Home > Security Savings Bank, F.S.B. > Securities
Security Savings Bank, F.S.B., Securities
| 2010-09-30 | Rank | |
| Total securities | $76,081,000 | 1,666 |
| U.S. Government securities | $63,433,000 | 1,408 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,433,000 | 1,354 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $11,654,000 | 687 |
| Privately issued residential mortgage-backed securities | $11,654,000 | 373 |
| 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 | $994,000 | 640 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $75,087,000 | 815 |
| Certificates of participation in pools of residential mortgages | $58,134,000 | 638 |
| Issued or guaranteed by U.S. | $58,134,000 | 634 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,953,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $5,299,000 | 1,702 |
| Privately issued | $11,654,000 | 358 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $76,081,000 | 1,487 |
| Total debt securities | $75,087,000 | 1,669 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $112,326,000 | 1,177 |
| U.S. Government securities | $98,074,000 | 957 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,074,000 | 917 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $13,265,000 | 649 |
| Privately issued residential mortgage-backed securities | $13,265,000 | 359 |
| 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 | $987,000 | 673 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $111,339,000 | 590 |
| Certificates of participation in pools of residential mortgages | $86,554,000 | 452 |
| Issued or guaranteed by U.S. | $86,554,000 | 447 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $24,785,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $11,520,000 | 1,095 |
| Privately issued | $13,265,000 | 344 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $112,326,000 | 1,037 |
| Total debt securities | $111,339,000 | 1,170 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $123,232,000 | 1,074 |
| U.S. Government securities | $107,834,000 | 867 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,834,000 | 833 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $14,428,000 | 632 |
| Privately issued residential mortgage-backed securities | $14,428,000 | 364 |
| 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 | $970,000 | 671 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $122,262,000 | 561 |
| Certificates of participation in pools of residential mortgages | $94,935,000 | 435 |
| Issued or guaranteed by U.S. | $94,935,000 | 431 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $27,327,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $12,899,000 | 1,014 |
| Privately issued | $14,428,000 | 347 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $123,232,000 | 944 |
| Total debt securities | $122,262,000 | 1,068 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $104,332,000 | 1,239 |
| U.S. Government securities | $83,510,000 | 1,087 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,510,000 | 1,052 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $19,860,000 | 531 |
| Privately issued residential mortgage-backed securities | $19,860,000 | 320 |
| 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 | $962,000 | 687 |
| 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 | $103,370,000 | 639 |
| Certificates of participation in pools of residential mortgages | $68,010,000 | 591 |
| Issued or guaranteed by U.S. | $68,010,000 | 587 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $35,360,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $15,500,000 | 898 |
| Privately issued | $19,860,000 | 310 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $104,332,000 | 1,085 |
| Total debt securities | $103,370,000 | 1,235 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $82,342,000 | 1,535 |
| U.S. Government securities | $58,612,000 | 1,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,612,000 | 1,457 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $22,755,000 | 524 |
| Privately issued residential mortgage-backed securities | $22,755,000 | 316 |
| 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 | $975,000 | 735 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $81,367,000 | 784 |
| Certificates of participation in pools of residential mortgages | $34,340,000 | 1,128 |
| Issued or guaranteed by U.S. | $34,340,000 | 1,120 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $47,027,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $24,272,000 | 643 |
| Privately issued | $22,755,000 | 306 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $82,342,000 | 1,337 |
| Total debt securities | $81,367,000 | 1,536 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $89,931,000 | 1,406 |
| U.S. Government securities | $64,094,000 | 1,350 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,094,000 | 1,309 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $24,876,000 | 514 |
| Privately issued residential mortgage-backed securities | $24,876,000 | 310 |
| 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 | $961,000 | 788 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $88,970,000 | 725 |
| Certificates of participation in pools of residential mortgages | $37,749,000 | 1,060 |
| Issued or guaranteed by U.S. | $37,749,000 | 1,050 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $51,221,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $26,345,000 | 571 |
| Privately issued | $24,876,000 | 299 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $89,931,000 | 1,227 |
| Total debt securities | $88,970,000 | 1,406 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $71,313,000 | 1,722 |
| U.S. Government securities | $43,368,000 | 1,932 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,368,000 | 1,890 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $26,981,000 | 471 |
| Privately issued residential mortgage-backed securities | $26,981,000 | 307 |
| 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 | $964,000 | 787 |
| 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 | $50,355,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $11,444,000 | 2,576 |
| Issued or guaranteed by U.S. | $11,444,000 | 2,561 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $38,911,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $11,930,000 | 985 |
| Privately issued | $26,981,000 | 293 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,173,000 | 1,606 |
| Available-for-sale securities (fair market value) | $66,140,000 | 1,615 |
| Total debt securities | $70,349,000 | 1,716 |
| 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 | $86,779,000 | 1,398 |
| U.S. Government securities | $56,811,000 | 1,515 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,811,000 | 1,492 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $29,014,000 | 431 |
| Privately issued residential mortgage-backed securities | $29,014,000 | 284 |
| 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 | $954,000 | 762 |
| 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 | $83,743,000 | 765 |
| Certificates of participation in pools of residential mortgages | $42,093,000 | 969 |
| Issued or guaranteed by U.S. | $42,093,000 | 961 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $41,650,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $12,636,000 | 906 |
| Privately issued | $29,014,000 | 274 |
| 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) | $3,320,000 | 1,886 |
| Available-for-sale securities (fair market value) | $83,459,000 | 1,258 |
| Total debt securities | $85,825,000 | 1,390 |
| 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 | $103,567,000 | 1,149 |
| U.S. Government securities | $70,318,000 | 1,190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $70,318,000 | 1,164 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $23,154,000 | 481 |
| Privately issued residential mortgage-backed securities | $23,154,000 | 318 |
| 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 | $10,095,000 | 182 |
| 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 | $77,199,000 | 775 |
| Certificates of participation in pools of residential mortgages | $44,262,000 | 893 |
| Issued or guaranteed by U.S. | $44,262,000 | 883 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $32,937,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $9,783,000 | 994 |
| Privately issued | $23,154,000 | 305 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,536 |
| Available-for-sale securities (fair market value) | $103,566,000 | 990 |
| Total debt securities | $93,472,000 | 1,254 |
| 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 | $109,474,000 | 1,102 |
| U.S. Government securities | $73,383,000 | 1,143 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $73,383,000 | 1,116 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $25,150,000 | 474 |
| Privately issued residential mortgage-backed securities | $25,150,000 | 310 |
| 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 | $10,941,000 | 250 |
| 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 | $81,982,000 | 726 |
| Certificates of participation in pools of residential mortgages | $46,177,000 | 852 |
| Issued or guaranteed by U.S. | $46,177,000 | 842 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $35,805,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $10,655,000 | 948 |
| Privately issued | $25,150,000 | 293 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $109,474,000 | 962 |
| Total debt securities | $98,533,000 | 1,196 |
| 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 | $121,543,000 | 1,015 |
| U.S. Government securities | $81,690,000 | 1,014 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $81,690,000 | 987 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $28,277,000 | 441 |
| Privately issued residential mortgage-backed securities | $28,277,000 | 291 |
| 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 | $11,576,000 | 281 |
| 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 | $91,191,000 | 646 |
| Certificates of participation in pools of residential mortgages | $50,523,000 | 749 |
| Issued or guaranteed by U.S. | $50,523,000 | 739 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $40,668,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $12,391,000 | 854 |
| Privately issued | $28,277,000 | 275 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 3,595 |
| Available-for-sale securities (fair market value) | $121,541,000 | 887 |
| Total debt securities | $109,967,000 | 1,089 |
| 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 | $225,047,000 | 555 |
| U.S. Government securities | $152,367,000 | 560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $152,367,000 | 547 |
| Securities issued by states & political subdivisions | $27,996,000 | 729 |
| Other domestic debt securities | $33,122,000 | 391 |
| Privately issued residential mortgage-backed securities | $33,122,000 | 248 |
| 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 | $11,562,000 | 254 |
| 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 | $144,624,000 | 418 |
| Certificates of participation in pools of residential mortgages | $63,302,000 | 544 |
| Issued or guaranteed by U.S. | $63,302,000 | 537 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $81,322,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $48,200,000 | 310 |
| Privately issued | $33,122,000 | 237 |
| 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) | $36,956,000 | 465 |
| Available-for-sale securities (fair market value) | $188,091,000 | 542 |
| Total debt securities | $213,485,000 | 567 |
| 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 | $223,928,000 | 563 |
| U.S. Government securities | $155,469,000 | 550 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $155,469,000 | 538 |
| Securities issued by states & political subdivisions | $29,095,000 | 679 |
| Other domestic debt securities | $27,960,000 | 403 |
| Privately issued residential mortgage-backed securities | $27,960,000 | 257 |
| 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 | $11,404,000 | 258 |
| 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 | $147,291,000 | 401 |
| Certificates of participation in pools of residential mortgages | $64,824,000 | 517 |
| Issued or guaranteed by U.S. | $64,824,000 | 511 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $82,467,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $54,507,000 | 281 |
| Privately issued | $27,960,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,516,000 | 473 |
| Available-for-sale securities (fair market value) | $185,412,000 | 566 |
| Total debt securities | $212,524,000 | 570 |
| 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 | $231,606,000 | 533 |
| U.S. Government securities | $157,733,000 | 551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $157,733,000 | 537 |
| Securities issued by states & political subdivisions | $27,803,000 | 703 |
| Other domestic debt securities | $34,805,000 | 357 |
| Privately issued residential mortgage-backed securities | $34,805,000 | 229 |
| 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 | $11,265,000 | 248 |
| 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 | $167,563,000 | 370 |
| Certificates of participation in pools of residential mortgages | $71,182,000 | 478 |
| Issued or guaranteed by U.S. | $71,182,000 | 474 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $96,381,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $61,576,000 | 263 |
| Privately issued | $34,805,000 | 219 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,470,000 | 361 |
| Available-for-sale securities (fair market value) | $179,136,000 | 572 |
| Total debt securities | $220,341,000 | 555 |
| 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 | $231,909,000 | 539 |
| U.S. Government securities | $160,672,000 | 552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $160,672,000 | 533 |
| Securities issued by states & political subdivisions | $27,818,000 | 703 |
| Other domestic debt securities | $32,243,000 | 371 |
| Privately issued residential mortgage-backed securities | $32,243,000 | 234 |
| 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 | $11,176,000 | 253 |
| 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 | $167,900,000 | 376 |
| Certificates of participation in pools of residential mortgages | $76,412,000 | 453 |
| Issued or guaranteed by U.S. | $76,412,000 | 450 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $91,488,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $59,245,000 | 265 |
| Privately issued | $32,243,000 | 223 |
| 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) | $53,972,000 | 366 |
| Available-for-sale securities (fair market value) | $177,937,000 | 573 |
| Total debt securities | $220,733,000 | 550 |
| 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 | $222,750,000 | 565 |
| U.S. Government securities | $162,558,000 | 561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $162,558,000 | 549 |
| Securities issued by states & political subdivisions | $27,832,000 | 697 |
| Other domestic debt securities | $21,336,000 | 459 |
| Privately issued residential mortgage-backed securities | $21,336,000 | 269 |
| 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 | $11,024,000 | 257 |
| 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 | $153,998,000 | 392 |
| Certificates of participation in pools of residential mortgages | $79,932,000 | 439 |
| Issued or guaranteed by U.S. | $79,932,000 | 434 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $74,066,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $52,730,000 | 296 |
| Privately issued | $21,336,000 | 257 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,505,000 | 368 |
| Available-for-sale securities (fair market value) | $167,245,000 | 622 |
| Total debt securities | $211,726,000 | 578 |
| 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 | $231,785,000 | 556 |
| U.S. Government securities | $176,587,000 | 536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $176,587,000 | 521 |
| Securities issued by states & political subdivisions | $25,578,000 | 763 |
| Other domestic debt securities | $18,714,000 | 504 |
| Privately issued residential mortgage-backed securities | $18,714,000 | 297 |
| 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 | $10,906,000 | 257 |
| 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 | $159,364,000 | 394 |
| Certificates of participation in pools of residential mortgages | $95,460,000 | 404 |
| Issued or guaranteed by U.S. | $95,460,000 | 399 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $63,904,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $45,190,000 | 336 |
| Privately issued | $18,714,000 | 278 |
| 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) | $61,860,000 | 347 |
| Available-for-sale securities (fair market value) | $169,925,000 | 619 |
| Total debt securities | $220,879,000 | 570 |
| 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 | $230,287,000 | 573 |
| U.S. Government securities | $182,446,000 | 532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $182,446,000 | 512 |
| Securities issued by states & political subdivisions | $22,746,000 | 857 |
| Other domestic debt securities | $14,366,000 | 586 |
| Privately issued residential mortgage-backed securities | $14,366,000 | 335 |
| 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 | $10,729,000 | 264 |
| 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 | $157,221,000 | 408 |
| Certificates of participation in pools of residential mortgages | $99,102,000 | 402 |
| Issued or guaranteed by U.S. | $99,102,000 | 399 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $58,119,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $43,753,000 | 337 |
| Privately issued | $14,366,000 | 317 |
| 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) | $56,362,000 | 389 |
| Available-for-sale securities (fair market value) | $173,925,000 | 612 |
| Total debt securities | $219,558,000 | 578 |
| 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 | $233,570,000 | 575 |
| U.S. Government securities | $189,217,000 | 526 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $189,217,000 | 502 |
| Securities issued by states & political subdivisions | $21,321,000 | 913 |
| Other domestic debt securities | $12,402,000 | 630 |
| Privately issued residential mortgage-backed securities | $12,402,000 | 349 |
| 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 | $10,630,000 | 274 |
| 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 | $163,809,000 | 403 |
| Certificates of participation in pools of residential mortgages | $109,422,000 | 382 |
| Issued or guaranteed by U.S. | $109,422,000 | 376 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $54,387,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $41,985,000 | 349 |
| Privately issued | $12,402,000 | 330 |
| 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) | $49,126,000 | 454 |
| Available-for-sale securities (fair market value) | $184,444,000 | 590 |
| Total debt securities | $222,940,000 | 580 |
| 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 | $238,808,000 | 566 |
| U.S. Government securities | $198,473,000 | 512 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $198,473,000 | 489 |
| Securities issued by states & political subdivisions | $16,369,000 | 1,220 |
| Other domestic debt securities | $13,424,000 | 625 |
| Privately issued residential mortgage-backed securities | $13,424,000 | 342 |
| 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 | $10,542,000 | 283 |
| 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 | $173,888,000 | 386 |
| Certificates of participation in pools of residential mortgages | $116,346,000 | 373 |
| Issued or guaranteed by U.S. | $116,346,000 | 367 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $57,542,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $44,118,000 | 326 |
| Privately issued | $13,424,000 | 324 |
| 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) | $45,919,000 | 487 |
| Available-for-sale securities (fair market value) | $192,889,000 | 561 |
| Total debt securities | $228,266,000 | 570 |
| 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 | $216,131,000 | 607 |
| U.S. Government securities | $187,627,000 | 536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $187,627,000 | 515 |
| Securities issued by states & political subdivisions | $8,646,000 | 2,179 |
| Other domestic debt securities | $9,398,000 | 776 |
| Privately issued residential mortgage-backed securities | $9,398,000 | 383 |
| 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 | $10,460,000 | 293 |
| 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 | $156,892,000 | 423 |
| Certificates of participation in pools of residential mortgages | $124,134,000 | 362 |
| Issued or guaranteed by U.S. | $124,134,000 | 358 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,758,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $23,360,000 | 499 |
| Privately issued | $9,398,000 | 362 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,571,000 | 540 |
| Available-for-sale securities (fair market value) | $175,560,000 | 603 |
| Total debt securities | $205,671,000 | 612 |
| 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 | $217,899,000 | 597 |
| U.S. Government securities | $193,660,000 | 533 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $193,660,000 | 507 |
| Securities issued by states & political subdivisions | $3,663,000 | 3,533 |
| Other domestic debt securities | $10,170,000 | 753 |
| Privately issued residential mortgage-backed securities | $10,170,000 | 370 |
| 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 | $10,406,000 | 292 |
| 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 | $163,314,000 | 415 |
| Certificates of participation in pools of residential mortgages | $134,690,000 | 346 |
| Issued or guaranteed by U.S. | $134,690,000 | 338 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $28,624,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $18,454,000 | 608 |
| Privately issued | $10,170,000 | 349 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,813,000 | 573 |
| Available-for-sale securities (fair market value) | $179,086,000 | 594 |
| Total debt securities | $207,493,000 | 603 |
| 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 | $215,157,000 | 617 |
| U.S. Government securities | $193,564,000 | 530 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $193,564,000 | 510 |
| Securities issued by states & political subdivisions | $1,683,000 | 4,568 |
| Other domestic debt securities | $19,910,000 | 535 |
| Privately issued residential mortgage-backed securities | $9,547,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,363,000 | 489 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $164,810,000 | 426 |
| Certificates of participation in pools of residential mortgages | $141,546,000 | 340 |
| Issued or guaranteed by U.S. | $141,546,000 | 335 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,264,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $13,717,000 | 762 |
| Privately issued | $9,547,000 | 345 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,777,000 | 580 |
| Available-for-sale securities (fair market value) | $176,380,000 | 613 |
| Total debt securities | $215,157,000 | 598 |
| 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 | $192,870,000 | 688 |
| U.S. Government securities | $176,191,000 | 586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $176,191,000 | 561 |
| Securities issued by states & political subdivisions | $1,684,000 | 4,573 |
| Other domestic debt securities | $14,995,000 | 638 |
| Privately issued residential mortgage-backed securities | $4,676,000 | 483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,319,000 | 529 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $162,514,000 | 435 |
| Certificates of participation in pools of residential mortgages | $151,063,000 | 323 |
| Issued or guaranteed by U.S. | $151,063,000 | 318 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $11,451,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $6,775,000 | 1,170 |
| Privately issued | $4,676,000 | 450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,523,000 | 543 |
| Available-for-sale securities (fair market value) | $151,347,000 | 721 |
| Total debt securities | $192,870,000 | 667 |
| 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 | $198,194,000 | 673 |
| U.S. Government securities | $184,098,000 | 567 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $184,098,000 | 542 |
| Securities issued by states & political subdivisions | $1,684,000 | 4,580 |
| Other domestic debt securities | $12,412,000 | 708 |
| Privately issued residential mortgage-backed securities | $2,151,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,261,000 | 535 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| 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 | $169,219,000 | 429 |
| Certificates of participation in pools of residential mortgages | $159,564,000 | 309 |
| Issued or guaranteed by U.S. | $159,564,000 | 302 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,655,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $7,504,000 | 1,126 |
| Privately issued | $2,151,000 | 522 |
| 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) | $47,493,000 | 479 |
| Available-for-sale securities (fair market value) | $150,701,000 | 730 |
| Total debt securities | $198,194,000 | 657 |
| 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 | $189,698,000 | 708 |
| U.S. Government securities | $174,974,000 | 603 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $174,974,000 | 580 |
| Securities issued by states & political subdivisions | $1,684,000 | 4,589 |
| Other domestic debt securities | $13,040,000 | 709 |
| Privately issued residential mortgage-backed securities | $2,841,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,199,000 | 553 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $153,817,000 | 456 |
| Certificates of participation in pools of residential mortgages | $142,483,000 | 348 |
| Issued or guaranteed by U.S. | $142,483,000 | 345 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,334,000 | 1,033 |
| CMOs issued by government agencies or sponsored agencies | $8,493,000 | 1,051 |
| Privately issued | $2,841,000 | 488 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,265,000 | 442 |
| Available-for-sale securities (fair market value) | $137,433,000 | 801 |
| Total debt securities | $189,698,000 | 691 |
| 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 | $197,348,000 | 686 |
| U.S. Government securities | $182,011,000 | 592 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $182,011,000 | 571 |
| Securities issued by states & political subdivisions | $1,685,000 | 4,580 |
| Other domestic debt securities | $13,652,000 | 732 |
| Privately issued residential mortgage-backed securities | $3,447,000 | 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 | $10,205,000 | 589 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $160,769,000 | 464 |
| Certificates of participation in pools of residential mortgages | $147,869,000 | 340 |
| Issued or guaranteed by U.S. | $147,869,000 | 337 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $12,900,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $9,453,000 | 1,037 |
| Privately issued | $3,447,000 | 484 |
| 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) | $70,835,000 | 307 |
| Available-for-sale securities (fair market value) | $126,513,000 | 870 |
| Total debt securities | $197,348,000 | 667 |
| 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 | $223,280,000 | 627 |
| U.S. Government securities | $211,446,000 | 536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $211,446,000 | 519 |
| Securities issued by states & political subdivisions | $1,685,000 | 4,616 |
| Other domestic debt securities | $10,149,000 | 835 |
| 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 | $10,149,000 | 636 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $169,750,000 | 456 |
| Certificates of participation in pools of residential mortgages | $156,107,000 | 333 |
| Issued or guaranteed by U.S. | $156,107,000 | 328 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,643,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $13,643,000 | 887 |
| 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) | $77,009,000 | 287 |
| Available-for-sale securities (fair market value) | $146,271,000 | 788 |
| Total debt securities | $223,280,000 | 610 |
| 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 | $230,055,000 | 615 |
| U.S. Government securities | $218,275,000 | 517 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $218,275,000 | 500 |
| Securities issued by states & political subdivisions | $1,686,000 | 4,632 |
| Other domestic debt securities | $10,094,000 | 864 |
| 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 | $10,094,000 | 669 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $178,570,000 | 435 |
| Certificates of participation in pools of residential mortgages | $173,391,000 | 301 |
| Issued or guaranteed by U.S. | $173,391,000 | 294 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,179,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $5,179,000 | 1,478 |
| 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) | $88,388,000 | 247 |
| Available-for-sale securities (fair market value) | $141,667,000 | 813 |
| Total debt securities | $230,055,000 | 596 |
| 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 | $204,689,000 | 669 |
| U.S. Government securities | $192,900,000 | 558 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $192,900,000 | 540 |
| Securities issued by states & political subdivisions | $1,686,000 | 4,594 |
| Other domestic debt securities | $10,103,000 | 897 |
| 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 | $10,103,000 | 682 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $156,437,000 | 483 |
| Certificates of participation in pools of residential mortgages | $148,633,000 | 337 |
| Issued or guaranteed by U.S. | $148,633,000 | 333 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,804,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $7,804,000 | 1,300 |
| 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) | $109,280,000 | 201 |
| Available-for-sale securities (fair market value) | $95,409,000 | 1,167 |
| Total debt securities | $204,689,000 | 647 |
| 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 | $189,959,000 | 699 |
| U.S. Government securities | $187,200,000 | 564 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $187,200,000 | 544 |
| Securities issued by states & political subdivisions | $1,687,000 | 4,516 |
| Other domestic debt securities | $1,072,000 | 2,708 |
| 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 | $1,072,000 | 2,369 |
| 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 | $149,667,000 | 480 |
| Certificates of participation in pools of residential mortgages | $138,481,000 | 349 |
| Issued or guaranteed by U.S. | $138,481,000 | 346 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,186,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $11,186,000 | 1,094 |
| 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) | $119,953,000 | 182 |
| Available-for-sale securities (fair market value) | $70,006,000 | 1,496 |
| Total debt securities | $189,959,000 | 682 |
| 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 | $151,322,000 | 839 |
| U.S. Government securities | $145,724,000 | 644 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $145,724,000 | 617 |
| Securities issued by states & political subdivisions | $590,000 | 5,674 |
| Other domestic debt securities | $5,008,000 | 1,382 |
| 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 | $5,008,000 | 1,134 |
| 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 | $124,133,000 | 530 |
| Certificates of participation in pools of residential mortgages | $109,203,000 | 402 |
| Issued or guaranteed by U.S. | $109,203,000 | 396 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $14,930,000 | 998 |
| CMOs issued by government agencies or sponsored agencies | $14,930,000 | 923 |
| 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) | $122,161,000 | 167 |
| Available-for-sale securities (fair market value) | $29,161,000 | 3,070 |
| Total debt securities | $151,322,000 | 804 |
| 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 | $64,555,000 | 1,733 |
| U.S. Government securities | $64,555,000 | 1,261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,555,000 | 1,187 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| 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 | $52,394,000 | 921 |
| Certificates of participation in pools of residential mortgages | $43,852,000 | 704 |
| Issued or guaranteed by U.S. | $43,852,000 | 699 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,542,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $8,542,000 | 1,319 |
| 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) | $37,999,000 | 548 |
| Available-for-sale securities (fair market value) | $26,556,000 | 3,111 |
| Total debt securities | $64,555,000 | 1,684 |
| 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 | $19,077,000 | 4,792 |
| U.S. Government securities | $19,077,000 | 3,807 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,077,000 | 3,531 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| 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 | $585,000 | 5,979 |
| Certificates of participation in pools of residential mortgages | $585,000 | 5,278 |
| Issued or guaranteed by U.S. | $585,000 | 5,262 |
| 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) | $585,000 | 4,832 |
| Available-for-sale securities (fair market value) | $18,492,000 | 4,025 |
| Total debt securities | $19,077,000 | 4,655 |
| 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 | $18,733,000 | 5,072 |
| U.S. Government securities | $18,733,000 | 4,060 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,733,000 | 3,664 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| 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 | $669,000 | 6,225 |
| Certificates of participation in pools of residential mortgages | $669,000 | 5,458 |
| Issued or guaranteed by U.S. | $669,000 | 5,447 |
| 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) | $669,000 | 5,158 |
| Available-for-sale securities (fair market value) | $18,064,000 | 4,185 |
| Total debt securities | $18,733,000 | 4,954 |
| 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 | $19,558,000 | 4,902 |
| U.S. Government securities | $19,558,000 | 3,981 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,558,000 | 3,396 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $0 | 8,258 |
| 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 | $1,020,000 | 6,083 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 5,244 |
| Issued or guaranteed by U.S. | $1,020,000 | 5,226 |
| 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) | $1,020,000 | 5,408 |
| Available-for-sale securities (fair market value) | $18,538,000 | 4,029 |
| Total debt securities | $19,558,000 | 4,791 |
| 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 | $28,379,000 | 3,799 |
| U.S. Government securities | $28,379,000 | 3,083 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,379,000 | 2,418 |
| 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 | $0 | 8,416 |
| 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 | $2,185,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 4,247 |
| Issued or guaranteed by U.S. | $2,185,000 | 4,234 |
| 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) | $2,325,000 | 5,414 |
| Available-for-sale securities (fair market value) | $26,054,000 | 2,953 |
| Total debt securities | $28,379,000 | 3,697 |
| 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 | $29,896,000 | 3,915 |
| U.S. Government securities | $29,881,000 | 3,214 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,881,000 | 2,397 |
| Securities issued by states & political subdivisions | $175,000 | 8,007 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $160,000 | 88 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,829,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $3,829,000 | 3,669 |
| Issued or guaranteed by U.S. | $3,829,000 | 3,649 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $3,896,000 | 5,204 |
| Available-for-sale securities (fair market value) | $26,000,000 | 3,093 |
| Total debt securities | $30,056,000 | 3,823 |
| 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 | $28,828,000 | 4,201 |
| U.S. Government securities | $28,782,000 | 3,462 |
| U.S. Treasury securities | $21,351,000 | 1,329 |
| U.S. Government agency obligations | $7,431,000 | 6,505 |
| Securities issued by states & political subdivisions | $175,000 | 8,336 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $129,000 | 93 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,431,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $5,431,000 | 3,151 |
| Issued or guaranteed by U.S. | $5,431,000 | 3,126 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $5,653,000 | 4,726 |
| Available-for-sale securities (fair market value) | $23,175,000 | 3,510 |
| Total debt securities | $28,957,000 | 4,091 |
| 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 | $34,271,000 | 3,810 |
| U.S. Government securities | $35,143,000 | 2,971 |
| U.S. Treasury securities | $26,317,000 | 1,328 |
| U.S. Government agency obligations | $8,826,000 | 5,844 |
| Securities issued by states & political subdivisions | $284,000 | 8,347 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $1,156,000 | 42 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,826,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $6,826,000 | 2,860 |
| Issued or guaranteed by U.S. | $6,826,000 | 2,849 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $6,838,000 | 6,986 |
| Available-for-sale securities (fair market value) | $27,433,000 | 2,100 |
| Total debt securities | $35,427,000 | 3,598 |
| 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 | $39,376,000 | 3,517 |
| U.S. Government securities | $38,357,000 | 2,846 |
| U.S. Treasury securities | $26,975,000 | 1,392 |
| U.S. Government agency obligations | $11,382,000 | 5,086 |
| Securities issued by states & political subdivisions | $1,110,000 | 6,604 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $91,000 | 133 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,382,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $9,382,000 | 2,587 |
| Issued or guaranteed by U.S. | $9,382,000 | 2,558 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $39,467,000 | 3,438 |
| 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 | $20,414,000 | 6,037 |
| U.S. Government securities | $19,511,000 | 5,157 |
| U.S. Treasury securities | $200,000 | 11,887 |
| U.S. Government agency obligations | $19,311,000 | 3,331 |
| Securities issued by states & political subdivisions | $1,120,000 | 6,351 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $217,000 | 143 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,812,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $16,282,000 | 1,772 |
| Issued or guaranteed by U.S. | $16,282,000 | 1,735 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,530,000 | 3,721 |
| CMOs issued by government agencies or sponsored agencies | $2,530,000 | 3,396 |
| 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 | $20,631,000 | 5,881 |
| 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 |