Home > First Southern Bank > Securities
First Southern Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $214,509,000 | 714 |
| U.S. Government securities | $165,893,000 | 642 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $165,893,000 | 619 |
| Securities issued by states & political subdivisions | $23,751,000 | 1,587 |
| Other domestic debt securities | $24,865,000 | 367 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $24,865,000 | 47 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,538,000 | 839 |
| Mortgage-backed securities | $171,009,000 | 444 |
| Certificates of participation in pools of residential mortgages | $106,990,000 | 415 |
| Issued or guaranteed by U.S. | $106,990,000 | 415 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $39,154,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $39,154,000 | 536 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $24,865,000 | 175 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $24,865,000 | 110 |
| Held to maturity securities (book value) | $5,850,000 | 1,374 |
| Available-for-sale securities (fair market value) | $208,659,000 | 641 |
| Total debt securities | $214,509,000 | 702 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $993,000 | 1,631 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $229,535,000 | 667 |
| U.S. Government securities | $171,558,000 | 623 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $171,558,000 | 599 |
| Securities issued by states & political subdivisions | $24,542,000 | 1,543 |
| Other domestic debt securities | $33,435,000 | 317 |
| Privately issued residential mortgage-backed securities | $33,435,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| 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 | $75,730,000 | 808 |
| Mortgage-backed securities | $184,491,000 | 420 |
| Certificates of participation in pools of residential mortgages | $109,897,000 | 395 |
| Issued or guaranteed by U.S. | $109,897,000 | 395 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $74,594,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $41,159,000 | 517 |
| Privately issued | $33,435,000 | 71 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $5,907,000 | 1,351 |
| Available-for-sale securities (fair market value) | $223,628,000 | 595 |
| Total debt securities | $229,535,000 | 657 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $990,000 | 1,619 |
| 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 | $262,985,000 | 592 |
| U.S. Government securities | $208,193,000 | 523 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $208,193,000 | 505 |
| Securities issued by states & political subdivisions | $25,176,000 | 1,509 |
| Other domestic debt securities | $29,616,000 | 346 |
| Privately issued residential mortgage-backed securities | $29,616,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| 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 | $100,664,000 | 624 |
| Mortgage-backed securities | $216,252,000 | 380 |
| Certificates of participation in pools of residential mortgages | $115,707,000 | 380 |
| Issued or guaranteed by U.S. | $115,707,000 | 379 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $100,545,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $70,929,000 | 339 |
| Privately issued | $29,616,000 | 76 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $5,942,000 | 1,317 |
| Available-for-sale securities (fair market value) | $257,043,000 | 527 |
| Total debt securities | $262,985,000 | 581 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $982,000 | 1,650 |
| 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 | $263,482,000 | 591 |
| U.S. Government securities | $222,805,000 | 498 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $222,805,000 | 482 |
| Securities issued by states & political subdivisions | $25,191,000 | 1,494 |
| Other domestic debt securities | $15,486,000 | 530 |
| Privately issued residential mortgage-backed securities | $15,486,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| 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 | $110,851,000 | 565 |
| Mortgage-backed securities | $216,669,000 | 374 |
| Certificates of participation in pools of residential mortgages | $122,535,000 | 362 |
| Issued or guaranteed by U.S. | $122,535,000 | 361 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $94,134,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $78,648,000 | 317 |
| Privately issued | $15,486,000 | 126 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $5,977,000 | 1,249 |
| Available-for-sale securities (fair market value) | $257,505,000 | 529 |
| Total debt securities | $263,482,000 | 582 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $981,000 | 1,632 |
| 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 | $225,855,000 | 690 |
| U.S. Government securities | $223,522,000 | 499 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $223,522,000 | 484 |
| Securities issued by states & political subdivisions | $2,333,000 | 4,436 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| 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 | $125,728,000 | 526 |
| Mortgage-backed securities | $213,556,000 | 385 |
| Certificates of participation in pools of residential mortgages | $123,054,000 | 369 |
| Issued or guaranteed by U.S. | $123,054,000 | 368 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $90,502,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $90,502,000 | 305 |
| Privately issued | $0 | 1,005 |
| 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) | $6,012,000 | 1,206 |
| Available-for-sale securities (fair market value) | $219,843,000 | 639 |
| Total debt securities | $225,855,000 | 678 |
| 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 | $247,383,000 | 620 |
| U.S. Government securities | $245,063,000 | 457 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $245,063,000 | 441 |
| Securities issued by states & political subdivisions | $2,320,000 | 4,442 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| 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 | $142,315,000 | 459 |
| Mortgage-backed securities | $235,017,000 | 357 |
| Certificates of participation in pools of residential mortgages | $131,419,000 | 344 |
| Issued or guaranteed by U.S. | $131,419,000 | 342 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $103,598,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $103,598,000 | 280 |
| Privately issued | $0 | 1,025 |
| 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) | $6,045,000 | 1,200 |
| Available-for-sale securities (fair market value) | $241,338,000 | 566 |
| Total debt securities | $247,383,000 | 610 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $233,722,000 | 667 |
| U.S. Government securities | $233,722,000 | 486 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $233,722,000 | 469 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| 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 | $191,843,000 | 345 |
| Mortgage-backed securities | $233,722,000 | 372 |
| Certificates of participation in pools of residential mortgages | $100,581,000 | 473 |
| Issued or guaranteed by U.S. | $100,581,000 | 472 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $133,141,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $133,141,000 | 254 |
| Privately issued | $0 | 1,068 |
| 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) | $6,082,000 | 1,225 |
| Available-for-sale securities (fair market value) | $227,640,000 | 614 |
| Total debt securities | $233,722,000 | 653 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $219,637,000 | 699 |
| U.S. Government securities | $219,637,000 | 504 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $219,637,000 | 488 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| 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 | $212,485,000 | 316 |
| Mortgage-backed securities | $219,637,000 | 390 |
| Certificates of participation in pools of residential mortgages | $87,822,000 | 555 |
| Issued or guaranteed by U.S. | $87,822,000 | 554 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $131,815,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $131,815,000 | 258 |
| Privately issued | $0 | 1,117 |
| 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) | $2,309,000 | 1,648 |
| Available-for-sale securities (fair market value) | $217,328,000 | 635 |
| Total debt securities | $219,637,000 | 691 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $236,505,000 | 670 |
| U.S. Government securities | $236,505,000 | 483 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $236,505,000 | 465 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| 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 | $227,045,000 | 309 |
| Mortgage-backed securities | $236,505,000 | 374 |
| Certificates of participation in pools of residential mortgages | $95,681,000 | 509 |
| Issued or guaranteed by U.S. | $95,681,000 | 508 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $140,824,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $140,824,000 | 260 |
| Privately issued | $0 | 1,155 |
| 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) | $2,321,000 | 1,667 |
| Available-for-sale securities (fair market value) | $234,184,000 | 609 |
| Total debt securities | $236,505,000 | 658 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| 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 | $142,797,000 | 1,051 |
| U.S. Government securities | $142,797,000 | 750 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $142,797,000 | 727 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| 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 | $91,605,000 | 631 |
| Mortgage-backed securities | $142,797,000 | 552 |
| Certificates of participation in pools of residential mortgages | $40,851,000 | 1,033 |
| Issued or guaranteed by U.S. | $40,851,000 | 1,033 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $101,946,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $101,946,000 | 302 |
| Privately issued | $0 | 1,216 |
| 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) | $2,332,000 | 1,714 |
| Available-for-sale securities (fair market value) | $140,465,000 | 945 |
| Total debt securities | $142,797,000 | 1,036 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $175,494,000 | 837 |
| U.S. Government securities | $175,494,000 | 596 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $175,494,000 | 572 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| 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 | $146,289,000 | 422 |
| Mortgage-backed securities | $175,494,000 | 451 |
| Certificates of participation in pools of residential mortgages | $64,259,000 | 676 |
| Issued or guaranteed by U.S. | $64,259,000 | 672 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $111,235,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $111,235,000 | 280 |
| Privately issued | $0 | 1,235 |
| 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) | $1,184,000 | 2,047 |
| Available-for-sale securities (fair market value) | $174,310,000 | 743 |
| Total debt securities | $175,494,000 | 827 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $183,096,000 | 800 |
| U.S. Government securities | $183,096,000 | 577 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $183,096,000 | 557 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 330 |
| 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 | $68,787,000 | 791 |
| Mortgage-backed securities | $183,096,000 | 418 |
| Certificates of participation in pools of residential mortgages | $67,429,000 | 622 |
| Issued or guaranteed by U.S. | $67,429,000 | 620 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $115,667,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $115,667,000 | 265 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $183,096,000 | 706 |
| Total debt securities | $183,096,000 | 789 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $144,492,000 | 986 |
| U.S. Government securities | $144,492,000 | 740 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $144,492,000 | 708 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 337 |
| 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 | $91,988,000 | 622 |
| Mortgage-backed securities | $144,312,000 | 499 |
| Certificates of participation in pools of residential mortgages | $66,054,000 | 608 |
| Issued or guaranteed by U.S. | $66,054,000 | 605 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $78,258,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $78,258,000 | 336 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $144,492,000 | 868 |
| Total debt securities | $144,492,000 | 974 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $126,349,000 | 1,094 |
| U.S. Government securities | $126,349,000 | 796 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $126,349,000 | 761 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| 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 | $51,280,000 | 1,005 |
| Mortgage-backed securities | $126,349,000 | 549 |
| Certificates of participation in pools of residential mortgages | $46,149,000 | 807 |
| Issued or guaranteed by U.S. | $46,149,000 | 803 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $80,200,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $80,200,000 | 320 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $126,349,000 | 969 |
| Total debt securities | $126,349,000 | 1,083 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $90,485,000 | 1,451 |
| U.S. Government securities | $90,485,000 | 1,017 |
| U.S. Treasury securities | $4,457,000 | 491 |
| U.S. Government agency obligations | $86,028,000 | 1,014 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 351 |
| 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 | $34,668,000 | 1,412 |
| Mortgage-backed securities | $86,028,000 | 735 |
| Certificates of participation in pools of residential mortgages | $38,081,000 | 916 |
| Issued or guaranteed by U.S. | $38,081,000 | 907 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $47,947,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $47,947,000 | 470 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $90,485,000 | 1,290 |
| Total debt securities | $90,485,000 | 1,433 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $94,279,000 | 1,402 |
| U.S. Government securities | $94,279,000 | 997 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $94,279,000 | 955 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 352 |
| 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 | $37,102,000 | 1,362 |
| Mortgage-backed securities | $94,279,000 | 674 |
| Certificates of participation in pools of residential mortgages | $43,019,000 | 828 |
| Issued or guaranteed by U.S. | $43,019,000 | 822 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $51,260,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $51,260,000 | 427 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $94,279,000 | 1,240 |
| Total debt securities | $94,279,000 | 1,380 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $45,703,000 | 2,582 |
| U.S. Government securities | $45,653,000 | 1,938 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $45,653,000 | 1,878 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $50,000 | 153 |
| 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 | $39,118,000 | 1,360 |
| Mortgage-backed securities | $45,653,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $45,007,000 | 849 |
| Issued or guaranteed by U.S. | $45,007,000 | 840 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $646,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $646,000 | 2,753 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $45,703,000 | 2,296 |
| Total debt securities | $45,703,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $49,290,000 | 2,400 |
| U.S. Government securities | $49,240,000 | 1,772 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $49,240,000 | 1,719 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $50,000 | 152 |
| 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 | $42,314,000 | 1,272 |
| Mortgage-backed securities | $49,240,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $48,451,000 | 814 |
| Issued or guaranteed by U.S. | $48,451,000 | 805 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $789,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 2,668 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $49,290,000 | 2,137 |
| Total debt securities | $49,290,000 | 2,375 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $53,376,000 | 2,260 |
| U.S. Government securities | $53,326,000 | 1,624 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $53,326,000 | 1,577 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $50,000 | 155 |
| 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 | $45,995,000 | 1,153 |
| Mortgage-backed securities | $53,326,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $52,444,000 | 768 |
| Issued or guaranteed by U.S. | $52,444,000 | 759 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $882,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $882,000 | 2,598 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $53,376,000 | 2,011 |
| Total debt securities | $53,376,000 | 2,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $50,763,000 | 2,300 |
| U.S. Government securities | $50,713,000 | 1,652 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $50,713,000 | 1,607 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $50,000 | 156 |
| 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 | $44,556,000 | 1,171 |
| Mortgage-backed securities | $50,713,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $49,736,000 | 832 |
| Issued or guaranteed by U.S. | $49,736,000 | 823 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $977,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 2,528 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $50,763,000 | 2,020 |
| Total debt securities | $50,763,000 | 2,268 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $55,009,000 | 2,142 |
| U.S. Government securities | $54,959,000 | 1,552 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $54,959,000 | 1,516 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $50,000 | 151 |
| 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 | $53,783,000 | 1,022 |
| Mortgage-backed securities | $54,959,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $53,898,000 | 800 |
| Issued or guaranteed by U.S. | $53,898,000 | 791 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,061,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $1,061,000 | 2,503 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $55,009,000 | 1,881 |
| Total debt securities | $55,009,000 | 2,120 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $26,568,000 | 3,736 |
| U.S. Government securities | $26,518,000 | 2,913 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $26,518,000 | 2,859 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| Foreign debt securities | $50,000 | 147 |
| 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 | $23,601,000 | 2,032 |
| Mortgage-backed securities | $26,518,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $25,393,000 | 1,477 |
| Issued or guaranteed by U.S. | $25,393,000 | 1,469 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,125,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,442 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $26,568,000 | 3,341 |
| Total debt securities | $26,568,000 | 3,695 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $26,672,000 | 3,665 |
| U.S. Government securities | $26,622,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,622,000 | 2,782 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| Foreign debt securities | $50,000 | 158 |
| 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 | $23,619,000 | 2,018 |
| Mortgage-backed securities | $26,622,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $25,452,000 | 1,397 |
| Issued or guaranteed by U.S. | $25,452,000 | 1,386 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,170,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $1,170,000 | 2,343 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $26,672,000 | 3,249 |
| Total debt securities | $26,672,000 | 3,631 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $27,522,000 | 3,663 |
| U.S. Government securities | $27,472,000 | 2,809 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,472,000 | 2,762 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| Foreign debt securities | $50,000 | 163 |
| 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 | $24,419,000 | 1,936 |
| Mortgage-backed securities | $27,472,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $26,208,000 | 1,366 |
| Issued or guaranteed by U.S. | $26,208,000 | 1,354 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,264,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $1,264,000 | 2,298 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $27,522,000 | 3,247 |
| Total debt securities | $27,522,000 | 3,623 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $14,013,000 | 5,245 |
| U.S. Government securities | $13,963,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,963,000 | 4,325 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| Foreign debt securities | $50,000 | 175 |
| 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 | $10,587,000 | 3,260 |
| Mortgage-backed securities | $13,963,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $12,597,000 | 2,224 |
| Issued or guaranteed by U.S. | $12,597,000 | 2,213 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,366,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $1,366,000 | 2,253 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $14,013,000 | 4,751 |
| Total debt securities | $14,013,000 | 5,182 |
| 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 | $16,821,000 | 4,899 |
| U.S. Government securities | $16,771,000 | 4,044 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,771,000 | 3,957 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $50,000 | 179 |
| 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 | $9,656,000 | 3,464 |
| Mortgage-backed securities | $14,278,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $12,846,000 | 1,974 |
| Issued or guaranteed by U.S. | $12,846,000 | 1,964 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,432,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,432,000 | 2,137 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $16,821,000 | 4,351 |
| Total debt securities | $16,821,000 | 4,851 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $17,388,000 | 4,835 |
| U.S. Government securities | $17,338,000 | 4,017 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,338,000 | 3,924 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $50,000 | 179 |
| 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 | $7,136,000 | 3,983 |
| Mortgage-backed securities | $14,853,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $13,338,000 | 1,776 |
| Issued or guaranteed by U.S. | $13,338,000 | 1,767 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,515,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,515,000 | 2,048 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,388,000 | 4,285 |
| Total debt securities | $17,388,000 | 4,791 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $18,047,000 | 4,737 |
| U.S. Government securities | $17,997,000 | 3,927 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,997,000 | 3,825 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $50,000 | 179 |
| 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 | $7,429,000 | 3,898 |
| Mortgage-backed securities | $15,535,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $13,915,000 | 1,675 |
| Issued or guaranteed by U.S. | $13,915,000 | 1,669 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,620,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 1,997 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $18,047,000 | 4,180 |
| Total debt securities | $18,047,000 | 4,694 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $19,211,000 | 4,599 |
| U.S. Government securities | $19,112,000 | 3,774 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,112,000 | 3,679 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $99,000 | 179 |
| 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 | $7,895,000 | 3,809 |
| Mortgage-backed securities | $16,646,000 | 1,980 |
| Certificates of participation in pools of residential mortgages | $14,878,000 | 1,609 |
| Issued or guaranteed by U.S. | $14,878,000 | 1,603 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,768,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $1,768,000 | 1,920 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $19,211,000 | 4,052 |
| Total debt securities | $19,211,000 | 4,555 |
| 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 | $19,915,000 | 4,563 |
| U.S. Government securities | $19,816,000 | 3,747 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,816,000 | 3,645 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $99,000 | 184 |
| 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 | $8,230,000 | 3,747 |
| Mortgage-backed securities | $17,361,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $15,471,000 | 1,573 |
| Issued or guaranteed by U.S. | $15,471,000 | 1,565 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,890,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $1,890,000 | 1,881 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $19,915,000 | 4,003 |
| Total debt securities | $19,915,000 | 4,512 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $21,794,000 | 4,334 |
| U.S. Government securities | $21,695,000 | 3,536 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $21,695,000 | 3,433 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $99,000 | 183 |
| 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 | $5,792,000 | 4,370 |
| Mortgage-backed securities | $18,249,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $16,224,000 | 1,538 |
| Issued or guaranteed by U.S. | $16,224,000 | 1,528 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,025,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $2,025,000 | 1,810 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,794,000 | 3,789 |
| Total debt securities | $21,794,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $22,443,000 | 4,246 |
| U.S. Government securities | $22,344,000 | 3,478 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $22,344,000 | 3,364 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $99,000 | 191 |
| 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 | $11,701,000 | 3,123 |
| Mortgage-backed securities | $18,934,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $16,753,000 | 1,526 |
| Issued or guaranteed by U.S. | $16,753,000 | 1,517 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,181,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,181,000 | 1,771 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $22,443,000 | 3,693 |
| Total debt securities | $22,443,000 | 4,181 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $24,685,000 | 4,065 |
| U.S. Government securities | $24,486,000 | 3,296 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $24,486,000 | 3,181 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $199,000 | 170 |
| 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 | $12,092,000 | 3,060 |
| Mortgage-backed securities | $20,070,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $17,691,000 | 1,480 |
| Issued or guaranteed by U.S. | $17,691,000 | 1,473 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,379,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $2,379,000 | 1,723 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $24,685,000 | 3,530 |
| Total debt securities | $24,685,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $25,880,000 | 3,969 |
| U.S. Government securities | $25,680,000 | 3,165 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,680,000 | 3,071 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $200,000 | 159 |
| 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 | $12,845,000 | 2,920 |
| Mortgage-backed securities | $21,258,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $18,697,000 | 1,436 |
| Issued or guaranteed by U.S. | $18,697,000 | 1,427 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,561,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,561,000 | 1,677 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $25,880,000 | 3,435 |
| Total debt securities | $25,880,000 | 3,899 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $27,293,000 | 3,783 |
| U.S. Government securities | $27,093,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $27,093,000 | 2,897 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $200,000 | 163 |
| 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 | $8,135,000 | 3,737 |
| Mortgage-backed securities | $22,661,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $19,895,000 | 1,398 |
| Issued or guaranteed by U.S. | $19,895,000 | 1,387 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,766,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $2,766,000 | 1,645 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $27,293,000 | 3,276 |
| Total debt securities | $27,294,000 | 3,721 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $29,313,000 | 3,642 |
| U.S. Government securities | $29,113,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $29,113,000 | 2,767 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $200,000 | 164 |
| 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 | $2,681,000 | 5,499 |
| Mortgage-backed securities | $24,646,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $21,585,000 | 1,365 |
| Issued or guaranteed by U.S. | $21,585,000 | 1,352 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,061,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $3,061,000 | 1,622 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $29,313,000 | 3,154 |
| Total debt securities | $29,313,000 | 3,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $30,423,000 | 3,580 |
| U.S. Government securities | $30,223,000 | 2,836 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,223,000 | 2,726 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $200,000 | 169 |
| 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 | $2,685,000 | 5,553 |
| Mortgage-backed securities | $25,782,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $22,528,000 | 1,343 |
| Issued or guaranteed by U.S. | $22,528,000 | 1,333 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,254,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $3,254,000 | 1,624 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $30,423,000 | 3,091 |
| Total debt securities | $30,423,000 | 3,525 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $32,160,000 | 3,446 |
| U.S. Government securities | $31,960,000 | 2,722 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,960,000 | 2,612 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $200,000 | 166 |
| 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 | $27,465,000 | 1,594 |
| Mortgage-backed securities | $27,475,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $23,945,000 | 1,309 |
| Issued or guaranteed by U.S. | $23,945,000 | 1,301 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,530,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $3,530,000 | 1,598 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $32,160,000 | 2,968 |
| Total debt securities | $32,160,000 | 3,390 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $38,574,000 | 2,975 |
| U.S. Government securities | $38,374,000 | 2,297 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $38,374,000 | 2,218 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $200,000 | 170 |
| 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 | $6,760,000 | 4,071 |
| Mortgage-backed securities | $28,872,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $25,103,000 | 1,271 |
| Issued or guaranteed by U.S. | $25,103,000 | 1,262 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,769,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $3,769,000 | 1,542 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $38,574,000 | 2,542 |
| Total debt securities | $38,574,000 | 2,918 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $40,908,000 | 2,888 |
| U.S. Government securities | $40,708,000 | 2,220 |
| U.S. Treasury securities | $1,502,000 | 1,200 |
| U.S. Government agency obligations | $39,206,000 | 2,213 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $200,000 | 172 |
| 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 | $8,617,000 | 3,588 |
| Mortgage-backed securities | $29,754,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $25,806,000 | 1,262 |
| Issued or guaranteed by U.S. | $25,806,000 | 1,254 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,948,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $3,948,000 | 1,527 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $40,908,000 | 2,453 |
| Total debt securities | $40,908,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $46,219,000 | 2,625 |
| U.S. Government securities | $46,019,000 | 1,996 |
| U.S. Treasury securities | $8,504,000 | 432 |
| U.S. Government agency obligations | $37,515,000 | 2,289 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $200,000 | 179 |
| 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 | $9,322,000 | 3,387 |
| Mortgage-backed securities | $27,947,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $27,673,000 | 1,211 |
| Issued or guaranteed by U.S. | $27,673,000 | 1,202 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $274,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 3,093 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $46,219,000 | 2,249 |
| Total debt securities | $46,219,000 | 2,565 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $31,829,000 | 3,551 |
| U.S. Government securities | $31,629,000 | 2,801 |
| U.S. Treasury securities | $2,507,000 | 998 |
| U.S. Government agency obligations | $29,122,000 | 2,868 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $200,000 | 190 |
| 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 | $14,039,000 | 2,571 |
| Mortgage-backed securities | $16,034,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $15,648,000 | 1,843 |
| Issued or guaranteed by U.S. | $15,648,000 | 1,828 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $386,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 3,140 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $31,829,000 | 3,069 |
| Total debt securities | $31,829,000 | 3,488 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $31,318,000 | 3,526 |
| U.S. Government securities | $31,118,000 | 2,748 |
| U.S. Treasury securities | $16,496,000 | 289 |
| U.S. Government agency obligations | $14,622,000 | 4,450 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $200,000 | 3,601 |
| 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 | $200,000 | 3,221 |
| 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 | $13,331,000 | 2,528 |
| Mortgage-backed securities | $11,585,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $11,021,000 | 2,266 |
| Issued or guaranteed by U.S. | $11,021,000 | 2,256 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $564,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,993 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $31,318,000 | 3,062 |
| Total debt securities | $31,318,000 | 3,452 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $20,794,000 | 4,582 |
| U.S. Government securities | $18,569,000 | 3,889 |
| U.S. Treasury securities | $11,507,000 | 363 |
| U.S. Government agency obligations | $7,062,000 | 6,209 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,000,000 | 2,194 |
| 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 | $2,000,000 | 1,910 |
| Foreign debt securities | $225,000 | 189 |
| 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 | $7,526,000 | 3,620 |
| Mortgage-backed securities | $5,055,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $4,101,000 | 3,731 |
| Issued or guaranteed by U.S. | $4,101,000 | 3,722 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $954,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $954,000 | 2,922 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $20,794,000 | 3,986 |
| Total debt securities | $20,794,000 | 4,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $25,261,000 | 3,983 |
| U.S. Government securities | $25,036,000 | 3,125 |
| U.S. Treasury securities | $11,518,000 | 387 |
| U.S. Government agency obligations | $13,518,000 | 4,616 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $225,000 | 182 |
| 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 | $14,638,000 | 2,351 |
| Mortgage-backed securities | $6,493,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $5,108,000 | 3,381 |
| Issued or guaranteed by U.S. | $5,108,000 | 3,369 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,385,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $1,385,000 | 2,758 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $25,261,000 | 3,427 |
| Total debt securities | $25,261,000 | 3,901 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $29,101,000 | 3,596 |
| U.S. Government securities | $28,826,000 | 2,800 |
| U.S. Treasury securities | $11,596,000 | 401 |
| U.S. Government agency obligations | $17,230,000 | 3,925 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $275,000 | 178 |
| 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 | $4,608,000 | 4,571 |
| Mortgage-backed securities | $8,148,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $5,713,000 | 3,163 |
| Issued or guaranteed by U.S. | $5,713,000 | 3,151 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,435,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $2,435,000 | 2,346 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $29,101,000 | 3,075 |
| Total debt securities | $29,101,000 | 3,525 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 749 |
| Fair value | $1,004,000 | 889 |
| 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 | $12,044,000 | 6,012 |
| U.S. Government securities | $11,791,000 | 5,056 |
| U.S. Treasury securities | $11,640,000 | 410 |
| U.S. Government agency obligations | $151,000 | 9,084 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $253,000 | 3,703 |
| 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 | $253,000 | 3,211 |
| 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 | $1,701,000 | 6,163 |
| Mortgage-backed securities | $151,000 | 6,880 |
| Certificates of participation in pools of residential mortgages | $151,000 | 6,366 |
| Issued or guaranteed by U.S. | $151,000 | 6,341 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $12,044,000 | 5,141 |
| Total debt securities | $12,044,000 | 5,910 |
| 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 | $26,419,000 | 3,792 |
| U.S. Government securities | $24,960,000 | 3,082 |
| U.S. Treasury securities | $3,127,000 | 1,449 |
| U.S. Government agency obligations | $21,833,000 | 3,162 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $150,000 | 203 |
| Equity securities | $1,309,000 | 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 | $14,386,000 | 2,436 |
| Mortgage-backed securities | $5,060,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $4,194,000 | 2,908 |
| Issued or guaranteed by U.S. | $4,194,000 | 2,891 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $866,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 2,831 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $26,419,000 | 3,061 |
| Total debt securities | $25,110,000 | 3,818 |
| 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 | $26,633,000 | 3,949 |
| U.S. Government securities | $25,883,000 | 3,148 |
| U.S. Treasury securities | $3,025,000 | 2,123 |
| U.S. Government agency obligations | $22,858,000 | 3,115 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $50,000 | 3,668 |
| 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 | $50,000 | 3,106 |
| Foreign debt securities | $100,000 | 245 |
| Equity securities | $600,000 | 3,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,000 | 7,243 |
| Mortgage-backed securities | $6,898,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $5,065,000 | 2,769 |
| Issued or guaranteed by U.S. | $5,065,000 | 2,757 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,833,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $1,833,000 | 2,391 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $26,633,000 | 3,115 |
| Total debt securities | $26,033,000 | 3,905 |
| 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 | $22,856,000 | 4,419 |
| U.S. Government securities | $21,744,000 | 3,680 |
| U.S. Treasury securities | $102,000 | 6,697 |
| U.S. Government agency obligations | $21,642,000 | 3,142 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $150,000 | 3,317 |
| 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 | $150,000 | 2,769 |
| Foreign debt securities | NA | NA |
| Equity securities | $962,000 | 2,392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,108,000 | 6,990 |
| Mortgage-backed securities | $9,513,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $6,993,000 | 2,471 |
| Issued or guaranteed by U.S. | $6,993,000 | 2,455 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,520,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $2,520,000 | 2,283 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $22,856,000 | 3,438 |
| Total debt securities | $21,894,000 | 4,433 |
| 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 | $18,826,000 | 5,139 |
| U.S. Government securities | $14,863,000 | 5,080 |
| U.S. Treasury securities | $4,012,000 | 3,655 |
| U.S. Government agency obligations | $10,851,000 | 4,975 |
| Securities issued by states & political subdivisions | $2,614,000 | 4,107 |
| Other domestic debt securities | $150,000 | 3,060 |
| 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 | $150,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,199,000 | 2,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 7,986 |
| Mortgage-backed securities | $5,853,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $2,962,000 | 3,777 |
| Issued or guaranteed by U.S. | $2,962,000 | 3,763 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,891,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $2,891,000 | 2,195 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $18,826,000 | 3,774 |
| Total debt securities | $17,627,000 | 5,255 |
| 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 | $21,585,000 | 5,046 |
| U.S. Government securities | $20,197,000 | 4,423 |
| U.S. Treasury securities | $2,016,000 | 5,906 |
| U.S. Government agency obligations | $18,181,000 | 3,618 |
| Securities issued by states & political subdivisions | $202,000 | 7,905 |
| Other domestic debt securities | $150,000 | 3,572 |
| 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 | $150,000 | 2,751 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,036,000 | 2,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 8,356 |
| Mortgage-backed securities | $9,280,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $6,323,000 | 2,826 |
| Issued or guaranteed by U.S. | $6,323,000 | 2,805 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,957,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $2,957,000 | 2,478 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $21,585,000 | 3,601 |
| Total debt securities | $20,549,000 | 5,102 |
| 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 | $13,552,000 | 7,104 |
| U.S. Government securities | $13,128,000 | 6,237 |
| U.S. Treasury securities | $2,017,000 | 7,020 |
| U.S. Government agency obligations | $11,111,000 | 5,134 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $100,000 | 4,419 |
| 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 | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $324,000 | 4,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $13,552,000 | 5,163 |
| Total debt securities | $13,228,000 | 7,059 |
| 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 | $7,723,000 | 9,645 |
| U.S. Government securities | $7,492,000 | 8,893 |
| U.S. Treasury securities | $2,448,000 | 7,733 |
| U.S. Government agency obligations | $5,044,000 | 7,672 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $100,000 | 5,037 |
| 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 | $100,000 | 3,983 |
| Foreign debt securities | NA | NA |
| Equity securities | $131,000 | 5,540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $73,000 | 9,712 |
| Certificates of participation in pools of residential mortgages | $73,000 | 8,948 |
| Issued or guaranteed by U.S. | $73,000 | 8,920 |
| 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) | $7,592,000 | 6,647 |
| Available-for-sale securities (fair market value) | $131,000 | 10,650 |
| Total debt securities | $7,592,000 | 9,603 |
| 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 | $1,633,000 | 12,699 |
| U.S. Government securities | $1,472,000 | 12,495 |
| U.S. Treasury securities | $790,000 | 10,404 |
| U.S. Government agency obligations | $682,000 | 11,502 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $75,000 | 6,010 |
| 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 | $75,000 | 4,725 |
| Foreign debt securities | NA | NA |
| Equity securities | $86,000 | 5,920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,000 | 10,511 |
| Mortgage-backed securities | $682,000 | 8,921 |
| Certificates of participation in pools of residential mortgages | $110,000 | 9,363 |
| Issued or guaranteed by U.S. | $110,000 | 9,314 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $572,000 | 5,548 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 5,302 |
| 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 | $1,547,000 | 12,617 |
| 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 | $1,476,000 | 13,292 |
| U.S. Government securities | $1,340,000 | 13,056 |
| U.S. Treasury securities | $289,000 | 11,746 |
| U.S. Government agency obligations | $1,051,000 | 11,501 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $50,000 | 7,040 |
| 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 | $50,000 | 5,475 |
| Foreign debt securities | NA | NA |
| Equity securities | $86,000 | 5,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,000 | 10,309 |
| Mortgage-backed securities | $1,051,000 | 8,824 |
| Certificates of participation in pools of residential mortgages | $260,000 | 9,270 |
| Issued or guaranteed by U.S. | $260,000 | 9,199 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $791,000 | 5,399 |
| CMOs issued by government agencies or sponsored agencies | $791,000 | 4,993 |
| 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 | $1,390,000 | 13,216 |
| 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 |