortized cost | $9,696,000 | 156 |
| Fair value | $10,092,000 | 151 |
| Trading account assets | $1,449,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $120,462,000 | 1,180 |
| U.S. Government securities | $114,281,000 | 830 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $114,281,000 | 790 |
| Securities issued by states & political subdivisions | $5,675,000 | 3,412 |
| Other domestic debt securities | $500,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $500,000 | 1,520 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $106,258,000 | 626 |
| Certificates of participation in pools of residential mortgages | $50,496,000 | 791 |
| Issued or guaranteed by U.S. | $50,496,000 | 791 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $55,762,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $55,762,000 | 380 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $99,942,000 | 279 |
| Available-for-sale securities (fair market value) | $20,520,000 | 3,618 |
| Total debt securities | $120,456,000 | 1,163 |
| Structured notes | ||
| Amortized cost | $10,701,000 | 162 |
| Fair value | $11,084,000 | 157 |
| Trading account assets | $1,451,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $132,291,000 | 1,085 |
| U.S. Government securities | $126,365,000 | 773 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $126,365,000 | 740 |
| Securities issued by states & political subdivisions | $5,419,000 | 3,478 |
| Other domestic debt securities | $500,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $500,000 | 1,508 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $111,385,000 | 597 |
| Certificates of participation in pools of residential mortgages | $54,486,000 | 744 |
| Issued or guaranteed by U.S. | $54,486,000 | 742 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $56,899,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $56,899,000 | 371 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $104,637,000 | 270 |
| Available-for-sale securities (fair market value) | $27,654,000 | 3,222 |
| Total debt securities | $132,284,000 | 1,075 |
| Structured notes | ||
| Amortized cost | $17,425,000 | 124 |
| Fair value | $17,676,000 | 122 |
| Trading account assets | $1,455,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $126,396,000 | 1,131 |
| U.S. Government securities | $120,247,000 | 804 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $120,247,000 | 770 |
| Securities issued by states & political subdivisions | $5,639,000 | 3,471 |
| Other domestic debt securities | $500,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $500,000 | 1,514 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $10,000 | 1,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $106,141,000 | 620 |
| Certificates of participation in pools of residential mortgages | $55,990,000 | 716 |
| Issued or guaranteed by U.S. | $55,990,000 | 716 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $50,151,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $50,151,000 | 420 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $104,136,000 | 280 |
| Available-for-sale securities (fair market value) | $22,260,000 | 3,599 |
| Total debt securities | $126,386,000 | 1,121 |
| Structured notes | ||
| Amortized cost | $16,736,000 | 157 |
| Fair value | $17,085,000 | 153 |
| Trading account assets | $1,469,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $127,238,000 | 1,144 |
| U.S. Government securities | $121,098,000 | 829 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $121,098,000 | 797 |
| Securities issued by states & political subdivisions | $5,632,000 | 3,493 |
| Other domestic debt securities | $500,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $500,000 | 1,525 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,000 | 1,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $99,952,000 | 661 |
| Certificates of participation in pools of residential mortgages | $53,240,000 | 771 |
| Issued or guaranteed by U.S. | $53,240,000 | 771 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $46,712,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $46,712,000 | 452 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $98,798,000 | 289 |
| Available-for-sale securities (fair market value) | $28,440,000 | 3,274 |
| Total debt securities | $127,230,000 | 1,128 |
| Structured notes | ||
| Amortized cost | $23,826,000 | 132 |
| Fair value | $24,071,000 | 129 |
| Trading account assets | $1,471,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $123,302,000 | 1,194 |
| U.S. Government securities | $117,491,000 | 853 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $117,491,000 | 820 |
| Securities issued by states & political subdivisions | $5,303,000 | 3,564 |
| Other domestic debt securities | $500,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $500,000 | 1,570 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $8,000 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $93,022,000 | 706 |
| Certificates of participation in pools of residential mortgages | $54,578,000 | 763 |
| Issued or guaranteed by U.S. | $54,578,000 | 762 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $38,444,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $38,444,000 | 525 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $96,068,000 | 291 |
| Available-for-sale securities (fair market value) | $27,234,000 | 3,381 |
| Total debt securities | $123,294,000 | 1,180 |
| Structured notes | ||
| Amortized cost | $26,764,000 | 121 |
| Fair value | $27,192,000 | 120 |
| Trading account assets | $1,477,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $121,981,000 | 1,208 |
| U.S. Government securities | $116,171,000 | 872 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $116,171,000 | 834 |
| Securities issued by states & political subdivisions | $5,302,000 | 3,598 |
| Other domestic debt securities | $500,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $500,000 | 1,590 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $8,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $86,757,000 | 761 |
| Certificates of participation in pools of residential mortgages | $54,564,000 | 781 |
| Issued or guaranteed by U.S. | $54,564,000 | 778 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $32,193,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $32,193,000 | 582 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $92,506,000 | 293 |
| Available-for-sale securities (fair market value) | $29,475,000 | 3,271 |
| Total debt securities | $121,973,000 | 1,189 |
| Structured notes | ||
| Amortized cost | $31,171,000 | 101 |
| Fair value | $31,120,000 | 99 |
| Trading account assets | $1,479,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $130,789,000 | 1,155 |
| U.S. Government securities | $124,663,000 | 823 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $124,663,000 | 791 |
| Securities issued by states & political subdivisions | $5,606,000 | 3,577 |
| Other domestic debt securities | $500,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $500,000 | 1,638 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $20,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $75,128,000 | 859 |
| Certificates of participation in pools of residential mortgages | $51,314,000 | 830 |
| Issued or guaranteed by U.S. | $51,314,000 | 829 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $23,814,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $23,814,000 | 755 |
| Privately issued | $0 | 821 |
| 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) | $88,682,000 | 302 |
| Available-for-sale securities (fair market value) | $42,107,000 | 2,694 |
| Total debt securities | $130,769,000 | 1,138 |
| Structured notes | ||
| Amortized cost | $52,457,000 | 71 |
| Fair value | $52,473,000 | 71 |
| Trading account assets | $1,477,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $128,531,000 | 1,175 |
| U.S. Government securities | $122,895,000 | 836 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $122,895,000 | 800 |
| Securities issued by states & political subdivisions | $5,115,000 | 3,699 |
| Other domestic debt securities | $500,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $500,000 | 1,683 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $21,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $66,017,000 | 975 |
| Certificates of participation in pools of residential mortgages | $49,229,000 | 865 |
| Issued or guaranteed by U.S. | $49,229,000 | 864 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,788,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $16,788,000 | 957 |
| Privately issued | $0 | 840 |
| 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) | $76,064,000 | 332 |
| Available-for-sale securities (fair market value) | $52,467,000 | 2,338 |
| Total debt securities | $128,510,000 | 1,161 |
| Structured notes | ||
| Amortized cost | $59,488,000 | 65 |
| Fair value | $59,295,000 | 64 |
| Trading account assets | $1,477,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $129,055,000 | 1,178 |
| U.S. Government securities | $123,420,000 | 839 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $123,420,000 | 804 |
| Securities issued by states & political subdivisions | $5,114,000 | 3,735 |
| Other domestic debt securities | $500,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $500,000 | 1,703 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $21,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $62,618,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $48,524,000 | 884 |
| Issued or guaranteed by U.S. | $48,524,000 | 883 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,094,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $14,094,000 | 1,073 |
| Privately issued | $0 | 874 |
| 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) | $66,773,000 | 343 |
| Available-for-sale securities (fair market value) | $62,282,000 | 2,042 |
| Total debt securities | $129,034,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $64,389,000 | 61 |
| Fair value | $63,098,000 | 60 |
| Trading account assets | $1,477,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $138,513,000 | 1,101 |
| U.S. Government securities | $132,882,000 | 778 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $132,882,000 | 749 |
| Securities issued by states & political subdivisions | $5,114,000 | 3,745 |
| Other domestic debt securities | $500,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $500,000 | 1,741 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $17,000 | 1,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $65,254,000 | 984 |
| Certificates of participation in pools of residential mortgages | $50,154,000 | 852 |
| Issued or guaranteed by U.S. | $50,154,000 | 851 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,100,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $15,100,000 | 1,032 |
| Privately issued | $0 | 906 |
| 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) | $69,850,000 | 329 |
| Available-for-sale securities (fair market value) | $68,663,000 | 1,868 |
| Total debt securities | $138,496,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $72,410,000 | 51 |
| Fair value | $69,660,000 | 50 |
| Trading account assets | $1,479,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $146,096,000 | 1,049 |
| U.S. Government securities | $140,186,000 | 732 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $140,186,000 | 705 |
| Securities issued by states & political subdivisions | $5,398,000 | 3,705 |
| Other domestic debt securities | $500,000 | 2,258 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $500,000 | 1,784 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $12,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $68,565,000 | 957 |
| Certificates of participation in pools of residential mortgages | $52,309,000 | 817 |
| Issued or guaranteed by U.S. | $52,309,000 | 817 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,256,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $16,256,000 | 1,002 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $73,677,000 | 309 |
| Available-for-sale securities (fair market value) | $72,419,000 | 1,807 |
| Total debt securities | $146,084,000 | 1,042 |
| Structured notes | ||
| Amortized cost | $75,727,000 | 44 |
| Fair value | $74,054,000 | 44 |
| Trading account assets | $1,482,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $140,636,000 | 1,089 |
| U.S. Government securities | $134,228,000 | 768 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $134,228,000 | 742 |
| Securities issued by states & political subdivisions | $5,899,000 | 3,614 |
| Other domestic debt securities | $500,000 | 2,321 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $500,000 | 1,823 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $9,000 | 1,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $63,376,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $45,472,000 | 925 |
| Issued or guaranteed by U.S. | $45,472,000 | 923 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,904,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $17,904,000 | 950 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $62,533,000 | 323 |
| Available-for-sale securities (fair market value) | $78,103,000 | 1,685 |
| Total debt securities | $140,627,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $75,282,000 | 38 |
| Fair value | $73,956,000 | 38 |
| Trading account assets | $1,455,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $132,456,000 | 1,174 |
| U.S. Government securities | $126,548,000 | 831 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $126,548,000 | 798 |
| Securities issued by states & political subdivisions | $5,901,000 | 3,599 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $56,168,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $37,036,000 | 1,114 |
| Issued or guaranteed by U.S. | $37,036,000 | 1,114 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $19,132,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $19,132,000 | 966 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $66,697,000 | 278 |
| Available-for-sale securities (fair market value) | $65,759,000 | 1,994 |
| Total debt securities | $132,449,000 | 1,161 |
| Structured notes | ||
| Amortized cost | $71,309,000 | 38 |
| Fair value | $71,864,000 | 38 |
| Trading account assets | $1,467,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $124,876,000 | 1,218 |
| U.S. Government securities | $118,971,000 | 865 |
| U.S. Treasury securities | $1,000,000 | 859 |
| U.S. Government agency obligations | $117,971,000 | 835 |
| Securities issued by states & political subdivisions | $5,902,000 | 3,547 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $50,733,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $39,270,000 | 1,051 |
| Issued or guaranteed by U.S. | $39,270,000 | 1,050 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,463,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $11,463,000 | 1,311 |
| Privately issued | $0 | 1,025 |
| 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) | $68,124,000 | 272 |
| Available-for-sale securities (fair market value) | $56,752,000 | 2,196 |
| Total debt securities | $124,873,000 | 1,202 |
| Structured notes | ||
| Amortized cost | $66,155,000 | 41 |
| Fair value | $66,780,000 | 41 |
| Trading account assets | $1,473,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $125,298,000 | 1,214 |
| U.S. Government securities | $119,473,000 | 881 |
| U.S. Treasury securities | $1,000,000 | 825 |
| U.S. Government agency obligations | $118,473,000 | 850 |
| Securities issued by states & political subdivisions | $5,823,000 | 3,558 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $46,298,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $41,537,000 | 1,056 |
| Issued or guaranteed by U.S. | $41,537,000 | 1,055 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,761,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $4,761,000 | 2,058 |
| Privately issued | $0 | 1,068 |
| 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) | $69,628,000 | 270 |
| Available-for-sale securities (fair market value) | $55,670,000 | 2,247 |
| Total debt securities | $125,298,000 | 1,195 |
| Structured notes | ||
| Amortized cost | $70,964,000 | 40 |
| Fair value | $71,645,000 | 39 |
| Trading account assets | $1,483,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $124,483,000 | 1,234 |
| U.S. Government securities | $118,655,000 | 893 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $118,655,000 | 862 |
| Securities issued by states & political subdivisions | $5,824,000 | 3,506 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $48,015,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $43,828,000 | 1,033 |
| Issued or guaranteed by U.S. | $43,828,000 | 1,032 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,187,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $4,187,000 | 2,163 |
| Privately issued | $0 | 1,117 |
| 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) | $69,431,000 | 275 |
| Available-for-sale securities (fair market value) | $55,052,000 | 2,262 |
| Total debt securities | $124,479,000 | 1,220 |
| Structured notes | ||
| Amortized cost | $73,439,000 | 43 |
| Fair value | $74,059,000 | 43 |
| Trading account assets | $1,481,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $142,380,000 | 1,101 |
| U.S. Government securities | $136,301,000 | 822 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $136,301,000 | 796 |
| Securities issued by states & political subdivisions | $6,076,000 | 3,362 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $46,259,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $41,659,000 | 1,075 |
| Issued or guaranteed by U.S. | $41,659,000 | 1,075 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,600,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $4,600,000 | 2,103 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $86,020,000 | 237 |
| Available-for-sale securities (fair market value) | $56,360,000 | 2,231 |
| Total debt securities | $142,377,000 | 1,090 |
| Structured notes | ||
| Amortized cost | $87,064,000 | 46 |
| Fair value | $87,060,000 | 43 |
| Trading account assets | $1,481,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $133,419,000 | 1,120 |
| U.S. Government securities | $127,338,000 | 826 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $127,338,000 | 801 |
| Securities issued by states & political subdivisions | $6,078,000 | 3,323 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,484,000 | 471 |
| Assets held in trading accounts for TFR Reporters | $1,481,000 | 10 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,473,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $44,422,000 | 966 |
| Issued or guaranteed by U.S. | $44,422,000 | 964 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,051,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $5,051,000 | 1,932 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $87,996,000 | 228 |
| Available-for-sale securities (fair market value) | $45,423,000 | 2,563 |
| Total debt securities | $133,416,000 | 1,107 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,481,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $130,242,000 | 1,118 |
| U.S. Government securities | $123,888,000 | 827 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $123,888,000 | 802 |
| Securities issued by states & political subdivisions | $6,350,000 | 3,208 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,491,000 | 485 |
| Assets held in trading accounts for TFR Reporters | $1,487,000 | 11 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,325,000 | 1,195 |
| Certificates of participation in pools of residential mortgages | $49,753,000 | 852 |
| Issued or guaranteed by U.S. | $49,753,000 | 848 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,572,000 | 2,012 |
| CMOs issued by government agencies or sponsored agencies | $5,572,000 | 1,834 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,936,000 | 225 |
| Available-for-sale securities (fair market value) | $45,306,000 | 2,489 |
| Total debt securities | $130,238,000 | 1,105 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,487,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $145,718,000 | 991 |
| U.S. Government securities | $139,361,000 | 765 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $139,361,000 | 741 |
| Securities issued by states & political subdivisions | $6,352,000 | 3,171 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,494,000 | 485 |
| Assets held in trading accounts for TFR Reporters | $1,489,000 | 12 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,716,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $52,902,000 | 783 |
| Issued or guaranteed by U.S. | $52,902,000 | 780 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,814,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $2,814,000 | 2,287 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $92,829,000 | 207 |
| Available-for-sale securities (fair market value) | $52,889,000 | 2,203 |
| Total debt securities | $145,713,000 | 981 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,489,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $153,498,000 | 931 |
| U.S. Government securities | $147,140,000 | 732 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $147,140,000 | 697 |
| Securities issued by states & political subdivisions | $6,354,000 | 3,124 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,491,000 | 490 |
| Assets held in trading accounts for TFR Reporters | $1,487,000 | 12 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,418,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $55,362,000 | 725 |
| Issued or guaranteed by U.S. | $55,362,000 | 721 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,056,000 | 2,363 |
| CMOs issued by government agencies or sponsored agencies | $3,056,000 | 2,146 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,824,000 | 202 |
| Available-for-sale securities (fair market value) | $57,674,000 | 2,023 |
| Total debt securities | $153,494,000 | 920 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,487,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $136,881,000 | 1,007 |
| U.S. Government securities | $130,776,000 | 774 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $130,776,000 | 737 |
| Securities issued by states & political subdivisions | $6,104,000 | 3,154 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,495,000 | 496 |
| Assets held in trading accounts for TFR Reporters | $1,494,000 | 12 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,594,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $53,321,000 | 715 |
| Issued or guaranteed by U.S. | $53,321,000 | 710 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,273,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $2,273,000 | 2,306 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,513,000 | 207 |
| Available-for-sale securities (fair market value) | $47,368,000 | 2,268 |
| Total debt securities | $136,880,000 | 994 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,494,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $126,642,000 | 1,059 |
| U.S. Government securities | $123,295,000 | 790 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $123,295,000 | 754 |
| Securities issued by states & political subdivisions | $3,347,000 | 3,845 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,506,000 | 528 |
| Assets held in trading accounts for TFR Reporters | $1,506,000 | 13 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $56,120,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $53,584,000 | 682 |
| Issued or guaranteed by U.S. | $53,584,000 | 678 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,536,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $2,536,000 | 2,190 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,198,000 | 247 |
| Available-for-sale securities (fair market value) | $53,444,000 | 2,027 |
| Total debt securities | $126,642,000 | 1,045 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,506,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $143,436,000 | 929 |
| U.S. Government securities | $140,765,000 | 689 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $140,765,000 | 655 |
| Securities issued by states & political subdivisions | $2,670,000 | 4,031 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,490,000 | 563 |
| Assets held in trading accounts for TFR Reporters | $1,489,000 | 14 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,872,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $49,185,000 | 733 |
| Issued or guaranteed by U.S. | $49,185,000 | 727 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,687,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $1,687,000 | 2,325 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,231,000 | 216 |
| Available-for-sale securities (fair market value) | $53,205,000 | 2,023 |
| Total debt securities | $143,435,000 | 917 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,489,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $149,383,000 | 886 |
| U.S. Government securities | $147,020,000 | 659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $147,020,000 | 628 |
| Securities issued by states & political subdivisions | $2,360,000 | 4,131 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,472,000 | 561 |
| Assets held in trading accounts for TFR Reporters | $1,469,000 | 16 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,529,000 | 1,099 |
| Certificates of participation in pools of residential mortgages | $51,724,000 | 743 |
| Issued or guaranteed by U.S. | $51,724,000 | 737 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,805,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $1,805,000 | 2,232 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,187,000 | 207 |
| Available-for-sale securities (fair market value) | $59,196,000 | 1,858 |
| Total debt securities | $149,380,000 | 869 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,469,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $157,623,000 | 819 |
| U.S. Government securities | $155,258,000 | 598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $155,258,000 | 572 |
| Securities issued by states & political subdivisions | $2,362,000 | 4,161 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,470,000 | 572 |
| Assets held in trading accounts for TFR Reporters | $1,467,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $57,544,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $55,519,000 | 719 |
| Issued or guaranteed by U.S. | $55,519,000 | 713 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,025,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $2,025,000 | 2,148 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,657,000 | 241 |
| Available-for-sale securities (fair market value) | $77,966,000 | 1,432 |
| Total debt securities | $157,620,000 | 805 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,467,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $155,534,000 | 831 |
| U.S. Government securities | $152,916,000 | 598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $152,916,000 | 573 |
| Securities issued by states & political subdivisions | $2,614,000 | 4,070 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,471,000 | 627 |
| Assets held in trading accounts for TFR Reporters | $1,467,000 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,640,000 | 975 |
| Certificates of participation in pools of residential mortgages | $61,437,000 | 662 |
| Issued or guaranteed by U.S. | $61,437,000 | 656 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,203,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $2,203,000 | 2,069 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,480,000 | 258 |
| Available-for-sale securities (fair market value) | $78,054,000 | 1,422 |
| Total debt securities | $155,530,000 | 815 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,467,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $141,410,000 | 893 |
| U.S. Government securities | $138,791,000 | 643 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $138,791,000 | 612 |
| Securities issued by states & political subdivisions | $2,616,000 | 4,044 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,422,000 | 687 |
| Assets held in trading accounts for TFR Reporters | $1,419,000 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,999,000 | 928 |
| Certificates of participation in pools of residential mortgages | $65,685,000 | 644 |
| Issued or guaranteed by U.S. | $65,685,000 | 635 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,314,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $2,314,000 | 2,022 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,910,000 | 262 |
| Available-for-sale securities (fair market value) | $65,500,000 | 1,632 |
| Total debt securities | $141,407,000 | 874 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,419,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $158,283,000 | 790 |
| U.S. Government securities | $154,253,000 | 586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $154,253,000 | 567 |
| Securities issued by states & political subdivisions | $2,618,000 | 3,966 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,412,000 | 677 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $72,204,000 | 883 |
| Certificates of participation in pools of residential mortgages | $71,102,000 | 621 |
| Issued or guaranteed by U.S. | $71,102,000 | 611 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,102,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 2,481 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,564,000 | 246 |
| Available-for-sale securities (fair market value) | $80,719,000 | 1,330 |
| Total debt securities | $156,871,000 | 778 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $160,645,000 | 761 |
| U.S. Government securities | $156,556,000 | 567 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $156,556,000 | 554 |
| Securities issued by states & political subdivisions | $2,620,000 | 3,929 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,469,000 | 647 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $73,492,000 | 863 |
| Certificates of participation in pools of residential mortgages | $73,396,000 | 588 |
| Issued or guaranteed by U.S. | $73,396,000 | 580 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $96,000 | 3,539 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,193 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,566,000 | 240 |
| Available-for-sale securities (fair market value) | $81,079,000 | 1,301 |
| Total debt securities | $159,176,000 | 752 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $154,231,000 | 753 |
| U.S. Government securities | $149,971,000 | 576 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $149,971,000 | 563 |
| Securities issued by states & political subdivisions | $2,622,000 | 3,910 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,638,000 | 627 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $68,182,000 | 876 |
| Certificates of participation in pools of residential mortgages | $68,086,000 | 588 |
| Issued or guaranteed by U.S. | $68,086,000 | 579 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $96,000 | 3,465 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,109 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $71,281,000 | 267 |
| Available-for-sale securities (fair market value) | $82,950,000 | 1,231 |
| Total debt securities | $152,593,000 | 746 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $153,185,000 | 779 |
| U.S. Government securities | $149,235,000 | 576 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $149,235,000 | 565 |
| Securities issued by states & political subdivisions | $2,112,000 | 4,180 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,838,000 | 809 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $64,803,000 | 911 |
| Certificates of participation in pools of residential mortgages | $64,707,000 | 622 |
| Issued or guaranteed by U.S. | $64,707,000 | 614 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $96,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,141 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $64,685,000 | 282 |
| Available-for-sale securities (fair market value) | $88,500,000 | 1,186 |
| Total debt securities | $151,347,000 | 772 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $142,597,000 | 840 |
| U.S. Government securities | $139,037,000 | 590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $139,037,000 | 580 |
| Securities issued by states & political subdivisions | $1,596,000 | 4,475 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,964,000 | 819 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,024,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $53,928,000 | 700 |
| Issued or guaranteed by U.S. | $53,928,000 | 692 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $96,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,123 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,089,000 | 290 |
| Available-for-sale securities (fair market value) | $82,508,000 | 1,269 |
| Total debt securities | $140,633,000 | 831 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $146,235,000 | 818 |
| U.S. Government securities | $142,649,000 | 591 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,649,000 | 578 |
| Securities issued by states & political subdivisions | $1,598,000 | 4,476 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,988,000 | 772 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,297,000 | 972 |
| Certificates of participation in pools of residential mortgages | $50,201,000 | 679 |
| Issued or guaranteed by U.S. | $50,201,000 | 670 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $96,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,064 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,388,000 | 262 |
| Available-for-sale securities (fair market value) | $76,847,000 | 1,355 |
| Total debt securities | $144,247,000 | 804 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $157,813,000 | 746 |
| U.S. Government securities | $154,279,000 | 555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $154,279,000 | 543 |
| Securities issued by states & political subdivisions | $1,600,000 | 4,487 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,934,000 | 771 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $46,184,000 | 986 |
| Certificates of participation in pools of residential mortgages | $46,088,000 | 702 |
| Issued or guaranteed by U.S. | $46,088,000 | 693 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $96,000 | 3,348 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,022 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,962,000 | 264 |
| Available-for-sale securities (fair market value) | $83,851,000 | 1,233 |
| Total debt securities | $155,879,000 | 736 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $156,569,000 | 756 |
| U.S. Government securities | $153,634,000 | 569 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $153,634,000 | 558 |
| Securities issued by states & political subdivisions | $999,000 | 4,907 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,936,000 | 775 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,848,000 | 915 |
| Certificates of participation in pools of residential mortgages | $49,747,000 | 656 |
| Issued or guaranteed by U.S. | $49,747,000 | 646 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $101,000 | 3,320 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,003 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,804,000 | 252 |
| Available-for-sale securities (fair market value) | $79,765,000 | 1,288 |
| Total debt securities | $154,633,000 | 748 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $145,745,000 | 821 |
| U.S. Government securities | $142,800,000 | 617 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,800,000 | 604 |
| Securities issued by states & political subdivisions | $999,000 | 4,957 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,946,000 | 799 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,136,000 | 865 |
| Certificates of participation in pools of residential mortgages | $53,028,000 | 625 |
| Issued or guaranteed by U.S. | $53,028,000 | 615 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $108,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 2,992 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,480,000 | 279 |
| Available-for-sale securities (fair market value) | $72,265,000 | 1,411 |
| Total debt securities | $143,799,000 | 809 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $142,573,000 | 856 |
| U.S. Government securities | $139,629,000 | 659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $139,629,000 | 645 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,990 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,944,000 | 816 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,068,000 | 913 |
| Certificates of participation in pools of residential mortgages | $50,960,000 | 659 |
| Issued or guaranteed by U.S. | $50,960,000 | 651 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $108,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,001 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,076,000 | 269 |
| Available-for-sale securities (fair market value) | $65,497,000 | 1,549 |
| Total debt securities | $140,629,000 | 853 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $144,070,000 | 868 |
| U.S. Government securities | $140,927,000 | 668 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $140,927,000 | 651 |
| Securities issued by states & political subdivisions | $1,195,000 | 4,850 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,948,000 | 819 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,978,000 | 929 |
| Certificates of participation in pools of residential mortgages | $49,863,000 | 683 |
| Issued or guaranteed by U.S. | $49,863,000 | 673 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $115,000 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,966 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $81,386,000 | 263 |
| Available-for-sale securities (fair market value) | $62,684,000 | 1,630 |
| Total debt securities | $142,122,000 | 860 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $141,053,000 | 880 |
| U.S. Government securities | $137,918,000 | 683 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $137,918,000 | 665 |
| Securities issued by states & political subdivisions | $1,195,000 | 4,875 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,940,000 | 800 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,454,000 | 889 |
| Certificates of participation in pools of residential mortgages | $53,335,000 | 648 |
| Issued or guaranteed by U.S. | $53,335,000 | 642 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $119,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 2,962 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,045,000 | 252 |
| Available-for-sale securities (fair market value) | $53,008,000 | 1,888 |
| Total debt securities | $139,113,000 | 874 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $145,247,000 | 860 |
| U.S. Government securities | $142,107,000 | 664 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,107,000 | 647 |
| Securities issued by states & political subdivisions | $1,196,000 | 4,894 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,944,000 | 829 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,090,000 | 839 |
| Certificates of participation in pools of residential mortgages | $57,952,000 | 608 |
| Issued or guaranteed by U.S. | $57,952,000 | 601 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $138,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $138,000 | 2,950 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,476,000 | 256 |
| Available-for-sale securities (fair market value) | $56,771,000 | 1,793 |
| Total debt securities | $143,303,000 | 853 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $145,796,000 | 871 |
| U.S. Government securities | $142,651,000 | 669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,651,000 | 646 |
| Securities issued by states & political subdivisions | $1,197,000 | 4,916 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,948,000 | 850 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $59,947,000 | 824 |
| Certificates of participation in pools of residential mortgages | $59,786,000 | 603 |
| Issued or guaranteed by U.S. | $59,786,000 | 596 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $161,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 2,933 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,316,000 | 265 |
| Available-for-sale securities (fair market value) | $57,480,000 | 1,775 |
| Total debt securities | $143,848,000 | 863 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $148,391,000 | 842 |
| U.S. Government securities | $145,056,000 | 651 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $145,056,000 | 630 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,771 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,952,000 | 864 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $65,147,000 | 771 |
| Certificates of participation in pools of residential mortgages | $64,953,000 | 573 |
| Issued or guaranteed by U.S. | $64,953,000 | 566 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $194,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 2,904 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $92,629,000 | 251 |
| Available-for-sale securities (fair market value) | $55,762,000 | 1,788 |
| Total debt securities | $146,439,000 | 830 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $150,989,000 | 822 |
| U.S. Government securities | $147,646,000 | 639 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $147,646,000 | 619 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,766 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,960,000 | 874 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,630,000 | 763 |
| Certificates of participation in pools of residential mortgages | $67,377,000 | 572 |
| Issued or guaranteed by U.S. | $67,377,000 | 564 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $253,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 2,874 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $92,406,000 | 251 |
| Available-for-sale securities (fair market value) | $58,583,000 | 1,728 |
| Total debt securities | $149,029,000 | 815 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $146,992,000 | 852 |
| U.S. Government securities | $143,441,000 | 671 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $143,441,000 | 645 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,770 |
| Other domestic debt securities | $200,000 | 3,119 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,644 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,968,000 | 904 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $69,947,000 | 773 |
| Certificates of participation in pools of residential mortgages | $69,625,000 | 573 |
| Issued or guaranteed by U.S. | $69,625,000 | 568 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $322,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 2,860 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,962,000 | 265 |
| Available-for-sale securities (fair market value) | $58,030,000 | 1,773 |
| Total debt securities | $145,024,000 | 848 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $140,976,000 | 907 |
| U.S. Government securities | $137,418,000 | 704 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $137,418,000 | 675 |
| Securities issued by states & political subdivisions | $1,384,000 | 4,779 |
| Other domestic debt securities | $200,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,722 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,974,000 | 939 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $73,962,000 | 766 |
| Certificates of participation in pools of residential mortgages | $73,578,000 | 570 |
| Issued or guaranteed by U.S. | $73,578,000 | 566 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $384,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,847 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,882,000 | 287 |
| Available-for-sale securities (fair market value) | $58,094,000 | 1,800 |
| Total debt securities | $139,002,000 | 896 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $147,559,000 | 873 |
| U.S. Government securities | $143,884,000 | 683 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $143,884,000 | 653 |
| Securities issued by states & political subdivisions | $1,499,000 | 4,714 |
| Other domestic debt securities | $200,000 | 3,246 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,793 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,976,000 | 948 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $74,642,000 | 760 |
| Certificates of participation in pools of residential mortgages | $74,173,000 | 571 |
| Issued or guaranteed by U.S. | $74,173,000 | 568 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $469,000 | 3,058 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 2,800 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $82,556,000 | 277 |
| Available-for-sale securities (fair market value) | $65,003,000 | 1,596 |
| Total debt securities | $145,583,000 | 862 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $143,039,000 | 906 |
| U.S. Government securities | $139,850,000 | 717 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $139,850,000 | 686 |
| Securities issued by states & political subdivisions | $1,013,000 | 5,157 |
| Other domestic debt securities | $200,000 | 3,337 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,894 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,976,000 | 979 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $75,784,000 | 770 |
| Certificates of participation in pools of residential mortgages | $75,205,000 | 570 |
| Issued or guaranteed by U.S. | $75,205,000 | 566 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $579,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,743 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $81,550,000 | 280 |
| Available-for-sale securities (fair market value) | $61,489,000 | 1,715 |
| Total debt securities | $141,063,000 | 890 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $137,614,000 | 942 |
| U.S. Government securities | $134,413,000 | 738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $134,413,000 | 713 |
| Securities issued by states & political subdivisions | $1,013,000 | 5,147 |
| Other domestic debt securities | $200,000 | 3,429 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,972 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,988,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $78,175,000 | 770 |
| Certificates of participation in pools of residential mortgages | $77,338,000 | 574 |
| Issued or guaranteed by U.S. | $77,338,000 | 567 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $837,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $837,000 | 2,639 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,117,000 | 249 |
| Available-for-sale securities (fair market value) | $49,497,000 | 2,111 |
| Total debt securities | $135,626,000 | 924 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $137,434,000 | 984 |
| U.S. Government securities | $134,232,000 | 771 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $134,232,000 | 743 |
| Securities issued by states & political subdivisions | $1,014,000 | 5,202 |
| Other domestic debt securities | $200,000 | 3,476 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,110 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,988,000 | 1,035 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $74,707,000 | 802 |
| Certificates of participation in pools of residential mortgages | $73,697,000 | 593 |
| Issued or guaranteed by U.S. | $73,697,000 | 585 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,010,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,640 |
| Privately issued | NA | NA |
| 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) | $82,226,000 | 265 |
| Available-for-sale securities (fair market value) | $55,208,000 | 1,942 |
| Total debt securities | $135,446,000 | 959 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $122,643,000 | 1,094 |
| U.S. Government securities | $118,664,000 | 842 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $118,664,000 | 808 |
| Securities issued by states & political subdivisions | $1,791,000 | 4,552 |
| Other domestic debt securities | $200,000 | 3,601 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,221 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,988,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $73,956,000 | 807 |
| Certificates of participation in pools of residential mortgages | $73,956,000 | 589 |
| Issued or guaranteed by U.S. | $73,956,000 | 583 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $80,825,000 | 267 |
| Available-for-sale securities (fair market value) | $41,818,000 | 2,426 |
| Total debt securities | $120,655,000 | 1,073 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $116,977,000 | 1,128 |
| U.S. Government securities | $112,984,000 | 850 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $112,984,000 | 821 |
| Securities issued by states & political subdivisions | $1,793,000 | 4,511 |
| Other domestic debt securities | $200,000 | 3,652 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,257 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $70,076,000 | 833 |
| Certificates of participation in pools of residential mortgages | $69,036,000 | 593 |
| Issued or guaranteed by U.S. | $69,036,000 | 590 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,040,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,809 |
| Privately issued | NA | NA |
| 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) | $72,734,000 | 288 |
| Available-for-sale securities (fair market value) | $44,243,000 | 2,280 |
| Total debt securities | $114,977,000 | 1,099 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $113,786,000 | 1,129 |
| U.S. Government securities | $112,058,000 | 848 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $112,058,000 | 815 |
| Securities issued by states & political subdivisions | $1,528,000 | 4,649 |
| Other domestic debt securities | $200,000 | 3,695 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,290 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $59,569,000 | 930 |
| Certificates of participation in pools of residential mortgages | $57,299,000 | 673 |
| Issued or guaranteed by U.S. | $57,299,000 | 671 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,270,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $2,270,000 | 2,341 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,037,000 | 289 |
| Available-for-sale securities (fair market value) | $40,749,000 | 2,402 |
| Total debt securities | $113,786,000 | 1,085 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $105,042,000 | 1,180 |
| U.S. Government securities | $103,312,000 | 887 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $103,312,000 | 846 |
| Securities issued by states & political subdivisions | $1,530,000 | 4,650 |
| Other domestic debt securities | $200,000 | 3,739 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,316 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $70,037,000 | 803 |
| Certificates of participation in pools of residential mortgages | $65,672,000 | 585 |
| Issued or guaranteed by U.S. | $65,672,000 | 580 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,365,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $4,365,000 | 1,846 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,957,000 | 298 |
| Available-for-sale securities (fair market value) | $35,085,000 | 2,647 |
| Total debt securities | $105,042,000 | 1,135 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $120,928,000 | 944 |
| U.S. Government securities | $119,363,000 | 709 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $119,363,000 | 674 |
| Securities issued by states & political subdivisions | $1,365,000 | 4,855 |
| Other domestic debt securities | $200,000 | 3,788 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,293 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $90,317,000 | 620 |
| Certificates of participation in pools of residential mortgages | $82,949,000 | 436 |
| Issued or guaranteed by U.S. | $82,949,000 | 431 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,368,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $7,368,000 | 1,420 |
| Privately issued | NA | NA |
| 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) | $82,707,000 | 252 |
| Available-for-sale securities (fair market value) | $38,221,000 | 2,295 |
| Total debt securities | $120,928,000 | 909 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $99,724,000 | 1,121 |
| U.S. Government securities | $98,515,000 | 851 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,515,000 | 794 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,343 |
| Other domestic debt securities | $200,000 | 3,440 |
| 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 | $200,000 | 3,006 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,668,000 | 702 |
| Certificates of participation in pools of residential mortgages | $58,668,000 | 484 |
| Issued or guaranteed by U.S. | $58,668,000 | 479 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $56,344,000 | 447 |
| Available-for-sale securities (fair market value) | $43,380,000 | 1,981 |
| Total debt securities | $99,724,000 | 1,071 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $95,388,000 | 1,192 |
| U.S. Government securities | $90,194,000 | 958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $90,194,000 | 881 |
| Securities issued by states & political subdivisions | $1,032,000 | 5,577 |
| Other domestic debt securities | $200,000 | 3,336 |
| 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 | $200,000 | 2,837 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,962,000 | 977 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,055,000 | 811 |
| Certificates of participation in pools of residential mortgages | $55,055,000 | 549 |
| Issued or guaranteed by U.S. | $55,055,000 | 542 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $47,492,000 | 584 |
| Available-for-sale securities (fair market value) | $47,896,000 | 1,810 |
| Total debt securities | $91,426,000 | 1,195 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $106,507,000 | 1,086 |
| U.S. Government securities | $101,816,000 | 890 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,816,000 | 768 |
| Securities issued by states & political subdivisions | $697,000 | 6,235 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,994,000 | 974 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,595,000 | 847 |
| Certificates of participation in pools of residential mortgages | $53,595,000 | 602 |
| Issued or guaranteed by U.S. | $53,595,000 | 595 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $57,911,000 | 507 |
| Available-for-sale securities (fair market value) | $48,596,000 | 1,774 |
| Total debt securities | $102,513,000 | 1,091 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $106,030,000 | 1,081 |
| U.S. Government securities | $102,012,000 | 918 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $102,012,000 | 759 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,018,000 | 932 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $64,352,000 | 724 |
| Certificates of participation in pools of residential mortgages | $64,352,000 | 536 |
| Issued or guaranteed by U.S. | $64,352,000 | 523 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $64,536,000 | 545 |
| Available-for-sale securities (fair market value) | $41,494,000 | 1,926 |
| Total debt securities | $102,012,000 | 1,087 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $105,753,000 | 1,121 |
| U.S. Government securities | $101,913,000 | 965 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,913,000 | 762 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,006,000 | 903 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $166,000 | 85 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $76,955,000 | 699 |
| Certificates of participation in pools of residential mortgages | $76,943,000 | 501 |
| Issued or guaranteed by U.S. | $76,943,000 | 493 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $12,000 | 5,553 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 5,232 |
| Privately issued | NA | NA |
| 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) | $65,518,000 | 601 |
| Available-for-sale securities (fair market value) | $40,235,000 | 2,056 |
| Total debt securities | $101,913,000 | 1,121 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $100,347,000 | 1,240 |
| U.S. Government securities | $96,522,000 | 1,058 |
| U.S. Treasury securities | $7,027,000 | 3,618 |
| U.S. Government agency obligations | $89,495,000 | 863 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,014,000 | 852 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $189,000 | 76 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $76,579,000 | 733 |
| Certificates of participation in pools of residential mortgages | $76,483,000 | 505 |
| Issued or guaranteed by U.S. | $76,483,000 | 491 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $96,000 | 5,746 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 5,466 |
| Privately issued | NA | NA |
| 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) | $63,716,000 | 659 |
| Available-for-sale securities (fair market value) | $36,631,000 | 2,350 |
| Total debt securities | $96,522,000 | 1,259 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $92,596,000 | 1,392 |
| U.S. Government securities | $88,974,000 | 1,201 |
| U.S. Treasury securities | $7,787,000 | 4,126 |
| U.S. Government agency obligations | $81,187,000 | 908 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,914,000 | 792 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $292,000 | 92 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $70,249,000 | 803 |
| Certificates of participation in pools of residential mortgages | $69,759,000 | 561 |
| Issued or guaranteed by U.S. | $69,759,000 | 542 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $490,000 | 5,287 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 5,055 |
| Privately issued | NA | NA |
| 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) | $79,736,000 | 949 |
| Available-for-sale securities (fair market value) | $12,860,000 | 4,012 |
| Total debt securities | $88,974,000 | 1,411 |
| 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 | $76,858,000 | 1,817 |
| U.S. Government securities | $74,912,000 | 1,490 |
| U.S. Treasury securities | $10,323,000 | 3,390 |
| U.S. Government agency obligations | $64,589,000 | 1,153 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,996,000 | 1,422 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $50,000 | 179 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,557,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $50,635,000 | 734 |
| Issued or guaranteed by U.S. | $50,635,000 | 702 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $922,000 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $922,000 | 4,904 |
| Privately issued | NA | NA |
| 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 | $74,912,000 | 1,797 |
| 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 | $99,231,000 | 1,358 |
| U.S. Government securities | $97,430,000 | 1,117 |
| U.S. Treasury securities | $8,172,000 | 4,104 |
| U.S. Government agency obligations | $89,258,000 | 819 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,988,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $187,000 | 156 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $74,987,000 | 823 |
| Certificates of participation in pools of residential mortgages | $72,949,000 | 551 |
| Issued or guaranteed by U.S. | $72,949,000 | 519 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,038,000 | 4,014 |
| CMOs issued by government agencies or sponsored agencies | $2,038,000 | 3,695 |
| Privately issued | NA | NA |
| 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 | $97,430,000 | 1,352 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |