Home > Highlands Independent Bank > Securities
Highlands Independent Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $39,775,000 | 3,073 |
| U.S. Government securities | $39,775,000 | 2,242 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $39,775,000 | 2,159 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,750,000 | 1,617 |
| Mortgage-backed securities | $31,462,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $26,078,000 | 1,405 |
| Issued or guaranteed by U.S. | $26,078,000 | 1,405 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,384,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $5,384,000 | 1,689 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $39,775,000 | 2,800 |
| Total debt securities | $39,775,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $999,000 | 1,564 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $41,601,000 | 3,024 |
| U.S. Government securities | $41,601,000 | 2,188 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $41,601,000 | 2,115 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,932,000 | 1,387 |
| Mortgage-backed securities | $33,263,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $27,575,000 | 1,388 |
| Issued or guaranteed by U.S. | $27,575,000 | 1,388 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,688,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $5,688,000 | 1,672 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $41,601,000 | 2,756 |
| Total debt securities | $41,601,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $1,000,000 | 1,588 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $42,876,000 | 2,988 |
| U.S. Government securities | $42,876,000 | 2,161 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $42,876,000 | 2,091 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| 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 | $40,316,000 | 1,377 |
| Mortgage-backed securities | $34,637,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $28,728,000 | 1,359 |
| Issued or guaranteed by U.S. | $28,728,000 | 1,358 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,909,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $5,909,000 | 1,654 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $42,876,000 | 2,725 |
| Total debt securities | $42,875,000 | 2,958 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $990,000 | 1,642 |
| 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 | $54,323,000 | 2,510 |
| U.S. Government securities | $54,323,000 | 1,742 |
| U.S. Treasury securities | $4,000,000 | 495 |
| U.S. Government agency obligations | $50,323,000 | 1,804 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| 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 | $51,289,000 | 1,145 |
| Mortgage-backed securities | $39,461,000 | 1,513 |
| Certificates of participation in pools of residential mortgages | $33,320,000 | 1,209 |
| Issued or guaranteed by U.S. | $33,320,000 | 1,209 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,141,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $6,141,000 | 1,625 |
| Privately issued | $0 | 906 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $54,323,000 | 2,281 |
| Total debt securities | $54,323,000 | 2,488 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,727 |
| Fair value | $976,000 | 1,650 |
| 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 | $50,775,000 | 2,675 |
| U.S. Government securities | $50,775,000 | 1,860 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $50,775,000 | 1,802 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| 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 | $40,867,000 | 1,356 |
| Mortgage-backed securities | $39,696,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $33,200,000 | 1,206 |
| Issued or guaranteed by U.S. | $33,200,000 | 1,205 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,496,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $6,496,000 | 1,599 |
| Privately issued | $0 | 947 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $50,775,000 | 2,434 |
| Total debt securities | $50,776,000 | 2,649 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,732 |
| Fair value | $999,000 | 1,591 |
| 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 | $53,611,000 | 2,544 |
| U.S. Government securities | $53,611,000 | 1,760 |
| U.S. Treasury securities | $8,000,000 | 337 |
| U.S. Government agency obligations | $45,611,000 | 1,966 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| 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 | $38,192,000 | 1,385 |
| Mortgage-backed securities | $34,665,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $27,643,000 | 1,406 |
| Issued or guaranteed by U.S. | $27,643,000 | 1,404 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,022,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $7,022,000 | 1,571 |
| Privately issued | $0 | 969 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $53,611,000 | 2,312 |
| Total debt securities | $53,611,000 | 2,520 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,704 |
| Fair value | $962,000 | 1,688 |
| 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 | $53,562,000 | 2,553 |
| U.S. Government securities | $53,562,000 | 1,791 |
| U.S. Treasury securities | $10,000,000 | 294 |
| U.S. Government agency obligations | $43,562,000 | 2,064 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $40,593,000 | 1,350 |
| Mortgage-backed securities | $34,053,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $26,469,000 | 1,492 |
| Issued or guaranteed by U.S. | $26,469,000 | 1,490 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,584,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $7,584,000 | 1,567 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $53,562,000 | 2,351 |
| Total debt securities | $53,562,000 | 2,531 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,751 |
| Fair value | $1,000,000 | 1,653 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $62,046,000 | 2,238 |
| U.S. Government securities | $60,884,000 | 1,596 |
| U.S. Treasury securities | $20,000,000 | 186 |
| U.S. Government agency obligations | $40,884,000 | 2,133 |
| Securities issued by states & political subdivisions | $1,162,000 | 4,896 |
| 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 | $52,405,000 | 1,082 |
| Mortgage-backed securities | $32,860,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $26,829,000 | 1,455 |
| Issued or guaranteed by U.S. | $26,829,000 | 1,452 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,031,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $6,031,000 | 1,805 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $62,046,000 | 2,052 |
| Total debt securities | $62,046,000 | 2,214 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,788 |
| Fair value | $1,000,000 | 1,733 |
| 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 | $41,355,000 | 3,067 |
| U.S. Government securities | $40,194,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $40,194,000 | 2,216 |
| Securities issued by states & political subdivisions | $1,161,000 | 4,910 |
| 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 | $27,226,000 | 1,798 |
| Mortgage-backed securities | $32,161,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $25,579,000 | 1,570 |
| Issued or guaranteed by U.S. | $25,579,000 | 1,568 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,582,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $6,582,000 | 1,793 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $41,355,000 | 2,838 |
| Total debt securities | $41,354,000 | 3,047 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,921 |
| Fair value | $1,001,000 | 1,845 |
| 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 | $45,453,000 | 2,888 |
| U.S. Government securities | $43,617,000 | 2,137 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $43,617,000 | 2,088 |
| Securities issued by states & political subdivisions | $1,836,000 | 4,608 |
| 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 | $24,895,000 | 1,948 |
| Mortgage-backed securities | $35,617,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $28,530,000 | 1,479 |
| Issued or guaranteed by U.S. | $28,530,000 | 1,477 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,087,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $7,087,000 | 1,749 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $45,453,000 | 2,662 |
| Total debt securities | $45,454,000 | 2,866 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,152 |
| Fair value | $1,001,000 | 2,081 |
| 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 | $48,492,000 | 2,735 |
| U.S. Government securities | $46,177,000 | 2,087 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $46,177,000 | 2,039 |
| Securities issued by states & political subdivisions | $2,315,000 | 4,371 |
| 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 | $16,672,000 | 2,533 |
| Mortgage-backed securities | $39,189,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $31,615,000 | 1,333 |
| Issued or guaranteed by U.S. | $31,615,000 | 1,332 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,574,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $7,574,000 | 1,723 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $48,492,000 | 2,502 |
| Total debt securities | $48,493,000 | 2,714 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,400 |
| Fair value | $988,000 | 2,389 |
| 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 | $44,191,000 | 2,866 |
| U.S. Government securities | $35,807,000 | 2,431 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $35,807,000 | 2,372 |
| Securities issued by states & political subdivisions | $8,384,000 | 2,881 |
| 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 | $14,213,000 | 2,655 |
| Mortgage-backed securities | $29,492,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $24,037,000 | 1,538 |
| Issued or guaranteed by U.S. | $24,037,000 | 1,536 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,455,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $5,455,000 | 1,874 |
| 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) | $5,997,000 | 1,270 |
| Available-for-sale securities (fair market value) | $38,194,000 | 2,905 |
| Total debt securities | $44,190,000 | 2,845 |
| Structured notes | ||
| Amortized cost | $297,000 | 2,836 |
| Fair value | $298,000 | 2,834 |
| 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 | $49,144,000 | 2,560 |
| U.S. Government securities | $40,567,000 | 2,166 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $40,567,000 | 2,103 |
| Securities issued by states & political subdivisions | $8,577,000 | 2,795 |
| 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 | $17,573,000 | 2,312 |
| Mortgage-backed securities | $33,212,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $27,142,000 | 1,368 |
| Issued or guaranteed by U.S. | $27,142,000 | 1,364 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,070,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $6,070,000 | 1,774 |
| 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) | $5,997,000 | 1,271 |
| Available-for-sale securities (fair market value) | $43,147,000 | 2,585 |
| Total debt securities | $49,144,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $317,000 | 2,880 |
| Fair value | $321,000 | 2,877 |
| 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 | $52,676,000 | 2,440 |
| U.S. Government securities | $44,141,000 | 2,036 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $44,141,000 | 1,975 |
| Securities issued by states & political subdivisions | $8,535,000 | 2,746 |
| 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 | $18,394,000 | 2,282 |
| Mortgage-backed securities | $33,791,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $27,496,000 | 1,320 |
| Issued or guaranteed by U.S. | $27,496,000 | 1,314 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,295,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $6,295,000 | 1,730 |
| 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) | $5,998,000 | 1,320 |
| Available-for-sale securities (fair market value) | $46,678,000 | 2,443 |
| Total debt securities | $52,676,000 | 2,416 |
| Structured notes | ||
| Amortized cost | $333,000 | 3,017 |
| Fair value | $339,000 | 3,017 |
| 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 | $45,196,000 | 2,730 |
| U.S. Government securities | $36,694,000 | 2,365 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $36,694,000 | 2,293 |
| Securities issued by states & political subdivisions | $8,502,000 | 2,715 |
| 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 | $24,413,000 | 1,891 |
| Mortgage-backed securities | $31,428,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $27,281,000 | 1,284 |
| Issued or guaranteed by U.S. | $27,281,000 | 1,275 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,147,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $4,147,000 | 1,943 |
| 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) | $5,998,000 | 1,315 |
| Available-for-sale securities (fair market value) | $39,198,000 | 2,744 |
| Total debt securities | $45,196,000 | 2,703 |
| Structured notes | ||
| Amortized cost | $351,000 | 3,057 |
| Fair value | $361,000 | 3,052 |
| 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 | $48,331,000 | 2,482 |
| U.S. Government securities | $39,837,000 | 2,106 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $39,837,000 | 2,036 |
| Securities issued by states & political subdivisions | $8,494,000 | 2,712 |
| 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 | $18,536,000 | 2,241 |
| Mortgage-backed securities | $36,494,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $30,142,000 | 1,149 |
| Issued or guaranteed by U.S. | $30,142,000 | 1,138 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,352,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $6,352,000 | 1,624 |
| 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) | $5,999,000 | 1,318 |
| Available-for-sale securities (fair market value) | $42,332,000 | 2,492 |
| Total debt securities | $48,331,000 | 2,457 |
| Structured notes | ||
| Amortized cost | $381,000 | 2,930 |
| Fair value | $390,000 | 2,929 |
| 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 | $49,589,000 | 2,388 |
| U.S. Government securities | $40,648,000 | 2,048 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $40,648,000 | 1,975 |
| Securities issued by states & political subdivisions | $8,941,000 | 2,548 |
| 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 | $18,844,000 | 2,206 |
| Mortgage-backed securities | $39,215,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $34,610,000 | 1,004 |
| Issued or guaranteed by U.S. | $34,610,000 | 995 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,605,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $4,605,000 | 1,811 |
| 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) | $6,000,000 | 1,357 |
| Available-for-sale securities (fair market value) | $43,589,000 | 2,397 |
| Total debt securities | $49,590,000 | 2,358 |
| Structured notes | ||
| Amortized cost | $417,000 | 2,946 |
| Fair value | $430,000 | 2,943 |
| 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 | $55,519,000 | 2,181 |
| U.S. Government securities | $46,628,000 | 1,875 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $46,628,000 | 1,809 |
| Securities issued by states & political subdivisions | $8,891,000 | 2,432 |
| 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 | $20,489,000 | 2,129 |
| Mortgage-backed securities | $45,150,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $45,150,000 | 797 |
| Issued or guaranteed by U.S. | $45,150,000 | 790 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $6,000,000 | 1,397 |
| Available-for-sale securities (fair market value) | $49,519,000 | 2,134 |
| Total debt securities | $55,519,000 | 2,158 |
| Structured notes | ||
| Amortized cost | $447,000 | 3,021 |
| Fair value | $462,000 | 3,016 |
| 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 | $65,002,000 | 1,929 |
| U.S. Government securities | $50,609,000 | 1,770 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $50,609,000 | 1,714 |
| Securities issued by states & political subdivisions | $14,393,000 | 1,723 |
| 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 | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,857,000 | 4,152 |
| Mortgage-backed securities | $49,105,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $49,105,000 | 786 |
| Issued or guaranteed by U.S. | $49,105,000 | 780 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $11,336,000 | 1,023 |
| Available-for-sale securities (fair market value) | $53,666,000 | 2,012 |
| Total debt securities | $65,003,000 | 1,902 |
| Structured notes | ||
| Amortized cost | $469,000 | 2,825 |
| Fair value | $484,000 | 2,816 |
| 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 | $70,014,000 | 1,792 |
| U.S. Government securities | $55,612,000 | 1,587 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $55,612,000 | 1,541 |
| Securities issued by states & political subdivisions | $14,402,000 | 1,715 |
| 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 | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,013,000 | 4,132 |
| Mortgage-backed securities | $52,971,000 | 1,134 |
| Certificates of participation in pools of residential mortgages | $52,971,000 | 753 |
| Issued or guaranteed by U.S. | $52,971,000 | 744 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $11,337,000 | 1,021 |
| Available-for-sale securities (fair market value) | $58,677,000 | 1,854 |
| Total debt securities | $70,014,000 | 1,773 |
| Structured notes | ||
| Amortized cost | $505,000 | 2,396 |
| Fair value | $521,000 | 2,395 |
| 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 | $76,352,000 | 1,654 |
| U.S. Government securities | $61,667,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $61,667,000 | 1,390 |
| Securities issued by states & political subdivisions | $14,685,000 | 1,685 |
| 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 | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,187,000 | 4,338 |
| Mortgage-backed securities | $56,949,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $56,949,000 | 709 |
| Issued or guaranteed by U.S. | $56,949,000 | 702 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $11,338,000 | 1,057 |
| Available-for-sale securities (fair market value) | $65,014,000 | 1,679 |
| Total debt securities | $76,352,000 | 1,634 |
| Structured notes | ||
| Amortized cost | $529,000 | 1,985 |
| Fair value | $544,000 | 1,978 |
| 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 | $77,194,000 | 1,611 |
| U.S. Government securities | $62,643,000 | 1,378 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $62,643,000 | 1,340 |
| Securities issued by states & political subdivisions | $14,551,000 | 1,655 |
| 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 | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,198,000 | 4,340 |
| Mortgage-backed securities | $56,862,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $56,862,000 | 737 |
| Issued or guaranteed by U.S. | $56,862,000 | 726 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $11,339,000 | 1,074 |
| Available-for-sale securities (fair market value) | $65,855,000 | 1,626 |
| Total debt securities | $77,193,000 | 1,586 |
| Structured notes | ||
| Amortized cost | $562,000 | 1,496 |
| Fair value | $575,000 | 1,490 |
| 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 | $76,564,000 | 1,615 |
| U.S. Government securities | $61,842,000 | 1,396 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $61,842,000 | 1,363 |
| Securities issued by states & political subdivisions | $14,722,000 | 1,564 |
| 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 | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,210,000 | 4,402 |
| Mortgage-backed securities | $53,968,000 | 1,150 |
| Certificates of participation in pools of residential mortgages | $53,968,000 | 798 |
| Issued or guaranteed by U.S. | $53,968,000 | 790 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,339,000 | 1,074 |
| Available-for-sale securities (fair market value) | $65,225,000 | 1,631 |
| Total debt securities | $76,563,000 | 1,590 |
| Structured notes | ||
| Amortized cost | $613,000 | 1,215 |
| Fair value | $626,000 | 1,206 |
| 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 | $56,407,000 | 2,086 |
| U.S. Government securities | $41,634,000 | 2,003 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $41,634,000 | 1,964 |
| Securities issued by states & political subdivisions | $14,773,000 | 1,531 |
| 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 | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,912,000 | 3,304 |
| Mortgage-backed securities | $29,636,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $29,636,000 | 1,288 |
| Issued or guaranteed by U.S. | $29,636,000 | 1,279 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,340,000 | 1,075 |
| Available-for-sale securities (fair market value) | $45,067,000 | 2,235 |
| Total debt securities | $56,407,000 | 2,059 |
| Structured notes | ||
| Amortized cost | $647,000 | 1,259 |
| Fair value | $648,000 | 1,258 |
| 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 | $57,602,000 | 2,009 |
| U.S. Government securities | $42,919,000 | 1,904 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $42,919,000 | 1,866 |
| Securities issued by states & political subdivisions | $14,683,000 | 1,503 |
| 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 | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,751,000 | 4,610 |
| Mortgage-backed securities | $30,081,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $30,081,000 | 1,223 |
| Issued or guaranteed by U.S. | $30,081,000 | 1,210 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,341,000 | 1,073 |
| Available-for-sale securities (fair market value) | $46,261,000 | 2,115 |
| Total debt securities | $57,602,000 | 1,984 |
| Structured notes | ||
| Amortized cost | $660,000 | 1,222 |
| Fair value | $653,000 | 1,225 |
| 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 | $61,338,000 | 1,926 |
| U.S. Government securities | $46,624,000 | 1,776 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $46,624,000 | 1,746 |
| Securities issued by states & political subdivisions | $14,714,000 | 1,509 |
| 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 | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,155,000 | 4,773 |
| Mortgage-backed securities | $30,755,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | $30,755,000 | 1,190 |
| Issued or guaranteed by U.S. | $30,755,000 | 1,175 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,342,000 | 1,056 |
| Available-for-sale securities (fair market value) | $49,996,000 | 2,039 |
| Total debt securities | $61,338,000 | 1,898 |
| Structured notes | ||
| Amortized cost | $675,000 | 1,268 |
| Fair value | $668,000 | 1,273 |
| 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 | $53,305,000 | 2,183 |
| U.S. Government securities | $39,619,000 | 2,075 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $39,619,000 | 2,039 |
| Securities issued by states & political subdivisions | $13,686,000 | 1,620 |
| 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 | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,735,000 | 4,914 |
| Mortgage-backed securities | $20,463,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $20,463,000 | 1,597 |
| Issued or guaranteed by U.S. | $20,463,000 | 1,587 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,022,000 | 1,084 |
| Available-for-sale securities (fair market value) | $42,283,000 | 2,343 |
| Total debt securities | $53,306,000 | 2,133 |
| Structured notes | ||
| Amortized cost | $694,000 | 1,374 |
| Fair value | $693,000 | 1,376 |
| 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 | $53,714,000 | 2,159 |
| U.S. Government securities | $40,088,000 | 2,052 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $40,088,000 | 2,007 |
| Securities issued by states & political subdivisions | $13,626,000 | 1,617 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,136,000 | 5,600 |
| Mortgage-backed securities | $15,198,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $15,169,000 | 1,734 |
| Issued or guaranteed by U.S. | $15,169,000 | 1,725 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $29,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,187 |
| 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) | $11,024,000 | 1,135 |
| Available-for-sale securities (fair market value) | $42,690,000 | 2,309 |
| Total debt securities | $53,715,000 | 2,119 |
| Structured notes | ||
| Amortized cost | $711,000 | 1,839 |
| Fair value | $701,000 | 1,844 |
| 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 | $56,907,000 | 2,012 |
| U.S. Government securities | $43,293,000 | 1,932 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $43,293,000 | 1,891 |
| Securities issued by states & political subdivisions | $13,614,000 | 1,567 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,106,000 | 5,627 |
| Mortgage-backed securities | $15,607,000 | 2,114 |
| Certificates of participation in pools of residential mortgages | $15,535,000 | 1,591 |
| Issued or guaranteed by U.S. | $15,535,000 | 1,582 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $72,000 | 3,399 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,072 |
| 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) | $11,025,000 | 1,180 |
| Available-for-sale securities (fair market value) | $45,882,000 | 2,149 |
| Total debt securities | $56,909,000 | 1,974 |
| Structured notes | ||
| Amortized cost | $726,000 | 2,058 |
| Fair value | $708,000 | 2,064 |
| 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 | $53,438,000 | 2,157 |
| U.S. Government securities | $43,469,000 | 1,946 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $43,469,000 | 1,887 |
| Securities issued by states & political subdivisions | $9,969,000 | 2,005 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 5,790 |
| Mortgage-backed securities | $14,147,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $14,028,000 | 1,669 |
| Issued or guaranteed by U.S. | $14,028,000 | 1,662 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $119,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 2,974 |
| 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) | $8,421,000 | 1,376 |
| Available-for-sale securities (fair market value) | $45,017,000 | 2,162 |
| Total debt securities | $53,436,000 | 2,113 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,116 |
| Fair value | $721,000 | 2,151 |
| 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 | $46,296,000 | 2,458 |
| U.S. Government securities | $38,484,000 | 2,175 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $38,484,000 | 2,113 |
| Securities issued by states & political subdivisions | $7,812,000 | 2,422 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,950,000 | 5,809 |
| Mortgage-backed securities | $12,940,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $12,765,000 | 1,781 |
| Issued or guaranteed by U.S. | $12,765,000 | 1,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $175,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 2,906 |
| 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) | $6,242,000 | 1,623 |
| Available-for-sale securities (fair market value) | $40,054,000 | 2,422 |
| Total debt securities | $46,296,000 | 2,408 |
| Structured notes | ||
| Amortized cost | $773,000 | 2,173 |
| Fair value | $755,000 | 2,176 |
| 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 | $44,580,000 | 2,570 |
| U.S. Government securities | $37,837,000 | 2,256 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $37,837,000 | 2,196 |
| Securities issued by states & political subdivisions | $6,743,000 | 2,647 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,941,000 | 5,819 |
| Mortgage-backed securities | $13,490,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | $13,267,000 | 1,747 |
| Issued or guaranteed by U.S. | $13,267,000 | 1,738 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $223,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 2,867 |
| 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) | $5,169,000 | 1,801 |
| Available-for-sale securities (fair market value) | $39,411,000 | 2,460 |
| Total debt securities | $44,580,000 | 2,527 |
| Structured notes | ||
| Amortized cost | $796,000 | 2,263 |
| Fair value | $774,000 | 2,270 |
| 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 | $39,016,000 | 2,884 |
| U.S. Government securities | $33,263,000 | 2,547 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $33,263,000 | 2,473 |
| Securities issued by states & political subdivisions | $5,753,000 | 2,881 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,448,000 | 6,100 |
| Mortgage-backed securities | $13,955,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $13,682,000 | 1,720 |
| Issued or guaranteed by U.S. | $13,682,000 | 1,709 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $273,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,783 |
| 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) | $4,173,000 | 2,021 |
| Available-for-sale securities (fair market value) | $34,843,000 | 2,726 |
| Total debt securities | $39,017,000 | 2,849 |
| Structured notes | ||
| Amortized cost | $819,000 | 2,360 |
| Fair value | $791,000 | 2,377 |
| 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 | $31,926,000 | 3,342 |
| U.S. Government securities | $28,475,000 | 2,882 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,475,000 | 2,789 |
| Securities issued by states & political subdivisions | $3,451,000 | 3,599 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,856,000 | 5,441 |
| Mortgage-backed securities | $10,422,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $10,092,000 | 2,097 |
| Issued or guaranteed by U.S. | $10,092,000 | 2,086 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $330,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 2,708 |
| 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) | $1,905,000 | 2,589 |
| Available-for-sale securities (fair market value) | $30,021,000 | 3,038 |
| Total debt securities | $31,926,000 | 3,298 |
| Structured notes | ||
| Amortized cost | $846,000 | 2,430 |
| Fair value | $802,000 | 2,436 |
| 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 | $32,731,000 | 3,334 |
| U.S. Government securities | $29,257,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $29,257,000 | 2,773 |
| Securities issued by states & political subdivisions | $3,474,000 | 3,606 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,875,000 | 5,434 |
| Mortgage-backed securities | $11,072,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $10,683,000 | 2,067 |
| Issued or guaranteed by U.S. | $10,683,000 | 2,054 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $389,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,646 |
| 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) | $1,906,000 | 2,638 |
| Available-for-sale securities (fair market value) | $30,825,000 | 3,017 |
| Total debt securities | $32,731,000 | 3,278 |
| Structured notes | ||
| Amortized cost | $873,000 | 2,412 |
| Fair value | $841,000 | 2,415 |
| 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 | $33,449,000 | 3,257 |
| U.S. Government securities | $29,968,000 | 2,802 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $29,968,000 | 2,708 |
| Securities issued by states & political subdivisions | $3,481,000 | 3,630 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,933,000 | 5,902 |
| Mortgage-backed securities | $11,664,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $11,217,000 | 2,019 |
| Issued or guaranteed by U.S. | $11,217,000 | 2,006 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $447,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 2,610 |
| 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) | $1,908,000 | 2,685 |
| Available-for-sale securities (fair market value) | $31,541,000 | 2,961 |
| Total debt securities | $33,449,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $896,000 | 2,396 |
| Fair value | $871,000 | 2,398 |
| 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 | $41,333,000 | 2,745 |
| U.S. Government securities | $37,838,000 | 2,286 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $37,838,000 | 2,214 |
| Securities issued by states & political subdivisions | $3,495,000 | 3,616 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,970,000 | 5,882 |
| Mortgage-backed securities | $14,450,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $13,930,000 | 1,774 |
| Issued or guaranteed by U.S. | $13,930,000 | 1,762 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $520,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,546 |
| 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) | $1,909,000 | 2,697 |
| Available-for-sale securities (fair market value) | $39,424,000 | 2,450 |
| Total debt securities | $41,334,000 | 2,704 |
| Structured notes | ||
| Amortized cost | $928,000 | 2,338 |
| Fair value | $914,000 | 2,341 |
| 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 | $43,054,000 | 2,680 |
| U.S. Government securities | $39,532,000 | 2,219 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $39,532,000 | 2,141 |
| Securities issued by states & political subdivisions | $3,522,000 | 3,590 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,989,000 | 5,859 |
| Mortgage-backed securities | $15,868,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $15,128,000 | 1,741 |
| Issued or guaranteed by U.S. | $15,128,000 | 1,728 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $740,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 2,476 |
| 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) | $1,910,000 | 2,752 |
| Available-for-sale securities (fair market value) | $41,144,000 | 2,377 |
| Total debt securities | $43,054,000 | 2,634 |
| 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 | $41,721,000 | 2,789 |
| U.S. Government securities | $39,266,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $39,266,000 | 2,189 |
| Securities issued by states & political subdivisions | $2,455,000 | 4,087 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,969,000 | 5,925 |
| Mortgage-backed securities | $16,863,000 | 2,121 |
| Certificates of participation in pools of residential mortgages | $15,816,000 | 1,741 |
| Issued or guaranteed by U.S. | $15,816,000 | 1,729 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,047,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 2,334 |
| 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) | $874,000 | 3,298 |
| Available-for-sale securities (fair market value) | $40,847,000 | 2,424 |
| Total debt securities | $41,721,000 | 2,741 |
| 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 | $47,403,000 | 2,510 |
| U.S. Government securities | $45,796,000 | 2,001 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $45,796,000 | 1,920 |
| Securities issued by states & political subdivisions | $1,607,000 | 4,626 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,004,000 | 5,874 |
| Mortgage-backed securities | $16,977,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | $15,651,000 | 1,768 |
| Issued or guaranteed by U.S. | $15,651,000 | 1,760 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,326,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $1,326,000 | 2,241 |
| 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) | $47,403,000 | 2,131 |
| Total debt securities | $47,403,000 | 2,471 |
| 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 | $36,795,000 | 3,105 |
| U.S. Government securities | $35,798,000 | 2,439 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $35,798,000 | 2,353 |
| Securities issued by states & political subdivisions | $997,000 | 5,152 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,025,000 | 5,875 |
| Mortgage-backed securities | $8,905,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $7,207,000 | 2,840 |
| Issued or guaranteed by U.S. | $7,207,000 | 2,832 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,698,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,698,000 | 2,077 |
| 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) | $36,795,000 | 2,657 |
| Total debt securities | $36,795,000 | 3,043 |
| 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 | $37,250,000 | 3,124 |
| U.S. Government securities | $36,289,000 | 2,442 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $36,289,000 | 2,354 |
| Securities issued by states & political subdivisions | $961,000 | 5,210 |
| 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 | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,998,000 | 5,932 |
| Mortgage-backed securities | $7,895,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $5,914,000 | 3,151 |
| Issued or guaranteed by U.S. | $5,914,000 | 3,143 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,981,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $1,981,000 | 2,013 |
| 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) | $37,250,000 | 2,687 |
| Total debt securities | $37,250,000 | 3,053 |
| 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 | $33,630,000 | 3,359 |
| U.S. Government securities | $33,213,000 | 2,606 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $33,213,000 | 2,519 |
| Securities issued by states & political subdivisions | $417,000 | 5,881 |
| 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 | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,064,000 | 5,839 |
| Mortgage-backed securities | $11,028,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $8,583,000 | 2,642 |
| Issued or guaranteed by U.S. | $8,583,000 | 2,632 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,445,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $2,445,000 | 1,908 |
| 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) | $33,630,000 | 2,904 |
| Total debt securities | $33,630,000 | 3,289 |
| 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 | $33,600,000 | 3,422 |
| U.S. Government securities | $33,187,000 | 2,695 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $33,187,000 | 2,606 |
| Securities issued by states & political subdivisions | $413,000 | 5,933 |
| 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 | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,057,000 | 5,808 |
| Mortgage-backed securities | $12,136,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $9,323,000 | 2,523 |
| Issued or guaranteed by U.S. | $9,323,000 | 2,511 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,813,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $2,813,000 | 1,913 |
| 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) | $33,600,000 | 2,941 |
| Total debt securities | $33,600,000 | 3,361 |
| 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 | $30,727,000 | 3,571 |
| U.S. Government securities | $30,317,000 | 2,799 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $30,317,000 | 2,698 |
| Securities issued by states & political subdivisions | $410,000 | 5,968 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,075,000 | 5,774 |
| Mortgage-backed securities | $14,138,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $10,693,000 | 2,306 |
| Issued or guaranteed by U.S. | $10,693,000 | 2,294 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,445,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $3,445,000 | 1,787 |
| 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) | $30,727,000 | 3,094 |
| Total debt securities | $30,727,000 | 3,497 |
| 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 | $32,433,000 | 3,352 |
| U.S. Government securities | $31,885,000 | 2,603 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $31,885,000 | 2,511 |
| Securities issued by states & political subdivisions | $421,000 | 5,949 |
| Other domestic debt securities | $127,000 | 3,738 |
| Privately issued residential mortgage-backed securities | $127,000 | 1,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,033,000 | 5,800 |
| Mortgage-backed securities | $23,796,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $15,247,000 | 1,830 |
| Issued or guaranteed by U.S. | $15,247,000 | 1,818 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,549,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $8,422,000 | 1,244 |
| Privately issued | $127,000 | 927 |
| 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) | $32,433,000 | 2,903 |
| Total debt securities | $32,433,000 | 3,276 |
| 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 | $35,721,000 | 3,084 |
| U.S. Government securities | $35,008,000 | 2,411 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $35,008,000 | 2,311 |
| Securities issued by states & political subdivisions | $405,000 | 5,961 |
| Other domestic debt securities | $308,000 | 3,512 |
| Privately issued residential mortgage-backed securities | $308,000 | 949 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,052,000 | 5,822 |
| Mortgage-backed securities | $27,098,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $15,109,000 | 1,819 |
| Issued or guaranteed by U.S. | $15,109,000 | 1,813 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,989,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $11,681,000 | 1,063 |
| Privately issued | $308,000 | 840 |
| 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) | $35,721,000 | 2,656 |
| Total debt securities | $35,721,000 | 3,004 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,001,000 | 1,051 |
| 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 | $39,007,000 | 2,865 |
| U.S. Government securities | $38,104,000 | 2,244 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $38,104,000 | 2,151 |
| Securities issued by states & political subdivisions | $405,000 | 5,974 |
| Other domestic debt securities | $498,000 | 3,371 |
| Privately issued residential mortgage-backed securities | $498,000 | 883 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000 | 7,394 |
| Mortgage-backed securities | $28,325,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $14,953,000 | 1,789 |
| Issued or guaranteed by U.S. | $14,953,000 | 1,779 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $13,372,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $12,874,000 | 1,008 |
| Privately issued | $498,000 | 790 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $39,007,000 | 2,443 |
| Total debt securities | $39,007,000 | 2,786 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 749 |
| Fair value | $1,006,000 | 875 |
| 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 | $37,593,000 | 2,806 |
| U.S. Government securities | $37,217,000 | 2,108 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $37,217,000 | 1,993 |
| Securities issued by states & political subdivisions | $376,000 | 6,147 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,038,000 | 5,918 |
| Mortgage-backed securities | $22,471,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $11,989,000 | 1,871 |
| Issued or guaranteed by U.S. | $11,989,000 | 1,860 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $10,482,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $10,482,000 | 1,162 |
| 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) | $37,593,000 | 2,335 |
| Total debt securities | $37,593,000 | 2,734 |
| 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 | $33,730,000 | 3,139 |
| U.S. Government securities | $33,440,000 | 2,408 |
| U.S. Treasury securities | $1,003,000 | 2,705 |
| U.S. Government agency obligations | $32,437,000 | 2,272 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $290,000 | 5,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,263,000 | 6,097 |
| Mortgage-backed securities | $9,936,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $5,212,000 | 2,567 |
| Issued or guaranteed by U.S. | $5,212,000 | 2,547 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,724,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $4,724,000 | 1,424 |
| 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) | $33,730,000 | 2,513 |
| Total debt securities | $33,440,000 | 3,059 |
| 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 | $27,898,000 | 3,804 |
| U.S. Government securities | $27,637,000 | 2,960 |
| U.S. Treasury securities | $1,992,000 | 2,807 |
| U.S. Government agency obligations | $25,645,000 | 2,838 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $261,000 | 5,152 |
| 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 | 7,649 |
| Mortgage-backed securities | $10,229,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $6,503,000 | 2,430 |
| Issued or guaranteed by U.S. | $6,503,000 | 2,417 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,726,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $3,726,000 | 1,746 |
| 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) | $27,898,000 | 2,993 |
| Total debt securities | $27,637,000 | 3,738 |
| 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 | $27,995,000 | 3,834 |
| U.S. Government securities | $27,786,000 | 3,026 |
| U.S. Treasury securities | $7,112,000 | 1,726 |
| U.S. Government agency obligations | $20,674,000 | 3,238 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $209,000 | 5,344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 7,702 |
| Mortgage-backed securities | $12,653,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | $8,406,000 | 2,208 |
| Issued or guaranteed by U.S. | $8,406,000 | 2,191 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,247,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $4,247,000 | 1,787 |
| 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) | $27,995,000 | 2,951 |
| Total debt securities | $27,786,000 | 3,763 |
| 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 | $24,017,000 | 4,327 |
| U.S. Government securities | $23,836,000 | 3,576 |
| U.S. Treasury securities | $3,049,000 | 4,182 |
| U.S. Government agency obligations | $20,787,000 | 3,122 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $181,000 | 5,564 |
| 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 | 8,122 |
| Mortgage-backed securities | $8,274,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $4,078,000 | 3,246 |
| Issued or guaranteed by U.S. | $4,078,000 | 3,233 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,196,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $4,196,000 | 1,810 |
| 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) | $24,017,000 | 3,157 |
| Total debt securities | $23,836,000 | 4,247 |
| 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 | $22,618,000 | 4,870 |
| U.S. Government securities | $22,437,000 | 4,071 |
| U.S. Treasury securities | $9,876,000 | 2,281 |
| U.S. Government agency obligations | $12,561,000 | 4,771 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $181,000 | 5,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $493,000 | 8,657 |
| Mortgage-backed securities | $5,605,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 5,308 |
| Issued or guaranteed by U.S. | $1,397,000 | 5,292 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,208,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $4,208,000 | 2,033 |
| 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) | $22,618,000 | 3,465 |
| Total debt securities | $22,437,000 | 4,792 |
| 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 | $16,873,000 | 6,235 |
| U.S. Government securities | $16,692,000 | 5,319 |
| U.S. Treasury securities | $6,958,000 | 3,664 |
| U.S. Government agency obligations | $9,734,000 | 5,580 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $181,000 | 5,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,000 | 8,963 |
| Mortgage-backed securities | $7,731,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $803,000 | 6,400 |
| Issued or guaranteed by U.S. | $803,000 | 6,368 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,928,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $6,928,000 | 1,679 |
| 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) | $16,873,000 | 4,500 |
| Total debt securities | $16,692,000 | 6,160 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $18,752,000 | 6,159 |
| U.S. Government securities | $18,581,000 | 5,221 |
| U.S. Treasury securities | $10,211,000 | 3,330 |
| U.S. Government agency obligations | $8,370,000 | 6,024 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $171,000 | 5,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,000 | 9,426 |
| Mortgage-backed securities | $8,370,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $1,840,000 | 5,361 |
| Issued or guaranteed by U.S. | $1,840,000 | 5,337 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,530,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $6,530,000 | 1,841 |
| 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) | $4,631,000 | 8,200 |
| Available-for-sale securities (fair market value) | $14,121,000 | 3,743 |
| Total debt securities | $18,581,000 | 6,100 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $16,983,000 | 6,829 |
| U.S. Government securities | $16,812,000 | 5,817 |
| U.S. Treasury securities | $7,968,000 | 4,223 |
| U.S. Government agency obligations | $8,844,000 | 6,013 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $171,000 | 4,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 10,101 |
| Mortgage-backed securities | $6,858,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $1,940,000 | 5,818 |
| Issued or guaranteed by U.S. | $1,940,000 | 5,770 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,918,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $4,918,000 | 2,494 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,812,000 | 6,741 |
| 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 | $19,542,000 | 6,198 |
| U.S. Government securities | $19,371,000 | 5,188 |
| U.S. Treasury securities | $6,995,000 | 4,641 |
| U.S. Government agency obligations | $12,376,000 | 4,748 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $171,000 | 4,204 |
| 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 | 9,719 |
| Mortgage-backed securities | $10,876,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $5,881,000 | 3,612 |
| Issued or guaranteed by U.S. | $5,881,000 | 3,567 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,995,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $4,995,000 | 2,407 |
| 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 | $19,371,000 | 6,123 |
| 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 |