Home > First Home Bank > Securities
First Home Bank, Securities
| 2017-09-30 | Rank | |
| Total securities | $45,323,000 | 2,500 |
| U.S. Government securities | $45,323,000 | 1,670 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $45,323,000 | 1,601 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,988,000 | 1,229 |
| Mortgage-backed securities | $16,444,000 | 2,214 |
| Certificates of participation in pools of residential mortgages | $3,463,000 | 3,148 |
| Issued or guaranteed by U.S. | $3,463,000 | 3,143 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $12,981,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $12,981,000 | 950 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $45,323,000 | 2,290 |
| Total debt securities | $45,323,000 | 2,482 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $49,145,000 | 2,381 |
| U.S. Government securities | $49,145,000 | 1,608 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $49,145,000 | 1,533 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,923,000 | 1,759 |
| Mortgage-backed securities | $17,326,000 | 2,165 |
| Certificates of participation in pools of residential mortgages | $3,621,000 | 3,159 |
| Issued or guaranteed by U.S. | $3,621,000 | 3,156 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,705,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $13,705,000 | 904 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $49,145,000 | 2,177 |
| Total debt securities | $49,145,000 | 2,361 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $51,686,000 | 2,330 |
| U.S. Government securities | $48,683,000 | 1,654 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $48,683,000 | 1,570 |
| Securities issued by states & political subdivisions | $3,003,000 | 3,878 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,980,000 | 2,236 |
| Mortgage-backed securities | $18,086,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $3,767,000 | 3,192 |
| Issued or guaranteed by U.S. | $3,767,000 | 3,189 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,319,000 | 925 |
| CMOs issued by government agencies or sponsored agencies | $14,319,000 | 889 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $51,686,000 | 2,131 |
| Total debt securities | $51,686,000 | 2,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $54,792,000 | 2,227 |
| U.S. Government securities | $51,457,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $51,457,000 | 1,492 |
| Securities issued by states & political subdivisions | $3,335,000 | 3,845 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,017,000 | 2,385 |
| Mortgage-backed securities | $19,044,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $3,930,000 | 3,174 |
| Issued or guaranteed by U.S. | $3,930,000 | 3,169 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $15,114,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $15,114,000 | 845 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $54,792,000 | 2,042 |
| Total debt securities | $54,792,000 | 2,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $59,374,000 | 2,102 |
| U.S. Government securities | $55,977,000 | 1,438 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $55,977,000 | 1,378 |
| Securities issued by states & political subdivisions | $3,397,000 | 3,833 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,497,000 | 2,686 |
| Mortgage-backed securities | $20,937,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $4,300,000 | 3,135 |
| Issued or guaranteed by U.S. | $4,300,000 | 3,134 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,637,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $16,637,000 | 810 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $59,374,000 | 1,927 |
| Total debt securities | $59,374,000 | 2,081 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $54,108,000 | 2,261 |
| U.S. Government securities | $51,613,000 | 1,574 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $51,613,000 | 1,505 |
| Securities issued by states & political subdivisions | $2,495,000 | 4,067 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,055,000 | 3,170 |
| Mortgage-backed securities | $29,922,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $7,055,000 | 2,692 |
| Issued or guaranteed by U.S. | $7,055,000 | 2,687 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $22,867,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $22,867,000 | 660 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $54,108,000 | 2,062 |
| Total debt securities | $54,108,000 | 2,236 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $53,020,000 | 2,325 |
| U.S. Government securities | $50,542,000 | 1,665 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $50,542,000 | 1,585 |
| Securities issued by states & political subdivisions | $2,478,000 | 4,095 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,018,000 | 3,339 |
| Mortgage-backed securities | $32,752,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $7,314,000 | 2,658 |
| Issued or guaranteed by U.S. | $7,314,000 | 2,655 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $25,438,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $25,438,000 | 627 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $53,020,000 | 2,115 |
| Total debt securities | $53,020,000 | 2,301 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $58,317,000 | 2,201 |
| U.S. Government securities | $56,732,000 | 1,529 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $56,732,000 | 1,457 |
| Securities issued by states & political subdivisions | $1,585,000 | 4,390 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,979,000 | 3,918 |
| Mortgage-backed securities | $39,212,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $9,577,000 | 2,389 |
| Issued or guaranteed by U.S. | $9,577,000 | 2,386 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $29,635,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $29,635,000 | 582 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $58,317,000 | 1,999 |
| Total debt securities | $58,317,000 | 2,178 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $55,358,000 | 2,304 |
| U.S. Government securities | $54,520,000 | 1,587 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $54,520,000 | 1,520 |
| Securities issued by states & political subdivisions | $838,000 | 4,704 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,039,000 | 3,770 |
| Mortgage-backed securities | $42,471,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $10,318,000 | 2,322 |
| Issued or guaranteed by U.S. | $10,318,000 | 2,320 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $32,153,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $32,153,000 | 554 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $55,358,000 | 2,096 |
| Total debt securities | $55,358,000 | 2,279 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $52,776,000 | 2,434 |
| U.S. Government securities | $52,214,000 | 1,700 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $52,214,000 | 1,625 |
| Securities issued by states & political subdivisions | $562,000 | 4,859 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,965,000 | 3,840 |
| Mortgage-backed securities | $44,268,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $10,697,000 | 2,335 |
| Issued or guaranteed by U.S. | $10,697,000 | 2,334 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $33,571,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $33,571,000 | 548 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $52,776,000 | 2,215 |
| Total debt securities | $52,776,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $56,738,000 | 2,346 |
| U.S. Government securities | $56,372,000 | 1,631 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $56,372,000 | 1,550 |
| Securities issued by states & political subdivisions | $366,000 | 4,977 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,998,000 | 4,541 |
| Mortgage-backed securities | $49,369,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $12,204,000 | 2,218 |
| Issued or guaranteed by U.S. | $12,204,000 | 2,218 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $37,165,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $37,165,000 | 535 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $56,738,000 | 2,127 |
| Total debt securities | $56,738,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $62,367,000 | 2,221 |
| U.S. Government securities | $62,004,000 | 1,507 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $62,004,000 | 1,443 |
| Securities issued by states & political subdivisions | $363,000 | 5,066 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,912,000 | 4,143 |
| Mortgage-backed securities | $52,165,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $10,764,000 | 2,419 |
| Issued or guaranteed by U.S. | $10,764,000 | 2,416 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $41,401,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $41,401,000 | 499 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $62,367,000 | 2,003 |
| Total debt securities | $62,367,000 | 2,198 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $61,190,000 | 2,268 |
| U.S. Government securities | $61,086,000 | 1,560 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $61,086,000 | 1,496 |
| Securities issued by states & political subdivisions | $104,000 | 5,282 |
| 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 | $4,872,000 | 4,193 |
| Mortgage-backed securities | $54,306,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $9,368,000 | 2,668 |
| Issued or guaranteed by U.S. | $9,368,000 | 2,666 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $44,938,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $44,938,000 | 487 |
| 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) | $61,190,000 | 2,049 |
| Total debt securities | $61,190,000 | 2,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| 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 | $62,244,000 | 2,244 |
| U.S. Government securities | $62,241,000 | 1,550 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $62,241,000 | 1,485 |
| Securities issued by states & political subdivisions | $3,000 | 5,385 |
| 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 | $4,883,000 | 4,228 |
| Mortgage-backed securities | $55,438,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $8,627,000 | 2,824 |
| Issued or guaranteed by U.S. | $8,627,000 | 2,824 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $46,811,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $46,811,000 | 477 |
| 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) | $62,244,000 | 2,017 |
| Total debt securities | $62,244,000 | 2,227 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $69,229,000 | 2,080 |
| U.S. Government securities | $69,226,000 | 1,431 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $69,226,000 | 1,374 |
| Securities issued by states & political subdivisions | $3,000 | 5,431 |
| 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 | $4,769,000 | 4,277 |
| Mortgage-backed securities | $62,549,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $14,336,000 | 2,210 |
| Issued or guaranteed by U.S. | $14,336,000 | 2,210 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $48,213,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $48,213,000 | 464 |
| 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) | $69,229,000 | 1,872 |
| Total debt securities | $69,229,000 | 2,055 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $66,647,000 | 2,135 |
| U.S. Government securities | $66,641,000 | 1,435 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $66,641,000 | 1,393 |
| Securities issued by states & political subdivisions | $6,000 | 5,495 |
| 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 | $5,697,000 | 4,089 |
| Mortgage-backed securities | $59,098,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $9,091,000 | 2,786 |
| Issued or guaranteed by U.S. | $9,091,000 | 2,785 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $50,007,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $50,007,000 | 453 |
| 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) | $66,000 | 2,481 |
| Available-for-sale securities (fair market value) | $66,581,000 | 1,921 |
| Total debt securities | $66,647,000 | 2,109 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $70,513,000 | 2,051 |
| U.S. Government securities | $70,507,000 | 1,405 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $70,507,000 | 1,362 |
| Securities issued by states & political subdivisions | $6,000 | 5,537 |
| 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 | $8,751,000 | 3,485 |
| Mortgage-backed securities | $59,865,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $5,537,000 | 3,385 |
| Issued or guaranteed by U.S. | $5,537,000 | 3,382 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $54,328,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $54,328,000 | 429 |
| 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) | $71,000 | 2,476 |
| Available-for-sale securities (fair market value) | $70,442,000 | 1,846 |
| Total debt securities | $70,513,000 | 2,030 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $73,051,000 | 1,988 |
| U.S. Government securities | $73,045,000 | 1,359 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $73,045,000 | 1,318 |
| Securities issued by states & political subdivisions | $6,000 | 5,541 |
| 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 | $8,748,000 | 3,480 |
| Mortgage-backed securities | $62,391,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $5,580,000 | 3,361 |
| Issued or guaranteed by U.S. | $5,580,000 | 3,358 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $56,811,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $56,811,000 | 421 |
| 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) | $83,000 | 2,411 |
| Available-for-sale securities (fair market value) | $72,968,000 | 1,793 |
| Total debt securities | $73,051,000 | 1,962 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $76,542,000 | 1,930 |
| U.S. Government securities | $76,536,000 | 1,320 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $76,536,000 | 1,279 |
| Securities issued by states & political subdivisions | $6,000 | 5,579 |
| 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 | $8,038,000 | 3,661 |
| Mortgage-backed securities | $66,505,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $6,251,000 | 3,269 |
| Issued or guaranteed by U.S. | $6,251,000 | 3,267 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $60,254,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $60,254,000 | 414 |
| 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) | $91,000 | 2,401 |
| Available-for-sale securities (fair market value) | $76,451,000 | 1,751 |
| Total debt securities | $76,542,000 | 1,903 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $74,102,000 | 1,954 |
| U.S. Government securities | $74,102,000 | 1,346 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $74,102,000 | 1,310 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $7,061,000 | 3,821 |
| Mortgage-backed securities | $63,040,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $10,025,000 | 2,652 |
| Issued or guaranteed by U.S. | $10,025,000 | 2,649 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $53,015,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $53,015,000 | 464 |
| 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) | $1,111,000 | 1,882 |
| Available-for-sale securities (fair market value) | $72,991,000 | 1,801 |
| Total debt securities | $74,102,000 | 1,934 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,000,000 | 1,292 |
| 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 | $72,959,000 | 1,980 |
| U.S. Government securities | $72,464,000 | 1,393 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $72,464,000 | 1,351 |
| Securities issued by states & political subdivisions | $495,000 | 5,314 |
| 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 | $7,224,000 | 3,850 |
| Mortgage-backed securities | $53,213,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $10,797,000 | 2,688 |
| Issued or guaranteed by U.S. | $10,797,000 | 2,685 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $42,416,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $42,416,000 | 567 |
| 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) | $2,621,000 | 1,597 |
| Available-for-sale securities (fair market value) | $70,338,000 | 1,844 |
| Total debt securities | $72,959,000 | 1,957 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,000,000 | 1,396 |
| 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 | $72,383,000 | 1,982 |
| U.S. Government securities | $71,888,000 | 1,428 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $71,888,000 | 1,388 |
| Securities issued by states & political subdivisions | $495,000 | 5,319 |
| 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 | $8,264,000 | 3,673 |
| Mortgage-backed securities | $48,573,000 | 1,414 |
| Certificates of participation in pools of residential mortgages | $20,819,000 | 1,823 |
| Issued or guaranteed by U.S. | $20,819,000 | 1,821 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $27,754,000 | 864 |
| CMOs issued by government agencies or sponsored agencies | $27,754,000 | 806 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,636,000 | 1,593 |
| Available-for-sale securities (fair market value) | $69,747,000 | 1,858 |
| Total debt securities | $72,383,000 | 1,964 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $1,997,000 | 1,601 |
| 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 | $75,660,000 | 1,909 |
| U.S. Government securities | $75,099,000 | 1,413 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $75,099,000 | 1,375 |
| Securities issued by states & political subdivisions | $545,000 | 5,244 |
| Other domestic debt securities | $16,000 | 2,828 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,141 |
| 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 | $8,181,000 | 3,707 |
| Mortgage-backed securities | $50,908,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $31,951,000 | 1,325 |
| Issued or guaranteed by U.S. | $31,951,000 | 1,324 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,957,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $18,941,000 | 1,057 |
| Privately issued | $16,000 | 1,097 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,706,000 | 1,607 |
| Available-for-sale securities (fair market value) | $72,954,000 | 1,797 |
| Total debt securities | $75,660,000 | 1,895 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $1,985,000 | 1,773 |
| 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 | $70,547,000 | 1,964 |
| U.S. Government securities | $69,894,000 | 1,432 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $69,894,000 | 1,386 |
| Securities issued by states & political subdivisions | $595,000 | 5,211 |
| Other domestic debt securities | $58,000 | 2,791 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,184 |
| 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 | $6,086,000 | 3,931 |
| Mortgage-backed securities | $49,676,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $41,534,000 | 1,015 |
| Issued or guaranteed by U.S. | $41,534,000 | 1,015 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,142,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $8,084,000 | 1,584 |
| Privately issued | $58,000 | 1,123 |
| 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) | $5,771,000 | 1,291 |
| Available-for-sale securities (fair market value) | $64,776,000 | 1,922 |
| Total debt securities | $70,547,000 | 1,942 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,001,000 | 2,242 |
| 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 | $66,639,000 | 2,009 |
| U.S. Government securities | $65,416,000 | 1,471 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,416,000 | 1,424 |
| Securities issued by states & political subdivisions | $1,101,000 | 4,862 |
| Other domestic debt securities | $96,000 | 2,740 |
| Privately issued residential mortgage-backed securities | $96,000 | 1,177 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 1,133 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,429,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $39,590,000 | 1,020 |
| Issued or guaranteed by U.S. | $39,590,000 | 1,018 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,839,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $7,743,000 | 1,608 |
| Privately issued | $96,000 | 1,113 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,328,000 | 1,172 |
| Available-for-sale securities (fair market value) | $59,311,000 | 1,989 |
| Total debt securities | $66,613,000 | 1,988 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $72,008,000 | 1,878 |
| U.S. Government securities | $70,733,000 | 1,389 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $70,733,000 | 1,348 |
| Securities issued by states & political subdivisions | $1,103,000 | 4,846 |
| Other domestic debt securities | $146,000 | 2,632 |
| Privately issued residential mortgage-backed securities | $146,000 | 1,167 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 1,163 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,146,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $25,394,000 | 1,399 |
| Issued or guaranteed by U.S. | $25,394,000 | 1,395 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,752,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $5,606,000 | 1,811 |
| Privately issued | $146,000 | 1,110 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,260,000 | 717 |
| Available-for-sale securities (fair market value) | $53,748,000 | 2,178 |
| Total debt securities | $71,982,000 | 1,861 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $78,150,000 | 1,729 |
| U.S. Government securities | $76,788,000 | 1,292 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,788,000 | 1,241 |
| Securities issued by states & political subdivisions | $1,149,000 | 4,828 |
| Other domestic debt securities | $185,000 | 2,648 |
| Privately issued residential mortgage-backed securities | $185,000 | 1,176 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,501,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $26,573,000 | 1,308 |
| Issued or guaranteed by U.S. | $26,573,000 | 1,301 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,928,000 | 1,883 |
| CMOs issued by government agencies or sponsored agencies | $5,743,000 | 1,718 |
| Privately issued | $185,000 | 1,120 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,336,000 | 693 |
| Available-for-sale securities (fair market value) | $58,814,000 | 1,988 |
| Total debt securities | $78,122,000 | 1,713 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $72,502,000 | 1,762 |
| U.S. Government securities | $71,053,000 | 1,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,053,000 | 1,259 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,814 |
| Other domestic debt securities | $232,000 | 2,742 |
| Privately issued residential mortgage-backed securities | $232,000 | 1,193 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,237,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | $26,340,000 | 1,279 |
| Issued or guaranteed by U.S. | $26,340,000 | 1,267 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,897,000 | 1,867 |
| CMOs issued by government agencies or sponsored agencies | $5,665,000 | 1,689 |
| Privately issued | $232,000 | 1,135 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,738,000 | 1,096 |
| Available-for-sale securities (fair market value) | $63,764,000 | 1,792 |
| Total debt securities | $72,474,000 | 1,749 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $62,163,000 | 1,991 |
| U.S. Government securities | $60,460,000 | 1,476 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,460,000 | 1,410 |
| Securities issued by states & political subdivisions | $1,395,000 | 4,624 |
| Other domestic debt securities | $280,000 | 2,766 |
| Privately issued residential mortgage-backed securities | $280,000 | 1,248 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 1,198 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,103,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $25,443,000 | 1,282 |
| Issued or guaranteed by U.S. | $25,443,000 | 1,275 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,660,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $6,380,000 | 1,574 |
| Privately issued | $280,000 | 1,191 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,838,000 | 1,973 |
| Available-for-sale securities (fair market value) | $60,325,000 | 1,820 |
| Total debt securities | $62,135,000 | 1,972 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $62,070,000 | 1,989 |
| U.S. Government securities | $60,143,000 | 1,500 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,143,000 | 1,447 |
| Securities issued by states & political subdivisions | $1,575,000 | 4,489 |
| Other domestic debt securities | $324,000 | 2,717 |
| Privately issued residential mortgage-backed securities | $324,000 | 1,265 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 1,246 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,439,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $28,295,000 | 1,171 |
| Issued or guaranteed by U.S. | $28,295,000 | 1,165 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,144,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $4,820,000 | 1,695 |
| Privately issued | $324,000 | 1,212 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,138,000 | 1,969 |
| Available-for-sale securities (fair market value) | $59,932,000 | 1,825 |
| Total debt securities | $62,042,000 | 1,970 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $60,535,000 | 2,048 |
| U.S. Government securities | $58,522,000 | 1,545 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,522,000 | 1,494 |
| Securities issued by states & political subdivisions | $1,615,000 | 4,472 |
| Other domestic debt securities | $368,000 | 2,746 |
| Privately issued residential mortgage-backed securities | $368,000 | 1,290 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 1,313 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,536,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $30,945,000 | 1,166 |
| Issued or guaranteed by U.S. | $30,945,000 | 1,158 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,591,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $3,223,000 | 1,890 |
| Privately issued | $368,000 | 1,238 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,411,000 | 1,933 |
| Available-for-sale securities (fair market value) | $58,124,000 | 1,887 |
| Total debt securities | $60,505,000 | 2,022 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $47,512,000 | 2,481 |
| U.S. Government securities | $45,431,000 | 1,903 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,431,000 | 1,848 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,499 |
| Other domestic debt securities | $411,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $411,000 | 1,313 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 1,353 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,349,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $31,220,000 | 1,185 |
| Issued or guaranteed by U.S. | $31,220,000 | 1,179 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,129,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $3,718,000 | 1,778 |
| Privately issued | $411,000 | 1,257 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,397,000 | 1,958 |
| Available-for-sale securities (fair market value) | $45,115,000 | 2,305 |
| Total debt securities | $47,482,000 | 2,453 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $45,512,000 | 2,573 |
| U.S. Government securities | $43,205,000 | 1,965 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,205,000 | 1,906 |
| Securities issued by states & political subdivisions | $1,816,000 | 4,462 |
| Other domestic debt securities | $461,000 | 2,830 |
| Privately issued residential mortgage-backed securities | $461,000 | 1,344 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 1,442 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,039,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $29,468,000 | 1,287 |
| Issued or guaranteed by U.S. | $29,468,000 | 1,277 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,571,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $4,110,000 | 1,688 |
| Privately issued | $461,000 | 1,287 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,483,000 | 2,027 |
| Available-for-sale securities (fair market value) | $43,029,000 | 2,394 |
| Total debt securities | $45,482,000 | 2,542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $47,661,000 | 2,417 |
| U.S. Government securities | $45,273,000 | 1,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,273,000 | 1,788 |
| Securities issued by states & political subdivisions | $1,854,000 | 4,415 |
| Other domestic debt securities | $504,000 | 2,796 |
| Privately issued residential mortgage-backed securities | $504,000 | 1,341 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 1,441 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,168,000 | 1,543 |
| Certificates of participation in pools of residential mortgages | $31,842,000 | 1,227 |
| Issued or guaranteed by U.S. | $31,842,000 | 1,217 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,326,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $4,822,000 | 1,549 |
| Privately issued | $504,000 | 1,278 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,698,000 | 1,980 |
| Available-for-sale securities (fair market value) | $44,963,000 | 2,248 |
| Total debt securities | $47,631,000 | 2,386 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $50,192,000 | 2,324 |
| U.S. Government securities | $47,702,000 | 1,751 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,702,000 | 1,709 |
| Securities issued by states & political subdivisions | $1,880,000 | 4,329 |
| Other domestic debt securities | $578,000 | 2,651 |
| Privately issued residential mortgage-backed securities | $578,000 | 1,345 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,437 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,152,000 | 1,429 |
| Certificates of participation in pools of residential mortgages | $34,722,000 | 1,184 |
| Issued or guaranteed by U.S. | $34,722,000 | 1,173 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,430,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $5,852,000 | 1,404 |
| Privately issued | $578,000 | 1,286 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,034,000 | 1,936 |
| Available-for-sale securities (fair market value) | $47,158,000 | 2,166 |
| Total debt securities | $50,160,000 | 2,297 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $51,265,000 | 2,263 |
| U.S. Government securities | $47,710,000 | 1,771 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,710,000 | 1,743 |
| Securities issued by states & political subdivisions | $2,903,000 | 3,804 |
| Other domestic debt securities | $620,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $620,000 | 1,269 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,429 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,171,000 | 1,347 |
| Certificates of participation in pools of residential mortgages | $35,143,000 | 1,122 |
| Issued or guaranteed by U.S. | $35,143,000 | 1,113 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,028,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $6,408,000 | 1,322 |
| Privately issued | $620,000 | 1,215 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,118,000 | 1,929 |
| Available-for-sale securities (fair market value) | $48,147,000 | 2,092 |
| Total debt securities | $51,233,000 | 2,237 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $49,028,000 | 2,299 |
| U.S. Government securities | $45,225,000 | 1,816 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,225,000 | 1,783 |
| Securities issued by states & political subdivisions | $3,068,000 | 3,720 |
| Other domestic debt securities | $703,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $703,000 | 1,232 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,598 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,755,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $31,218,000 | 1,193 |
| Issued or guaranteed by U.S. | $31,218,000 | 1,179 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,537,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $6,834,000 | 1,205 |
| Privately issued | $703,000 | 1,179 |
| 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) | $4,065,000 | 1,772 |
| Available-for-sale securities (fair market value) | $44,963,000 | 2,178 |
| Total debt securities | $48,996,000 | 2,273 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $44,758,000 | 2,537 |
| U.S. Government securities | $40,858,000 | 2,028 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,858,000 | 1,981 |
| Securities issued by states & political subdivisions | $3,109,000 | 3,720 |
| Other domestic debt securities | $759,000 | 2,431 |
| Privately issued residential mortgage-backed securities | $759,000 | 1,202 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 1,797 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,460,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $27,300,000 | 1,326 |
| Issued or guaranteed by U.S. | $27,300,000 | 1,314 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,160,000 | 1,388 |
| CMOs issued by government agencies or sponsored agencies | $7,401,000 | 1,171 |
| Privately issued | $759,000 | 1,144 |
| 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) | $4,176,000 | 1,752 |
| Available-for-sale securities (fair market value) | $40,582,000 | 2,428 |
| Total debt securities | $44,726,000 | 2,489 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $45,349,000 | 2,501 |
| U.S. Government securities | $41,294,000 | 1,993 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,294,000 | 1,956 |
| Securities issued by states & political subdivisions | $3,216,000 | 3,694 |
| Other domestic debt securities | $806,000 | 2,330 |
| Privately issued residential mortgage-backed securities | $806,000 | 1,172 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,000 | 1,771 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,383,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $29,422,000 | 1,183 |
| Issued or guaranteed by U.S. | $29,422,000 | 1,172 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,961,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $8,155,000 | 1,092 |
| Privately issued | $806,000 | 1,114 |
| 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) | $4,337,000 | 1,751 |
| Available-for-sale securities (fair market value) | $41,012,000 | 2,398 |
| Total debt securities | $45,316,000 | 2,453 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $42,570,000 | 2,633 |
| U.S. Government securities | $38,315,000 | 2,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,315,000 | 2,094 |
| Securities issued by states & political subdivisions | $3,359,000 | 3,641 |
| Other domestic debt securities | $863,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $863,000 | 1,065 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,227,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $22,737,000 | 1,279 |
| Issued or guaranteed by U.S. | $22,737,000 | 1,268 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,490,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $8,627,000 | 1,006 |
| Privately issued | $863,000 | 1,014 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,027,000 | 1,468 |
| Available-for-sale securities (fair market value) | $35,543,000 | 2,671 |
| Total debt securities | $42,537,000 | 2,590 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $47,635,000 | 2,389 |
| U.S. Government securities | $43,215,000 | 1,936 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,215,000 | 1,894 |
| Securities issued by states & political subdivisions | $3,473,000 | 3,590 |
| Other domestic debt securities | $914,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $914,000 | 1,014 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,000 | 1,664 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,183,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $22,151,000 | 1,212 |
| Issued or guaranteed by U.S. | $22,151,000 | 1,205 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,032,000 | 1,100 |
| CMOs issued by government agencies or sponsored agencies | $9,118,000 | 937 |
| Privately issued | $914,000 | 965 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,676,000 | 1,201 |
| Available-for-sale securities (fair market value) | $36,959,000 | 2,576 |
| Total debt securities | $47,602,000 | 2,349 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $41,859,000 | 2,669 |
| U.S. Government securities | $38,316,000 | 2,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,316,000 | 2,095 |
| Securities issued by states & political subdivisions | $3,510,000 | 3,580 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,000 | 1,692 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,856,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $15,208,000 | 1,565 |
| Issued or guaranteed by U.S. | $15,208,000 | 1,559 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,648,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $9,648,000 | 879 |
| 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) | $10,786,000 | 1,199 |
| Available-for-sale securities (fair market value) | $31,073,000 | 2,940 |
| Total debt securities | $41,826,000 | 2,632 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $38,085,000 | 2,894 |
| U.S. Government securities | $34,431,000 | 2,410 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,431,000 | 2,336 |
| Securities issued by states & political subdivisions | $3,619,000 | 3,556 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 1,716 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,326,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $9,037,000 | 2,202 |
| Issued or guaranteed by U.S. | $9,037,000 | 2,193 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,289,000 | 1,054 |
| CMOs issued by government agencies or sponsored agencies | $10,289,000 | 839 |
| 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) | $10,967,000 | 1,217 |
| Available-for-sale securities (fair market value) | $27,118,000 | 3,235 |
| Total debt securities | $38,050,000 | 2,849 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $38,117,000 | 2,922 |
| U.S. Government securities | $32,314,000 | 2,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,314,000 | 2,514 |
| Securities issued by states & political subdivisions | $3,799,000 | 3,499 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,004,000 | 789 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,492,000 | 2,154 |
| Certificates of participation in pools of residential mortgages | $3,800,000 | 3,384 |
| Issued or guaranteed by U.S. | $3,800,000 | 3,370 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,692,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $10,692,000 | 828 |
| 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) | $11,582,000 | 1,203 |
| Available-for-sale securities (fair market value) | $26,535,000 | 3,305 |
| Total debt securities | $36,113,000 | 2,991 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $38,646,000 | 2,904 |
| U.S. Government securities | $32,964,000 | 2,566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,964,000 | 2,493 |
| Securities issued by states & political subdivisions | $3,913,000 | 3,443 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,769,000 | 845 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,196,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $4,016,000 | 3,325 |
| Issued or guaranteed by U.S. | $4,016,000 | 3,307 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,180,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $6,180,000 | 1,117 |
| 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) | $18,402,000 | 929 |
| Available-for-sale securities (fair market value) | $20,244,000 | 3,961 |
| Total debt securities | $36,877,000 | 2,984 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $39,641,000 | 2,838 |
| U.S. Government securities | $34,014,000 | 2,501 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,014,000 | 2,421 |
| Securities issued by states & political subdivisions | $3,782,000 | 3,491 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,845,000 | 825 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,450,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $4,189,000 | 3,279 |
| Issued or guaranteed by U.S. | $4,189,000 | 3,266 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,261,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $6,261,000 | 1,106 |
| 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) | $19,139,000 | 922 |
| Available-for-sale securities (fair market value) | $20,502,000 | 3,933 |
| Total debt securities | $37,796,000 | 2,921 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $47,638,000 | 2,467 |
| U.S. Government securities | $41,787,000 | 2,131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,787,000 | 2,053 |
| Securities issued by states & political subdivisions | $3,892,000 | 3,456 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,959,000 | 826 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,797,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $6,803,000 | 2,673 |
| Issued or guaranteed by U.S. | $6,803,000 | 2,659 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,994,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $5,994,000 | 1,147 |
| 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) | $20,448,000 | 878 |
| Available-for-sale securities (fair market value) | $27,190,000 | 3,307 |
| Total debt securities | $45,679,000 | 2,519 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $40,675,000 | 2,804 |
| U.S. Government securities | $35,574,000 | 2,411 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,574,000 | 2,340 |
| Securities issued by states & political subdivisions | $3,171,000 | 3,757 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,930,000 | 858 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,731,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $6,734,000 | 2,709 |
| Issued or guaranteed by U.S. | $6,734,000 | 2,698 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,997,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $3,997,000 | 1,395 |
| 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) | $21,827,000 | 870 |
| Available-for-sale securities (fair market value) | $18,848,000 | 4,141 |
| Total debt securities | $38,745,000 | 2,859 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $41,282,000 | 2,749 |
| U.S. Government securities | $36,053,000 | 2,367 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,053,000 | 2,301 |
| Securities issued by states & political subdivisions | $3,298,000 | 3,698 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,931,000 | 870 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,693,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $5,338,000 | 3,054 |
| Issued or guaranteed by U.S. | $5,338,000 | 3,040 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,355,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $4,355,000 | 1,356 |
| 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) | $23,689,000 | 814 |
| Available-for-sale securities (fair market value) | $17,593,000 | 4,312 |
| Total debt securities | $39,351,000 | 2,816 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $42,641,000 | 2,704 |
| U.S. Government securities | $37,217,000 | 2,335 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,217,000 | 2,258 |
| Securities issued by states & political subdivisions | $3,431,000 | 3,618 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,993,000 | 866 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,791,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $5,951,000 | 2,970 |
| Issued or guaranteed by U.S. | $5,951,000 | 2,957 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,840,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $4,840,000 | 1,334 |
| 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) | $24,125,000 | 809 |
| Available-for-sale securities (fair market value) | $18,516,000 | 4,215 |
| Total debt securities | $40,648,000 | 2,754 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $45,357,000 | 2,593 |
| U.S. Government securities | $39,798,000 | 2,237 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,798,000 | 2,156 |
| Securities issued by states & political subdivisions | $3,629,000 | 3,549 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,930,000 | 913 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,433,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $6,332,000 | 2,959 |
| Issued or guaranteed by U.S. | $6,332,000 | 2,949 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,101,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $5,101,000 | 1,335 |
| 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) | $26,568,000 | 788 |
| Available-for-sale securities (fair market value) | $18,789,000 | 4,242 |
| Total debt securities | $43,427,000 | 2,639 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $42,307,000 | 2,761 |
| U.S. Government securities | $36,632,000 | 2,425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,632,000 | 2,331 |
| Securities issued by states & political subdivisions | $3,675,000 | 3,541 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000,000 | 917 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,169,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $4,771,000 | 3,377 |
| Issued or guaranteed by U.S. | $4,771,000 | 3,365 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,398,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $4,398,000 | 1,450 |
| 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) | $27,782,000 | 756 |
| Available-for-sale securities (fair market value) | $14,525,000 | 4,899 |
| Total debt securities | $40,307,000 | 2,833 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $40,093,000 | 2,886 |
| U.S. Government securities | $35,143,000 | 2,479 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,143,000 | 2,387 |
| Securities issued by states & political subdivisions | $2,786,000 | 3,929 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,164,000 | 895 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,916,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $3,042,000 | 4,011 |
| Issued or guaranteed by U.S. | $3,042,000 | 4,002 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,874,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $2,874,000 | 1,714 |
| 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) | $30,412,000 | 711 |
| Available-for-sale securities (fair market value) | $9,681,000 | 5,817 |
| Total debt securities | $37,929,000 | 2,961 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $43,424,000 | 2,750 |
| U.S. Government securities | $38,482,000 | 2,331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,482,000 | 2,248 |
| Securities issued by states & political subdivisions | $2,685,000 | 3,967 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,257,000 | 905 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,906,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $3,482,000 | 3,908 |
| Issued or guaranteed by U.S. | $3,482,000 | 3,899 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,424,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $3,424,000 | 1,634 |
| 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) | $32,996,000 | 672 |
| Available-for-sale securities (fair market value) | $10,428,000 | 5,730 |
| Total debt securities | $41,167,000 | 2,806 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $49,644,000 | 2,470 |
| U.S. Government securities | $44,509,000 | 2,057 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,509,000 | 1,986 |
| Securities issued by states & political subdivisions | $2,878,000 | 3,882 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,257,000 | 970 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,894,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $3,895,000 | 3,798 |
| Issued or guaranteed by U.S. | $3,895,000 | 3,789 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,999,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $4,999,000 | 1,408 |
| 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) | $38,345,000 | 576 |
| Available-for-sale securities (fair market value) | $11,299,000 | 5,571 |
| Total debt securities | $47,387,000 | 2,514 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $54,775,000 | 2,302 |
| U.S. Government securities | $46,925,000 | 2,024 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,925,000 | 1,954 |
| Securities issued by states & political subdivisions | $4,883,000 | 3,137 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,967,000 | 859 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,456,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 3,657 |
| Issued or guaranteed by U.S. | $4,208,000 | 3,644 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,248,000 | 1,428 |
| CMOs issued by government agencies or sponsored agencies | $6,248,000 | 1,341 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,339,000 | 501 |
| Available-for-sale securities (fair market value) | $11,436,000 | 5,586 |
| Total debt securities | $51,808,000 | 2,367 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $39,328,000 | 2,976 |
| U.S. Government securities | $31,440,000 | 2,729 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,440,000 | 2,636 |
| Securities issued by states & political subdivisions | $4,923,000 | 3,110 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,965,000 | 905 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,836,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $1,950,000 | 4,621 |
| Issued or guaranteed by U.S. | $1,950,000 | 4,600 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,886,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $7,886,000 | 1,190 |
| Privately issued | NA | NA |
| 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) | $27,064,000 | 744 |
| Available-for-sale securities (fair market value) | $12,264,000 | 5,352 |
| Total debt securities | $36,363,000 | 3,083 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $44,468,000 | 2,638 |
| U.S. Government securities | $36,845,000 | 2,322 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,845,000 | 2,241 |
| Securities issued by states & political subdivisions | $4,658,000 | 3,156 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| 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 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,965,000 | 932 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,278,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $3,353,000 | 4,003 |
| Issued or guaranteed by U.S. | $3,353,000 | 3,990 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,925,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $8,925,000 | 1,218 |
| Privately issued | NA | NA |
| 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) | $31,117,000 | 650 |
| Available-for-sale securities (fair market value) | $13,351,000 | 5,076 |
| Total debt securities | $41,503,000 | 2,712 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $38,766,000 | 2,901 |
| U.S. Government securities | $32,407,000 | 2,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,407,000 | 2,435 |
| Securities issued by states & political subdivisions | $4,453,000 | 3,151 |
| Other domestic debt securities | $9,000 | 4,020 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000 | 3,519 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,897,000 | 1,124 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,812,000 | 3,937 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,686,000 | 4,306 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,126,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $3,126,000 | 2,081 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,668,000 | 1,055 |
| Available-for-sale securities (fair market value) | $22,098,000 | 3,777 |
| Total debt securities | $36,869,000 | 2,938 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $36,821,000 | 3,001 |
| U.S. Government securities | $33,207,000 | 2,491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,207,000 | 2,397 |
| Securities issued by states & political subdivisions | $2,064,000 | 4,258 |
| Other domestic debt securities | $10,000 | 4,055 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 3,550 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,540,000 | 1,206 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,311,000 | 4,049 |
| Certificates of participation in pools of residential mortgages | $1,762,000 | 4,794 |
| Issued or guaranteed by U.S. | $1,762,000 | 4,777 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,549,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $3,549,000 | 2,015 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,920,000 | 1,211 |
| Available-for-sale securities (fair market value) | $22,901,000 | 3,656 |
| Total debt securities | $35,281,000 | 3,013 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $5,396,000 | 7,815 |
| U.S. Government securities | $2,354,000 | 8,347 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,354,000 | 8,133 |
| Securities issued by states & political subdivisions | $1,744,000 | 4,509 |
| Other domestic debt securities | $13,000 | 4,123 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 3,542 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,285,000 | 1,216 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $811,000 | 6,055 |
| Certificates of participation in pools of residential mortgages | $811,000 | 5,385 |
| Issued or guaranteed by U.S. | $811,000 | 5,366 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,042,000 | 2,778 |
| Available-for-sale securities (fair market value) | $2,354,000 | 7,812 |
| Total debt securities | $4,111,000 | 8,102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $5,488,000 | 8,191 |
| U.S. Government securities | $3,128,000 | 8,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,128,000 | 8,206 |
| Securities issued by states & political subdivisions | $1,566,000 | 4,768 |
| Other domestic debt securities | $19,000 | 3,830 |
| 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 | $19,000 | 3,320 |
| Foreign debt securities | NA | NA |
| Equity securities | $775,000 | 2,969 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $412,000 | 6,262 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,604 |
| Issued or guaranteed by U.S. | $412,000 | 5,584 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $1,585,000 | 4,092 |
| Available-for-sale securities (fair market value) | $3,903,000 | 7,587 |
| Total debt securities | $4,713,000 | 8,339 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $5,279,000 | 8,575 |
| U.S. Government securities | $3,120,000 | 8,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,120,000 | 8,398 |
| Securities issued by states & political subdivisions | $1,596,000 | 4,972 |
| Other domestic debt securities | $29,000 | 3,749 |
| 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 | $29,000 | 3,154 |
| Foreign debt securities | NA | NA |
| Equity securities | $534,000 | 3,598 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $486,000 | 6,485 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,774 |
| Issued or guaranteed by U.S. | $486,000 | 5,760 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $1,625,000 | 4,460 |
| Available-for-sale securities (fair market value) | $3,654,000 | 7,874 |
| Total debt securities | $4,745,000 | 8,656 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,337,000 | 9,363 |
| U.S. Government securities | $1,760,000 | 9,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,760,000 | 8,896 |
| Securities issued by states & political subdivisions | $1,001,000 | 5,763 |
| Other domestic debt securities | $42,000 | 3,695 |
| 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 | $42,000 | 3,029 |
| Foreign debt securities | NA | NA |
| Equity securities | $534,000 | 3,443 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $632,000 | 6,507 |
| Certificates of participation in pools of residential mortgages | $632,000 | 5,759 |
| Issued or guaranteed by U.S. | $632,000 | 5,743 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $1,043,000 | 5,388 |
| Available-for-sale securities (fair market value) | $2,294,000 | 8,374 |
| Total debt securities | $2,803,000 | 9,445 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $10,545,000 | 7,243 |
| U.S. Government securities | $8,528,000 | 7,033 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,528,000 | 5,747 |
| Securities issued by states & political subdivisions | $1,391,000 | 5,259 |
| Other domestic debt securities | $92,000 | 3,360 |
| 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 | $92,000 | 2,691 |
| Foreign debt securities | NA | NA |
| Equity securities | $534,000 | 3,478 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $767,000 | 6,616 |
| Certificates of participation in pools of residential mortgages | $767,000 | 5,722 |
| Issued or guaranteed by U.S. | $767,000 | 5,703 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $290,000 | 6,967 |
| Available-for-sale securities (fair market value) | $10,255,000 | 5,660 |
| Total debt securities | $10,011,000 | 7,284 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $14,279,000 | 6,624 |
| U.S. Government securities | $11,543,000 | 6,478 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,543,000 | 5,046 |
| Securities issued by states & political subdivisions | $1,913,000 | 4,890 |
| Other domestic debt securities | $290,000 | 3,129 |
| 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 | $290,000 | 2,413 |
| Foreign debt securities | NA | NA |
| Equity securities | $535,000 | 3,378 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 286 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,775,000 | 5,341 |
| Certificates of participation in pools of residential mortgages | $895,000 | 5,988 |
| Issued or guaranteed by U.S. | $895,000 | 5,973 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,880,000 | 3,166 |
| CMOs issued by government agencies or sponsored agencies | $1,880,000 | 3,034 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,048,000 | 6,250 |
| Available-for-sale securities (fair market value) | $12,231,000 | 5,364 |
| Total debt securities | $13,746,000 | 6,638 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,856,000 | 9,054 |
| U.S. Government securities | $5,217,000 | 9,447 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $5,217,000 | 7,587 |
| Securities issued by states & political subdivisions | $2,445,000 | 4,440 |
| Other domestic debt securities | $157,000 | 4,159 |
| 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 | $157,000 | 3,272 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 7,341 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-1,000 | 772 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,041,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $1,141,000 | 5,888 |
| Issued or guaranteed by U.S. | $1,141,000 | 5,852 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,900,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $1,900,000 | 3,378 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,446,000 | 6,344 |
| Available-for-sale securities (fair market value) | $5,410,000 | 7,821 |
| Total debt securities | $7,819,000 | 8,961 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $12,271,000 | 7,972 |
| U.S. Government securities | $9,382,000 | 8,022 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $9,382,000 | 5,605 |
| Securities issued by states & political subdivisions | $1,933,000 | 5,284 |
| Other domestic debt securities | $453,000 | 3,761 |
| 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 | $453,000 | 3,017 |
| Foreign debt securities | NA | NA |
| Equity securities | $498,000 | 3,078 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-5,000 | 886 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,054,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $1,256,000 | 6,056 |
| Issued or guaranteed by U.S. | $1,256,000 | 6,032 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,798,000 | 3,821 |
| CMOs issued by government agencies or sponsored agencies | $1,798,000 | 3,654 |
| Privately issued | NA | NA |
| 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) | $1,887,000 | 10,130 |
| Available-for-sale securities (fair market value) | $10,384,000 | 4,647 |
| Total debt securities | $11,768,000 | 8,016 |
| 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 | $8,513,000 | 9,662 |
| U.S. Government securities | $5,428,000 | 10,274 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $5,428,000 | 7,626 |
| Securities issued by states & political subdivisions | $1,322,000 | 6,267 |
| Other domestic debt securities | $1,026,000 | 3,272 |
| 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 | $1,026,000 | 2,499 |
| Foreign debt securities | NA | NA |
| Equity securities | $742,000 | 2,485 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 334 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,678,000 | 6,011 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 6,115 |
| Issued or guaranteed by U.S. | $1,678,000 | 6,062 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,000,000 | 4,061 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 3,874 |
| Privately issued | NA | NA |
| 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 | $7,776,000 | 9,823 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $8,980,000 | 9,596 |
| U.S. Government securities | $5,874,000 | 10,229 |
| U.S. Treasury securities | $200,000 | 11,887 |
| U.S. Government agency obligations | $5,674,000 | 7,578 |
| Securities issued by states & political subdivisions | $745,000 | 7,109 |
| Other domestic debt securities | $1,349,000 | 3,602 |
| 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 | $1,349,000 | 2,531 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,021,000 | 1,863 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $9,000 | 459 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,674,000 | 5,642 |
| Certificates of participation in pools of residential mortgages | $2,674,000 | 5,446 |
| Issued or guaranteed by U.S. | $2,674,000 | 5,388 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,000,000 | 4,051 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 3,736 |
| Privately issued | NA | NA |
| 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 | $7,968,000 | 9,925 |
| 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 |