Home > Virginia Commerce Bank > Securities
Virginia Commerce Bank, Securities
| 2013-12-31 | Rank | |
| Total securities | $461,046,000 | 330 |
| U.S. Government securities | $370,051,000 | 298 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $370,051,000 | 290 |
| Securities issued by states & political subdivisions | $77,826,000 | 405 |
| Other domestic debt securities | $13,169,000 | 571 |
| Privately issued residential mortgage-backed securities | $11,504,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $1,665,000 | 146 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,309,000 | 174 |
| Mortgage-backed securities | $326,221,000 | 263 |
| Certificates of participation in pools of residential mortgages | $81,825,000 | 562 |
| Issued or guaranteed by U.S. | $81,825,000 | 562 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $201,298,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $189,794,000 | 180 |
| Privately issued | $11,504,000 | 143 |
| Commercial mortgage-backed securities | $43,098,000 | 120 |
| Commercial mortgage pass-through securities | $43,098,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $461,046,000 | 285 |
| Total debt securities | $461,045,000 | 324 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $481,177,000 | 319 |
| U.S. Government securities | $386,475,000 | 279 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $386,475,000 | 271 |
| Securities issued by states & political subdivisions | $81,060,000 | 385 |
| Other domestic debt securities | $13,642,000 | 588 |
| Privately issued residential mortgage-backed securities | $12,030,000 | 159 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $1,612,000 | 161 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,159,000 | 173 |
| Mortgage-backed securities | $342,173,000 | 253 |
| Certificates of participation in pools of residential mortgages | $85,968,000 | 534 |
| Issued or guaranteed by U.S. | $85,968,000 | 534 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $212,681,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $200,651,000 | 176 |
| Privately issued | $12,030,000 | 150 |
| Commercial mortgage-backed securities | $43,524,000 | 118 |
| Commercial mortgage pass-through securities | $43,524,000 | 58 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $481,177,000 | 272 |
| Total debt securities | $481,173,000 | 311 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $482,727,000 | 316 |
| U.S. Government securities | $387,270,000 | 281 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $387,270,000 | 274 |
| Securities issued by states & political subdivisions | $82,094,000 | 370 |
| Other domestic debt securities | $13,363,000 | 592 |
| Privately issued residential mortgage-backed securities | $12,584,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $779,000 | 202 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $433,813,000 | 163 |
| Mortgage-backed securities | $342,843,000 | 254 |
| Certificates of participation in pools of residential mortgages | $89,944,000 | 501 |
| Issued or guaranteed by U.S. | $89,944,000 | 499 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $235,151,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $222,567,000 | 164 |
| Privately issued | $12,584,000 | 145 |
| Commercial mortgage-backed securities | $17,748,000 | 189 |
| Commercial mortgage pass-through securities | $17,748,000 | 104 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $482,727,000 | 274 |
| Total debt securities | $482,727,000 | 308 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $495,086,000 | 312 |
| U.S. Government securities | $393,959,000 | 280 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $393,959,000 | 274 |
| Securities issued by states & political subdivisions | $86,701,000 | 332 |
| Other domestic debt securities | $14,426,000 | 562 |
| Privately issued residential mortgage-backed securities | $14,062,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $364,000 | 249 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $426,223,000 | 168 |
| Mortgage-backed securities | $351,913,000 | 255 |
| Certificates of participation in pools of residential mortgages | $86,478,000 | 533 |
| Issued or guaranteed by U.S. | $86,478,000 | 532 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $265,435,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $251,373,000 | 155 |
| Privately issued | $14,062,000 | 150 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $495,086,000 | 275 |
| Total debt securities | $495,086,000 | 305 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $493,424,000 | 311 |
| U.S. Government securities | $392,867,000 | 279 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $392,867,000 | 272 |
| Securities issued by states & political subdivisions | $85,341,000 | 336 |
| Other domestic debt securities | $15,216,000 | 538 |
| Privately issued residential mortgage-backed securities | $14,859,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $357,000 | 253 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $444,857,000 | 165 |
| Mortgage-backed securities | $345,698,000 | 256 |
| Certificates of participation in pools of residential mortgages | $76,591,000 | 592 |
| Issued or guaranteed by U.S. | $76,591,000 | 590 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $269,107,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $254,248,000 | 157 |
| Privately issued | $14,859,000 | 149 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $493,424,000 | 275 |
| Total debt securities | $493,425,000 | 302 |
| Structured notes | ||
| Amortized cost | $19,948,000 | 225 |
| Fair value | $20,051,000 | 224 |
| 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 | $545,143,000 | 286 |
| U.S. Government securities | $444,415,000 | 261 |
| U.S. Treasury securities | $15,000,000 | 196 |
| U.S. Government agency obligations | $429,415,000 | 261 |
| Securities issued by states & political subdivisions | $85,139,000 | 319 |
| Other domestic debt securities | $15,589,000 | 550 |
| Privately issued residential mortgage-backed securities | $15,231,000 | 167 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $358,000 | 250 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $462,114,000 | 156 |
| Mortgage-backed securities | $419,993,000 | 232 |
| Certificates of participation in pools of residential mortgages | $85,483,000 | 552 |
| Issued or guaranteed by U.S. | $85,483,000 | 549 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $334,510,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $319,279,000 | 137 |
| Privately issued | $15,231,000 | 163 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $545,143,000 | 254 |
| Total debt securities | $545,143,000 | 281 |
| Structured notes | ||
| Amortized cost | $19,946,000 | 233 |
| Fair value | $20,074,000 | 230 |
| 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 | $566,688,000 | 276 |
| U.S. Government securities | $468,297,000 | 248 |
| U.S. Treasury securities | $19,999,000 | 169 |
| U.S. Government agency obligations | $448,298,000 | 252 |
| Securities issued by states & political subdivisions | $82,028,000 | 326 |
| Other domestic debt securities | $16,363,000 | 529 |
| Privately issued residential mortgage-backed securities | $15,807,000 | 175 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $556,000 | 224 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $457,515,000 | 163 |
| Mortgage-backed securities | $441,231,000 | 221 |
| Certificates of participation in pools of residential mortgages | $73,107,000 | 646 |
| Issued or guaranteed by U.S. | $73,107,000 | 646 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $368,124,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $352,317,000 | 127 |
| Privately issued | $15,807,000 | 171 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $566,688,000 | 246 |
| Total debt securities | $566,688,000 | 271 |
| Structured notes | ||
| Amortized cost | $19,943,000 | 247 |
| Fair value | $20,092,000 | 242 |
| 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 | $598,178,000 | 265 |
| U.S. Government securities | $494,042,000 | 243 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $494,042,000 | 239 |
| Securities issued by states & political subdivisions | $87,265,000 | 283 |
| Other domestic debt securities | $16,871,000 | 518 |
| Privately issued residential mortgage-backed securities | $16,385,000 | 178 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $486,000 | 231 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $438,947,000 | 170 |
| Mortgage-backed securities | $432,713,000 | 226 |
| Certificates of participation in pools of residential mortgages | $71,590,000 | 665 |
| Issued or guaranteed by U.S. | $71,590,000 | 665 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $361,123,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $344,738,000 | 131 |
| Privately issued | $16,385,000 | 172 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $598,178,000 | 237 |
| Total debt securities | $598,179,000 | 260 |
| Structured notes | ||
| Amortized cost | $66,945,000 | 66 |
| Fair value | $66,685,000 | 64 |
| 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 | $624,956,000 | 251 |
| U.S. Government securities | $527,749,000 | 217 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $527,749,000 | 215 |
| Securities issued by states & political subdivisions | $80,823,000 | 313 |
| Other domestic debt securities | $16,384,000 | 547 |
| Privately issued residential mortgage-backed securities | $15,928,000 | 238 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $456,000 | 217 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,775,000 | 168 |
| Mortgage-backed securities | $461,636,000 | 195 |
| Certificates of participation in pools of residential mortgages | $82,260,000 | 555 |
| Issued or guaranteed by U.S. | $82,260,000 | 555 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $379,376,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $363,448,000 | 116 |
| Privately issued | $15,928,000 | 230 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $31,892,000 | 492 |
| Available-for-sale securities (fair market value) | $593,064,000 | 230 |
| Total debt securities | $624,956,000 | 248 |
| Structured notes | ||
| Amortized cost | $68,210,000 | 60 |
| Fair value | $68,388,000 | 60 |
| 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 | $602,565,000 | 247 |
| U.S. Government securities | $505,132,000 | 221 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $505,132,000 | 218 |
| Securities issued by states & political subdivisions | $80,570,000 | 299 |
| Other domestic debt securities | $16,863,000 | 532 |
| Privately issued residential mortgage-backed securities | $16,408,000 | 238 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $455,000 | 224 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,085,000 | 195 |
| Mortgage-backed securities | $391,217,000 | 227 |
| Certificates of participation in pools of residential mortgages | $74,510,000 | 583 |
| Issued or guaranteed by U.S. | $74,510,000 | 579 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $316,707,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $300,299,000 | 134 |
| Privately issued | $16,408,000 | 230 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $33,095,000 | 466 |
| Available-for-sale securities (fair market value) | $569,470,000 | 236 |
| Total debt securities | $602,566,000 | 244 |
| Structured notes | ||
| Amortized cost | $114,347,000 | 28 |
| Fair value | $114,565,000 | 27 |
| 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 | $511,052,000 | 293 |
| U.S. Government securities | $415,295,000 | 266 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $415,295,000 | 258 |
| Securities issued by states & political subdivisions | $95,307,000 | 220 |
| Other domestic debt securities | $450,000 | 2,351 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $450,000 | 237 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,006,000 | 201 |
| Mortgage-backed securities | $268,427,000 | 311 |
| Certificates of participation in pools of residential mortgages | $77,866,000 | 549 |
| Issued or guaranteed by U.S. | $77,866,000 | 547 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $190,561,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $190,561,000 | 183 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $34,091,000 | 462 |
| Available-for-sale securities (fair market value) | $476,961,000 | 273 |
| Total debt securities | $511,050,000 | 285 |
| Structured notes | ||
| Amortized cost | $125,967,000 | 26 |
| Fair value | $126,088,000 | 25 |
| 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 | $417,072,000 | 350 |
| U.S. Government securities | $322,329,000 | 332 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $322,329,000 | 322 |
| Securities issued by states & political subdivisions | $94,299,000 | 209 |
| Other domestic debt securities | $444,000 | 2,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $444,000 | 228 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,845,000 | 205 |
| Mortgage-backed securities | $149,694,000 | 483 |
| Certificates of participation in pools of residential mortgages | $74,969,000 | 553 |
| Issued or guaranteed by U.S. | $74,969,000 | 550 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $74,725,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $74,725,000 | 351 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $35,176,000 | 447 |
| Available-for-sale securities (fair market value) | $381,896,000 | 334 |
| Total debt securities | $417,071,000 | 341 |
| Structured notes | ||
| Amortized cost | $151,747,000 | 19 |
| Fair value | $150,341,000 | 19 |
| 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 | $411,761,000 | 343 |
| U.S. Government securities | $257,734,000 | 392 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $257,734,000 | 379 |
| Securities issued by states & political subdivisions | $94,609,000 | 202 |
| Other domestic debt securities | $59,418,000 | 238 |
| Privately issued residential mortgage-backed securities | $58,990,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $428,000 | 227 |
| Other domestic debt securities - All other | $0 | 2,087 |
| 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 | $307,130,000 | 201 |
| Mortgage-backed securities | $141,478,000 | 491 |
| Certificates of participation in pools of residential mortgages | $68,450,000 | 574 |
| Issued or guaranteed by U.S. | $9,460,000 | 2,514 |
| Privately issued | $58,990,000 | 16 |
| Collaterized mortgage obligations | $73,028,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $73,028,000 | 346 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $37,259,000 | 419 |
| Available-for-sale securities (fair market value) | $374,502,000 | 336 |
| Total debt securities | $411,761,000 | 335 |
| Structured notes | ||
| Amortized cost | $154,920,000 | 15 |
| Fair value | $153,036,000 | 16 |
| 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 | $380,915,000 | 355 |
| U.S. Government securities | $286,676,000 | 338 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $286,676,000 | 326 |
| Securities issued by states & political subdivisions | $93,040,000 | 201 |
| Other domestic debt securities | $1,199,000 | 2,042 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,199,000 | 174 |
| Other domestic debt securities - All other | $0 | 2,145 |
| 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 | $305,958,000 | 198 |
| Mortgage-backed securities | $146,398,000 | 462 |
| Certificates of participation in pools of residential mortgages | $75,897,000 | 495 |
| Issued or guaranteed by U.S. | $75,897,000 | 488 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $70,501,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $70,501,000 | 353 |
| Privately issued | $0 | 1,417 |
| 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) | $38,854,000 | 407 |
| Available-for-sale securities (fair market value) | $342,061,000 | 352 |
| Total debt securities | $380,915,000 | 349 |
| Structured notes | ||
| Amortized cost | $120,124,000 | 23 |
| Fair value | $120,936,000 | 23 |
| 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 | $379,212,000 | 343 |
| U.S. Government securities | $286,838,000 | 332 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $286,838,000 | 322 |
| Securities issued by states & political subdivisions | $90,893,000 | 186 |
| Other domestic debt securities | $1,481,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,481,000 | 163 |
| 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 | $330,231,000 | 181 |
| Mortgage-backed securities | $158,857,000 | 418 |
| Certificates of participation in pools of residential mortgages | $86,476,000 | 453 |
| Issued or guaranteed by U.S. | $86,476,000 | 448 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $72,381,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $72,381,000 | 337 |
| Privately issued | $0 | 1,445 |
| 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) | $43,200,000 | 390 |
| Available-for-sale securities (fair market value) | $336,012,000 | 338 |
| Total debt securities | $379,214,000 | 339 |
| Structured notes | ||
| Amortized cost | $94,346,000 | 38 |
| Fair value | $95,250,000 | 37 |
| 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 | $334,160,000 | 396 |
| U.S. Government securities | $245,718,000 | 397 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $245,718,000 | 382 |
| Securities issued by states & political subdivisions | $86,670,000 | 194 |
| Other domestic debt securities | $1,772,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,772,000 | 153 |
| 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 | $320,017,000 | 200 |
| Mortgage-backed securities | $164,822,000 | 425 |
| Certificates of participation in pools of residential mortgages | $91,324,000 | 452 |
| Issued or guaranteed by U.S. | $91,324,000 | 447 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $73,498,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $73,498,000 | 324 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $54,368,000 | 321 |
| Available-for-sale securities (fair market value) | $279,792,000 | 415 |
| Total debt securities | $334,159,000 | 391 |
| Structured notes | ||
| Amortized cost | $46,514,000 | 78 |
| Fair value | $46,373,000 | 76 |
| 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 | $348,584,000 | 372 |
| U.S. Government securities | $259,456,000 | 351 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $259,456,000 | 336 |
| Securities issued by states & political subdivisions | $87,097,000 | 193 |
| Other domestic debt securities | $2,031,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,031,000 | 152 |
| 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 | $310,293,000 | 208 |
| Mortgage-backed securities | $158,546,000 | 445 |
| Certificates of participation in pools of residential mortgages | $101,176,000 | 420 |
| Issued or guaranteed by U.S. | $101,176,000 | 417 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $57,370,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $57,370,000 | 365 |
| Privately issued | $0 | 1,512 |
| 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) | $57,063,000 | 304 |
| Available-for-sale securities (fair market value) | $291,521,000 | 388 |
| Total debt securities | $348,583,000 | 366 |
| Structured notes | ||
| Amortized cost | $63,276,000 | 32 |
| Fair value | $62,452,000 | 31 |
| 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 | $369,058,000 | 353 |
| U.S. Government securities | $277,444,000 | 321 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $277,444,000 | 312 |
| Securities issued by states & political subdivisions | $88,530,000 | 194 |
| Other domestic debt securities | $3,084,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $3,084,000 | 136 |
| 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 | $321,119,000 | 201 |
| Mortgage-backed securities | $170,484,000 | 433 |
| Certificates of participation in pools of residential mortgages | $110,321,000 | 403 |
| Issued or guaranteed by U.S. | $110,321,000 | 400 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $60,163,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $60,163,000 | 342 |
| Privately issued | $0 | 1,566 |
| 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) | $59,519,000 | 309 |
| Available-for-sale securities (fair market value) | $309,539,000 | 370 |
| Total debt securities | $369,060,000 | 341 |
| Structured notes | ||
| Amortized cost | $60,280,000 | 27 |
| Fair value | $60,308,000 | 26 |
| 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 | $309,089,000 | 420 |
| U.S. Government securities | $220,154,000 | 403 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $220,154,000 | 390 |
| Securities issued by states & political subdivisions | $87,072,000 | 196 |
| Other domestic debt securities | $1,863,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,863,000 | 188 |
| 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 | $278,286,000 | 230 |
| Mortgage-backed securities | $158,137,000 | 458 |
| Certificates of participation in pools of residential mortgages | $112,532,000 | 414 |
| Issued or guaranteed by U.S. | $112,532,000 | 408 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $45,605,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $45,605,000 | 390 |
| Privately issued | $0 | 1,581 |
| 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) | $62,111,000 | 302 |
| Available-for-sale securities (fair market value) | $246,978,000 | 452 |
| Total debt securities | $309,088,000 | 410 |
| Structured notes | ||
| Amortized cost | $16,781,000 | 85 |
| Fair value | $16,671,000 | 83 |
| 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 | $339,720,000 | 394 |
| U.S. Government securities | $256,728,000 | 369 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $256,728,000 | 362 |
| Securities issued by states & political subdivisions | $81,753,000 | 201 |
| Other domestic debt securities | $1,239,000 | 2,204 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,239,000 | 1,426 |
| 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 | $291,784,000 | 228 |
| Mortgage-backed securities | $174,991,000 | 432 |
| Certificates of participation in pools of residential mortgages | $127,652,000 | 385 |
| Issued or guaranteed by U.S. | $127,652,000 | 379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $47,339,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $47,339,000 | 363 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,662,000 | 283 |
| Available-for-sale securities (fair market value) | $274,058,000 | 406 |
| Total debt securities | $339,720,000 | 384 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 238 |
| Fair value | $4,937,000 | 256 |
| 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 | $325,742,000 | 400 |
| U.S. Government securities | $254,197,000 | 356 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $254,197,000 | 347 |
| Securities issued by states & political subdivisions | $67,597,000 | 248 |
| Other domestic debt securities | $3,948,000 | 1,362 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,948,000 | 765 |
| 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 | $314,801,000 | 215 |
| Mortgage-backed securities | $177,267,000 | 402 |
| Certificates of participation in pools of residential mortgages | $130,609,000 | 366 |
| Issued or guaranteed by U.S. | $130,609,000 | 361 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $46,658,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $46,658,000 | 353 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,906,000 | 320 |
| Available-for-sale securities (fair market value) | $268,836,000 | 398 |
| Total debt securities | $325,743,000 | 388 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 621 |
| Fair value | $2,019,000 | 626 |
| 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 | $317,862,000 | 396 |
| U.S. Government securities | $266,391,000 | 319 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $266,391,000 | 313 |
| Securities issued by states & political subdivisions | $47,097,000 | 370 |
| Other domestic debt securities | $4,374,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,374,000 | 692 |
| 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 | $270,619,000 | 244 |
| Mortgage-backed securities | $153,885,000 | 437 |
| Certificates of participation in pools of residential mortgages | $110,015,000 | 400 |
| Issued or guaranteed by U.S. | $110,015,000 | 396 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $43,870,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $43,870,000 | 349 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,324,000 | 442 |
| Available-for-sale securities (fair market value) | $279,538,000 | 380 |
| Total debt securities | $317,861,000 | 383 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 606 |
| Fair value | $1,973,000 | 644 |
| 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 | $338,446,000 | 379 |
| U.S. Government securities | $283,697,000 | 311 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $283,697,000 | 300 |
| Securities issued by states & political subdivisions | $47,963,000 | 371 |
| Other domestic debt securities | $6,786,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,786,000 | 573 |
| 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 | $301,776,000 | 224 |
| Mortgage-backed securities | $157,249,000 | 430 |
| Certificates of participation in pools of residential mortgages | $112,991,000 | 401 |
| Issued or guaranteed by U.S. | $112,991,000 | 396 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $44,258,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $44,258,000 | 338 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,695,000 | 428 |
| Available-for-sale securities (fair market value) | $298,751,000 | 360 |
| Total debt securities | $338,446,000 | 371 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,961,000 | 694 |
| 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 | $316,048,000 | 415 |
| U.S. Government securities | $265,935,000 | 322 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $265,935,000 | 313 |
| Securities issued by states & political subdivisions | $42,321,000 | 457 |
| Other domestic debt securities | $7,792,000 | 967 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,792,000 | 519 |
| 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 | $288,459,000 | 229 |
| Mortgage-backed securities | $138,480,000 | 458 |
| Certificates of participation in pools of residential mortgages | $107,162,000 | 397 |
| Issued or guaranteed by U.S. | $107,162,000 | 391 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $31,318,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $31,318,000 | 433 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,448,000 | 389 |
| Available-for-sale securities (fair market value) | $274,600,000 | 398 |
| Total debt securities | $316,048,000 | 399 |
| 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 | $320,109,000 | 395 |
| U.S. Government securities | $276,691,000 | 319 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $276,691,000 | 311 |
| Securities issued by states & political subdivisions | $34,875,000 | 555 |
| Other domestic debt securities | $8,543,000 | 878 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,543,000 | 492 |
| 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 | $299,787,000 | 222 |
| Mortgage-backed securities | $115,158,000 | 493 |
| Certificates of participation in pools of residential mortgages | $83,123,000 | 443 |
| Issued or guaranteed by U.S. | $83,123,000 | 438 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $32,035,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $32,035,000 | 410 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,599,000 | 379 |
| Available-for-sale securities (fair market value) | $274,510,000 | 393 |
| Total debt securities | $320,109,000 | 383 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,023 |
| Fair value | $2,001,000 | 1,054 |
| 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 | $321,710,000 | 398 |
| U.S. Government securities | $277,055,000 | 327 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $277,055,000 | 318 |
| Securities issued by states & political subdivisions | $34,434,000 | 553 |
| Other domestic debt securities | $10,221,000 | 736 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,221,000 | 408 |
| 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 | $202,930,000 | 298 |
| Mortgage-backed securities | $108,023,000 | 505 |
| Certificates of participation in pools of residential mortgages | $75,710,000 | 454 |
| Issued or guaranteed by U.S. | $75,710,000 | 448 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $32,313,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $32,313,000 | 400 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,665,000 | 394 |
| Available-for-sale securities (fair market value) | $275,045,000 | 386 |
| Total debt securities | $321,713,000 | 385 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,276 |
| Fair value | $1,995,000 | 1,257 |
| 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 | $260,166,000 | 479 |
| U.S. Government securities | $223,679,000 | 408 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $223,679,000 | 399 |
| Securities issued by states & political subdivisions | $26,962,000 | 738 |
| Other domestic debt securities | $9,525,000 | 736 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,525,000 | 409 |
| 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 | $211,394,000 | 292 |
| Mortgage-backed securities | $55,642,000 | 836 |
| Certificates of participation in pools of residential mortgages | $44,035,000 | 723 |
| Issued or guaranteed by U.S. | $44,035,000 | 715 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,607,000 | 970 |
| CMOs issued by government agencies or sponsored agencies | $11,607,000 | 769 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,887,000 | 416 |
| Available-for-sale securities (fair market value) | $215,279,000 | 485 |
| Total debt securities | $260,165,000 | 473 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 878 |
| Fair value | $3,500,000 | 872 |
| 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 | $253,776,000 | 494 |
| U.S. Government securities | $227,382,000 | 411 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $227,382,000 | 400 |
| Securities issued by states & political subdivisions | $20,354,000 | 1,009 |
| Other domestic debt securities | $6,040,000 | 946 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,040,000 | 568 |
| 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 | $220,466,000 | 278 |
| Mortgage-backed securities | $52,465,000 | 878 |
| Certificates of participation in pools of residential mortgages | $46,515,000 | 692 |
| Issued or guaranteed by U.S. | $46,515,000 | 683 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,950,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $5,950,000 | 1,164 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,680,000 | 436 |
| Available-for-sale securities (fair market value) | $209,096,000 | 502 |
| Total debt securities | $253,776,000 | 483 |
| 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 | $229,672,000 | 542 |
| U.S. Government securities | $209,594,000 | 444 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $209,594,000 | 433 |
| Securities issued by states & political subdivisions | $14,023,000 | 1,495 |
| Other domestic debt securities | $6,055,000 | 936 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,055,000 | 573 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,359,000 | 308 |
| Mortgage-backed securities | $41,208,000 | 1,075 |
| Certificates of participation in pools of residential mortgages | $38,303,000 | 814 |
| Issued or guaranteed by U.S. | $38,303,000 | 803 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,905,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $2,905,000 | 1,633 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,884,000 | 434 |
| Available-for-sale securities (fair market value) | $183,788,000 | 560 |
| Total debt securities | $229,673,000 | 526 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,406 |
| Fair value | $1,992,000 | 1,433 |
| 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 | $201,066,000 | 641 |
| U.S. Government securities | $184,254,000 | 510 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $184,254,000 | 494 |
| Securities issued by states & political subdivisions | $10,757,000 | 1,869 |
| Other domestic debt securities | $6,055,000 | 943 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,055,000 | 588 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,981,000 | 332 |
| Mortgage-backed securities | $35,792,000 | 1,195 |
| Certificates of participation in pools of residential mortgages | $35,792,000 | 868 |
| Issued or guaranteed by U.S. | $35,792,000 | 857 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,004,000 | 460 |
| Available-for-sale securities (fair market value) | $155,062,000 | 671 |
| Total debt securities | $201,068,000 | 621 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,976,000 | 1,564 |
| 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 | $200,261,000 | 642 |
| U.S. Government securities | $183,898,000 | 523 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $183,898,000 | 504 |
| Securities issued by states & political subdivisions | $10,316,000 | 1,898 |
| Other domestic debt securities | $6,047,000 | 937 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,047,000 | 603 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,986,000 | 355 |
| Mortgage-backed securities | $37,321,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $37,321,000 | 855 |
| Issued or guaranteed by U.S. | $37,321,000 | 846 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,959,000 | 458 |
| Available-for-sale securities (fair market value) | $153,302,000 | 683 |
| Total debt securities | $200,262,000 | 621 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,934,000 | 1,657 |
| 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 | $164,999,000 | 771 |
| U.S. Government securities | $148,622,000 | 639 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $148,622,000 | 622 |
| Securities issued by states & political subdivisions | $10,329,000 | 1,895 |
| Other domestic debt securities | $6,048,000 | 953 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,048,000 | 613 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,730,000 | 367 |
| Mortgage-backed securities | $36,063,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $36,063,000 | 885 |
| Issued or guaranteed by U.S. | $36,063,000 | 875 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,648,000 | 491 |
| Available-for-sale securities (fair market value) | $121,351,000 | 864 |
| Total debt securities | $165,000,000 | 759 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,946,000 | 1,664 |
| 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 | $169,279,000 | 758 |
| U.S. Government securities | $152,422,000 | 633 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $152,422,000 | 612 |
| Securities issued by states & political subdivisions | $10,315,000 | 1,885 |
| Other domestic debt securities | $6,542,000 | 934 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,542,000 | 610 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,430,000 | 408 |
| Mortgage-backed securities | $37,830,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $37,830,000 | 859 |
| Issued or guaranteed by U.S. | $37,830,000 | 854 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,260,000 | 495 |
| Available-for-sale securities (fair market value) | $124,019,000 | 847 |
| Total debt securities | $169,280,000 | 738 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,946,000 | 1,668 |
| 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 | $165,357,000 | 768 |
| U.S. Government securities | $149,007,000 | 636 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $149,007,000 | 613 |
| Securities issued by states & political subdivisions | $9,809,000 | 1,958 |
| Other domestic debt securities | $6,541,000 | 944 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,541,000 | 618 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,283,000 | 455 |
| Mortgage-backed securities | $38,444,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $38,444,000 | 865 |
| Issued or guaranteed by U.S. | $38,444,000 | 860 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,489,000 | 510 |
| Available-for-sale securities (fair market value) | $120,868,000 | 855 |
| Total debt securities | $165,357,000 | 747 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 843 |
| Fair value | $4,956,000 | 857 |
| 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 | $151,612,000 | 819 |
| U.S. Government securities | $135,283,000 | 681 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $135,283,000 | 654 |
| Securities issued by states & political subdivisions | $9,798,000 | 1,961 |
| Other domestic debt securities | $6,531,000 | 957 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,531,000 | 635 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,148,000 | 567 |
| Mortgage-backed securities | $40,915,000 | 1,148 |
| Certificates of participation in pools of residential mortgages | $40,915,000 | 836 |
| Issued or guaranteed by U.S. | $40,915,000 | 829 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,896,000 | 503 |
| Available-for-sale securities (fair market value) | $105,716,000 | 1,016 |
| Total debt securities | $151,611,000 | 803 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 846 |
| Fair value | $4,957,000 | 853 |
| 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 | $157,172,000 | 811 |
| U.S. Government securities | $140,875,000 | 676 |
| U.S. Treasury securities | $9,953,000 | 382 |
| U.S. Government agency obligations | $130,922,000 | 694 |
| Securities issued by states & political subdivisions | $9,767,000 | 1,951 |
| Other domestic debt securities | $6,530,000 | 989 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,530,000 | 681 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,415,000 | 546 |
| Mortgage-backed securities | $32,289,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $32,289,000 | 1,047 |
| Issued or guaranteed by U.S. | $32,289,000 | 1,038 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,703,000 | 542 |
| Available-for-sale securities (fair market value) | $115,469,000 | 929 |
| Total debt securities | $157,173,000 | 792 |
| Structured notes | ||
| Amortized cost | $6,779,000 | 641 |
| Fair value | $6,704,000 | 637 |
| 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 | $159,974,000 | 813 |
| U.S. Government securities | $143,690,000 | 683 |
| U.S. Treasury securities | $9,930,000 | 406 |
| U.S. Government agency obligations | $133,760,000 | 695 |
| Securities issued by states & political subdivisions | $9,771,000 | 1,984 |
| Other domestic debt securities | $6,513,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,513,000 | 712 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,244,000 | 647 |
| Mortgage-backed securities | $34,056,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $34,046,000 | 1,019 |
| Issued or guaranteed by U.S. | $34,046,000 | 1,012 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,000 | 3,736 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,397 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,593,000 | 528 |
| Available-for-sale securities (fair market value) | $117,381,000 | 931 |
| Total debt securities | $159,974,000 | 789 |
| Structured notes | ||
| Amortized cost | $6,779,000 | 616 |
| Fair value | $6,746,000 | 615 |
| 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 | $169,593,000 | 768 |
| U.S. Government securities | $153,310,000 | 652 |
| U.S. Treasury securities | $9,933,000 | 389 |
| U.S. Government agency obligations | $143,377,000 | 657 |
| Securities issued by states & political subdivisions | $9,773,000 | 1,979 |
| Other domestic debt securities | $6,510,000 | 1,020 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,510,000 | 733 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,972,000 | 736 |
| Mortgage-backed securities | $36,064,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $36,031,000 | 976 |
| Issued or guaranteed by U.S. | $36,031,000 | 970 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $33,000 | 3,660 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,330 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,814,000 | 514 |
| Available-for-sale securities (fair market value) | $125,779,000 | 865 |
| Total debt securities | $169,593,000 | 747 |
| Structured notes | ||
| Amortized cost | $8,779,000 | 497 |
| Fair value | $8,768,000 | 496 |
| 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 | $168,527,000 | 781 |
| U.S. Government securities | $152,832,000 | 670 |
| U.S. Treasury securities | $9,900,000 | 404 |
| U.S. Government agency obligations | $142,932,000 | 675 |
| Securities issued by states & political subdivisions | $9,187,000 | 2,069 |
| Other domestic debt securities | $6,508,000 | 1,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,508,000 | 753 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,825,000 | 796 |
| Mortgage-backed securities | $32,975,000 | 1,400 |
| Certificates of participation in pools of residential mortgages | $32,908,000 | 1,052 |
| Issued or guaranteed by U.S. | $32,908,000 | 1,045 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $67,000 | 3,633 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,323 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,464,000 | 519 |
| Available-for-sale securities (fair market value) | $124,063,000 | 879 |
| Total debt securities | $168,525,000 | 765 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 606 |
| Fair value | $6,921,000 | 601 |
| 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 | $134,819,000 | 955 |
| U.S. Government securities | $119,420,000 | 822 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $119,420,000 | 786 |
| Securities issued by states & political subdivisions | $8,892,000 | 2,168 |
| Other domestic debt securities | $6,507,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,507,000 | 814 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,854,000 | 926 |
| Mortgage-backed securities | $36,014,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $35,905,000 | 1,011 |
| Issued or guaranteed by U.S. | $35,905,000 | 1,003 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $109,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,302 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,608,000 | 479 |
| Available-for-sale securities (fair market value) | $89,211,000 | 1,251 |
| Total debt securities | $134,816,000 | 932 |
| Structured notes | ||
| Amortized cost | $3,700,000 | 924 |
| Fair value | $3,704,000 | 925 |
| 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 | $147,076,000 | 914 |
| U.S. Government securities | $131,763,000 | 784 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $131,763,000 | 753 |
| Securities issued by states & political subdivisions | $8,830,000 | 2,173 |
| Other domestic debt securities | $6,483,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,483,000 | 875 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,427,000 | 807 |
| Mortgage-backed securities | $37,711,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $37,559,000 | 1,004 |
| Issued or guaranteed by U.S. | $37,559,000 | 996 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $152,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 3,431 |
| Privately issued | $0 | 1,065 |
| 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) | $46,513,000 | 469 |
| Available-for-sale securities (fair market value) | $100,563,000 | 1,154 |
| Total debt securities | $147,076,000 | 889 |
| Structured notes | ||
| Amortized cost | $3,700,000 | 818 |
| Fair value | $3,722,000 | 808 |
| 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 | $163,954,000 | 817 |
| U.S. Government securities | $148,662,000 | 689 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $148,662,000 | 661 |
| Securities issued by states & political subdivisions | $8,806,000 | 2,179 |
| Other domestic debt securities | $6,486,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,486,000 | 932 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,904,000 | 928 |
| Mortgage-backed securities | $40,495,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $39,722,000 | 944 |
| Issued or guaranteed by U.S. | $39,722,000 | 938 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $773,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 2,837 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,576,000 | 461 |
| Available-for-sale securities (fair market value) | $116,378,000 | 978 |
| Total debt securities | $163,952,000 | 786 |
| Structured notes | ||
| Amortized cost | $3,700,000 | 680 |
| Fair value | $3,754,000 | 671 |
| 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 | $107,740,000 | 1,222 |
| U.S. Government securities | $92,886,000 | 1,014 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $92,886,000 | 973 |
| Securities issued by states & political subdivisions | $8,374,000 | 2,217 |
| Other domestic debt securities | $6,480,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,480,000 | 943 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,539,000 | 947 |
| Mortgage-backed securities | $14,165,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $12,873,000 | 2,050 |
| Issued or guaranteed by U.S. | $12,873,000 | 2,040 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,292,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,679 |
| Privately issued | $0 | 1,203 |
| 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) | $13,471,000 | 1,212 |
| Available-for-sale securities (fair market value) | $94,269,000 | 1,176 |
| Total debt securities | $107,738,000 | 1,174 |
| Structured notes | ||
| Amortized cost | $4,700,000 | 428 |
| Fair value | $4,781,000 | 428 |
| 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 | $95,392,000 | 1,334 |
| U.S. Government securities | $83,150,000 | 1,118 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $83,150,000 | 1,074 |
| Securities issued by states & political subdivisions | $7,778,000 | 2,257 |
| Other domestic debt securities | $4,464,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,464,000 | 1,228 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,419,000 | 1,036 |
| Mortgage-backed securities | $18,043,000 | 2,154 |
| Certificates of participation in pools of residential mortgages | $16,744,000 | 1,697 |
| Issued or guaranteed by U.S. | $16,744,000 | 1,691 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,299,000 | 2,928 |
| CMOs issued by government agencies or sponsored agencies | $1,299,000 | 2,790 |
| Privately issued | $0 | 1,231 |
| 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) | $19,375,000 | 945 |
| Available-for-sale securities (fair market value) | $76,017,000 | 1,375 |
| Total debt securities | $95,390,000 | 1,282 |
| Structured notes | ||
| Amortized cost | $4,700,000 | 302 |
| Fair value | $4,798,000 | 297 |
| 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 | $69,440,000 | 1,761 |
| U.S. Government securities | $61,195,000 | 1,450 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $61,195,000 | 1,383 |
| Securities issued by states & political subdivisions | $7,763,000 | 2,231 |
| Other domestic debt securities | $482,000 | 3,394 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $482,000 | 3,008 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,933,000 | 1,008 |
| Mortgage-backed securities | $21,582,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $20,258,000 | 1,450 |
| Issued or guaranteed by U.S. | $20,258,000 | 1,446 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,324,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $1,324,000 | 2,799 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,550,000 | 1,116 |
| Available-for-sale securities (fair market value) | $53,890,000 | 1,844 |
| Total debt securities | $69,438,000 | 1,696 |
| Structured notes | ||
| Amortized cost | $4,700,000 | 223 |
| Fair value | $4,812,000 | 223 |
| 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 | $51,834,000 | 2,128 |
| U.S. Government securities | $46,635,000 | 1,728 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $46,635,000 | 1,628 |
| Securities issued by states & political subdivisions | $4,220,000 | 3,167 |
| Other domestic debt securities | $979,000 | 2,974 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $979,000 | 2,566 |
| 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 | $42,027,000 | 911 |
| Mortgage-backed securities | $26,581,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $23,743,000 | 1,133 |
| Issued or guaranteed by U.S. | $23,743,000 | 1,126 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,838,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $2,838,000 | 2,266 |
| Privately issued | $0 | 1,359 |
| 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) | $10,940,000 | 1,464 |
| Available-for-sale securities (fair market value) | $40,894,000 | 2,171 |
| Total debt securities | $51,834,000 | 2,061 |
| 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 | $45,255,000 | 2,401 |
| U.S. Government securities | $43,398,000 | 1,842 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $43,398,000 | 1,710 |
| Securities issued by states & political subdivisions | $270,000 | 6,535 |
| Other domestic debt securities | $473,000 | 3,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $473,000 | 2,677 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,114,000 | 2,354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,985,000 | 1,060 |
| Mortgage-backed securities | $13,404,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $13,132,000 | 1,452 |
| Issued or guaranteed by U.S. | $13,132,000 | 1,436 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $272,000 | 3,637 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 3,462 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,465,000 | 1,474 |
| Available-for-sale securities (fair market value) | $30,790,000 | 2,703 |
| Total debt securities | $44,141,000 | 2,356 |
| 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 | $46,325,000 | 2,448 |
| U.S. Government securities | $45,212,000 | 1,856 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $45,212,000 | 1,674 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,113,000 | 2,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,259,000 | 1,516 |
| Mortgage-backed securities | $15,225,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $15,225,000 | 1,397 |
| Issued or guaranteed by U.S. | $15,225,000 | 1,383 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,772,000 | 1,399 |
| Available-for-sale securities (fair market value) | $28,553,000 | 2,941 |
| Total debt securities | $45,212,000 | 2,410 |
| 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 | $54,805,000 | 2,112 |
| U.S. Government securities | $53,863,000 | 1,618 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $53,863,000 | 1,378 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $942,000 | 2,428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,537,000 | 1,489 |
| Mortgage-backed securities | $19,195,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $19,195,000 | 1,270 |
| Issued or guaranteed by U.S. | $19,195,000 | 1,260 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $25,302,000 | 1,125 |
| Available-for-sale securities (fair market value) | $29,503,000 | 2,840 |
| Total debt securities | $53,863,000 | 2,074 |
| 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 | $46,960,000 | 2,437 |
| U.S. Government securities | $46,115,000 | 1,974 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $46,115,000 | 1,553 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $845,000 | 2,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,997,000 | 2,347 |
| Mortgage-backed securities | $3,780,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $3,780,000 | 3,358 |
| Issued or guaranteed by U.S. | $3,780,000 | 3,344 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $33,610,000 | 1,034 |
| Available-for-sale securities (fair market value) | $13,350,000 | 4,841 |
| Total debt securities | $46,115,000 | 2,404 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $36,251,000 | 3,340 |
| U.S. Government securities | $35,527,000 | 2,715 |
| U.S. Treasury securities | $4,503,000 | 4,066 |
| U.S. Government agency obligations | $31,024,000 | 2,308 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $724,000 | 2,850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,903,000 | 3,507 |
| Mortgage-backed securities | $332,000 | 7,853 |
| Certificates of participation in pools of residential mortgages | $332,000 | 7,075 |
| Issued or guaranteed by U.S. | $332,000 | 7,056 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $25,037,000 | 1,568 |
| Available-for-sale securities (fair market value) | $11,214,000 | 5,624 |
| Total debt securities | $35,527,000 | 3,309 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $24,755,000 | 4,745 |
| U.S. Government securities | $24,065,000 | 3,998 |
| U.S. Treasury securities | $4,521,000 | 4,899 |
| U.S. Government agency obligations | $19,544,000 | 3,379 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $690,000 | 2,717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,609,000 | 2,817 |
| Mortgage-backed securities | $357,000 | 8,275 |
| Certificates of participation in pools of residential mortgages | $357,000 | 7,365 |
| Issued or guaranteed by U.S. | $357,000 | 7,334 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $24,755,000 | 3,338 |
| Total debt securities | $24,065,000 | 4,744 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $18,138,000 | 6,308 |
| U.S. Government securities | $17,476,000 | 5,461 |
| U.S. Treasury securities | $9,035,000 | 3,699 |
| U.S. Government agency obligations | $8,441,000 | 5,992 |
| Securities issued by states & political subdivisions | $130,000 | 8,926 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $532,000 | 2,955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,114,000 | 3,806 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $14,652,000 | 4,382 |
| Available-for-sale securities (fair market value) | $3,486,000 | 7,793 |
| Total debt securities | $17,606,000 | 6,326 |
| 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 | $16,543,000 | 6,956 |
| U.S. Government securities | $15,762,000 | 6,066 |
| U.S. Treasury securities | $5,058,000 | 5,647 |
| U.S. Government agency obligations | $10,704,000 | 5,335 |
| Securities issued by states & political subdivisions | $286,000 | 8,523 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $495,000 | 3,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,581,000 | 4,316 |
| Mortgage-backed securities | $485,000 | 9,287 |
| Certificates of participation in pools of residential mortgages | $485,000 | 8,132 |
| Issued or guaranteed by U.S. | $485,000 | 8,080 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $16,048,000 | 6,953 |
| 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 | $15,390,000 | 7,236 |
| U.S. Government securities | $14,650,000 | 6,359 |
| U.S. Treasury securities | $7,585,000 | 4,364 |
| U.S. Government agency obligations | $7,065,000 | 6,782 |
| Securities issued by states & political subdivisions | $502,000 | 7,707 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $238,000 | 3,691 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,060,000 | 3,941 |
| Mortgage-backed securities | $500,000 | 9,783 |
| Certificates of participation in pools of residential mortgages | $500,000 | 8,579 |
| Issued or guaranteed by U.S. | $500,000 | 8,514 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $15,152,000 | 7,185 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |