Home > Provident Bank of Maryland > Securities
Provident Bank of Maryland, Securities
| 2009-03-31 | Rank | |
| Total securities | $1,230,442,000 | 138 |
| U.S. Government securities | $667,732,000 | 167 |
| U.S. Treasury securities | $12,995,000 | 179 |
| U.S. Government agency obligations | $654,737,000 | 162 |
| Securities issued by states & political subdivisions | $153,582,000 | 90 |
| Other domestic debt securities | $407,963,000 | 83 |
| Privately issued residential mortgage-backed securities | $49,523,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $278,349,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,091,000 | 81 |
| Foreign debt securities | $400,000 | 91 |
| Equity securities | $765,000 | 847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $604,152,000 | 123 |
| Mortgage-backed securities | $704,260,000 | 140 |
| Certificates of participation in pools of residential mortgages | $654,737,000 | 103 |
| Issued or guaranteed by U.S. | $654,737,000 | 100 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $49,523,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $49,523,000 | 200 |
| 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) | $246,540,000 | 93 |
| Available-for-sale securities (fair market value) | $983,902,000 | 134 |
| Total debt securities | $1,130,464,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,337,519,000 | 120 |
| U.S. Government securities | $699,284,000 | 157 |
| U.S. Treasury securities | $16,992,000 | 123 |
| U.S. Government agency obligations | $682,292,000 | 157 |
| Securities issued by states & political subdivisions | $152,784,000 | 90 |
| Other domestic debt securities | $483,955,000 | 71 |
| Privately issued residential mortgage-backed securities | $54,995,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $339,238,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,722,000 | 72 |
| Foreign debt securities | $400,000 | 85 |
| Equity securities | $1,096,000 | 703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $697,733,000 | 115 |
| Mortgage-backed securities | $737,287,000 | 129 |
| Certificates of participation in pools of residential mortgages | $682,292,000 | 96 |
| Issued or guaranteed by U.S. | $682,292,000 | 93 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $54,995,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $54,995,000 | 184 |
| 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) | $297,043,000 | 77 |
| Available-for-sale securities (fair market value) | $1,040,476,000 | 126 |
| Total debt securities | $1,270,643,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,292,877,000 | 119 |
| U.S. Government securities | $633,032,000 | 156 |
| U.S. Treasury securities | $6,947,000 | 233 |
| U.S. Government agency obligations | $626,085,000 | 154 |
| Securities issued by states & political subdivisions | $145,262,000 | 91 |
| Other domestic debt securities | $511,161,000 | 66 |
| Privately issued residential mortgage-backed securities | $67,772,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $354,686,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $88,703,000 | 75 |
| Foreign debt securities | $400,000 | 93 |
| Equity securities | $3,022,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $718,825,000 | 109 |
| Mortgage-backed securities | $693,857,000 | 130 |
| Certificates of participation in pools of residential mortgages | $626,085,000 | 90 |
| Issued or guaranteed by U.S. | $626,085,000 | 88 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $67,772,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $67,772,000 | 163 |
| 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) | $311,806,000 | 70 |
| Available-for-sale securities (fair market value) | $981,071,000 | 126 |
| Total debt securities | $1,276,692,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,338,349,000 | 114 |
| U.S. Government securities | $605,877,000 | 169 |
| U.S. Treasury securities | $2,518,000 | 422 |
| U.S. Government agency obligations | $603,359,000 | 166 |
| Securities issued by states & political subdivisions | $150,438,000 | 96 |
| Other domestic debt securities | $580,463,000 | 65 |
| Privately issued residential mortgage-backed securities | $77,709,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $408,724,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $94,030,000 | 84 |
| Foreign debt securities | $400,000 | 96 |
| Equity securities | $1,171,000 | 959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $663,432,000 | 113 |
| Mortgage-backed securities | $681,068,000 | 135 |
| Certificates of participation in pools of residential mortgages | $603,359,000 | 93 |
| Issued or guaranteed by U.S. | $603,359,000 | 91 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $77,709,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $77,709,000 | 153 |
| 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) | $47,076,000 | 372 |
| Available-for-sale securities (fair market value) | $1,291,273,000 | 104 |
| Total debt securities | $1,334,320,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,359,576,000 | 125 |
| U.S. Government securities | $606,052,000 | 171 |
| U.S. Treasury securities | $2,540,000 | 444 |
| U.S. Government agency obligations | $603,512,000 | 166 |
| Securities issued by states & political subdivisions | $153,946,000 | 94 |
| Other domestic debt securities | $597,168,000 | 66 |
| Privately issued residential mortgage-backed securities | $93,336,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $408,163,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,669,000 | 82 |
| Foreign debt securities | $400,000 | 109 |
| Equity securities | $2,010,000 | 804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $677,644,000 | 105 |
| Mortgage-backed securities | $696,848,000 | 140 |
| Certificates of participation in pools of residential mortgages | $603,512,000 | 95 |
| Issued or guaranteed by U.S. | $603,512,000 | 91 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $93,336,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $93,336,000 | 134 |
| 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) | $47,146,000 | 353 |
| Available-for-sale securities (fair market value) | $1,312,430,000 | 115 |
| Total debt securities | $1,354,986,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,417,538,000 | 124 |
| U.S. Government securities | $587,082,000 | 174 |
| U.S. Treasury securities | $2,523,000 | 500 |
| U.S. Government agency obligations | $584,559,000 | 170 |
| Securities issued by states & political subdivisions | $153,691,000 | 97 |
| Other domestic debt securities | $674,395,000 | 60 |
| Privately issued residential mortgage-backed securities | $121,816,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $453,007,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,572,000 | 77 |
| Foreign debt securities | $400,000 | 113 |
| Equity securities | $1,970,000 | 782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $727,841,000 | 103 |
| Mortgage-backed securities | $706,375,000 | 133 |
| Certificates of participation in pools of residential mortgages | $584,559,000 | 93 |
| Issued or guaranteed by U.S. | $584,559,000 | 90 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $121,816,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $121,816,000 | 109 |
| 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) | $47,265,000 | 363 |
| Available-for-sale securities (fair market value) | $1,370,273,000 | 106 |
| Total debt securities | $1,415,568,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,507,954,000 | 127 |
| U.S. Government securities | $576,354,000 | 174 |
| U.S. Treasury securities | $2,514,000 | 528 |
| U.S. Government agency obligations | $573,840,000 | 171 |
| Securities issued by states & political subdivisions | $153,822,000 | 98 |
| Other domestic debt securities | $774,559,000 | 58 |
| Privately issued residential mortgage-backed securities | $126,892,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $552,291,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,376,000 | 78 |
| Foreign debt securities | $398,000 | 115 |
| Equity securities | $2,821,000 | 631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,102,000 | 119 |
| Mortgage-backed securities | $676,179,000 | 133 |
| Certificates of participation in pools of residential mortgages | $549,287,000 | 94 |
| Issued or guaranteed by U.S. | $549,287,000 | 91 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $126,892,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $126,892,000 | 104 |
| 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) | $47,654,000 | 383 |
| Available-for-sale securities (fair market value) | $1,460,300,000 | 105 |
| Total debt securities | $1,505,133,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,528,732,000 | 130 |
| U.S. Government securities | $587,263,000 | 184 |
| U.S. Treasury securities | $2,488,000 | 596 |
| U.S. Government agency obligations | $584,775,000 | 180 |
| Securities issued by states & political subdivisions | $145,019,000 | 101 |
| Other domestic debt securities | $793,995,000 | 59 |
| Privately issued residential mortgage-backed securities | $132,204,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $588,210,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $73,581,000 | 99 |
| Foreign debt securities | $395,000 | 116 |
| Equity securities | $2,060,000 | 742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $735,855,000 | 114 |
| Mortgage-backed securities | $693,262,000 | 136 |
| Certificates of participation in pools of residential mortgages | $561,058,000 | 100 |
| Issued or guaranteed by U.S. | $561,058,000 | 95 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $132,204,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $132,204,000 | 102 |
| 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) | $48,278,000 | 391 |
| Available-for-sale securities (fair market value) | $1,480,454,000 | 113 |
| Total debt securities | $1,526,672,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,585,802,000 | 125 |
| U.S. Government securities | $631,761,000 | 176 |
| U.S. Treasury securities | $2,496,000 | 633 |
| U.S. Government agency obligations | $629,265,000 | 174 |
| Securities issued by states & political subdivisions | $122,905,000 | 115 |
| Other domestic debt securities | $828,139,000 | 58 |
| Privately issued residential mortgage-backed securities | $80,777,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $651,948,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,414,000 | 78 |
| Foreign debt securities | $394,000 | 121 |
| Equity securities | $2,603,000 | 667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,738,000 | 110 |
| Mortgage-backed securities | $685,777,000 | 137 |
| Certificates of participation in pools of residential mortgages | $605,000,000 | 97 |
| Issued or guaranteed by U.S. | $605,000,000 | 93 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $80,777,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $80,777,000 | 137 |
| 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) | $68,904,000 | 292 |
| Available-for-sale securities (fair market value) | $1,516,898,000 | 109 |
| Total debt securities | $1,583,199,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,631,978,000 | 123 |
| U.S. Government securities | $657,060,000 | 177 |
| U.S. Treasury securities | $2,491,000 | 680 |
| U.S. Government agency obligations | $654,569,000 | 171 |
| Securities issued by states & political subdivisions | $101,373,000 | 138 |
| Other domestic debt securities | $865,927,000 | 54 |
| Privately issued residential mortgage-backed securities | $70,581,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $665,365,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,981,000 | 66 |
| Foreign debt securities | $500,000 | 102 |
| Equity securities | $7,118,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $722,654,000 | 114 |
| Mortgage-backed securities | $700,855,000 | 141 |
| Certificates of participation in pools of residential mortgages | $629,505,000 | 95 |
| Issued or guaranteed by U.S. | $629,505,000 | 92 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $71,350,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $769,000 | 2,405 |
| Privately issued | $70,581,000 | 144 |
| 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) | $101,866,000 | 199 |
| Available-for-sale securities (fair market value) | $1,530,112,000 | 113 |
| Total debt securities | $1,624,860,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,834,446,000 | 119 |
| U.S. Government securities | $866,404,000 | 156 |
| U.S. Treasury securities | $2,495,000 | 696 |
| U.S. Government agency obligations | $863,909,000 | 149 |
| Securities issued by states & political subdivisions | $102,174,000 | 135 |
| Other domestic debt securities | $855,430,000 | 60 |
| Privately issued residential mortgage-backed securities | $84,116,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $614,640,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $156,674,000 | 57 |
| Foreign debt securities | $500,000 | 105 |
| Equity securities | $9,938,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $922,424,000 | 103 |
| Mortgage-backed securities | $923,689,000 | 118 |
| Certificates of participation in pools of residential mortgages | $789,629,000 | 85 |
| Issued or guaranteed by U.S. | $789,629,000 | 83 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $134,060,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $49,944,000 | 309 |
| Privately issued | $84,116,000 | 128 |
| 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) | $128,530,000 | 169 |
| Available-for-sale securities (fair market value) | $1,705,916,000 | 107 |
| Total debt securities | $1,824,508,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,839,473,000 | 116 |
| U.S. Government securities | $833,119,000 | 165 |
| U.S. Treasury securities | $2,478,000 | 749 |
| U.S. Government agency obligations | $830,641,000 | 159 |
| Securities issued by states & political subdivisions | $83,964,000 | 174 |
| Other domestic debt securities | $919,307,000 | 56 |
| Privately issued residential mortgage-backed securities | $61,755,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $700,529,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,023,000 | 53 |
| Foreign debt securities | $500,000 | 112 |
| Equity securities | $2,583,000 | 691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $771,845,000 | 116 |
| Mortgage-backed securities | $868,480,000 | 124 |
| Certificates of participation in pools of residential mortgages | $755,130,000 | 90 |
| Issued or guaranteed by U.S. | $755,130,000 | 87 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $113,350,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $51,595,000 | 293 |
| Privately issued | $61,755,000 | 151 |
| 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) | $129,089,000 | 167 |
| Available-for-sale securities (fair market value) | $1,710,384,000 | 105 |
| Total debt securities | $1,836,890,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,869,880,000 | 117 |
| U.S. Government securities | $933,007,000 | 153 |
| U.S. Treasury securities | $987,000 | 1,188 |
| U.S. Government agency obligations | $932,020,000 | 144 |
| Securities issued by states & political subdivisions | $81,528,000 | 184 |
| Other domestic debt securities | $842,785,000 | 60 |
| Privately issued residential mortgage-backed securities | $65,009,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $638,816,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,960,000 | 64 |
| Foreign debt securities | $500,000 | 115 |
| Equity securities | $12,060,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $831,606,000 | 107 |
| Mortgage-backed securities | $973,364,000 | 118 |
| Certificates of participation in pools of residential mortgages | $853,222,000 | 84 |
| Issued or guaranteed by U.S. | $853,222,000 | 79 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $120,142,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $55,133,000 | 286 |
| Privately issued | $65,009,000 | 149 |
| 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) | $110,681,000 | 193 |
| Available-for-sale securities (fair market value) | $1,759,199,000 | 106 |
| Total debt securities | $1,857,820,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,857,522,000 | 120 |
| U.S. Government securities | $992,097,000 | 147 |
| U.S. Treasury securities | $984,000 | 1,233 |
| U.S. Government agency obligations | $991,113,000 | 136 |
| Securities issued by states & political subdivisions | $58,317,000 | 267 |
| Other domestic debt securities | $802,616,000 | 62 |
| Privately issued residential mortgage-backed securities | $68,085,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $600,073,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $134,458,000 | 62 |
| Foreign debt securities | $500,000 | 113 |
| Equity securities | $3,992,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $927,331,000 | 101 |
| Mortgage-backed securities | $1,034,778,000 | 119 |
| Certificates of participation in pools of residential mortgages | $907,787,000 | 78 |
| Issued or guaranteed by U.S. | $907,787,000 | 75 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $126,991,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $58,906,000 | 278 |
| Privately issued | $68,085,000 | 144 |
| 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) | $111,269,000 | 193 |
| Available-for-sale securities (fair market value) | $1,746,253,000 | 110 |
| Total debt securities | $1,853,530,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,897,036,000 | 121 |
| U.S. Government securities | $1,055,739,000 | 135 |
| U.S. Treasury securities | $996,000 | 1,150 |
| U.S. Government agency obligations | $1,054,743,000 | 129 |
| Securities issued by states & political subdivisions | $22,241,000 | 862 |
| Other domestic debt securities | $810,034,000 | 59 |
| Privately issued residential mortgage-backed securities | $72,059,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $602,582,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,393,000 | 60 |
| Foreign debt securities | $500,000 | 116 |
| Equity securities | $8,522,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,684,000 | 94 |
| Mortgage-backed securities | $1,102,202,000 | 118 |
| Certificates of participation in pools of residential mortgages | $965,975,000 | 76 |
| Issued or guaranteed by U.S. | $965,975,000 | 74 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $136,227,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $64,168,000 | 261 |
| Privately issued | $72,059,000 | 139 |
| 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) | $111,854,000 | 196 |
| Available-for-sale securities (fair market value) | $1,785,182,000 | 111 |
| Total debt securities | $1,888,514,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,005,697,000 | 116 |
| U.S. Government securities | $1,238,324,000 | 128 |
| U.S. Treasury securities | $998,000 | 1,181 |
| U.S. Government agency obligations | $1,237,326,000 | 122 |
| Securities issued by states & political subdivisions | $12,819,000 | 1,539 |
| Other domestic debt securities | $748,081,000 | 65 |
| Privately issued residential mortgage-backed securities | $86,658,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $523,787,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,636,000 | 59 |
| Foreign debt securities | $500,000 | 119 |
| Equity securities | $5,973,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,147,177,000 | 87 |
| Mortgage-backed securities | $1,298,674,000 | 107 |
| Certificates of participation in pools of residential mortgages | $1,141,065,000 | 69 |
| Issued or guaranteed by U.S. | $1,141,065,000 | 64 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $157,609,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $70,951,000 | 256 |
| Privately issued | $86,658,000 | 128 |
| 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) | $112,449,000 | 198 |
| Available-for-sale securities (fair market value) | $1,893,248,000 | 105 |
| Total debt securities | $1,999,724,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,087,424,000 | 115 |
| U.S. Government securities | $1,396,259,000 | 121 |
| U.S. Treasury securities | $996,000 | 1,274 |
| U.S. Government agency obligations | $1,395,263,000 | 116 |
| Securities issued by states & political subdivisions | $12,870,000 | 1,525 |
| Other domestic debt securities | $671,963,000 | 70 |
| Privately issued residential mortgage-backed securities | $93,581,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $438,983,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,399,000 | 57 |
| Foreign debt securities | $500,000 | 122 |
| Equity securities | $5,832,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,210,221,000 | 86 |
| Mortgage-backed securities | $1,453,117,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,283,778,000 | 71 |
| Issued or guaranteed by U.S. | $1,283,778,000 | 65 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $169,339,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $75,758,000 | 258 |
| Privately issued | $93,581,000 | 117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $114,090,000 | 201 |
| Available-for-sale securities (fair market value) | $1,973,334,000 | 104 |
| Total debt securities | $2,081,591,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,244,491,000 | 109 |
| U.S. Government securities | $1,593,010,000 | 114 |
| U.S. Treasury securities | $996,000 | 1,326 |
| U.S. Government agency obligations | $1,592,014,000 | 111 |
| Securities issued by states & political subdivisions | $14,042,000 | 1,410 |
| Other domestic debt securities | $626,796,000 | 70 |
| Privately issued residential mortgage-backed securities | $101,417,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $387,389,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,990,000 | 62 |
| Foreign debt securities | $500,000 | 125 |
| Equity securities | $10,143,000 | 326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,306,445,000 | 93 |
| Mortgage-backed securities | $1,646,279,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,454,931,000 | 64 |
| Issued or guaranteed by U.S. | $1,454,931,000 | 59 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $191,348,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $89,931,000 | 237 |
| Privately issued | $101,417,000 | 116 |
| 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) | $114,671,000 | 199 |
| Available-for-sale securities (fair market value) | $2,129,820,000 | 99 |
| Total debt securities | $2,234,348,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,151,146,000 | 111 |
| U.S. Government securities | $1,644,948,000 | 108 |
| U.S. Treasury securities | $999,000 | 1,327 |
| U.S. Government agency obligations | $1,643,949,000 | 103 |
| Securities issued by states & political subdivisions | $16,978,000 | 1,139 |
| Other domestic debt securities | $482,768,000 | 77 |
| Privately issued residential mortgage-backed securities | $42,451,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $296,509,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $143,808,000 | 60 |
| Foreign debt securities | $500,000 | 126 |
| Equity securities | $5,952,000 | 500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,202,540,000 | 94 |
| Mortgage-backed securities | $1,634,334,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,492,356,000 | 65 |
| Issued or guaranteed by U.S. | $1,492,356,000 | 60 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $141,978,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $99,527,000 | 225 |
| Privately issued | $42,451,000 | 165 |
| 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) | $115,251,000 | 188 |
| Available-for-sale securities (fair market value) | $2,035,895,000 | 104 |
| Total debt securities | $2,145,192,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,136,372,000 | 116 |
| U.S. Government securities | $1,677,195,000 | 109 |
| U.S. Treasury securities | $1,001,000 | 1,375 |
| U.S. Government agency obligations | $1,676,194,000 | 102 |
| Securities issued by states & political subdivisions | $17,003,000 | 1,119 |
| Other domestic debt securities | $433,305,000 | 84 |
| Privately issued residential mortgage-backed securities | $33,874,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $253,351,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $146,080,000 | 56 |
| Foreign debt securities | $500,000 | 122 |
| Equity securities | $8,369,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,195,318,000 | 90 |
| Mortgage-backed securities | $1,660,273,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,517,867,000 | 64 |
| Issued or guaranteed by U.S. | $1,517,867,000 | 59 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $142,406,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $108,532,000 | 216 |
| Privately issued | $33,874,000 | 180 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,136,372,000 | 104 |
| Total debt securities | $2,128,004,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,075,099,000 | 119 |
| U.S. Government securities | $1,728,020,000 | 103 |
| U.S. Treasury securities | $1,005,000 | 1,368 |
| U.S. Government agency obligations | $1,727,015,000 | 96 |
| Securities issued by states & political subdivisions | $17,263,000 | 1,126 |
| Other domestic debt securities | $327,412,000 | 108 |
| Privately issued residential mortgage-backed securities | $49,517,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $150,140,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $127,755,000 | 67 |
| Foreign debt securities | $500,000 | 131 |
| Equity securities | $1,904,000 | 1,072 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,265,832,000 | 87 |
| Mortgage-backed securities | $1,719,302,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,485,975,000 | 61 |
| Issued or guaranteed by U.S. | $1,485,975,000 | 56 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $233,327,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $183,810,000 | 156 |
| Privately issued | $49,517,000 | 157 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $2,075,099,000 | 101 |
| Total debt securities | $2,073,193,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,033,295,000 | 120 |
| U.S. Government securities | $1,752,954,000 | 107 |
| U.S. Treasury securities | $1,007,000 | 1,445 |
| U.S. Government agency obligations | $1,751,947,000 | 101 |
| Securities issued by states & political subdivisions | $18,226,000 | 1,065 |
| Other domestic debt securities | $260,477,000 | 94 |
| Privately issued residential mortgage-backed securities | $40,365,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $101,254,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,858,000 | 86 |
| Foreign debt securities | $500,000 | 137 |
| Equity securities | $1,138,000 | 1,237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,372,458,000 | 80 |
| Mortgage-backed securities | $1,737,039,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,518,074,000 | 61 |
| Issued or guaranteed by U.S. | $1,518,074,000 | 56 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $218,965,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $178,600,000 | 172 |
| Privately issued | $40,365,000 | 121 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $2,033,295,000 | 105 |
| Total debt securities | $2,032,157,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,927,729,000 | 122 |
| U.S. Government securities | $1,701,738,000 | 106 |
| U.S. Treasury securities | $1,010,000 | 1,485 |
| U.S. Government agency obligations | $1,700,728,000 | 97 |
| Securities issued by states & political subdivisions | $20,028,000 | 978 |
| Other domestic debt securities | $203,251,000 | 112 |
| Privately issued residential mortgage-backed securities | $12,558,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $71,263,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,430,000 | 83 |
| Foreign debt securities | $500,000 | 142 |
| Equity securities | $2,212,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,158,407,000 | 89 |
| Mortgage-backed securities | $1,656,920,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,449,129,000 | 62 |
| Issued or guaranteed by U.S. | $1,449,129,000 | 56 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $207,791,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $195,233,000 | 159 |
| Privately issued | $12,558,000 | 214 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,927,729,000 | 106 |
| Total debt securities | $1,925,516,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,087,522,000 | 115 |
| U.S. Government securities | $1,867,485,000 | 101 |
| U.S. Treasury securities | $1,005,000 | 1,578 |
| U.S. Government agency obligations | $1,866,480,000 | 94 |
| Securities issued by states & political subdivisions | $20,439,000 | 927 |
| Other domestic debt securities | $197,406,000 | 115 |
| Privately issued residential mortgage-backed securities | $32,102,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,085,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,219,000 | 82 |
| Foreign debt securities | $500,000 | 140 |
| Equity securities | $1,692,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,102,194,000 | 88 |
| Mortgage-backed securities | $1,815,146,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,534,296,000 | 58 |
| Issued or guaranteed by U.S. | $1,534,296,000 | 54 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $280,850,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $248,748,000 | 141 |
| Privately issued | $32,102,000 | 141 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,087,522,000 | 103 |
| Total debt securities | $2,085,830,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,184,802,000 | 112 |
| U.S. Government securities | $1,965,288,000 | 95 |
| U.S. Treasury securities | $1,015,000 | 1,537 |
| U.S. Government agency obligations | $1,964,273,000 | 90 |
| Securities issued by states & political subdivisions | $20,451,000 | 874 |
| Other domestic debt securities | $195,810,000 | 111 |
| Privately issued residential mortgage-backed securities | $66,171,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,996,000 | 114 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $120,643,000 | 77 |
| Foreign debt securities | $500,000 | 138 |
| Equity securities | $2,753,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,361,927,000 | 76 |
| Mortgage-backed securities | $2,009,689,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,619,321,000 | 56 |
| Issued or guaranteed by U.S. | $1,619,321,000 | 52 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $390,368,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $324,197,000 | 117 |
| Privately issued | $66,171,000 | 106 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,184,802,000 | 101 |
| Total debt securities | $2,182,049,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,963,977,000 | 122 |
| U.S. Government securities | $1,743,606,000 | 107 |
| U.S. Treasury securities | $1,025,000 | 1,580 |
| U.S. Government agency obligations | $1,742,581,000 | 103 |
| Securities issued by states & political subdivisions | $21,127,000 | 826 |
| Other domestic debt securities | $195,615,000 | 111 |
| Privately issued residential mortgage-backed securities | $73,070,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,545,000 | 77 |
| Foreign debt securities | $500,000 | 138 |
| Equity securities | $3,129,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,883,000 | 90 |
| Mortgage-backed securities | $1,794,783,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,404,022,000 | 59 |
| Issued or guaranteed by U.S. | $1,404,022,000 | 57 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $390,761,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $317,691,000 | 113 |
| Privately issued | $73,070,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,963,977,000 | 107 |
| Total debt securities | $1,960,848,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,780,250,000 | 120 |
| U.S. Government securities | $1,280,849,000 | 121 |
| U.S. Treasury securities | $1,028,000 | 1,902 |
| U.S. Government agency obligations | $1,279,821,000 | 115 |
| Securities issued by states & political subdivisions | $23,161,000 | 693 |
| Other domestic debt securities | $463,432,000 | 68 |
| Privately issued residential mortgage-backed securities | $299,030,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $164,402,000 | 57 |
| Foreign debt securities | $500,000 | 154 |
| Equity securities | $12,308,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,022,331,000 | 82 |
| Mortgage-backed securities | $1,518,962,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,097,145,000 | 71 |
| Issued or guaranteed by U.S. | $1,097,145,000 | 68 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $421,817,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $122,787,000 | 207 |
| Privately issued | $299,030,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,780,250,000 | 104 |
| Total debt securities | $1,765,579,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,888,887,000 | 105 |
| U.S. Government securities | $1,649,910,000 | 81 |
| U.S. Treasury securities | $4,998,000 | 1,086 |
| U.S. Government agency obligations | $1,644,912,000 | 75 |
| Securities issued by states & political subdivisions | $26,080,000 | 555 |
| Other domestic debt securities | $161,612,000 | 118 |
| Privately issued residential mortgage-backed securities | $43,191,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,421,000 | 96 |
| Foreign debt securities | $400,000 | 162 |
| Equity securities | $50,885,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,603,000 | 79 |
| Mortgage-backed securities | $1,643,676,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,360,203,000 | 46 |
| Issued or guaranteed by U.S. | $1,360,203,000 | 44 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $283,473,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $240,282,000 | 115 |
| Privately issued | $43,191,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,888,887,000 | 88 |
| Total debt securities | $1,838,002,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,673,265,000 | 120 |
| U.S. Government securities | $1,353,627,000 | 107 |
| U.S. Treasury securities | $4,962,000 | 1,601 |
| U.S. Government agency obligations | $1,348,665,000 | 97 |
| Securities issued by states & political subdivisions | $26,206,000 | 579 |
| Other domestic debt securities | $259,267,000 | 100 |
| Privately issued residential mortgage-backed securities | $140,418,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,849,000 | 96 |
| Foreign debt securities | $400,000 | 172 |
| Equity securities | $33,765,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $971,764,000 | 88 |
| Mortgage-backed securities | $1,469,454,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,060,248,000 | 72 |
| Issued or guaranteed by U.S. | $1,060,248,000 | 68 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $409,206,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $268,788,000 | 111 |
| Privately issued | $140,418,000 | 67 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $1,673,265,000 | 100 |
| Total debt securities | $1,639,500,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,169,971,000 | 145 |
| U.S. Government securities | $860,321,000 | 142 |
| U.S. Treasury securities | $5,028,000 | 2,260 |
| U.S. Government agency obligations | $855,293,000 | 127 |
| Securities issued by states & political subdivisions | $27,732,000 | 537 |
| Other domestic debt securities | $243,878,000 | 95 |
| Privately issued residential mortgage-backed securities | $136,619,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,259,000 | 88 |
| Foreign debt securities | $400,000 | 172 |
| Equity securities | $37,640,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $789,708,000 | 85 |
| Mortgage-backed securities | $991,912,000 | 112 |
| Certificates of participation in pools of residential mortgages | $720,559,000 | 89 |
| Issued or guaranteed by U.S. | $720,559,000 | 88 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $271,353,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $134,734,000 | 193 |
| Privately issued | $136,619,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $1,169,971,000 | 110 |
| Total debt securities | $1,132,331,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $983,591,000 | 164 |
| U.S. Government securities | $723,467,000 | 171 |
| U.S. Treasury securities | $5,596,000 | 2,909 |
| U.S. Government agency obligations | $717,871,000 | 146 |
| Securities issued by states & political subdivisions | $19,391,000 | 683 |
| Other domestic debt securities | $216,690,000 | 79 |
| Privately issued residential mortgage-backed securities | $193,907,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,783,000 | 213 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $24,043,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $611,189,000 | 98 |
| Mortgage-backed securities | $885,354,000 | 113 |
| Certificates of participation in pools of residential mortgages | $588,502,000 | 102 |
| Issued or guaranteed by U.S. | $584,105,000 | 98 |
| Privately issued | $4,397,000 | 125 |
| Collaterized mortgage obligations | $296,852,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $107,342,000 | 208 |
| Privately issued | $189,510,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $983,591,000 | 121 |
| Total debt securities | $959,548,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $924,154,000 | 183 |
| U.S. Government securities | $785,847,000 | 173 |
| U.S. Treasury securities | $5,019,000 | 3,760 |
| U.S. Government agency obligations | $780,828,000 | 137 |
| Securities issued by states & political subdivisions | $19,091,000 | 672 |
| Other domestic debt securities | $93,857,000 | 133 |
| Privately issued residential mortgage-backed securities | $63,915,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,942,000 | 153 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $25,359,000 | 188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $918,906,000 | 82 |
| Mortgage-backed securities | $844,743,000 | 124 |
| Certificates of participation in pools of residential mortgages | $638,739,000 | 102 |
| Issued or guaranteed by U.S. | $633,379,000 | 96 |
| Privately issued | $5,360,000 | 148 |
| Collaterized mortgage obligations | $206,004,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $147,449,000 | 171 |
| Privately issued | $58,555,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,887,000 | 2,261 |
| Available-for-sale securities (fair market value) | $908,267,000 | 123 |
| Total debt securities | $898,795,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,051,861,000 | 177 |
| U.S. Government securities | $625,543,000 | 229 |
| U.S. Treasury securities | $22,095,000 | 1,288 |
| U.S. Government agency obligations | $603,448,000 | 183 |
| Securities issued by states & political subdivisions | $11,981,000 | 1,197 |
| Other domestic debt securities | $398,196,000 | 52 |
| Privately issued residential mortgage-backed securities | $322,123,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,073,000 | 92 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $16,141,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $535,029,000 | 127 |
| Mortgage-backed securities | $920,391,000 | 118 |
| Certificates of participation in pools of residential mortgages | $349,915,000 | 171 |
| Issued or guaranteed by U.S. | $343,607,000 | 163 |
| Privately issued | $6,308,000 | 154 |
| Collaterized mortgage obligations | $570,476,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $254,661,000 | 124 |
| Privately issued | $315,815,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,023,000 | 2,195 |
| Available-for-sale securities (fair market value) | $1,033,838,000 | 120 |
| Total debt securities | $1,035,720,000 | 176 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $865,033,000 | 227 |
| U.S. Government securities | $712,207,000 | 218 |
| U.S. Treasury securities | $21,847,000 | 1,608 |
| U.S. Government agency obligations | $690,360,000 | 155 |
| Securities issued by states & political subdivisions | $7,186,000 | 2,129 |
| Other domestic debt securities | $131,267,000 | 132 |
| Privately issued residential mortgage-backed securities | $30,736,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,531,000 | 75 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $14,373,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,981,000 | 148 |
| Mortgage-backed securities | $709,787,000 | 151 |
| Certificates of participation in pools of residential mortgages | $282,724,000 | 188 |
| Issued or guaranteed by U.S. | $282,724,000 | 181 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $427,063,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $396,327,000 | 93 |
| Privately issued | $30,736,000 | 111 |
| 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) | $431,177,000 | 241 |
| Available-for-sale securities (fair market value) | $433,856,000 | 167 |
| Total debt securities | $850,660,000 | 226 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $469,325,000 | 364 |
| U.S. Government securities | $350,690,000 | 387 |
| U.S. Treasury securities | $23,693,000 | 1,575 |
| U.S. Government agency obligations | $326,997,000 | 303 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $118,632,000 | 150 |
| Privately issued residential mortgage-backed securities | $55,222,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $63,410,000 | 132 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $3,000 | 8,756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,173,000 | 196 |
| Mortgage-backed securities | $357,472,000 | 268 |
| Certificates of participation in pools of residential mortgages | $170,134,000 | 284 |
| Issued or guaranteed by U.S. | $170,134,000 | 263 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $187,338,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $132,116,000 | 240 |
| Privately issued | $55,222,000 | 69 |
| 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 | $469,322,000 | 356 |
| 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 | $762,615,000 | 242 |
| U.S. Government securities | $528,952,000 | 253 |
| U.S. Treasury securities | $22,292,000 | 1,672 |
| U.S. Government agency obligations | $506,660,000 | 187 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $233,659,000 | 86 |
| Privately issued residential mortgage-backed securities | $73,816,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $159,843,000 | 58 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $4,000 | 8,619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,579,000 | 152 |
| Mortgage-backed securities | $552,936,000 | 171 |
| Certificates of participation in pools of residential mortgages | $285,888,000 | 183 |
| Issued or guaranteed by U.S. | $285,888,000 | 165 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $267,048,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $193,232,000 | 157 |
| Privately issued | $73,816,000 | 55 |
| 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 | $762,611,000 | 237 |
| 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 |