Home > Summit Bank > Securities
Summit Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $250,790,000 | 612 |
| U.S. Government securities | $59,490,000 | 1,617 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $59,490,000 | 1,559 |
| Securities issued by states & political subdivisions | $152,983,000 | 168 |
| Other domestic debt securities | $38,317,000 | 276 |
| Privately issued residential mortgage-backed securities | $346,000 | 593 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $37,971,000 | 182 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,284,000 | 397 |
| Mortgage-backed securities | $797,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $451,000 | 4,845 |
| Issued or guaranteed by U.S. | $451,000 | 4,841 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $346,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $346,000 | 568 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $4,000,000 | 1,536 |
| Available-for-sale securities (fair market value) | $246,790,000 | 532 |
| Total debt securities | $250,790,000 | 601 |
| Structured notes | ||
| Amortized cost | $45,577,000 | 87 |
| Fair value | $44,775,000 | 87 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $260,386,000 | 595 |
| U.S. Government securities | $60,001,000 | 1,588 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $60,001,000 | 1,533 |
| Securities issued by states & political subdivisions | $163,643,000 | 149 |
| Other domestic debt securities | $36,742,000 | 301 |
| Privately issued residential mortgage-backed securities | $370,000 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $36,372,000 | 188 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,624,000 | 373 |
| Mortgage-backed securities | $851,000 | 4,961 |
| Certificates of participation in pools of residential mortgages | $481,000 | 4,855 |
| Issued or guaranteed by U.S. | $481,000 | 4,851 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $370,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $370,000 | 595 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $4,000,000 | 1,528 |
| Available-for-sale securities (fair market value) | $256,386,000 | 518 |
| Total debt securities | $260,386,000 | 584 |
| Structured notes | ||
| Amortized cost | $45,611,000 | 87 |
| Fair value | $44,469,000 | 88 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $270,699,000 | 571 |
| U.S. Government securities | $61,023,000 | 1,584 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $61,023,000 | 1,534 |
| Securities issued by states & political subdivisions | $172,875,000 | 137 |
| Other domestic debt securities | $36,801,000 | 303 |
| Privately issued residential mortgage-backed securities | $403,000 | 642 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $36,398,000 | 188 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,526,000 | 345 |
| Mortgage-backed securities | $928,000 | 4,978 |
| Certificates of participation in pools of residential mortgages | $525,000 | 4,864 |
| Issued or guaranteed by U.S. | $525,000 | 4,859 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $403,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $403,000 | 615 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $4,000,000 | 1,500 |
| Available-for-sale securities (fair market value) | $266,699,000 | 504 |
| Total debt securities | $270,699,000 | 561 |
| Structured notes | ||
| Amortized cost | $45,662,000 | 88 |
| Fair value | $44,663,000 | 85 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $271,761,000 | 571 |
| U.S. Government securities | $56,494,000 | 1,687 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $56,494,000 | 1,637 |
| Securities issued by states & political subdivisions | $175,207,000 | 137 |
| Other domestic debt securities | $40,060,000 | 285 |
| Privately issued residential mortgage-backed securities | $441,000 | 651 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $39,619,000 | 178 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,877,000 | 375 |
| Mortgage-backed securities | $1,077,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $636,000 | 4,796 |
| Issued or guaranteed by U.S. | $636,000 | 4,792 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $441,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $441,000 | 624 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,000,000 | 1,443 |
| Available-for-sale securities (fair market value) | $267,761,000 | 509 |
| Total debt securities | $271,760,000 | 561 |
| Structured notes | ||
| Amortized cost | $46,237,000 | 79 |
| Fair value | $45,278,000 | 79 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $265,511,000 | 589 |
| U.S. Government securities | $52,879,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $52,879,000 | 1,766 |
| Securities issued by states & political subdivisions | $173,618,000 | 138 |
| Other domestic debt securities | $39,014,000 | 300 |
| Privately issued residential mortgage-backed securities | $482,000 | 668 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $38,532,000 | 183 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,627,000 | 344 |
| Mortgage-backed securities | $1,201,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $719,000 | 4,809 |
| Issued or guaranteed by U.S. | $719,000 | 4,807 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $482,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $482,000 | 644 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $4,000,000 | 1,415 |
| Available-for-sale securities (fair market value) | $261,511,000 | 537 |
| Total debt securities | $265,511,000 | 580 |
| Structured notes | ||
| Amortized cost | $45,335,000 | 78 |
| Fair value | $45,403,000 | 78 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $264,277,000 | 570 |
| U.S. Government securities | $54,497,000 | 1,728 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $54,497,000 | 1,680 |
| Securities issued by states & political subdivisions | $172,547,000 | 132 |
| Other domestic debt securities | $37,233,000 | 304 |
| Privately issued residential mortgage-backed securities | $638,000 | 651 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $36,595,000 | 180 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,959,000 | 376 |
| Mortgage-backed securities | $1,469,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $782,000 | 4,806 |
| Issued or guaranteed by U.S. | $782,000 | 4,805 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $687,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,476 |
| Privately issued | $638,000 | 630 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $4,000,000 | 1,413 |
| Available-for-sale securities (fair market value) | $260,277,000 | 521 |
| Total debt securities | $264,277,000 | 563 |
| Structured notes | ||
| Amortized cost | $48,613,000 | 74 |
| Fair value | $48,290,000 | 76 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $254,951,000 | 602 |
| U.S. Government securities | $50,194,000 | 1,881 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $50,194,000 | 1,839 |
| Securities issued by states & political subdivisions | $168,990,000 | 131 |
| Other domestic debt securities | $35,767,000 | 314 |
| Privately issued residential mortgage-backed securities | $705,000 | 672 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $35,062,000 | 202 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,184,000 | 367 |
| Mortgage-backed securities | $2,023,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $928,000 | 4,860 |
| Issued or guaranteed by U.S. | $928,000 | 4,857 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,095,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 3,291 |
| Privately issued | $705,000 | 649 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $3,830,000 | 1,442 |
| Available-for-sale securities (fair market value) | $251,121,000 | 553 |
| Total debt securities | $254,951,000 | 592 |
| Structured notes | ||
| Amortized cost | $43,013,000 | 92 |
| Fair value | $42,712,000 | 93 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $270,248,000 | 575 |
| U.S. Government securities | $80,566,000 | 1,286 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $80,566,000 | 1,251 |
| Securities issued by states & political subdivisions | $155,685,000 | 139 |
| Other domestic debt securities | $33,997,000 | 329 |
| Privately issued residential mortgage-backed securities | $754,000 | 715 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $33,243,000 | 206 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,228,000 | 390 |
| Mortgage-backed securities | $2,405,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $1,043,000 | 4,838 |
| Issued or guaranteed by U.S. | $1,043,000 | 4,835 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,362,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 3,170 |
| Privately issued | $754,000 | 690 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $12,050,000 | 891 |
| Available-for-sale securities (fair market value) | $258,198,000 | 543 |
| Total debt securities | $270,249,000 | 565 |
| Structured notes | ||
| Amortized cost | $67,680,000 | 49 |
| Fair value | $67,063,000 | 50 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $255,260,000 | 623 |
| U.S. Government securities | $83,126,000 | 1,282 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $83,126,000 | 1,241 |
| Securities issued by states & political subdivisions | $147,932,000 | 143 |
| Other domestic debt securities | $24,202,000 | 394 |
| Privately issued residential mortgage-backed securities | $841,000 | 730 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $23,361,000 | 257 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,830,000 | 373 |
| Mortgage-backed securities | $2,738,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,156,000 | 4,801 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,582,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $741,000 | 3,140 |
| Privately issued | $841,000 | 707 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $4,998,000 | 1,349 |
| Available-for-sale securities (fair market value) | $250,262,000 | 561 |
| Total debt securities | $255,260,000 | 613 |
| Structured notes | ||
| Amortized cost | $82,533,000 | 50 |
| Fair value | $81,891,000 | 48 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $243,422,000 | 621 |
| U.S. Government securities | $67,018,000 | 1,494 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $67,018,000 | 1,450 |
| Securities issued by states & political subdivisions | $154,300,000 | 128 |
| Other domestic debt securities | $22,104,000 | 455 |
| Privately issued residential mortgage-backed securities | $980,000 | 779 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $21,124,000 | 266 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,493,000 | 350 |
| Mortgage-backed securities | $3,332,000 | 4,575 |
| Certificates of participation in pools of residential mortgages | $1,320,000 | 4,684 |
| Issued or guaranteed by U.S. | $1,320,000 | 4,677 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,012,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,857 |
| Privately issued | $980,000 | 741 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $6,498,000 | 1,226 |
| Available-for-sale securities (fair market value) | $236,924,000 | 564 |
| Total debt securities | $243,423,000 | 610 |
| Structured notes | ||
| Amortized cost | $77,128,000 | 51 |
| Fair value | $76,876,000 | 51 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $244,554,000 | 617 |
| U.S. Government securities | $70,379,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $70,379,000 | 1,341 |
| Securities issued by states & political subdivisions | $153,903,000 | 122 |
| Other domestic debt securities | $20,272,000 | 460 |
| Privately issued residential mortgage-backed securities | $1,816,000 | 671 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $18,456,000 | 278 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,751,000 | 362 |
| Mortgage-backed securities | $4,693,000 | 4,255 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 4,619 |
| Issued or guaranteed by U.S. | $1,446,000 | 4,607 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,247,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $1,431,000 | 2,720 |
| Privately issued | $1,816,000 | 634 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $8,000,000 | 1,119 |
| Available-for-sale securities (fair market value) | $236,554,000 | 556 |
| Total debt securities | $244,553,000 | 606 |
| Structured notes | ||
| Amortized cost | $76,752,000 | 47 |
| Fair value | $76,882,000 | 47 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $254,074,000 | 588 |
| U.S. Government securities | $89,572,000 | 1,124 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $89,572,000 | 1,076 |
| Securities issued by states & political subdivisions | $146,803,000 | 120 |
| Other domestic debt securities | $17,699,000 | 502 |
| Privately issued residential mortgage-backed securities | $2,052,000 | 650 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $15,647,000 | 294 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,720,000 | 361 |
| Mortgage-backed securities | $5,266,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,549 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,541 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,682,000 | 2,287 |
| CMOs issued by government agencies or sponsored agencies | $1,630,000 | 2,603 |
| Privately issued | $2,052,000 | 615 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $11,993,000 | 931 |
| Available-for-sale securities (fair market value) | $242,081,000 | 541 |
| Total debt securities | $254,074,000 | 578 |
| Structured notes | ||
| Amortized cost | $92,365,000 | 42 |
| Fair value | $92,882,000 | 41 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $247,430,000 | 599 |
| U.S. Government securities | $79,639,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $79,639,000 | 1,207 |
| Securities issued by states & political subdivisions | $149,111,000 | 117 |
| Other domestic debt securities | $18,680,000 | 497 |
| Privately issued residential mortgage-backed securities | $2,984,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $15,696,000 | 298 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,381,000 | 374 |
| Mortgage-backed securities | $6,402,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $1,651,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,651,000 | 4,481 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,751,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $1,767,000 | 2,508 |
| Privately issued | $2,984,000 | 565 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $247,430,000 | 529 |
| Total debt securities | $247,428,000 | 587 |
| Structured notes | ||
| Amortized cost | $82,199,000 | 56 |
| Fair value | $82,682,000 | 52 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $251,256,000 | 563 |
| U.S. Government securities | $85,399,000 | 1,108 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $85,399,000 | 1,057 |
| Securities issued by states & political subdivisions | $146,440,000 | 117 |
| Other domestic debt securities | $19,417,000 | 509 |
| Privately issued residential mortgage-backed securities | $3,423,000 | 598 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $15,994,000 | 285 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,095,000 | 375 |
| Mortgage-backed securities | $7,338,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $1,783,000 | 4,333 |
| Issued or guaranteed by U.S. | $1,783,000 | 4,328 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,555,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $2,132,000 | 2,335 |
| Privately issued | $3,423,000 | 568 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $251,256,000 | 504 |
| Total debt securities | $251,256,000 | 556 |
| Structured notes | ||
| Amortized cost | $88,210,000 | 42 |
| Fair value | $89,113,000 | 40 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $254,695,000 | 526 |
| U.S. Government securities | $102,627,000 | 906 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $102,627,000 | 870 |
| Securities issued by states & political subdivisions | $135,936,000 | 117 |
| Other domestic debt securities | $16,132,000 | 563 |
| Privately issued residential mortgage-backed securities | $3,999,000 | 620 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $12,133,000 | 316 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,615,000 | 410 |
| Mortgage-backed securities | $8,750,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,206 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,704,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $2,705,000 | 2,145 |
| Privately issued | $3,999,000 | 590 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $254,695,000 | 463 |
| Total debt securities | $254,697,000 | 521 |
| Structured notes | ||
| Amortized cost | $99,008,000 | 31 |
| Fair value | $100,667,000 | 32 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $259,686,000 | 515 |
| U.S. Government securities | $114,879,000 | 837 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $114,879,000 | 805 |
| Securities issued by states & political subdivisions | $136,221,000 | 112 |
| Other domestic debt securities | $8,586,000 | 857 |
| Privately issued residential mortgage-backed securities | $4,418,000 | 627 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,168,000 | 651 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,050,000 | 453 |
| Mortgage-backed securities | $9,631,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $2,211,000 | 4,215 |
| Issued or guaranteed by U.S. | $2,211,000 | 4,206 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,420,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $3,002,000 | 1,997 |
| Privately issued | $4,418,000 | 600 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $259,686,000 | 448 |
| Total debt securities | $259,686,000 | 509 |
| Structured notes | ||
| Amortized cost | $99,832,000 | 34 |
| Fair value | $101,432,000 | 32 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $248,433,000 | 530 |
| U.S. Government securities | $100,836,000 | 925 |
| U.S. Treasury securities | $201,000 | 1,058 |
| U.S. Government agency obligations | $100,635,000 | 889 |
| Securities issued by states & political subdivisions | $138,653,000 | 111 |
| Other domestic debt securities | $8,944,000 | 866 |
| Privately issued residential mortgage-backed securities | $4,779,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,165,000 | 670 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,830,000 | 519 |
| Mortgage-backed securities | $10,234,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $2,354,000 | 4,277 |
| Issued or guaranteed by U.S. | $2,354,000 | 4,271 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,880,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $3,101,000 | 1,922 |
| Privately issued | $4,779,000 | 601 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $248,433,000 | 468 |
| Total debt securities | $248,433,000 | 523 |
| Structured notes | ||
| Amortized cost | $86,697,000 | 29 |
| Fair value | $86,953,000 | 28 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $235,330,000 | 553 |
| U.S. Government securities | $92,208,000 | 979 |
| U.S. Treasury securities | $203,000 | 1,003 |
| U.S. Government agency obligations | $92,005,000 | 947 |
| Securities issued by states & political subdivisions | $133,717,000 | 110 |
| Other domestic debt securities | $9,405,000 | 887 |
| Privately issued residential mortgage-backed securities | $5,221,000 | 635 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,184,000 | 694 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,585,000 | 526 |
| Mortgage-backed securities | $10,874,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $2,461,000 | 4,328 |
| Issued or guaranteed by U.S. | $2,461,000 | 4,321 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,413,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $3,192,000 | 1,876 |
| Privately issued | $5,221,000 | 611 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $235,330,000 | 480 |
| Total debt securities | $235,330,000 | 544 |
| Structured notes | ||
| Amortized cost | $74,734,000 | 24 |
| Fair value | $74,659,000 | 24 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $218,018,000 | 596 |
| U.S. Government securities | $82,904,000 | 1,057 |
| U.S. Treasury securities | $204,000 | 969 |
| U.S. Government agency obligations | $82,700,000 | 1,025 |
| Securities issued by states & political subdivisions | $124,864,000 | 126 |
| Other domestic debt securities | $10,250,000 | 881 |
| Privately issued residential mortgage-backed securities | $5,680,000 | 654 |
| Commercial mortgage-backed securities - Total | $425,000 | 292 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,145,000 | 734 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,575,000 | 518 |
| Mortgage-backed securities | $10,818,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $1,421,000 | 4,855 |
| Issued or guaranteed by U.S. | $1,421,000 | 4,842 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,972,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $3,292,000 | 1,841 |
| Privately issued | $5,680,000 | 628 |
| Commercial mortgage-backed securities | $425,000 | 292 |
| Commercial mortgage pass-through securities | $425,000 | 198 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $218,018,000 | 511 |
| Total debt securities | $218,018,000 | 580 |
| Structured notes | ||
| Amortized cost | $62,006,000 | 26 |
| Fair value | $62,172,000 | 24 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $179,959,000 | 709 |
| U.S. Government securities | $50,156,000 | 1,667 |
| U.S. Treasury securities | $205,000 | 959 |
| U.S. Government agency obligations | $49,951,000 | 1,631 |
| Securities issued by states & political subdivisions | $120,199,000 | 128 |
| Other domestic debt securities | $9,604,000 | 940 |
| Privately issued residential mortgage-backed securities | $5,143,000 | 692 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $389,000 | 209 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,072,000 | 763 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,386,000 | 508 |
| Mortgage-backed securities | $10,061,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 4,881 |
| Issued or guaranteed by U.S. | $1,506,000 | 4,867 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,555,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $3,412,000 | 1,778 |
| Privately issued | $5,143,000 | 666 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $179,959,000 | 610 |
| Total debt securities | $179,959,000 | 691 |
| Structured notes | ||
| Amortized cost | $28,540,000 | 40 |
| Fair value | $28,357,000 | 41 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $151,171,000 | 817 |
| U.S. Government securities | $31,464,000 | 2,565 |
| U.S. Treasury securities | $205,000 | 894 |
| U.S. Government agency obligations | $31,259,000 | 2,527 |
| Securities issued by states & political subdivisions | $115,742,000 | 129 |
| Other domestic debt securities | $3,965,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,965,000 | 769 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,974,000 | 547 |
| Mortgage-backed securities | $235,000 | 6,042 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,720 |
| Issued or guaranteed by U.S. | $235,000 | 5,704 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $151,171,000 | 697 |
| Total debt securities | $151,172,000 | 802 |
| Structured notes | ||
| Amortized cost | $2,932,000 | 450 |
| Fair value | $2,908,000 | 447 |
| 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 | $130,528,000 | 942 |
| U.S. Government securities | $16,111,000 | 4,083 |
| U.S. Treasury securities | $207,000 | 876 |
| U.S. Government agency obligations | $15,904,000 | 4,034 |
| Securities issued by states & political subdivisions | $110,417,000 | 137 |
| Other domestic debt securities | $4,000,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000,000 | 754 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,462,000 | 618 |
| Mortgage-backed securities | $238,000 | 6,057 |
| Certificates of participation in pools of residential mortgages | $238,000 | 5,726 |
| Issued or guaranteed by U.S. | $238,000 | 5,706 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $130,528,000 | 803 |
| Total debt securities | $130,528,000 | 922 |
| Structured notes | ||
| Amortized cost | $506,000 | 1,326 |
| Fair value | $503,000 | 1,355 |
| 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 | $116,041,000 | 1,027 |
| U.S. Government securities | $17,446,000 | 3,836 |
| U.S. Treasury securities | $202,000 | 935 |
| U.S. Government agency obligations | $17,244,000 | 3,793 |
| Securities issued by states & political subdivisions | $94,643,000 | 167 |
| Other domestic debt securities | $3,952,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,952,000 | 740 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,090,000 | 631 |
| Mortgage-backed securities | $245,000 | 6,041 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,713 |
| Issued or guaranteed by U.S. | $245,000 | 5,695 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $116,041,000 | 885 |
| Total debt securities | $116,041,000 | 1,010 |
| 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 | $118,085,000 | 1,033 |
| U.S. Government securities | $17,371,000 | 3,894 |
| U.S. Treasury securities | $100,000 | 983 |
| U.S. Government agency obligations | $17,271,000 | 3,841 |
| Securities issued by states & political subdivisions | $96,695,000 | 164 |
| Other domestic debt securities | $4,019,000 | 1,370 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,019,000 | 791 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,580,000 | 676 |
| Mortgage-backed securities | $255,000 | 6,056 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,726 |
| Issued or guaranteed by U.S. | $255,000 | 5,702 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $118,085,000 | 900 |
| Total debt securities | $118,085,000 | 1,013 |
| 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 | $112,315,000 | 1,093 |
| U.S. Government securities | $17,498,000 | 3,851 |
| U.S. Treasury securities | $101,000 | 1,005 |
| U.S. Government agency obligations | $17,397,000 | 3,802 |
| Securities issued by states & political subdivisions | $93,770,000 | 163 |
| Other domestic debt securities | $1,047,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,047,000 | 1,449 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,950,000 | 723 |
| Mortgage-backed securities | $267,000 | 6,043 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,704 |
| Issued or guaranteed by U.S. | $267,000 | 5,673 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $112,315,000 | 959 |
| Total debt securities | $112,315,000 | 1,065 |
| 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 | $112,903,000 | 1,068 |
| U.S. Government securities | $18,633,000 | 3,774 |
| U.S. Treasury securities | $101,000 | 1,099 |
| U.S. Government agency obligations | $18,532,000 | 3,707 |
| Securities issued by states & political subdivisions | $94,270,000 | 162 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,175,000 | 760 |
| Mortgage-backed securities | $271,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $271,000 | 5,585 |
| Issued or guaranteed by U.S. | $271,000 | 5,563 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $112,903,000 | 929 |
| Total debt securities | $112,903,000 | 1,040 |
| 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 | $111,049,000 | 1,086 |
| U.S. Government securities | $18,388,000 | 3,852 |
| U.S. Treasury securities | $101,000 | 1,184 |
| U.S. Government agency obligations | $18,287,000 | 3,780 |
| Securities issued by states & political subdivisions | $92,661,000 | 166 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,470,000 | 693 |
| Mortgage-backed securities | $275,000 | 5,879 |
| Certificates of participation in pools of residential mortgages | $275,000 | 5,507 |
| Issued or guaranteed by U.S. | $275,000 | 5,485 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $111,049,000 | 938 |
| Total debt securities | $111,049,000 | 1,061 |
| 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 | $105,043,000 | 1,155 |
| U.S. Government securities | $18,325,000 | 3,879 |
| U.S. Treasury securities | $100,000 | 1,305 |
| U.S. Government agency obligations | $18,225,000 | 3,800 |
| Securities issued by states & political subdivisions | $86,718,000 | 170 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,315,000 | 758 |
| Mortgage-backed securities | $283,000 | 5,882 |
| Certificates of participation in pools of residential mortgages | $283,000 | 5,514 |
| Issued or guaranteed by U.S. | $283,000 | 5,494 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $105,043,000 | 1,004 |
| Total debt securities | $105,041,000 | 1,131 |
| 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 | $104,096,000 | 1,176 |
| U.S. Government securities | $18,288,000 | 3,899 |
| U.S. Treasury securities | $100,000 | 1,395 |
| U.S. Government agency obligations | $18,188,000 | 3,817 |
| Securities issued by states & political subdivisions | $85,808,000 | 174 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,170,000 | 685 |
| Mortgage-backed securities | $293,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,512 |
| Issued or guaranteed by U.S. | $293,000 | 5,488 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $104,096,000 | 1,009 |
| Total debt securities | $104,096,000 | 1,148 |
| 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 | $106,499,000 | 1,169 |
| U.S. Government securities | $17,742,000 | 4,034 |
| U.S. Treasury securities | $101,000 | 1,437 |
| U.S. Government agency obligations | $17,641,000 | 3,950 |
| Securities issued by states & political subdivisions | $88,757,000 | 166 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,745,000 | 664 |
| Mortgage-backed securities | $306,000 | 5,884 |
| Certificates of participation in pools of residential mortgages | $306,000 | 5,501 |
| Issued or guaranteed by U.S. | $306,000 | 5,480 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $106,499,000 | 1,003 |
| Total debt securities | $106,498,000 | 1,136 |
| 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 | $106,393,000 | 1,182 |
| U.S. Government securities | $17,688,000 | 4,083 |
| U.S. Treasury securities | $101,000 | 1,515 |
| U.S. Government agency obligations | $17,587,000 | 3,995 |
| Securities issued by states & political subdivisions | $88,705,000 | 166 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,750,000 | 736 |
| Mortgage-backed securities | $350,000 | 5,850 |
| Certificates of participation in pools of residential mortgages | $350,000 | 5,464 |
| Issued or guaranteed by U.S. | $350,000 | 5,438 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $106,393,000 | 1,001 |
| Total debt securities | $106,392,000 | 1,149 |
| 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 | $103,966,000 | 1,196 |
| U.S. Government securities | $17,218,000 | 4,158 |
| U.S. Treasury securities | $100,000 | 1,568 |
| U.S. Government agency obligations | $17,118,000 | 4,057 |
| Securities issued by states & political subdivisions | $86,748,000 | 169 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,225,000 | 788 |
| Mortgage-backed securities | $358,000 | 5,862 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,483 |
| Issued or guaranteed by U.S. | $358,000 | 5,458 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $103,966,000 | 1,011 |
| Total debt securities | $103,966,000 | 1,168 |
| 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 | $106,526,000 | 1,181 |
| U.S. Government securities | $17,278,000 | 4,190 |
| U.S. Treasury securities | $99,000 | 1,664 |
| U.S. Government agency obligations | $17,179,000 | 4,071 |
| Securities issued by states & political subdivisions | $89,248,000 | 154 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,515,000 | 771 |
| Mortgage-backed securities | $380,000 | 5,878 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,479 |
| Issued or guaranteed by U.S. | $380,000 | 5,457 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $106,526,000 | 1,006 |
| Total debt securities | $106,526,000 | 1,150 |
| 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 | $108,032,000 | 1,165 |
| U.S. Government securities | $17,869,000 | 4,101 |
| U.S. Treasury securities | $99,000 | 1,682 |
| U.S. Government agency obligations | $17,770,000 | 3,989 |
| Securities issued by states & political subdivisions | $90,163,000 | 154 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,555,000 | 846 |
| Mortgage-backed securities | $577,000 | 5,731 |
| Certificates of participation in pools of residential mortgages | $577,000 | 5,290 |
| Issued or guaranteed by U.S. | $577,000 | 5,270 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $108,032,000 | 987 |
| Total debt securities | $108,034,000 | 1,133 |
| 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 | $109,643,000 | 1,132 |
| U.S. Government securities | $18,017,000 | 4,028 |
| U.S. Treasury securities | $99,000 | 1,729 |
| U.S. Government agency obligations | $17,918,000 | 3,922 |
| Securities issued by states & political subdivisions | $91,626,000 | 148 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,700,000 | 958 |
| Mortgage-backed securities | $612,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $612,000 | 5,296 |
| Issued or guaranteed by U.S. | $612,000 | 5,277 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $109,643,000 | 952 |
| Total debt securities | $109,643,000 | 1,097 |
| 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 | $107,616,000 | 1,172 |
| U.S. Government securities | $19,843,000 | 3,818 |
| U.S. Treasury securities | $99,000 | 1,789 |
| U.S. Government agency obligations | $19,744,000 | 3,699 |
| Securities issued by states & political subdivisions | $87,773,000 | 149 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,885,000 | 894 |
| Mortgage-backed securities | $857,000 | 5,607 |
| Certificates of participation in pools of residential mortgages | $857,000 | 5,146 |
| Issued or guaranteed by U.S. | $857,000 | 5,125 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $107,616,000 | 997 |
| Total debt securities | $107,616,000 | 1,133 |
| 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 | $107,099,000 | 1,190 |
| U.S. Government securities | $18,813,000 | 4,040 |
| U.S. Treasury securities | $99,000 | 1,916 |
| U.S. Government agency obligations | $18,714,000 | 3,912 |
| Securities issued by states & political subdivisions | $88,286,000 | 147 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,129,000 | 883 |
| Mortgage-backed securities | $903,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $903,000 | 5,169 |
| Issued or guaranteed by U.S. | $903,000 | 5,154 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $107,099,000 | 1,015 |
| Total debt securities | $107,098,000 | 1,146 |
| 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 | $107,455,000 | 1,193 |
| U.S. Government securities | $16,117,000 | 4,432 |
| U.S. Treasury securities | $100,000 | 1,895 |
| U.S. Government agency obligations | $16,017,000 | 4,323 |
| Securities issued by states & political subdivisions | $91,338,000 | 145 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,136,000 | 875 |
| Mortgage-backed securities | $954,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $954,000 | 5,163 |
| Issued or guaranteed by U.S. | $954,000 | 5,148 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $107,455,000 | 1,021 |
| Total debt securities | $107,455,000 | 1,160 |
| 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 | $110,442,000 | 1,160 |
| U.S. Government securities | $16,324,000 | 4,374 |
| U.S. Treasury securities | $101,000 | 1,914 |
| U.S. Government agency obligations | $16,223,000 | 4,257 |
| Securities issued by states & political subdivisions | $94,118,000 | 140 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,774,000 | 847 |
| Mortgage-backed securities | $1,004,000 | 5,633 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 5,128 |
| Issued or guaranteed by U.S. | $1,004,000 | 5,116 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $110,442,000 | 985 |
| Total debt securities | $110,442,000 | 1,129 |
| 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 | $109,826,000 | 1,178 |
| U.S. Government securities | $19,250,000 | 4,001 |
| U.S. Treasury securities | $100,000 | 2,032 |
| U.S. Government agency obligations | $19,150,000 | 3,866 |
| Securities issued by states & political subdivisions | $90,290,000 | 136 |
| Other domestic debt securities | $286,000 | 3,161 |
| Privately issued residential mortgage-backed securities | $286,000 | 887 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,941,000 | 881 |
| Mortgage-backed securities | $1,374,000 | 5,477 |
| Certificates of participation in pools of residential mortgages | $1,088,000 | 5,142 |
| Issued or guaranteed by U.S. | $1,088,000 | 5,128 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $286,000 | 3,290 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $286,000 | 822 |
| 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) | $109,826,000 | 1,002 |
| Total debt securities | $109,826,000 | 1,135 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $2,004,000 | 1,457 |
| 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 | $110,401,000 | 1,189 |
| U.S. Government securities | $18,323,000 | 4,074 |
| U.S. Treasury securities | $101,000 | 2,013 |
| U.S. Government agency obligations | $18,222,000 | 3,943 |
| Securities issued by states & political subdivisions | $91,715,000 | 139 |
| Other domestic debt securities | $363,000 | 3,174 |
| Privately issued residential mortgage-backed securities | $363,000 | 906 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,100,000 | 831 |
| Mortgage-backed securities | $1,597,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 5,078 |
| Issued or guaranteed by U.S. | $1,234,000 | 5,064 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $363,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $363,000 | 835 |
| 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) | $110,401,000 | 1,014 |
| Total debt securities | $110,401,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $2,016,000 | 1,317 |
| 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 | $118,767,000 | 1,127 |
| U.S. Government securities | $21,019,000 | 3,782 |
| U.S. Treasury securities | $101,000 | 2,149 |
| U.S. Government agency obligations | $20,918,000 | 3,662 |
| Securities issued by states & political subdivisions | $97,328,000 | 133 |
| Other domestic debt securities | $420,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $420,000 | 765 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,362,000 | 1,079 |
| Mortgage-backed securities | $1,766,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $1,346,000 | 5,011 |
| Issued or guaranteed by U.S. | $1,346,000 | 4,993 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $420,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $420,000 | 665 |
| 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) | $118,767,000 | 961 |
| Total debt securities | $118,767,000 | 1,095 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,180 |
| Fair value | $2,028,000 | 1,185 |
| 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 | $93,511,000 | 1,427 |
| U.S. Government securities | $25,330,000 | 3,213 |
| U.S. Treasury securities | $101,000 | 2,214 |
| U.S. Government agency obligations | $25,229,000 | 3,102 |
| Securities issued by states & political subdivisions | $67,757,000 | 206 |
| Other domestic debt securities | $424,000 | 3,304 |
| Privately issued residential mortgage-backed securities | $424,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,666,000 | 1,074 |
| Mortgage-backed securities | $2,402,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $1,978,000 | 4,595 |
| Issued or guaranteed by U.S. | $1,978,000 | 4,574 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $424,000 | 3,334 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $424,000 | 720 |
| 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) | $93,511,000 | 1,216 |
| Total debt securities | $93,511,000 | 1,371 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,004 |
| Fair value | $2,038,000 | 996 |
| 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 | $83,890,000 | 1,503 |
| U.S. Government securities | $37,346,000 | 2,295 |
| U.S. Treasury securities | $102,000 | 2,240 |
| U.S. Government agency obligations | $37,244,000 | 2,223 |
| Securities issued by states & political subdivisions | $46,119,000 | 337 |
| Other domestic debt securities | $425,000 | 3,354 |
| Privately issued residential mortgage-backed securities | $425,000 | 851 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,241,000 | 955 |
| Mortgage-backed securities | $3,327,000 | 4,685 |
| Certificates of participation in pools of residential mortgages | $2,420,000 | 4,435 |
| Issued or guaranteed by U.S. | $2,420,000 | 4,418 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $907,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 3,322 |
| Privately issued | $425,000 | 750 |
| 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) | $83,890,000 | 1,293 |
| Total debt securities | $83,890,000 | 1,457 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 817 |
| Fair value | $2,036,000 | 828 |
| 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 | $81,111,000 | 1,538 |
| U.S. Government securities | $39,917,000 | 2,154 |
| U.S. Treasury securities | $102,000 | 2,297 |
| U.S. Government agency obligations | $39,815,000 | 2,076 |
| Securities issued by states & political subdivisions | $40,763,000 | 368 |
| Other domestic debt securities | $431,000 | 3,410 |
| Privately issued residential mortgage-backed securities | $431,000 | 893 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,820,000 | 938 |
| Mortgage-backed securities | $8,725,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $3,017,000 | 4,176 |
| Issued or guaranteed by U.S. | $3,017,000 | 4,159 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,708,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $5,277,000 | 1,643 |
| Privately issued | $431,000 | 790 |
| 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) | $81,111,000 | 1,311 |
| Total debt securities | $81,111,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 374 |
| Fair value | $4,036,000 | 359 |
| 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 | $91,033,000 | 1,365 |
| U.S. Government securities | $50,311,000 | 1,727 |
| U.S. Treasury securities | $102,000 | 2,455 |
| U.S. Government agency obligations | $50,209,000 | 1,655 |
| Securities issued by states & political subdivisions | $40,197,000 | 366 |
| Other domestic debt securities | $525,000 | 3,244 |
| Privately issued residential mortgage-backed securities | $525,000 | 857 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,585,000 | 733 |
| Mortgage-backed securities | $12,343,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $3,403,000 | 3,985 |
| Issued or guaranteed by U.S. | $3,403,000 | 3,971 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,940,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $8,415,000 | 1,290 |
| Privately issued | $525,000 | 767 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $91,033,000 | 1,147 |
| Total debt securities | $91,033,000 | 1,315 |
| Structured notes | ||
| Amortized cost | $5,996,000 | 169 |
| Fair value | $6,034,000 | 168 |
| 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 | $45,929,000 | 2,363 |
| U.S. Government securities | $35,207,000 | 2,222 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $35,207,000 | 2,090 |
| Securities issued by states & political subdivisions | $7,273,000 | 2,237 |
| Other domestic debt securities | $3,449,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $2,456,000 | 577 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $993,000 | 318 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,467,000 | 1,334 |
| Mortgage-backed securities | $10,838,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $6,468,000 | 2,751 |
| Issued or guaranteed by U.S. | $6,468,000 | 2,734 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,370,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $1,914,000 | 2,618 |
| Privately issued | $2,456,000 | 518 |
| 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) | $45,929,000 | 1,957 |
| Total debt securities | $45,929,000 | 2,296 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 68 |
| Fair value | $4,942,000 | 72 |
| 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 | $58,275,000 | 1,884 |
| U.S. Government securities | $55,847,000 | 1,424 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $55,847,000 | 1,319 |
| 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 | $2,428,000 | 1,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,272,000 | 1,312 |
| Mortgage-backed securities | $12,587,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $9,973,000 | 1,744 |
| Issued or guaranteed by U.S. | $9,973,000 | 1,733 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,614,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $2,614,000 | 1,912 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $58,275,000 | 1,460 |
| Total debt securities | $55,847,000 | 1,898 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $22,986,000 | 4,394 |
| U.S. Government securities | $20,273,000 | 3,817 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $20,273,000 | 3,450 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $988,000 | 2,379 |
| 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 | $988,000 | 2,013 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,725,000 | 1,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,173,000 | 3,880 |
| Mortgage-backed securities | $4,174,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 3,496 |
| Issued or guaranteed by U.S. | $3,199,000 | 3,481 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $975,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,901 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,479,000 | 3,231 |
| Available-for-sale securities (fair market value) | $18,507,000 | 4,122 |
| Total debt securities | $21,261,000 | 4,514 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $15,512,000 | 5,695 |
| U.S. Government securities | $12,770,000 | 5,307 |
| U.S. Treasury securities | $5,548,000 | 2,078 |
| U.S. Government agency obligations | $7,222,000 | 6,201 |
| 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 | $2,742,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,266,000 | 4,674 |
| Mortgage-backed securities | $7,222,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $4,224,000 | 3,258 |
| Issued or guaranteed by U.S. | $4,224,000 | 3,243 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,998,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $2,998,000 | 2,096 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $15,512,000 | 4,549 |
| Total debt securities | $12,770,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $12,646,000 | 6,626 |
| U.S. Government securities | $12,082,000 | 5,793 |
| U.S. Treasury securities | $9,517,000 | 1,937 |
| U.S. Government agency obligations | $2,565,000 | 8,690 |
| 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 | $564,000 | 3,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,436,000 | 6,081 |
| Mortgage-backed securities | $1,564,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,564,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $1,564,000 | 2,841 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $12,646,000 | 5,005 |
| Total debt securities | $12,082,000 | 6,643 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |