Home > The Middleburg Bank > Securities
The Middleburg Bank, Securities
| 2017-03-31 | Rank | |
| Total securities | $247,075,000 | 614 |
| U.S. Government securities | $146,124,000 | 652 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $146,124,000 | 612 |
| Securities issued by states & political subdivisions | $62,718,000 | 619 |
| Other domestic debt securities | $38,233,000 | 265 |
| Privately issued residential mortgage-backed securities | $2,169,000 | 237 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $18,506,000 | 98 |
| Structured financial products - Total | $493,000 | 187 |
| Other domestic debt securities - All other | $17,065,000 | 318 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,831,000 | 594 |
| Mortgage-backed securities | $90,979,000 | 712 |
| Certificates of participation in pools of residential mortgages | $47,575,000 | 826 |
| Issued or guaranteed by U.S. | $47,575,000 | 826 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $31,406,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $29,237,000 | 553 |
| Privately issued | $2,169,000 | 226 |
| Commercial mortgage-backed securities | $11,998,000 | 448 |
| Commercial mortgage pass-through securities | $4,942,000 | 421 |
| Other commercial mortgage-backed securities | $7,056,000 | 357 |
| Held to maturity securities (book value) | $10,683,000 | 940 |
| Available-for-sale securities (fair market value) | $236,392,000 | 551 |
| Total debt securities | $247,073,000 | 603 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $311,711,000 | 484 |
| U.S. Government securities | $176,457,000 | 542 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $176,457,000 | 509 |
| Securities issued by states & political subdivisions | $69,418,000 | 552 |
| Other domestic debt securities | $65,836,000 | 172 |
| Privately issued residential mortgage-backed securities | $2,716,000 | 223 |
| Commercial mortgage-backed securities - Total | $1,944,000 | 99 |
| Asset backed securities | $32,620,000 | 73 |
| Structured financial products - Total | $9,477,000 | 76 |
| Other domestic debt securities - All other | $19,079,000 | 280 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,652,000 | 528 |
| Mortgage-backed securities | $107,983,000 | 614 |
| Certificates of participation in pools of residential mortgages | $56,184,000 | 709 |
| Issued or guaranteed by U.S. | $56,184,000 | 709 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $36,906,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $34,190,000 | 502 |
| Privately issued | $2,716,000 | 210 |
| Commercial mortgage-backed securities | $14,893,000 | 375 |
| Commercial mortgage pass-through securities | $4,961,000 | 402 |
| Other commercial mortgage-backed securities | $9,932,000 | 287 |
| Held to maturity securities (book value) | $10,683,000 | 946 |
| Available-for-sale securities (fair market value) | $301,028,000 | 435 |
| Total debt securities | $311,710,000 | 477 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $362,835,000 | 423 |
| U.S. Government securities | $209,087,000 | 474 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $209,087,000 | 447 |
| Securities issued by states & political subdivisions | $74,216,000 | 515 |
| Other domestic debt securities | $79,532,000 | 155 |
| Privately issued residential mortgage-backed securities | $4,228,000 | 191 |
| Commercial mortgage-backed securities - Total | $2,044,000 | 91 |
| Asset backed securities | $44,298,000 | 70 |
| Structured financial products - Total | $9,464,000 | 74 |
| Other domestic debt securities - All other | $19,498,000 | 276 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,002,000 | 513 |
| Mortgage-backed securities | $145,110,000 | 477 |
| Certificates of participation in pools of residential mortgages | $78,569,000 | 519 |
| Issued or guaranteed by U.S. | $78,569,000 | 518 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $48,147,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $43,919,000 | 433 |
| Privately issued | $4,228,000 | 183 |
| Commercial mortgage-backed securities | $18,394,000 | 328 |
| Commercial mortgage pass-through securities | $7,172,000 | 300 |
| Other commercial mortgage-backed securities | $11,222,000 | 266 |
| Held to maturity securities (book value) | $10,727,000 | 945 |
| Available-for-sale securities (fair market value) | $352,108,000 | 378 |
| Total debt securities | $362,835,000 | 414 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $357,387,000 | 442 |
| U.S. Government securities | $198,987,000 | 495 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $198,987,000 | 466 |
| Securities issued by states & political subdivisions | $76,050,000 | 485 |
| Other domestic debt securities | $82,350,000 | 148 |
| Privately issued residential mortgage-backed securities | $4,740,000 | 189 |
| Commercial mortgage-backed securities - Total | $2,941,000 | 90 |
| Asset backed securities | $45,587,000 | 70 |
| Structured financial products - Total | $9,408,000 | 78 |
| Other domestic debt securities - All other | $19,674,000 | 277 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,927,000 | 527 |
| Mortgage-backed securities | $140,187,000 | 500 |
| Certificates of participation in pools of residential mortgages | $64,304,000 | 633 |
| Issued or guaranteed by U.S. | $64,304,000 | 631 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $57,035,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $52,295,000 | 400 |
| Privately issued | $4,740,000 | 177 |
| Commercial mortgage-backed securities | $18,848,000 | 304 |
| Commercial mortgage pass-through securities | $5,451,000 | 326 |
| Other commercial mortgage-backed securities | $13,397,000 | 226 |
| Held to maturity securities (book value) | $10,727,000 | 976 |
| Available-for-sale securities (fair market value) | $346,660,000 | 385 |
| Total debt securities | $357,388,000 | 433 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $385,701,000 | 413 |
| U.S. Government securities | $221,705,000 | 459 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $221,705,000 | 437 |
| Securities issued by states & political subdivisions | $76,691,000 | 465 |
| Other domestic debt securities | $87,305,000 | 148 |
| Privately issued residential mortgage-backed securities | $5,036,000 | 180 |
| Commercial mortgage-backed securities - Total | $4,629,000 | 80 |
| Asset backed securities | $48,265,000 | 65 |
| Structured financial products - Total | $11,342,000 | 70 |
| Other domestic debt securities - All other | $18,033,000 | 295 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,921,000 | 580 |
| Mortgage-backed securities | $150,634,000 | 473 |
| Certificates of participation in pools of residential mortgages | $70,065,000 | 590 |
| Issued or guaranteed by U.S. | $70,065,000 | 590 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $63,016,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $57,980,000 | 370 |
| Privately issued | $5,036,000 | 172 |
| Commercial mortgage-backed securities | $17,553,000 | 307 |
| Commercial mortgage pass-through securities | $5,461,000 | 315 |
| Other commercial mortgage-backed securities | $12,092,000 | 232 |
| Held to maturity securities (book value) | $9,227,000 | 1,058 |
| Available-for-sale securities (fair market value) | $376,474,000 | 353 |
| Total debt securities | $385,701,000 | 405 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $378,228,000 | 422 |
| U.S. Government securities | $210,962,000 | 481 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $210,962,000 | 453 |
| Securities issued by states & political subdivisions | $76,681,000 | 464 |
| Other domestic debt securities | $90,585,000 | 150 |
| Privately issued residential mortgage-backed securities | $5,373,000 | 165 |
| Commercial mortgage-backed securities - Total | $6,992,000 | 65 |
| Asset backed securities | $47,915,000 | 66 |
| Structured financial products - Total | $11,354,000 | 67 |
| Other domestic debt securities - All other | $18,951,000 | 283 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,986,000 | 571 |
| Mortgage-backed securities | $144,437,000 | 482 |
| Certificates of participation in pools of residential mortgages | $62,915,000 | 655 |
| Issued or guaranteed by U.S. | $62,915,000 | 655 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $61,430,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $56,057,000 | 374 |
| Privately issued | $5,373,000 | 157 |
| Commercial mortgage-backed securities | $20,092,000 | 266 |
| Commercial mortgage pass-through securities | $7,316,000 | 254 |
| Other commercial mortgage-backed securities | $12,776,000 | 204 |
| Held to maturity securities (book value) | $4,207,000 | 1,412 |
| Available-for-sale securities (fair market value) | $374,021,000 | 353 |
| Total debt securities | $378,228,000 | 413 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $373,726,000 | 420 |
| U.S. Government securities | $207,416,000 | 497 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $207,416,000 | 477 |
| Securities issued by states & political subdivisions | $77,696,000 | 450 |
| Other domestic debt securities | $88,614,000 | 153 |
| Privately issued residential mortgage-backed securities | $6,265,000 | 162 |
| Commercial mortgage-backed securities - Total | $10,603,000 | 62 |
| Asset backed securities | $44,091,000 | 67 |
| Structured financial products - Total | $11,384,000 | 66 |
| Other domestic debt securities - All other | $16,271,000 | 306 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,531,000 | 574 |
| Mortgage-backed securities | $156,566,000 | 460 |
| Certificates of participation in pools of residential mortgages | $65,925,000 | 629 |
| Issued or guaranteed by U.S. | $65,925,000 | 629 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $66,159,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $59,894,000 | 362 |
| Privately issued | $6,265,000 | 155 |
| Commercial mortgage-backed securities | $24,482,000 | 223 |
| Commercial mortgage pass-through securities | $9,601,000 | 215 |
| Other commercial mortgage-backed securities | $14,881,000 | 177 |
| Held to maturity securities (book value) | $1,500,000 | 1,769 |
| Available-for-sale securities (fair market value) | $372,226,000 | 353 |
| Total debt securities | $373,727,000 | 413 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $352,936,000 | 446 |
| U.S. Government securities | $191,353,000 | 545 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $191,353,000 | 523 |
| Securities issued by states & political subdivisions | $74,371,000 | 465 |
| Other domestic debt securities | $87,212,000 | 154 |
| Privately issued residential mortgage-backed securities | $6,633,000 | 159 |
| Commercial mortgage-backed securities - Total | $11,717,000 | 56 |
| Asset backed securities | $43,221,000 | 67 |
| Structured financial products - Total | $9,458,000 | 71 |
| Other domestic debt securities - All other | $16,183,000 | 311 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,037,000 | 648 |
| Mortgage-backed securities | $164,234,000 | 450 |
| Certificates of participation in pools of residential mortgages | $69,325,000 | 605 |
| Issued or guaranteed by U.S. | $69,325,000 | 604 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $68,348,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $61,715,000 | 365 |
| Privately issued | $6,633,000 | 152 |
| Commercial mortgage-backed securities | $26,561,000 | 193 |
| Commercial mortgage pass-through securities | $8,695,000 | 204 |
| Other commercial mortgage-backed securities | $17,866,000 | 156 |
| Held to maturity securities (book value) | $1,500,000 | 1,798 |
| Available-for-sale securities (fair market value) | $351,436,000 | 373 |
| Total debt securities | $352,936,000 | 441 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $357,300,000 | 444 |
| U.S. Government securities | $198,325,000 | 535 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $198,325,000 | 515 |
| Securities issued by states & political subdivisions | $73,975,000 | 454 |
| Other domestic debt securities | $85,000,000 | 156 |
| Privately issued residential mortgage-backed securities | $7,330,000 | 155 |
| Commercial mortgage-backed securities - Total | $15,030,000 | 52 |
| Asset backed securities | $46,715,000 | 61 |
| Structured financial products - Total | $486,000 | 196 |
| Other domestic debt securities - All other | $15,439,000 | 322 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,675,000 | 590 |
| Mortgage-backed securities | $178,034,000 | 421 |
| Certificates of participation in pools of residential mortgages | $77,303,000 | 558 |
| Issued or guaranteed by U.S. | $77,303,000 | 558 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $70,295,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $62,965,000 | 367 |
| Privately issued | $7,330,000 | 146 |
| Commercial mortgage-backed securities | $30,436,000 | 170 |
| Commercial mortgage pass-through securities | $6,875,000 | 229 |
| Other commercial mortgage-backed securities | $23,561,000 | 129 |
| Held to maturity securities (book value) | $1,500,000 | 1,805 |
| Available-for-sale securities (fair market value) | $355,800,000 | 365 |
| Total debt securities | $357,299,000 | 439 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $349,234,000 | 453 |
| U.S. Government securities | $196,245,000 | 539 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $196,245,000 | 521 |
| Securities issued by states & political subdivisions | $58,843,000 | 611 |
| Other domestic debt securities | $94,146,000 | 138 |
| Privately issued residential mortgage-backed securities | $33,726,000 | 74 |
| Commercial mortgage-backed securities - Total | $12,761,000 | 54 |
| Asset backed securities | $31,714,000 | 67 |
| Structured financial products - Total | $493,000 | 197 |
| Other domestic debt securities - All other | $15,452,000 | 322 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,020,000 | 527 |
| Mortgage-backed securities | $201,336,000 | 384 |
| Certificates of participation in pools of residential mortgages | $97,736,000 | 451 |
| Issued or guaranteed by U.S. | $79,373,000 | 551 |
| Privately issued | $18,363,000 | 12 |
| Collaterized mortgage obligations | $75,917,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $60,554,000 | 381 |
| Privately issued | $15,363,000 | 98 |
| Commercial mortgage-backed securities | $27,683,000 | 180 |
| Commercial mortgage pass-through securities | $5,350,000 | 260 |
| Other commercial mortgage-backed securities | $22,333,000 | 129 |
| Held to maturity securities (book value) | $1,500,000 | 1,835 |
| Available-for-sale securities (fair market value) | $347,734,000 | 373 |
| Total debt securities | $349,234,000 | 447 |
| Structured notes | ||
| Amortized cost | $8,647,000 | 413 |
| Fair value | $8,130,000 | 425 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $334,489,000 | 464 |
| U.S. Government securities | $185,850,000 | 560 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $185,850,000 | 543 |
| Securities issued by states & political subdivisions | $59,697,000 | 594 |
| Other domestic debt securities | $87,436,000 | 145 |
| Privately issued residential mortgage-backed securities | $28,792,000 | 76 |
| Commercial mortgage-backed securities - Total | $14,436,000 | 52 |
| Asset backed securities | $27,690,000 | 71 |
| Structured financial products - Total | $492,000 | 207 |
| Other domestic debt securities - All other | $16,026,000 | 312 |
| Foreign debt securities | $1,491,000 | 154 |
| Equity securities | $15,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,322,000 | 415 |
| Mortgage-backed securities | $196,715,000 | 397 |
| Certificates of participation in pools of residential mortgages | $99,084,000 | 445 |
| Issued or guaranteed by U.S. | $83,807,000 | 535 |
| Privately issued | $15,277,000 | 11 |
| Collaterized mortgage obligations | $72,025,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $58,510,000 | 401 |
| Privately issued | $13,515,000 | 110 |
| Commercial mortgage-backed securities | $25,606,000 | 188 |
| Commercial mortgage pass-through securities | $5,293,000 | 269 |
| Other commercial mortgage-backed securities | $20,313,000 | 124 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $334,489,000 | 389 |
| Total debt securities | $334,474,000 | 456 |
| Structured notes | ||
| Amortized cost | $9,656,000 | 414 |
| Fair value | $9,263,000 | 422 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $329,062,000 | 477 |
| U.S. Government securities | $187,962,000 | 564 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $187,962,000 | 544 |
| Securities issued by states & political subdivisions | $60,880,000 | 573 |
| Other domestic debt securities | $79,700,000 | 158 |
| Privately issued residential mortgage-backed securities | $30,046,000 | 78 |
| Commercial mortgage-backed securities - Total | $7,225,000 | 68 |
| Asset backed securities | $25,719,000 | 85 |
| Structured financial products - Total | $492,000 | 209 |
| Other domestic debt securities - All other | $16,218,000 | 315 |
| Foreign debt securities | $490,000 | 248 |
| Equity securities | $30,000 | 1,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,938,000 | 395 |
| Mortgage-backed securities | $197,680,000 | 400 |
| Certificates of participation in pools of residential mortgages | $106,450,000 | 413 |
| Issued or guaranteed by U.S. | $90,479,000 | 504 |
| Privately issued | $15,971,000 | 10 |
| Collaterized mortgage obligations | $71,372,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $57,297,000 | 407 |
| Privately issued | $14,075,000 | 113 |
| Commercial mortgage-backed securities | $19,858,000 | 207 |
| Commercial mortgage pass-through securities | $5,312,000 | 264 |
| Other commercial mortgage-backed securities | $14,546,000 | 142 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $329,062,000 | 399 |
| Total debt securities | $329,034,000 | 470 |
| Structured notes | ||
| Amortized cost | $5,580,000 | 670 |
| Fair value | $5,418,000 | 680 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $324,923,000 | 482 |
| U.S. Government securities | $185,702,000 | 571 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $185,702,000 | 551 |
| Securities issued by states & political subdivisions | $65,003,000 | 520 |
| Other domestic debt securities | $73,698,000 | 170 |
| Privately issued residential mortgage-backed securities | $25,013,000 | 86 |
| Commercial mortgage-backed securities - Total | $6,739,000 | 68 |
| Asset backed securities | $27,465,000 | 82 |
| Structured financial products - Total | $492,000 | 214 |
| Other domestic debt securities - All other | $13,989,000 | 354 |
| Foreign debt securities | $490,000 | 244 |
| Equity securities | $30,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,756,000 | 576 |
| Mortgage-backed securities | $195,181,000 | 411 |
| Certificates of participation in pools of residential mortgages | $105,577,000 | 427 |
| Issued or guaranteed by U.S. | $96,861,000 | 474 |
| Privately issued | $8,716,000 | 12 |
| Collaterized mortgage obligations | $67,922,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $51,625,000 | 441 |
| Privately issued | $16,297,000 | 104 |
| Commercial mortgage-backed securities | $21,682,000 | 186 |
| Commercial mortgage pass-through securities | $5,281,000 | 249 |
| Other commercial mortgage-backed securities | $16,401,000 | 131 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $324,923,000 | 412 |
| Total debt securities | $324,892,000 | 476 |
| Structured notes | ||
| Amortized cost | $4,198,000 | 834 |
| Fair value | $4,123,000 | 827 |
| 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 | $327,832,000 | 471 |
| U.S. Government securities | $183,344,000 | 571 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $183,344,000 | 550 |
| Securities issued by states & political subdivisions | $66,925,000 | 496 |
| Other domestic debt securities | $77,045,000 | 165 |
| Privately issued residential mortgage-backed securities | $22,514,000 | 99 |
| Commercial mortgage-backed securities - Total | $5,424,000 | 76 |
| Asset backed securities | $22,728,000 | 101 |
| Structured financial products - Total | $12,181,000 | 62 |
| Other domestic debt securities - All other | $14,198,000 | 364 |
| Foreign debt securities | $488,000 | 248 |
| Equity securities | $30,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,294,000 | 630 |
| Mortgage-backed securities | $189,943,000 | 415 |
| Certificates of participation in pools of residential mortgages | $104,698,000 | 419 |
| Issued or guaranteed by U.S. | $98,694,000 | 450 |
| Privately issued | $6,004,000 | 17 |
| Collaterized mortgage obligations | $62,651,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $46,141,000 | 483 |
| Privately issued | $16,510,000 | 106 |
| Commercial mortgage-backed securities | $22,594,000 | 172 |
| Commercial mortgage pass-through securities | $5,201,000 | 236 |
| Other commercial mortgage-backed securities | $17,393,000 | 120 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $327,832,000 | 408 |
| Total debt securities | $327,803,000 | 463 |
| Structured notes | ||
| Amortized cost | $2,487,000 | 1,119 |
| Fair value | $2,405,000 | 1,102 |
| 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 | $327,785,000 | 470 |
| U.S. Government securities | $182,520,000 | 586 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $182,520,000 | 565 |
| Securities issued by states & political subdivisions | $75,790,000 | 425 |
| Other domestic debt securities | $68,719,000 | 188 |
| Privately issued residential mortgage-backed securities | $12,154,000 | 158 |
| Commercial mortgage-backed securities - Total | $5,969,000 | 73 |
| Asset backed securities | $20,977,000 | 103 |
| Structured financial products - Total | $15,509,000 | 59 |
| Other domestic debt securities - All other | $14,110,000 | 374 |
| Foreign debt securities | $726,000 | 212 |
| Equity securities | $30,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,507,000 | 603 |
| Mortgage-backed securities | $179,179,000 | 435 |
| Certificates of participation in pools of residential mortgages | $91,407,000 | 493 |
| Issued or guaranteed by U.S. | $91,407,000 | 493 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $59,112,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $46,958,000 | 477 |
| Privately issued | $12,154,000 | 149 |
| Commercial mortgage-backed securities | $28,660,000 | 151 |
| Commercial mortgage pass-through securities | $5,214,000 | 221 |
| Other commercial mortgage-backed securities | $23,446,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $327,785,000 | 401 |
| Total debt securities | $327,754,000 | 460 |
| Structured notes | ||
| Amortized cost | $2,487,000 | 1,109 |
| Fair value | $2,384,000 | 1,105 |
| 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 | $319,561,000 | 477 |
| U.S. Government securities | $180,512,000 | 593 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $180,512,000 | 574 |
| Securities issued by states & political subdivisions | $78,850,000 | 395 |
| Other domestic debt securities | $59,686,000 | 208 |
| Privately issued residential mortgage-backed securities | $11,165,000 | 166 |
| Commercial mortgage-backed securities - Total | $6,326,000 | 72 |
| Asset backed securities | $19,431,000 | 107 |
| Structured financial products - Total | $13,602,000 | 57 |
| Other domestic debt securities - All other | $9,162,000 | 492 |
| Foreign debt securities | $483,000 | 243 |
| Equity securities | $30,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,121,000 | 530 |
| Mortgage-backed securities | $184,054,000 | 426 |
| Certificates of participation in pools of residential mortgages | $85,728,000 | 534 |
| Issued or guaranteed by U.S. | $85,728,000 | 532 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $62,365,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $51,200,000 | 455 |
| Privately issued | $11,165,000 | 158 |
| Commercial mortgage-backed securities | $35,961,000 | 129 |
| Commercial mortgage pass-through securities | $5,302,000 | 216 |
| Other commercial mortgage-backed securities | $30,659,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $319,561,000 | 419 |
| Total debt securities | $319,531,000 | 469 |
| Structured notes | ||
| Amortized cost | $1,486,000 | 1,421 |
| Fair value | $1,463,000 | 1,388 |
| 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 | $331,175,000 | 465 |
| U.S. Government securities | $184,843,000 | 590 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $184,843,000 | 575 |
| Securities issued by states & political subdivisions | $82,267,000 | 372 |
| Other domestic debt securities | $63,550,000 | 199 |
| Privately issued residential mortgage-backed securities | $12,498,000 | 164 |
| Commercial mortgage-backed securities - Total | $6,901,000 | 72 |
| Asset backed securities | $24,779,000 | 88 |
| Structured financial products - Total | $10,581,000 | 61 |
| Other domestic debt securities - All other | $8,791,000 | 519 |
| Foreign debt securities | $485,000 | 246 |
| Equity securities | $30,000 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,410,000 | 512 |
| Mortgage-backed securities | $188,998,000 | 430 |
| Certificates of participation in pools of residential mortgages | $93,518,000 | 497 |
| Issued or guaranteed by U.S. | $93,518,000 | 495 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $69,594,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $57,096,000 | 438 |
| Privately issued | $12,498,000 | 159 |
| Commercial mortgage-backed securities | $25,886,000 | 134 |
| Commercial mortgage pass-through securities | $5,569,000 | 192 |
| Other commercial mortgage-backed securities | $20,317,000 | 90 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $331,175,000 | 410 |
| Total debt securities | $331,145,000 | 456 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,000,000 | 1,653 |
| 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 | $318,984,000 | 481 |
| U.S. Government securities | $182,763,000 | 583 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $182,763,000 | 556 |
| Securities issued by states & political subdivisions | $78,102,000 | 389 |
| Other domestic debt securities | $57,604,000 | 213 |
| Privately issued residential mortgage-backed securities | $10,107,000 | 200 |
| Commercial mortgage-backed securities - Total | $5,473,000 | 79 |
| Asset backed securities | $24,096,000 | 82 |
| Structured financial products - Total | $10,545,000 | 55 |
| Other domestic debt securities - All other | $7,383,000 | 550 |
| Foreign debt securities | $485,000 | 238 |
| Equity securities | $30,000 | 1,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,227,000 | 460 |
| Mortgage-backed securities | $182,522,000 | 438 |
| Certificates of participation in pools of residential mortgages | $90,723,000 | 492 |
| Issued or guaranteed by U.S. | $90,723,000 | 490 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $68,991,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $58,884,000 | 423 |
| Privately issued | $10,107,000 | 193 |
| Commercial mortgage-backed securities | $22,808,000 | 126 |
| Commercial mortgage pass-through securities | $5,657,000 | 164 |
| Other commercial mortgage-backed securities | $17,151,000 | 90 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $318,984,000 | 422 |
| Total debt securities | $318,955,000 | 474 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $308,003,000 | 508 |
| U.S. Government securities | $179,163,000 | 602 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $179,163,000 | 580 |
| Securities issued by states & political subdivisions | $74,209,000 | 402 |
| Other domestic debt securities | $54,156,000 | 230 |
| Privately issued residential mortgage-backed securities | $11,862,000 | 195 |
| Commercial mortgage-backed securities - Total | $3,443,000 | 88 |
| Asset backed securities | $25,736,000 | 79 |
| Structured financial products - Total | $6,455,000 | 68 |
| Other domestic debt securities - All other | $6,660,000 | 613 |
| Foreign debt securities | $445,000 | 238 |
| Equity securities | $30,000 | 1,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,161,000 | 467 |
| Mortgage-backed securities | $180,815,000 | 459 |
| Certificates of participation in pools of residential mortgages | $92,241,000 | 509 |
| Issued or guaranteed by U.S. | $92,241,000 | 508 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $78,138,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $66,276,000 | 410 |
| Privately issued | $11,862,000 | 190 |
| Commercial mortgage-backed securities | $10,436,000 | 184 |
| Commercial mortgage pass-through securities | $5,657,000 | 142 |
| Other commercial mortgage-backed securities | $4,779,000 | 155 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $308,003,000 | 449 |
| Total debt securities | $307,975,000 | 498 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $314,260,000 | 491 |
| U.S. Government securities | $182,947,000 | 594 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $182,947,000 | 572 |
| Securities issued by states & political subdivisions | $72,504,000 | 390 |
| Other domestic debt securities | $58,354,000 | 215 |
| Privately issued residential mortgage-backed securities | $11,320,000 | 221 |
| Commercial mortgage-backed securities - Total | $5,831,000 | 76 |
| Asset backed securities | $25,623,000 | 75 |
| Structured financial products - Total | $6,433,000 | 66 |
| Other domestic debt securities - All other | $9,147,000 | 513 |
| Foreign debt securities | $425,000 | 231 |
| Equity securities | $30,000 | 1,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,227,000 | 442 |
| Mortgage-backed securities | $190,961,000 | 441 |
| Certificates of participation in pools of residential mortgages | $105,192,000 | 469 |
| Issued or guaranteed by U.S. | $105,192,000 | 467 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $76,091,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $64,771,000 | 433 |
| Privately issued | $11,320,000 | 214 |
| Commercial mortgage-backed securities | $9,678,000 | 179 |
| Commercial mortgage pass-through securities | $2,308,000 | 212 |
| Other commercial mortgage-backed securities | $7,370,000 | 118 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $314,260,000 | 441 |
| Total debt securities | $314,231,000 | 483 |
| Structured notes | ||
| Amortized cost | $2,472,000 | 1,384 |
| Fair value | $2,453,000 | 1,395 |
| 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 | $323,322,000 | 486 |
| U.S. Government securities | $199,502,000 | 568 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $199,502,000 | 549 |
| Securities issued by states & political subdivisions | $70,021,000 | 388 |
| Other domestic debt securities | $53,769,000 | 229 |
| Privately issued residential mortgage-backed securities | $12,366,000 | 222 |
| Commercial mortgage-backed securities - Total | $7,139,000 | 70 |
| Asset backed securities | $23,950,000 | 71 |
| Structured financial products - Total | $240,000 | 277 |
| Other domestic debt securities - All other | $10,074,000 | 475 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $30,000 | 1,072 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,003,000 | 564 |
| Mortgage-backed securities | $209,647,000 | 412 |
| Certificates of participation in pools of residential mortgages | $114,086,000 | 437 |
| Issued or guaranteed by U.S. | $114,086,000 | 436 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $84,025,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $71,659,000 | 421 |
| Privately issued | $12,366,000 | 213 |
| Commercial mortgage-backed securities | $11,536,000 | 142 |
| Commercial mortgage pass-through securities | $2,247,000 | 191 |
| Other commercial mortgage-backed securities | $9,289,000 | 98 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $323,322,000 | 436 |
| Total debt securities | $323,295,000 | 476 |
| Structured notes | ||
| Amortized cost | $2,471,000 | 1,574 |
| Fair value | $2,412,000 | 1,587 |
| 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 | $307,990,000 | 496 |
| U.S. Government securities | $196,411,000 | 555 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $196,411,000 | 534 |
| Securities issued by states & political subdivisions | $67,446,000 | 390 |
| Other domestic debt securities | $44,103,000 | 276 |
| Privately issued residential mortgage-backed securities | $10,752,000 | 291 |
| Commercial mortgage-backed securities - Total | $7,454,000 | 55 |
| Asset backed securities | $15,796,000 | 61 |
| Structured financial products - Total | $269,000 | 250 |
| Other domestic debt securities - All other | $9,832,000 | 456 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $30,000 | 1,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,221,000 | 517 |
| Mortgage-backed securities | $205,274,000 | 404 |
| Certificates of participation in pools of residential mortgages | $103,803,000 | 456 |
| Issued or guaranteed by U.S. | $103,803,000 | 454 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $88,927,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $78,175,000 | 376 |
| Privately issued | $10,752,000 | 283 |
| Commercial mortgage-backed securities | $12,544,000 | 106 |
| Commercial mortgage pass-through securities | $2,269,000 | 155 |
| Other commercial mortgage-backed securities | $10,275,000 | 73 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $307,990,000 | 444 |
| Total debt securities | $307,962,000 | 492 |
| Structured notes | ||
| Amortized cost | $2,471,000 | 1,552 |
| Fair value | $2,057,000 | 1,649 |
| 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 | $302,727,000 | 486 |
| U.S. Government securities | $197,771,000 | 541 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $197,771,000 | 520 |
| Securities issued by states & political subdivisions | $65,307,000 | 379 |
| Other domestic debt securities | $39,619,000 | 294 |
| Privately issued residential mortgage-backed securities | $12,597,000 | 283 |
| Commercial mortgage-backed securities - Total | $6,860,000 | 52 |
| Asset backed securities | $9,820,000 | 71 |
| Structured financial products - Total | $249,000 | 256 |
| Other domestic debt securities - All other | $10,093,000 | 426 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $30,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,380,000 | 481 |
| Mortgage-backed securities | $209,739,000 | 382 |
| Certificates of participation in pools of residential mortgages | $105,755,000 | 425 |
| Issued or guaranteed by U.S. | $105,755,000 | 422 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $93,091,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $80,494,000 | 363 |
| Privately issued | $12,597,000 | 272 |
| Commercial mortgage-backed securities | $10,893,000 | 102 |
| Commercial mortgage pass-through securities | $2,291,000 | 140 |
| Other commercial mortgage-backed securities | $8,602,000 | 70 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $302,727,000 | 433 |
| Total debt securities | $302,696,000 | 480 |
| Structured notes | ||
| Amortized cost | $2,470,000 | 1,612 |
| Fair value | $2,159,000 | 1,693 |
| 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 | $293,103,000 | 500 |
| U.S. Government securities | $191,718,000 | 552 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $191,718,000 | 531 |
| Securities issued by states & political subdivisions | $61,281,000 | 392 |
| Other domestic debt securities | $40,074,000 | 282 |
| Privately issued residential mortgage-backed securities | $16,741,000 | 251 |
| Commercial mortgage-backed securities - Total | $3,051,000 | 51 |
| Asset backed securities | $9,994,000 | 63 |
| Structured financial products - Total | $292,000 | 260 |
| Other domestic debt securities - All other | $9,996,000 | 389 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $30,000 | 1,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,180,000 | 489 |
| Mortgage-backed securities | $204,190,000 | 378 |
| Certificates of participation in pools of residential mortgages | $111,720,000 | 396 |
| Issued or guaranteed by U.S. | $111,720,000 | 392 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $87,289,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $70,548,000 | 383 |
| Privately issued | $16,741,000 | 242 |
| Commercial mortgage-backed securities | $5,181,000 | 129 |
| Commercial mortgage pass-through securities | $2,130,000 | 137 |
| Other commercial mortgage-backed securities | $3,051,000 | 80 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $293,103,000 | 452 |
| Total debt securities | $293,072,000 | 495 |
| Structured notes | ||
| Amortized cost | $2,470,000 | 1,842 |
| Fair value | $2,426,000 | 1,851 |
| 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 | $258,128,000 | 575 |
| U.S. Government securities | $169,830,000 | 627 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $169,830,000 | 597 |
| Securities issued by states & political subdivisions | $59,484,000 | 403 |
| Other domestic debt securities | $28,784,000 | 362 |
| Privately issued residential mortgage-backed securities | $14,937,000 | 285 |
| Commercial mortgage-backed securities - Total | $1,984,000 | 56 |
| Asset backed securities | $2,242,000 | 105 |
| Structured financial products - Total | $243,000 | 262 |
| Other domestic debt securities - All other | $9,378,000 | 400 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $30,000 | 1,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,067,000 | 538 |
| Mortgage-backed securities | $181,272,000 | 408 |
| Certificates of participation in pools of residential mortgages | $106,808,000 | 413 |
| Issued or guaranteed by U.S. | $106,808,000 | 410 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $70,416,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $55,479,000 | 454 |
| Privately issued | $14,937,000 | 274 |
| Commercial mortgage-backed securities | $4,048,000 | 138 |
| Commercial mortgage pass-through securities | $2,064,000 | 135 |
| Other commercial mortgage-backed securities | $1,984,000 | 94 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $258,128,000 | 514 |
| Total debt securities | $258,097,000 | 565 |
| Structured notes | ||
| Amortized cost | $2,470,000 | 1,880 |
| Fair value | $2,381,000 | 1,890 |
| 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 | $251,759,000 | 562 |
| U.S. Government securities | $156,918,000 | 647 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $156,918,000 | 620 |
| Securities issued by states & political subdivisions | $59,052,000 | 393 |
| Other domestic debt securities | $35,789,000 | 333 |
| Privately issued residential mortgage-backed securities | $17,010,000 | 286 |
| Commercial mortgage-backed securities - Total | $6,743,000 | 97 |
| Asset backed securities | $2,328,000 | 94 |
| Structured financial products - Total | $323,000 | 247 |
| Other domestic debt securities - All other | $9,385,000 | 398 |
| 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 | $83,224,000 | 666 |
| Mortgage-backed securities | $176,058,000 | 406 |
| Certificates of participation in pools of residential mortgages | $116,359,000 | 358 |
| Issued or guaranteed by U.S. | $116,359,000 | 356 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $52,956,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $35,946,000 | 585 |
| Privately issued | $17,010,000 | 275 |
| Commercial mortgage-backed securities | $6,743,000 | 97 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $6,743,000 | 52 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $251,759,000 | 503 |
| Total debt securities | $251,760,000 | 555 |
| Structured notes | ||
| Amortized cost | $2,469,000 | 1,742 |
| Fair value | $2,421,000 | 1,744 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $241,781,000 | 563 |
| U.S. Government securities | $146,064,000 | 673 |
| U.S. Treasury securities | $1,002,000 | 875 |
| U.S. Government agency obligations | $145,062,000 | 645 |
| Securities issued by states & political subdivisions | $66,421,000 | 327 |
| Other domestic debt securities | $29,296,000 | 388 |
| Privately issued residential mortgage-backed securities | $18,277,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $1,189,000 | 115 |
| Structured financial products - Total | $361,000 | 268 |
| Other domestic debt securities - All other | $9,469,000 | 388 |
| 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 | $79,587,000 | 686 |
| Mortgage-backed securities | $161,384,000 | 417 |
| Certificates of participation in pools of residential mortgages | $108,719,000 | 368 |
| Issued or guaranteed by U.S. | $108,719,000 | 366 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $52,665,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $34,388,000 | 589 |
| Privately issued | $18,277,000 | 272 |
| 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) | $241,781,000 | 497 |
| Total debt securities | $241,782,000 | 552 |
| Structured notes | ||
| Amortized cost | $2,469,000 | 1,747 |
| Fair value | $2,469,000 | 1,752 |
| 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 | $200,557,000 | 671 |
| U.S. Government securities | $119,634,000 | 807 |
| U.S. Treasury securities | $3,029,000 | 566 |
| U.S. Government agency obligations | $116,605,000 | 795 |
| Securities issued by states & political subdivisions | $62,891,000 | 323 |
| Other domestic debt securities | $18,032,000 | 523 |
| Privately issued residential mortgage-backed securities | $17,507,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $168,000 | 180 |
| Structured financial products - Total | $357,000 | 274 |
| Other domestic debt securities - All other | $0 | 2,114 |
| 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 | $78,042,000 | 700 |
| Mortgage-backed securities | $132,990,000 | 507 |
| Certificates of participation in pools of residential mortgages | $80,358,000 | 473 |
| Issued or guaranteed by U.S. | $80,358,000 | 468 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $52,632,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $35,125,000 | 555 |
| Privately issued | $17,507,000 | 295 |
| 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) | $200,557,000 | 585 |
| Total debt securities | $200,558,000 | 660 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $179,563,000 | 742 |
| U.S. Government securities | $96,997,000 | 964 |
| U.S. Treasury securities | $3,061,000 | 556 |
| U.S. Government agency obligations | $93,936,000 | 959 |
| Securities issued by states & political subdivisions | $67,433,000 | 278 |
| Other domestic debt securities | $15,133,000 | 609 |
| Privately issued residential mortgage-backed securities | $9,565,000 | 472 |
| Commercial mortgage-backed securities - Total | $5,210,000 | 96 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $358,000 | 281 |
| Other domestic debt securities - All other | $0 | 2,133 |
| 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 | $79,730,000 | 707 |
| Mortgage-backed securities | $108,711,000 | 616 |
| Certificates of participation in pools of residential mortgages | $68,948,000 | 574 |
| Issued or guaranteed by U.S. | $68,948,000 | 572 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $34,553,000 | 685 |
| CMOs issued by government agencies or sponsored agencies | $24,988,000 | 681 |
| Privately issued | $9,565,000 | 452 |
| Commercial mortgage-backed securities | $5,210,000 | 96 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $5,210,000 | 54 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $179,563,000 | 648 |
| Total debt securities | $179,562,000 | 730 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $172,512,000 | 754 |
| U.S. Government securities | $93,328,000 | 968 |
| U.S. Treasury securities | $3,087,000 | 504 |
| U.S. Government agency obligations | $90,241,000 | 971 |
| Securities issued by states & political subdivisions | $68,994,000 | 268 |
| Other domestic debt securities | $10,190,000 | 822 |
| Privately issued residential mortgage-backed securities | $9,939,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $251,000 | 300 |
| Other domestic debt securities - All other | $0 | 2,182 |
| 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 | $79,894,000 | 705 |
| Mortgage-backed securities | $100,180,000 | 658 |
| Certificates of participation in pools of residential mortgages | $70,628,000 | 565 |
| Issued or guaranteed by U.S. | $70,628,000 | 561 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $29,552,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $19,613,000 | 779 |
| Privately issued | $9,939,000 | 469 |
| 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) | $172,512,000 | 657 |
| Total debt securities | $172,418,000 | 743 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $161,688,000 | 801 |
| U.S. Government securities | $63,111,000 | 1,401 |
| U.S. Treasury securities | $16,006,000 | 176 |
| U.S. Government agency obligations | $47,105,000 | 1,750 |
| Securities issued by states & political subdivisions | $70,769,000 | 259 |
| Other domestic debt securities | $27,808,000 | 460 |
| Privately issued residential mortgage-backed securities | $27,277,000 | 281 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $531,000 | 279 |
| Other domestic debt securities - All other | $0 | 2,284 |
| 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 | $83,417,000 | 679 |
| Mortgage-backed securities | $74,382,000 | 848 |
| Certificates of participation in pools of residential mortgages | $44,149,000 | 914 |
| Issued or guaranteed by U.S. | $44,149,000 | 905 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $30,233,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $2,956,000 | 1,915 |
| Privately issued | $27,277,000 | 273 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $161,688,000 | 693 |
| Total debt securities | $161,583,000 | 786 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $155,990,000 | 811 |
| U.S. Government securities | $64,840,000 | 1,331 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $64,840,000 | 1,288 |
| Securities issued by states & political subdivisions | $69,862,000 | 260 |
| Other domestic debt securities | $21,288,000 | 572 |
| Privately issued residential mortgage-backed securities | $19,853,000 | 351 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,435,000 | 215 |
| Other domestic debt securities - All other | $0 | 2,390 |
| 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 | $85,539,000 | 660 |
| Mortgage-backed securities | $84,693,000 | 750 |
| Certificates of participation in pools of residential mortgages | $58,974,000 | 710 |
| Issued or guaranteed by U.S. | $58,974,000 | 700 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $25,719,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $5,866,000 | 1,403 |
| Privately issued | $19,853,000 | 339 |
| 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) | $155,990,000 | 694 |
| Total debt securities | $155,875,000 | 791 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $159,562,000 | 782 |
| U.S. Government securities | $94,403,000 | 913 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $94,403,000 | 887 |
| Securities issued by states & political subdivisions | $62,466,000 | 283 |
| Other domestic debt securities | $2,693,000 | 1,661 |
| Privately issued residential mortgage-backed securities | $1,534,000 | 1,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,159,000 | 204 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| 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 | $112,210,000 | 508 |
| Mortgage-backed securities | $95,937,000 | 683 |
| Certificates of participation in pools of residential mortgages | $88,062,000 | 508 |
| Issued or guaranteed by U.S. | $88,062,000 | 501 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,875,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $6,341,000 | 1,350 |
| Privately issued | $1,534,000 | 1,047 |
| 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) | $159,562,000 | 666 |
| Total debt securities | $159,459,000 | 766 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $174,772,000 | 696 |
| U.S. Government securities | $109,660,000 | 778 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $109,660,000 | 760 |
| Securities issued by states & political subdivisions | $59,873,000 | 284 |
| Other domestic debt securities | $5,239,000 | 1,187 |
| Privately issued residential mortgage-backed securities | $1,625,000 | 1,040 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,614,000 | 130 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $120,081,000 | 481 |
| Mortgage-backed securities | $111,285,000 | 597 |
| Certificates of participation in pools of residential mortgages | $103,112,000 | 440 |
| Issued or guaranteed by U.S. | $103,112,000 | 436 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,173,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $6,548,000 | 1,300 |
| Privately issued | $1,625,000 | 997 |
| 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) | $174,772,000 | 592 |
| Total debt securities | $173,276,000 | 694 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $148,987,000 | 783 |
| U.S. Government securities | $95,682,000 | 863 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $95,682,000 | 843 |
| Securities issued by states & political subdivisions | $48,764,000 | 352 |
| Other domestic debt securities | $4,541,000 | 1,251 |
| Privately issued residential mortgage-backed securities | $1,703,000 | 1,015 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,838,000 | 143 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| 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 | $122,535,000 | 471 |
| Mortgage-backed securities | $97,385,000 | 629 |
| Certificates of participation in pools of residential mortgages | $89,019,000 | 474 |
| Issued or guaranteed by U.S. | $89,019,000 | 470 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,366,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $6,663,000 | 1,226 |
| Privately issued | $1,703,000 | 973 |
| 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) | $148,987,000 | 664 |
| Total debt securities | $148,703,000 | 770 |
| 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 | $147,776,000 | 811 |
| U.S. Government securities | $95,927,000 | 878 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $95,927,000 | 858 |
| Securities issued by states & political subdivisions | $46,375,000 | 388 |
| Other domestic debt securities | $5,474,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $1,774,000 | 989 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,700,000 | 135 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| 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 | $114,852,000 | 491 |
| Mortgage-backed securities | $97,701,000 | 626 |
| Certificates of participation in pools of residential mortgages | $89,156,000 | 473 |
| Issued or guaranteed by U.S. | $89,156,000 | 467 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,545,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $6,771,000 | 1,218 |
| Privately issued | $1,774,000 | 940 |
| 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) | $147,776,000 | 697 |
| Total debt securities | $147,775,000 | 789 |
| 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 | $147,709,000 | 808 |
| U.S. Government securities | $93,849,000 | 890 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $93,849,000 | 865 |
| Securities issued by states & political subdivisions | $47,424,000 | 386 |
| Other domestic debt securities | $6,436,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $1,882,000 | 940 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,554,000 | 131 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| 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 | $136,614,000 | 404 |
| Mortgage-backed securities | $95,731,000 | 622 |
| Certificates of participation in pools of residential mortgages | $86,425,000 | 469 |
| Issued or guaranteed by U.S. | $86,425,000 | 462 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,306,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $7,424,000 | 1,155 |
| Privately issued | $1,882,000 | 897 |
| 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) | $147,709,000 | 694 |
| Total debt securities | $147,708,000 | 783 |
| 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 | $121,163,000 | 996 |
| U.S. Government securities | $70,965,000 | 1,180 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $70,965,000 | 1,155 |
| Securities issued by states & political subdivisions | $42,561,000 | 441 |
| Other domestic debt securities | $7,637,000 | 935 |
| Privately issued residential mortgage-backed securities | $1,981,000 | 846 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,656,000 | 118 |
| 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 | $112,802,000 | 484 |
| Mortgage-backed securities | $72,946,000 | 715 |
| Certificates of participation in pools of residential mortgages | $65,964,000 | 530 |
| Issued or guaranteed by U.S. | $65,964,000 | 525 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,982,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $5,001,000 | 1,342 |
| Privately issued | $1,981,000 | 806 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $706,000 | 2,833 |
| Available-for-sale securities (fair market value) | $120,457,000 | 871 |
| Total debt securities | $121,163,000 | 973 |
| 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 | $114,599,000 | 1,045 |
| U.S. Government securities | $63,860,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $63,860,000 | 1,308 |
| Securities issued by states & political subdivisions | $42,791,000 | 420 |
| Other domestic debt securities | $7,948,000 | 857 |
| Privately issued residential mortgage-backed securities | $2,035,000 | 809 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,913,000 | 114 |
| 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 | $94,974,000 | 559 |
| Mortgage-backed securities | $65,895,000 | 750 |
| Certificates of participation in pools of residential mortgages | $58,652,000 | 563 |
| Issued or guaranteed by U.S. | $58,652,000 | 556 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,243,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $5,208,000 | 1,285 |
| Privately issued | $2,035,000 | 770 |
| 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) | $706,000 | 2,896 |
| Available-for-sale securities (fair market value) | $113,893,000 | 907 |
| Total debt securities | $114,599,000 | 1,021 |
| 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 | $119,338,000 | 1,011 |
| U.S. Government securities | $65,515,000 | 1,316 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $65,515,000 | 1,284 |
| Securities issued by states & political subdivisions | $44,204,000 | 407 |
| Other domestic debt securities | $9,619,000 | 727 |
| Privately issued residential mortgage-backed securities | $2,084,000 | 757 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,535,000 | 93 |
| 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 | $97,344,000 | 543 |
| Mortgage-backed securities | $67,599,000 | 717 |
| Certificates of participation in pools of residential mortgages | $60,038,000 | 564 |
| Issued or guaranteed by U.S. | $60,038,000 | 554 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,561,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $5,477,000 | 1,235 |
| Privately issued | $2,084,000 | 716 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,031,000 | 2,732 |
| Available-for-sale securities (fair market value) | $118,307,000 | 871 |
| Total debt securities | $119,338,000 | 990 |
| 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 | $126,370,000 | 961 |
| U.S. Government securities | $69,335,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $69,335,000 | 1,219 |
| Securities issued by states & political subdivisions | $43,866,000 | 408 |
| Other domestic debt securities | $13,169,000 | 623 |
| Privately issued residential mortgage-backed securities | $2,214,000 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,955,000 | 80 |
| 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 | $104,114,000 | 508 |
| Mortgage-backed securities | $71,549,000 | 689 |
| Certificates of participation in pools of residential mortgages | $63,438,000 | 537 |
| Issued or guaranteed by U.S. | $63,438,000 | 526 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,111,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $5,897,000 | 1,170 |
| Privately issued | $2,214,000 | 671 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,136,000 | 2,723 |
| Available-for-sale securities (fair market value) | $125,234,000 | 821 |
| Total debt securities | $126,369,000 | 935 |
| 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 | $128,817,000 | 950 |
| U.S. Government securities | $73,109,000 | 1,220 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $73,109,000 | 1,185 |
| Securities issued by states & political subdivisions | $40,006,000 | 448 |
| Other domestic debt securities | $13,690,000 | 595 |
| Privately issued residential mortgage-backed securities | $2,267,000 | 689 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,423,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,012,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,132,000 | 544 |
| Mortgage-backed securities | $74,377,000 | 684 |
| Certificates of participation in pools of residential mortgages | $65,914,000 | 523 |
| Issued or guaranteed by U.S. | $65,914,000 | 514 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,463,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $6,196,000 | 1,141 |
| Privately issued | $2,267,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,262,000 | 2,736 |
| Available-for-sale securities (fair market value) | $127,555,000 | 821 |
| Total debt securities | $126,807,000 | 944 |
| 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 | $137,528,000 | 904 |
| U.S. Government securities | $85,333,000 | 1,058 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $85,333,000 | 1,029 |
| Securities issued by states & political subdivisions | $33,133,000 | 553 |
| Other domestic debt securities | $17,063,000 | 533 |
| Privately issued residential mortgage-backed securities | $2,355,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,708,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,999,000 | 804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,177,000 | 596 |
| Mortgage-backed securities | $79,866,000 | 652 |
| Certificates of participation in pools of residential mortgages | $71,010,000 | 504 |
| Issued or guaranteed by U.S. | $71,010,000 | 497 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,856,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $6,501,000 | 1,086 |
| Privately issued | $2,355,000 | 631 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,577,000 | 2,677 |
| Available-for-sale securities (fair market value) | $135,951,000 | 767 |
| Total debt securities | $135,528,000 | 893 |
| 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 | $138,702,000 | 893 |
| U.S. Government securities | $87,549,000 | 1,034 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $87,549,000 | 997 |
| Securities issued by states & political subdivisions | $31,443,000 | 583 |
| Other domestic debt securities | $17,711,000 | 531 |
| Privately issued residential mortgage-backed securities | $2,400,000 | 650 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,311,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,999,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,181,000 | 617 |
| Mortgage-backed securities | $82,183,000 | 642 |
| Certificates of participation in pools of residential mortgages | $73,022,000 | 494 |
| Issued or guaranteed by U.S. | $73,022,000 | 488 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,161,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $6,761,000 | 1,054 |
| Privately issued | $2,400,000 | 611 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,577,000 | 2,708 |
| Available-for-sale securities (fair market value) | $137,125,000 | 762 |
| Total debt securities | $136,705,000 | 890 |
| 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 | $142,423,000 | 876 |
| U.S. Government securities | $91,225,000 | 1,009 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $91,225,000 | 975 |
| Securities issued by states & political subdivisions | $33,375,000 | 535 |
| Other domestic debt securities | $15,827,000 | 563 |
| Privately issued residential mortgage-backed securities | $2,510,000 | 647 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,317,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,996,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,109,000 | 591 |
| Mortgage-backed securities | $84,980,000 | 630 |
| Certificates of participation in pools of residential mortgages | $75,240,000 | 484 |
| Issued or guaranteed by U.S. | $75,240,000 | 478 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,740,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $7,230,000 | 1,034 |
| Privately issued | $2,510,000 | 603 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,733,000 | 2,700 |
| Available-for-sale securities (fair market value) | $140,690,000 | 749 |
| Total debt securities | $140,425,000 | 872 |
| 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 | $143,440,000 | 883 |
| U.S. Government securities | $93,739,000 | 978 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $93,739,000 | 947 |
| Securities issued by states & political subdivisions | $31,793,000 | 565 |
| Other domestic debt securities | $15,931,000 | 575 |
| Privately issued residential mortgage-backed securities | $2,614,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,317,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,977,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,655,000 | 574 |
| Mortgage-backed securities | $87,612,000 | 617 |
| Certificates of participation in pools of residential mortgages | $77,346,000 | 486 |
| Issued or guaranteed by U.S. | $77,346,000 | 478 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $10,266,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $7,652,000 | 998 |
| Privately issued | $2,614,000 | 584 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,733,000 | 2,749 |
| Available-for-sale securities (fair market value) | $141,707,000 | 751 |
| Total debt securities | $141,462,000 | 876 |
| 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 | $151,055,000 | 832 |
| U.S. Government securities | $99,074,000 | 918 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $99,074,000 | 890 |
| Securities issued by states & political subdivisions | $33,928,000 | 529 |
| Other domestic debt securities | $16,091,000 | 569 |
| Privately issued residential mortgage-backed securities | $2,772,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,319,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,962,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,846,000 | 571 |
| Mortgage-backed securities | $91,578,000 | 606 |
| Certificates of participation in pools of residential mortgages | $80,383,000 | 484 |
| Issued or guaranteed by U.S. | $80,383,000 | 476 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,195,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $8,423,000 | 954 |
| Privately issued | $2,772,000 | 562 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,910,000 | 2,696 |
| Available-for-sale securities (fair market value) | $149,145,000 | 711 |
| Total debt securities | $149,094,000 | 818 |
| 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 | $157,263,000 | 797 |
| U.S. Government securities | $104,596,000 | 874 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $104,596,000 | 844 |
| Securities issued by states & political subdivisions | $34,434,000 | 509 |
| Other domestic debt securities | $16,270,000 | 583 |
| Privately issued residential mortgage-backed securities | $2,947,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,323,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,963,000 | 872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,150,000 | 566 |
| Mortgage-backed securities | $97,242,000 | 590 |
| Certificates of participation in pools of residential mortgages | $84,881,000 | 473 |
| Issued or guaranteed by U.S. | $84,881,000 | 462 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $12,361,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $9,414,000 | 939 |
| Privately issued | $2,947,000 | 548 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,165,000 | 2,647 |
| Available-for-sale securities (fair market value) | $155,098,000 | 681 |
| Total debt securities | $155,300,000 | 784 |
| 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 | $161,410,000 | 791 |
| U.S. Government securities | $108,829,000 | 860 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $108,829,000 | 823 |
| Securities issued by states & political subdivisions | $33,951,000 | 512 |
| Other domestic debt securities | $16,631,000 | 585 |
| Privately issued residential mortgage-backed securities | $3,110,000 | 559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,521,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,999,000 | 887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,246,000 | 547 |
| Mortgage-backed securities | $99,812,000 | 591 |
| Certificates of participation in pools of residential mortgages | $86,636,000 | 482 |
| Issued or guaranteed by U.S. | $86,636,000 | 477 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,176,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $10,066,000 | 924 |
| Privately issued | $3,110,000 | 521 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,516,000 | 2,564 |
| Available-for-sale securities (fair market value) | $158,894,000 | 677 |
| Total debt securities | $159,412,000 | 780 |
| 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 | $167,337,000 | 777 |
| U.S. Government securities | $113,572,000 | 844 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $113,572,000 | 808 |
| Securities issued by states & political subdivisions | $33,882,000 | 517 |
| Other domestic debt securities | $17,889,000 | 575 |
| Privately issued residential mortgage-backed securities | $3,343,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,542,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 1,911 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,994,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,059,000 | 521 |
| Mortgage-backed securities | $104,380,000 | 589 |
| Certificates of participation in pools of residential mortgages | $91,043,000 | 475 |
| Issued or guaranteed by U.S. | $91,043,000 | 471 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $13,337,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $9,994,000 | 956 |
| Privately issued | $3,343,000 | 505 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,736,000 | 2,534 |
| Available-for-sale securities (fair market value) | $164,601,000 | 664 |
| Total debt securities | $165,343,000 | 769 |
| 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 | $175,543,000 | 748 |
| U.S. Government securities | $120,889,000 | 799 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $120,889,000 | 768 |
| Securities issued by states & political subdivisions | $34,346,000 | 509 |
| Other domestic debt securities | $18,327,000 | 558 |
| Privately issued residential mortgage-backed securities | $3,497,000 | 487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,561,000 | 91 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,269,000 | 1,776 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,981,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,844,000 | 540 |
| Mortgage-backed securities | $109,791,000 | 575 |
| Certificates of participation in pools of residential mortgages | $95,509,000 | 462 |
| Issued or guaranteed by U.S. | $95,509,000 | 459 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,282,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $10,785,000 | 917 |
| Privately issued | $3,497,000 | 455 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,979,000 | 2,490 |
| Available-for-sale securities (fair market value) | $172,564,000 | 640 |
| Total debt securities | $173,563,000 | 735 |
| 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 | $174,079,000 | 756 |
| U.S. Government securities | $119,775,000 | 813 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $119,775,000 | 780 |
| Securities issued by states & political subdivisions | $33,974,000 | 501 |
| Other domestic debt securities | $18,334,000 | 570 |
| Privately issued residential mortgage-backed securities | $3,567,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,729,000 | 94 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,038,000 | 1,538 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,996,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,593,000 | 706 |
| Mortgage-backed securities | $108,902,000 | 592 |
| Certificates of participation in pools of residential mortgages | $94,071,000 | 482 |
| Issued or guaranteed by U.S. | $94,071,000 | 479 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,831,000 | 884 |
| CMOs issued by government agencies or sponsored agencies | $11,264,000 | 898 |
| Privately issued | $3,567,000 | 451 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,365,000 | 2,394 |
| Available-for-sale securities (fair market value) | $170,714,000 | 656 |
| Total debt securities | $172,084,000 | 747 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $185,829,000 | 728 |
| U.S. Government securities | $128,579,000 | 769 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $128,579,000 | 743 |
| Securities issued by states & political subdivisions | $36,362,000 | 465 |
| Other domestic debt securities | $18,870,000 | 601 |
| Privately issued residential mortgage-backed securities | $4,185,000 | 490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,616,000 | 95 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,069,000 | 1,618 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,018,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,132,000 | 1,296 |
| Mortgage-backed securities | $121,053,000 | 557 |
| Certificates of participation in pools of residential mortgages | $103,744,000 | 458 |
| Issued or guaranteed by U.S. | $103,744,000 | 454 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $17,309,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $13,124,000 | 854 |
| Privately issued | $4,185,000 | 459 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,465,000 | 2,352 |
| Available-for-sale securities (fair market value) | $182,364,000 | 630 |
| Total debt securities | $183,815,000 | 718 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $188,845,000 | 723 |
| U.S. Government securities | $128,232,000 | 801 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $128,232,000 | 770 |
| Securities issued by states & political subdivisions | $37,687,000 | 452 |
| Other domestic debt securities | $20,948,000 | 538 |
| Privately issued residential mortgage-backed securities | $4,192,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,762,000 | 110 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,994,000 | 757 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,978,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,691,000 | 1,271 |
| Mortgage-backed securities | $124,689,000 | 553 |
| Certificates of participation in pools of residential mortgages | $106,820,000 | 456 |
| Issued or guaranteed by U.S. | $106,820,000 | 451 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,869,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $13,677,000 | 886 |
| Privately issued | $4,192,000 | 362 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,728,000 | 2,326 |
| Available-for-sale securities (fair market value) | $185,117,000 | 625 |
| Total debt securities | $186,869,000 | 712 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $161,316,000 | 836 |
| U.S. Government securities | $108,857,000 | 911 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $108,857,000 | 879 |
| Securities issued by states & political subdivisions | $36,777,000 | 466 |
| Other domestic debt securities | $13,709,000 | 719 |
| Privately issued residential mortgage-backed securities | $1,957,000 | 527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,725,000 | 147 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,027,000 | 813 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,973,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,510,000 | 1,276 |
| Mortgage-backed securities | $104,054,000 | 630 |
| Certificates of participation in pools of residential mortgages | $90,836,000 | 516 |
| Issued or guaranteed by U.S. | $90,836,000 | 511 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $13,218,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $11,261,000 | 981 |
| Privately issued | $1,957,000 | 463 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,728,000 | 2,327 |
| Available-for-sale securities (fair market value) | $157,588,000 | 730 |
| Total debt securities | $159,342,000 | 814 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $164,958,000 | 802 |
| U.S. Government securities | $113,533,000 | 844 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $113,533,000 | 816 |
| Securities issued by states & political subdivisions | $37,250,000 | 449 |
| Other domestic debt securities | $12,101,000 | 819 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,725,000 | 153 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,369,000 | 779 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,074,000 | 1,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,462,000 | 1,289 |
| Mortgage-backed securities | $106,720,000 | 623 |
| Certificates of participation in pools of residential mortgages | $95,204,000 | 474 |
| Issued or guaranteed by U.S. | $95,204,000 | 467 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $11,516,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $11,509,000 | 1,040 |
| Privately issued | $7,000 | 1,106 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,829,000 | 2,325 |
| Available-for-sale securities (fair market value) | $161,129,000 | 703 |
| Total debt securities | $162,884,000 | 785 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $161,019,000 | 807 |
| U.S. Government securities | $109,924,000 | 876 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $109,924,000 | 837 |
| Securities issued by states & political subdivisions | $36,497,000 | 431 |
| Other domestic debt securities | $12,575,000 | 804 |
| Privately issued residential mortgage-backed securities | $791,000 | 756 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,725,000 | 150 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,059,000 | 830 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,023,000 | 1,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,939,000 | 1,207 |
| Mortgage-backed securities | $104,815,000 | 639 |
| Certificates of participation in pools of residential mortgages | $92,548,000 | 483 |
| Issued or guaranteed by U.S. | $92,548,000 | 477 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,267,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $11,476,000 | 1,076 |
| Privately issued | $791,000 | 670 |
| 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) | $4,119,000 | 2,301 |
| Available-for-sale securities (fair market value) | $156,900,000 | 702 |
| Total debt securities | $158,994,000 | 783 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $158,447,000 | 802 |
| U.S. Government securities | $100,670,000 | 914 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $100,670,000 | 872 |
| Securities issued by states & political subdivisions | $37,064,000 | 401 |
| Other domestic debt securities | $18,701,000 | 627 |
| Privately issued residential mortgage-backed securities | $6,356,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,725,000 | 151 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,620,000 | 792 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,012,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,331,000 | 1,126 |
| Mortgage-backed securities | $102,620,000 | 617 |
| Certificates of participation in pools of residential mortgages | $86,132,000 | 473 |
| Issued or guaranteed by U.S. | $86,132,000 | 468 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $16,488,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $10,132,000 | 1,168 |
| Privately issued | $6,356,000 | 314 |
| 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) | $4,643,000 | 2,250 |
| Available-for-sale securities (fair market value) | $153,804,000 | 696 |
| Total debt securities | $156,434,000 | 777 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $119,394,000 | 956 |
| U.S. Government securities | $64,073,000 | 1,271 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $64,073,000 | 1,196 |
| Securities issued by states & political subdivisions | $38,556,000 | 367 |
| Other domestic debt securities | $16,765,000 | 677 |
| Privately issued residential mortgage-backed securities | $6,146,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,000,000 | 149 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,619,000 | 956 |
| 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 | $27,701,000 | 1,322 |
| Mortgage-backed securities | $69,952,000 | 732 |
| Certificates of participation in pools of residential mortgages | $53,939,000 | 587 |
| Issued or guaranteed by U.S. | $53,939,000 | 582 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $16,013,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $9,867,000 | 1,217 |
| Privately issued | $6,146,000 | 335 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,549,000 | 2,169 |
| Available-for-sale securities (fair market value) | $113,845,000 | 853 |
| Total debt securities | $119,394,000 | 925 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $78,505,000 | 1,407 |
| U.S. Government securities | $37,359,000 | 2,139 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $37,359,000 | 1,982 |
| Securities issued by states & political subdivisions | $34,569,000 | 419 |
| Other domestic debt securities | $5,174,000 | 1,191 |
| Privately issued residential mortgage-backed securities | $2,609,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,565,000 | 1,450 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,403,000 | 2,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,220,000 | 1,534 |
| Mortgage-backed securities | $36,739,000 | 989 |
| Certificates of participation in pools of residential mortgages | $32,596,000 | 744 |
| Issued or guaranteed by U.S. | $32,596,000 | 738 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,143,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $1,534,000 | 2,370 |
| Privately issued | $2,609,000 | 449 |
| 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) | $7,000,000 | 2,325 |
| Available-for-sale securities (fair market value) | $71,505,000 | 1,190 |
| Total debt securities | $77,102,000 | 1,370 |
| 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 | $64,900,000 | 1,759 |
| U.S. Government securities | $31,738,000 | 2,614 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $31,738,000 | 2,328 |
| Securities issued by states & political subdivisions | $29,695,000 | 492 |
| Other domestic debt securities | $2,552,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $1,798,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $754,000 | 2,181 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $915,000 | 2,582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,814,000 | 2,364 |
| Mortgage-backed securities | $29,790,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $22,551,000 | 1,048 |
| Issued or guaranteed by U.S. | $22,551,000 | 1,041 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,239,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $5,441,000 | 1,420 |
| Privately issued | $1,798,000 | 551 |
| 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) | $7,796,000 | 2,440 |
| Available-for-sale securities (fair market value) | $57,104,000 | 1,519 |
| Total debt securities | $63,985,000 | 1,715 |
| 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 | $54,790,000 | 2,113 |
| U.S. Government securities | $23,649,000 | 3,462 |
| U.S. Treasury securities | $502,000 | 5,989 |
| U.S. Government agency obligations | $23,147,000 | 2,998 |
| Securities issued by states & political subdivisions | $30,371,000 | 466 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $770,000 | 2,780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,251,000 | 3,204 |
| Mortgage-backed securities | $21,042,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $14,115,000 | 1,560 |
| Issued or guaranteed by U.S. | $14,115,000 | 1,548 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,927,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $6,927,000 | 1,382 |
| 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) | $12,846,000 | 1,961 |
| Available-for-sale securities (fair market value) | $41,944,000 | 2,034 |
| Total debt securities | $54,020,000 | 2,066 |
| 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 | $60,648,000 | 1,902 |
| U.S. Government securities | $33,953,000 | 2,625 |
| U.S. Treasury securities | $505,000 | 7,097 |
| U.S. Government agency obligations | $33,448,000 | 2,074 |
| Securities issued by states & political subdivisions | $25,987,000 | 470 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $708,000 | 2,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,983,000 | 3,726 |
| Mortgage-backed securities | $30,350,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $14,917,000 | 1,491 |
| Issued or guaranteed by U.S. | $14,917,000 | 1,482 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $15,433,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $15,433,000 | 785 |
| 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) | $16,426,000 | 1,957 |
| Available-for-sale securities (fair market value) | $44,222,000 | 1,819 |
| Total debt securities | $59,940,000 | 1,863 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 916 |
| Fair value | $1,483,000 | 959 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $49,421,000 | 2,479 |
| U.S. Government securities | $35,440,000 | 2,723 |
| U.S. Treasury securities | $1,012,000 | 7,119 |
| U.S. Government agency obligations | $34,428,000 | 2,077 |
| Securities issued by states & political subdivisions | $13,396,000 | 1,050 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $585,000 | 3,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,431,000 | 7,337 |
| Mortgage-backed securities | $27,478,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $13,084,000 | 1,803 |
| Issued or guaranteed by U.S. | $13,084,000 | 1,785 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $14,394,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $14,394,000 | 896 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,366,000 | 2,121 |
| Available-for-sale securities (fair market value) | $32,055,000 | 2,589 |
| Total debt securities | $48,836,000 | 2,439 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,943,000 | 1,138 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $45,357,000 | 2,786 |
| U.S. Government securities | $33,376,000 | 3,023 |
| U.S. Treasury securities | $1,019,000 | 8,363 |
| U.S. Government agency obligations | $32,357,000 | 2,150 |
| Securities issued by states & political subdivisions | $11,396,000 | 1,280 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $585,000 | 2,996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,437,000 | 7,544 |
| Mortgage-backed securities | $25,133,000 | 1,640 |
| Certificates of participation in pools of residential mortgages | $7,144,000 | 2,672 |
| Issued or guaranteed by U.S. | $7,144,000 | 2,648 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $17,989,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $17,989,000 | 838 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,013,000 | 2,299 |
| Available-for-sale securities (fair market value) | $28,344,000 | 2,967 |
| Total debt securities | $44,773,000 | 2,742 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,179 |
| Fair value | $2,802,000 | 1,269 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $41,410,000 | 3,171 |
| U.S. Government securities | $29,754,000 | 3,496 |
| U.S. Treasury securities | $1,026,000 | 9,511 |
| U.S. Government agency obligations | $28,728,000 | 2,354 |
| Securities issued by states & political subdivisions | $11,522,000 | 1,271 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $134,000 | 5,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,484,000 | 7,717 |
| Mortgage-backed securities | $23,358,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $6,170,000 | 3,039 |
| Issued or guaranteed by U.S. | $6,170,000 | 3,027 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $17,188,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $17,188,000 | 938 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,799,000 | 3,630 |
| Available-for-sale securities (fair market value) | $22,611,000 | 2,524 |
| Total debt securities | $41,276,000 | 3,110 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $35,160,000 | 3,897 |
| U.S. Government securities | $24,913,000 | 4,260 |
| U.S. Treasury securities | $5,328,000 | 5,455 |
| U.S. Government agency obligations | $19,585,000 | 3,366 |
| Securities issued by states & political subdivisions | $10,113,000 | 1,500 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $134,000 | 5,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,139,000 | 8,290 |
| Mortgage-backed securities | $7,780,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $5,274,000 | 3,653 |
| Issued or guaranteed by U.S. | $5,274,000 | 3,617 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,506,000 | 3,713 |
| CMOs issued by government agencies or sponsored agencies | $2,506,000 | 3,516 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $35,026,000 | 3,823 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $25,366,000 | 5,105 |
| U.S. Government securities | $19,691,000 | 5,115 |
| U.S. Treasury securities | $16,699,000 | 2,226 |
| U.S. Government agency obligations | $2,992,000 | 9,574 |
| Securities issued by states & political subdivisions | $5,541,000 | 2,519 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $134,000 | 4,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $904,000 | 8,924 |
| Mortgage-backed securities | $1,392,000 | 8,385 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,392,000 | 4,585 |
| CMOs issued by government agencies or sponsored agencies | $1,392,000 | 4,220 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $25,232,000 | 5,033 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,645,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |