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Heritage Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $30,264,000 | 3,541 |
| U.S. Government securities | $25,493,000 | 2,907 |
| U.S. Treasury securities | $3,976,000 | 639 |
| U.S. Government agency obligations | $21,517,000 | 3,117 |
| Securities issued by states & political subdivisions | $4,771,000 | 3,696 |
| 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 | $30,064,000 | 1,695 |
| Mortgage-backed securities | $10,494,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $6,975,000 | 2,943 |
| Issued or guaranteed by U.S. | $6,975,000 | 2,942 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,519,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $3,519,000 | 1,972 |
| 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) | $30,264,000 | 3,226 |
| Total debt securities | $30,262,000 | 3,515 |
| Structured notes | ||
| Amortized cost | $775,000 | 1,654 |
| Fair value | $770,000 | 1,654 |
| 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 | $22,641,000 | 4,174 |
| U.S. Government securities | $17,600,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,600,000 | 3,525 |
| Securities issued by states & political subdivisions | $5,041,000 | 3,686 |
| 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 | $22,177,000 | 2,092 |
| Mortgage-backed securities | $8,684,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $5,165,000 | 3,335 |
| Issued or guaranteed by U.S. | $5,165,000 | 3,333 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,519,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $3,519,000 | 2,010 |
| 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) | $22,641,000 | 3,812 |
| Total debt securities | $22,641,000 | 4,147 |
| Structured notes | ||
| Amortized cost | $932,000 | 1,714 |
| Fair value | $940,000 | 1,699 |
| 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 | $24,266,000 | 4,094 |
| U.S. Government securities | $19,088,000 | 3,548 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,088,000 | 3,443 |
| Securities issued by states & political subdivisions | $5,178,000 | 3,689 |
| 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 | $21,572,000 | 2,148 |
| Mortgage-backed securities | $9,112,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $5,453,000 | 3,345 |
| Issued or guaranteed by U.S. | $5,453,000 | 3,345 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,659,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $3,659,000 | 2,006 |
| 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) | $24,266,000 | 3,736 |
| Total debt securities | $24,266,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,718 |
| Fair value | $992,000 | 1,642 |
| 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 | $22,695,000 | 4,244 |
| U.S. Government securities | $17,486,000 | 3,744 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,486,000 | 3,646 |
| Securities issued by states & political subdivisions | $5,209,000 | 3,717 |
| 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 | $14,553,000 | 2,721 |
| Mortgage-backed securities | $7,457,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $4,162,000 | 3,644 |
| Issued or guaranteed by U.S. | $4,162,000 | 3,643 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,295,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $3,295,000 | 2,072 |
| 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) | $22,695,000 | 3,876 |
| Total debt securities | $22,692,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,051,000 | 1,565 |
| 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 | $21,041,000 | 4,384 |
| U.S. Government securities | $14,901,000 | 4,013 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,901,000 | 3,913 |
| Securities issued by states & political subdivisions | $6,140,000 | 3,532 |
| 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 | $15,155,000 | 2,666 |
| Mortgage-backed securities | $5,810,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $4,002,000 | 3,694 |
| Issued or guaranteed by U.S. | $4,002,000 | 3,691 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,808,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $1,808,000 | 2,463 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $21,041,000 | 4,013 |
| Total debt securities | $21,041,000 | 4,362 |
| Structured notes | ||
| Amortized cost | $1,062,000 | 1,558 |
| Fair value | $1,109,000 | 1,535 |
| 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 | $20,447,000 | 4,449 |
| U.S. Government securities | $13,739,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,739,000 | 4,087 |
| Securities issued by states & political subdivisions | $6,708,000 | 3,446 |
| 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 | $14,802,000 | 2,674 |
| Mortgage-backed securities | $5,068,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $3,725,000 | 3,787 |
| Issued or guaranteed by U.S. | $3,725,000 | 3,782 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,343,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $1,343,000 | 2,632 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $20,447,000 | 4,086 |
| Total debt securities | $20,448,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $1,142,000 | 1,520 |
| Fair value | $1,201,000 | 1,498 |
| 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 | $19,600,000 | 4,538 |
| U.S. Government securities | $12,794,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,794,000 | 4,202 |
| Securities issued by states & political subdivisions | $6,806,000 | 3,424 |
| 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 | $14,326,000 | 2,704 |
| Mortgage-backed securities | $4,492,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $3,539,000 | 3,833 |
| Issued or guaranteed by U.S. | $3,539,000 | 3,827 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $953,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $953,000 | 2,847 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $19,600,000 | 4,179 |
| Total debt securities | $19,600,000 | 4,506 |
| Structured notes | ||
| Amortized cost | $1,266,000 | 1,472 |
| Fair value | $1,344,000 | 1,456 |
| 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 | $19,286,000 | 4,584 |
| U.S. Government securities | $12,565,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,565,000 | 4,255 |
| Securities issued by states & political subdivisions | $6,721,000 | 3,421 |
| 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 | $14,298,000 | 2,734 |
| Mortgage-backed securities | $4,554,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $3,936,000 | 3,790 |
| Issued or guaranteed by U.S. | $3,936,000 | 3,785 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $618,000 | 3,177 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 3,037 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $19,286,000 | 4,229 |
| Total debt securities | $19,286,000 | 4,552 |
| Structured notes | ||
| Amortized cost | $1,417,000 | 1,463 |
| Fair value | $1,499,000 | 1,420 |
| 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 | $18,964,000 | 4,571 |
| U.S. Government securities | $11,917,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,917,000 | 4,321 |
| Securities issued by states & political subdivisions | $7,047,000 | 3,334 |
| 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 | $15,478,000 | 2,600 |
| Mortgage-backed securities | $3,716,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $3,268,000 | 3,947 |
| Issued or guaranteed by U.S. | $3,268,000 | 3,943 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $448,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $448,000 | 3,185 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $18,964,000 | 4,219 |
| Total debt securities | $18,964,000 | 4,538 |
| Structured notes | ||
| Amortized cost | $1,594,000 | 1,414 |
| Fair value | $1,686,000 | 1,389 |
| 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 | $19,207,000 | 4,612 |
| U.S. Government securities | $12,283,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,283,000 | 4,383 |
| Securities issued by states & political subdivisions | $6,924,000 | 3,335 |
| 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 | $16,737,000 | 2,496 |
| Mortgage-backed securities | $4,645,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $3,709,000 | 3,977 |
| Issued or guaranteed by U.S. | $3,709,000 | 3,975 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $936,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $936,000 | 3,008 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $19,207,000 | 4,262 |
| Total debt securities | $19,208,000 | 4,577 |
| Structured notes | ||
| Amortized cost | $2,014,000 | 1,299 |
| Fair value | $2,123,000 | 1,284 |
| 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 | $20,110,000 | 4,568 |
| U.S. Government securities | $13,173,000 | 4,405 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,173,000 | 4,312 |
| Securities issued by states & political subdivisions | $6,937,000 | 3,282 |
| 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 | $18,143,000 | 2,428 |
| Mortgage-backed securities | $5,588,000 | 4,147 |
| Certificates of participation in pools of residential mortgages | $4,094,000 | 3,921 |
| Issued or guaranteed by U.S. | $4,094,000 | 3,919 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,494,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $1,494,000 | 2,819 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $20,110,000 | 4,219 |
| Total debt securities | $20,110,000 | 4,541 |
| Structured notes | ||
| Amortized cost | $2,462,000 | 1,385 |
| Fair value | $2,586,000 | 1,334 |
| 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 | $23,101,000 | 4,339 |
| U.S. Government securities | $16,178,000 | 4,145 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,178,000 | 4,054 |
| Securities issued by states & political subdivisions | $6,923,000 | 3,189 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,228,000 | 2,410 |
| Mortgage-backed securities | $6,551,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $4,533,000 | 3,816 |
| Issued or guaranteed by U.S. | $4,533,000 | 3,812 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,018,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $2,018,000 | 2,665 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $23,101,000 | 3,992 |
| Total debt securities | $23,102,000 | 4,302 |
| Structured notes | ||
| Amortized cost | $3,004,000 | 1,381 |
| Fair value | $3,137,000 | 1,362 |
| 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 | $23,017,000 | 4,279 |
| U.S. Government securities | $15,867,000 | 4,111 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,867,000 | 4,019 |
| Securities issued by states & political subdivisions | $7,150,000 | 3,114 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,166,000 | 2,476 |
| Mortgage-backed securities | $7,269,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $5,013,000 | 3,599 |
| Issued or guaranteed by U.S. | $5,013,000 | 3,595 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,256,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $2,256,000 | 2,487 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $23,017,000 | 3,932 |
| Total debt securities | $23,018,000 | 4,249 |
| Structured notes | ||
| Amortized cost | $3,281,000 | 1,303 |
| Fair value | $3,450,000 | 1,288 |
| 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 | $23,010,000 | 4,204 |
| U.S. Government securities | $15,372,000 | 4,120 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,372,000 | 4,026 |
| Securities issued by states & political subdivisions | $7,638,000 | 2,954 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,350,000 | 2,522 |
| Mortgage-backed securities | $7,958,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $5,510,000 | 3,438 |
| Issued or guaranteed by U.S. | $5,510,000 | 3,433 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,448,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 2,423 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $23,010,000 | 3,862 |
| Total debt securities | $23,010,000 | 4,170 |
| Structured notes | ||
| Amortized cost | $3,564,000 | 1,308 |
| Fair value | $3,760,000 | 1,282 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $25,837,000 | 3,970 |
| U.S. Government securities | $18,311,000 | 3,858 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,311,000 | 3,764 |
| Securities issued by states & political subdivisions | $7,526,000 | 2,920 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,133,000 | 2,587 |
| Mortgage-backed securities | $8,660,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $5,988,000 | 3,315 |
| Issued or guaranteed by U.S. | $5,988,000 | 3,306 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,672,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $2,672,000 | 2,323 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $25,837,000 | 3,647 |
| Total debt securities | $25,828,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $3,815,000 | 1,432 |
| Fair value | $3,985,000 | 1,401 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $30,210,000 | 3,612 |
| U.S. Government securities | $22,691,000 | 3,374 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,691,000 | 3,280 |
| Securities issued by states & political subdivisions | $7,519,000 | 2,877 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,188,000 | 2,768 |
| Mortgage-backed securities | $9,410,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $6,496,000 | 3,139 |
| Issued or guaranteed by U.S. | $6,496,000 | 3,132 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,914,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $2,914,000 | 2,192 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $30,210,000 | 3,320 |
| Total debt securities | $30,210,000 | 3,581 |
| Structured notes | ||
| Amortized cost | $4,022,000 | 1,406 |
| Fair value | $4,167,000 | 1,388 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $28,320,000 | 3,631 |
| U.S. Government securities | $21,068,000 | 3,369 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,068,000 | 3,269 |
| Securities issued by states & political subdivisions | $7,252,000 | 2,937 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,372,000 | 1,755 |
| Mortgage-backed securities | $10,521,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | $7,160,000 | 2,905 |
| Issued or guaranteed by U.S. | $7,160,000 | 2,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,361,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $3,361,000 | 2,045 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $28,320,000 | 3,337 |
| Total debt securities | $28,320,000 | 3,602 |
| Structured notes | ||
| Amortized cost | $4,437,000 | 1,247 |
| Fair value | $4,581,000 | 1,192 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $31,706,000 | 3,355 |
| U.S. Government securities | $23,900,000 | 3,071 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $23,900,000 | 2,971 |
| Securities issued by states & political subdivisions | $7,806,000 | 2,743 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,162,000 | 1,827 |
| Mortgage-backed securities | $11,911,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $8,120,000 | 2,698 |
| Issued or guaranteed by U.S. | $8,120,000 | 2,690 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,791,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $3,791,000 | 1,939 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $31,706,000 | 3,052 |
| Total debt securities | $31,706,000 | 3,324 |
| Structured notes | ||
| Amortized cost | $5,348,000 | 1,065 |
| Fair value | $5,482,000 | 1,052 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $30,032,000 | 3,476 |
| U.S. Government securities | $22,379,000 | 3,257 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,379,000 | 3,171 |
| Securities issued by states & political subdivisions | $7,653,000 | 2,655 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,774,000 | 1,754 |
| Mortgage-backed securities | $13,051,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $8,941,000 | 2,591 |
| Issued or guaranteed by U.S. | $8,941,000 | 2,585 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,110,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $4,110,000 | 1,800 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $30,032,000 | 3,162 |
| Total debt securities | $30,029,000 | 3,441 |
| Structured notes | ||
| Amortized cost | $5,733,000 | 1,068 |
| Fair value | $5,818,000 | 1,063 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $28,647,000 | 3,593 |
| U.S. Government securities | $20,947,000 | 3,451 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,947,000 | 3,368 |
| Securities issued by states & political subdivisions | $7,700,000 | 2,619 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,579,000 | 1,822 |
| Mortgage-backed securities | $14,298,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $9,807,000 | 2,561 |
| Issued or guaranteed by U.S. | $9,807,000 | 2,554 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,491,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $4,491,000 | 1,673 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $28,647,000 | 3,263 |
| Total debt securities | $28,647,000 | 3,564 |
| Structured notes | ||
| Amortized cost | $6,098,000 | 808 |
| Fair value | $6,141,000 | 806 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $30,254,000 | 3,466 |
| U.S. Government securities | $22,399,000 | 3,276 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,399,000 | 3,199 |
| Securities issued by states & political subdivisions | $7,855,000 | 2,613 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,240,000 | 1,742 |
| Mortgage-backed securities | $15,420,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $10,530,000 | 2,513 |
| Issued or guaranteed by U.S. | $10,530,000 | 2,506 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,890,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $4,890,000 | 1,602 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $30,254,000 | 3,142 |
| Total debt securities | $30,254,000 | 3,435 |
| Structured notes | ||
| Amortized cost | $6,130,000 | 662 |
| Fair value | $6,466,000 | 642 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $31,868,000 | 3,357 |
| U.S. Government securities | $23,554,000 | 3,149 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,554,000 | 3,082 |
| Securities issued by states & political subdivisions | $8,314,000 | 2,544 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,830,000 | 1,848 |
| Mortgage-backed securities | $16,314,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $11,190,000 | 2,509 |
| Issued or guaranteed by U.S. | $11,190,000 | 2,500 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,124,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $5,124,000 | 1,519 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $31,868,000 | 3,014 |
| Total debt securities | $31,868,000 | 3,314 |
| Structured notes | ||
| Amortized cost | $6,410,000 | 435 |
| Fair value | $6,723,000 | 411 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $33,494,000 | 3,186 |
| U.S. Government securities | $24,989,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $24,989,000 | 2,930 |
| Securities issued by states & political subdivisions | $8,505,000 | 2,455 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,353,000 | 1,853 |
| Mortgage-backed securities | $17,406,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $11,852,000 | 2,477 |
| Issued or guaranteed by U.S. | $11,852,000 | 2,467 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,554,000 | 1,750 |
| CMOs issued by government agencies or sponsored agencies | $5,554,000 | 1,438 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $33,494,000 | 2,853 |
| Total debt securities | $33,486,000 | 3,151 |
| Structured notes | ||
| Amortized cost | $6,807,000 | 232 |
| Fair value | $7,062,000 | 215 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $34,540,000 | 3,129 |
| U.S. Government securities | $26,844,000 | 2,889 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,844,000 | 2,824 |
| Securities issued by states & political subdivisions | $7,696,000 | 2,505 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,252,000 | 2,030 |
| Mortgage-backed securities | $17,810,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $12,774,000 | 2,411 |
| Issued or guaranteed by U.S. | $12,774,000 | 2,399 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,036,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $5,036,000 | 1,518 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $34,540,000 | 2,790 |
| Total debt securities | $34,541,000 | 3,096 |
| Structured notes | ||
| Amortized cost | $7,257,000 | 154 |
| Fair value | $7,507,000 | 148 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $36,339,000 | 3,009 |
| U.S. Government securities | $27,815,000 | 2,823 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $27,815,000 | 2,764 |
| Securities issued by states & political subdivisions | $8,524,000 | 2,342 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,076,000 | 1,945 |
| Mortgage-backed securities | $18,526,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $13,248,000 | 2,335 |
| Issued or guaranteed by U.S. | $13,248,000 | 2,324 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,278,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $5,278,000 | 1,460 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $36,339,000 | 2,666 |
| Total debt securities | $36,338,000 | 2,970 |
| Structured notes | ||
| Amortized cost | $7,534,000 | 172 |
| Fair value | $7,744,000 | 163 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $36,521,000 | 2,937 |
| U.S. Government securities | $28,065,000 | 2,732 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $28,065,000 | 2,680 |
| Securities issued by states & political subdivisions | $8,456,000 | 2,316 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,324,000 | 1,920 |
| Mortgage-backed securities | $17,744,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | $13,420,000 | 2,230 |
| Issued or guaranteed by U.S. | $13,420,000 | 2,218 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,324,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $4,324,000 | 1,508 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $36,521,000 | 2,593 |
| Total debt securities | $36,530,000 | 2,900 |
| Structured notes | ||
| Amortized cost | $7,696,000 | 159 |
| Fair value | $7,791,000 | 155 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $35,753,000 | 3,017 |
| U.S. Government securities | $27,408,000 | 2,811 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,408,000 | 2,764 |
| Securities issued by states & political subdivisions | $8,345,000 | 2,360 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,596,000 | 1,855 |
| Mortgage-backed securities | $16,968,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | $12,663,000 | 2,285 |
| Issued or guaranteed by U.S. | $12,663,000 | 2,271 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,305,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $4,305,000 | 1,517 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $35,753,000 | 2,697 |
| Total debt securities | $35,752,000 | 2,979 |
| Structured notes | ||
| Amortized cost | $7,892,000 | 163 |
| Fair value | $7,906,000 | 159 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $50,418,000 | 2,300 |
| U.S. Government securities | $42,302,000 | 1,943 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $42,302,000 | 1,903 |
| Securities issued by states & political subdivisions | $8,116,000 | 2,401 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,930,000 | 1,888 |
| Mortgage-backed securities | $15,975,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $12,546,000 | 2,226 |
| Issued or guaranteed by U.S. | $12,546,000 | 2,215 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,429,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $3,429,000 | 1,655 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $50,418,000 | 2,021 |
| Total debt securities | $50,418,000 | 2,248 |
| Structured notes | ||
| Amortized cost | $7,103,000 | 193 |
| Fair value | $7,242,000 | 192 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $41,397,000 | 2,695 |
| U.S. Government securities | $34,134,000 | 2,380 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $34,134,000 | 2,328 |
| Securities issued by states & political subdivisions | $7,263,000 | 2,555 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,497,000 | 3,160 |
| Mortgage-backed securities | $10,108,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $6,730,000 | 2,822 |
| Issued or guaranteed by U.S. | $6,730,000 | 2,808 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,378,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $3,378,000 | 1,590 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $41,397,000 | 2,362 |
| Total debt securities | $41,396,000 | 2,658 |
| Structured notes | ||
| Amortized cost | $7,272,000 | 340 |
| Fair value | $7,431,000 | 331 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $34,810,000 | 3,082 |
| U.S. Government securities | $27,653,000 | 2,882 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,653,000 | 2,822 |
| Securities issued by states & political subdivisions | $7,157,000 | 2,537 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,601,000 | 2,998 |
| Mortgage-backed securities | $8,211,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $5,865,000 | 2,876 |
| Issued or guaranteed by U.S. | $5,865,000 | 2,862 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,346,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $2,346,000 | 1,787 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $34,810,000 | 2,695 |
| Total debt securities | $34,809,000 | 3,040 |
| Structured notes | ||
| Amortized cost | $7,444,000 | 420 |
| Fair value | $7,448,000 | 412 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $31,187,000 | 3,337 |
| U.S. Government securities | $24,135,000 | 3,179 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $24,135,000 | 3,101 |
| Securities issued by states & political subdivisions | $7,052,000 | 2,573 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,468,000 | 2,863 |
| Mortgage-backed securities | $2,317,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $965,000 | 4,829 |
| Issued or guaranteed by U.S. | $965,000 | 4,815 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,352,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $1,352,000 | 2,092 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $31,187,000 | 2,928 |
| Total debt securities | $31,187,000 | 3,299 |
| Structured notes | ||
| Amortized cost | $7,673,000 | 426 |
| Fair value | $7,512,000 | 428 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $30,100,000 | 3,444 |
| U.S. Government securities | $23,197,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $23,197,000 | 3,204 |
| Securities issued by states & political subdivisions | $6,903,000 | 2,609 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,196,000 | 2,790 |
| Mortgage-backed securities | $398,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $398,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 2,691 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $30,100,000 | 2,999 |
| Total debt securities | $30,100,000 | 3,407 |
| Structured notes | ||
| Amortized cost | $6,912,000 | 530 |
| Fair value | $6,928,000 | 522 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $34,947,000 | 3,115 |
| U.S. Government securities | $28,761,000 | 2,819 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,761,000 | 2,742 |
| Securities issued by states & political subdivisions | $6,186,000 | 2,783 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,930,000 | 2,695 |
| Mortgage-backed securities | $415,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $415,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,674 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $34,947,000 | 2,707 |
| Total debt securities | $34,944,000 | 3,077 |
| Structured notes | ||
| Amortized cost | $6,551,000 | 568 |
| Fair value | $6,551,000 | 566 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $31,070,000 | 3,425 |
| U.S. Government securities | $25,382,000 | 3,152 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,382,000 | 3,069 |
| Securities issued by states & political subdivisions | $5,688,000 | 2,894 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,017,000 | 2,551 |
| Mortgage-backed securities | $430,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $430,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,637 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $31,070,000 | 2,967 |
| Total debt securities | $31,070,000 | 3,381 |
| Structured notes | ||
| Amortized cost | $6,757,000 | 601 |
| Fair value | $6,731,000 | 597 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $35,209,000 | 3,116 |
| U.S. Government securities | $29,653,000 | 2,776 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $29,653,000 | 2,694 |
| Securities issued by states & political subdivisions | $5,556,000 | 2,912 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,277,000 | 2,527 |
| Mortgage-backed securities | $438,000 | 5,778 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $438,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 2,604 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $35,209,000 | 2,687 |
| Total debt securities | $35,209,000 | 3,076 |
| Structured notes | ||
| Amortized cost | $6,994,000 | 616 |
| Fair value | $6,862,000 | 604 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $35,266,000 | 3,142 |
| U.S. Government securities | $30,145,000 | 2,793 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,145,000 | 2,704 |
| Securities issued by states & political subdivisions | $5,121,000 | 3,037 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,948,000 | 3,407 |
| Mortgage-backed securities | $456,000 | 5,803 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $456,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,594 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,266,000 | 2,713 |
| Total debt securities | $35,266,000 | 3,093 |
| Structured notes | ||
| Amortized cost | $5,331,000 | 817 |
| Fair value | $5,268,000 | 813 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $28,352,000 | 3,714 |
| U.S. Government securities | $26,064,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,064,000 | 3,034 |
| Securities issued by states & political subdivisions | $2,288,000 | 4,194 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,781,000 | 3,619 |
| Mortgage-backed securities | $469,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $469,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 2,589 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $28,352,000 | 3,216 |
| Total debt securities | $28,352,000 | 3,657 |
| Structured notes | ||
| Amortized cost | $3,090,000 | 1,234 |
| Fair value | $3,062,000 | 1,233 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $28,685,000 | 3,648 |
| U.S. Government securities | $27,076,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $27,076,000 | 2,901 |
| Securities issued by states & political subdivisions | $1,609,000 | 4,615 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,941,000 | 3,034 |
| Mortgage-backed securities | $487,000 | 5,859 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $487,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 2,597 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $28,685,000 | 3,162 |
| Total debt securities | $28,683,000 | 3,596 |
| Structured notes | ||
| Amortized cost | $1,469,000 | 1,884 |
| Fair value | $1,469,000 | 1,877 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $28,028,000 | 3,752 |
| U.S. Government securities | $27,499,000 | 3,000 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $27,499,000 | 2,891 |
| Securities issued by states & political subdivisions | $529,000 | 5,570 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,396,000 | 1,968 |
| Mortgage-backed securities | $494,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $494,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,655 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $28,028,000 | 3,250 |
| Total debt securities | $28,027,000 | 3,701 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $27,849,000 | 3,822 |
| U.S. Government securities | $27,849,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,849,000 | 2,904 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,169,000 | 1,925 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $27,849,000 | 3,308 |
| Total debt securities | $27,847,000 | 3,766 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $28,121,000 | 3,803 |
| U.S. Government securities | $28,036,000 | 3,002 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $28,036,000 | 2,894 |
| Securities issued by states & political subdivisions | $85,000 | 6,421 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,893,000 | 1,916 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $28,121,000 | 3,281 |
| Total debt securities | $28,120,000 | 3,740 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $28,223,000 | 3,779 |
| U.S. Government securities | $28,137,000 | 2,987 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,137,000 | 2,872 |
| Securities issued by states & political subdivisions | $86,000 | 6,462 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,600,000 | 1,637 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $28,223,000 | 3,272 |
| Total debt securities | $28,223,000 | 3,710 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $28,035,000 | 3,854 |
| U.S. Government securities | $27,949,000 | 3,019 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,949,000 | 2,901 |
| Securities issued by states & political subdivisions | $86,000 | 6,508 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,138,000 | 1,856 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $28,035,000 | 3,321 |
| Total debt securities | $28,036,000 | 3,776 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $30,022,000 | 3,652 |
| U.S. Government securities | $29,934,000 | 2,818 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $29,934,000 | 2,723 |
| Securities issued by states & political subdivisions | $88,000 | 6,505 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,347,000 | 2,586 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $30,022,000 | 3,161 |
| Total debt securities | $30,022,000 | 3,578 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $23,467,000 | 4,385 |
| U.S. Government securities | $23,295,000 | 3,526 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $23,295,000 | 3,390 |
| Securities issued by states & political subdivisions | $172,000 | 6,382 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,704,000 | 2,601 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $23,467,000 | 3,798 |
| Total debt securities | $23,466,000 | 4,312 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $25,502,000 | 4,090 |
| U.S. Government securities | $25,328,000 | 3,214 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,328,000 | 3,091 |
| Securities issued by states & political subdivisions | $174,000 | 6,428 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,547,000 | 2,097 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $25,502,000 | 3,531 |
| Total debt securities | $25,501,000 | 4,002 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $20,289,000 | 4,649 |
| U.S. Government securities | $20,112,000 | 3,675 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $20,112,000 | 3,532 |
| Securities issued by states & political subdivisions | $177,000 | 6,434 |
| 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 | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,691,000 | 1,950 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $20,289,000 | 4,046 |
| Total debt securities | $20,289,000 | 4,558 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $21,786,000 | 4,413 |
| U.S. Government securities | $21,609,000 | 3,504 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,609,000 | 3,347 |
| Securities issued by states & political subdivisions | $177,000 | 6,423 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,462,000 | 1,904 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $21,786,000 | 3,814 |
| Total debt securities | $21,785,000 | 4,321 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $19,412,000 | 4,729 |
| U.S. Government securities | $19,155,000 | 3,812 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $19,155,000 | 3,650 |
| Securities issued by states & political subdivisions | $257,000 | 6,254 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,362,000 | 1,893 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $19,412,000 | 4,089 |
| Total debt securities | $19,412,000 | 4,639 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $21,041,000 | 4,363 |
| U.S. Government securities | $20,681,000 | 3,429 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $20,681,000 | 3,257 |
| Securities issued by states & political subdivisions | $360,000 | 6,171 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,139,000 | 1,800 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $21,041,000 | 3,693 |
| Total debt securities | $21,041,000 | 4,280 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $21,564,000 | 4,399 |
| U.S. Government securities | $20,241,000 | 3,632 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $20,241,000 | 3,356 |
| Securities issued by states & political subdivisions | $414,000 | 6,234 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $909,000 | 2,676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,655,000 | 1,788 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $21,564,000 | 3,578 |
| Total debt securities | $20,655,000 | 4,413 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $20,626,000 | 4,751 |
| U.S. Government securities | $18,728,000 | 4,062 |
| U.S. Treasury securities | $300,000 | 4,863 |
| U.S. Government agency obligations | $18,428,000 | 3,721 |
| Securities issued by states & political subdivisions | $1,130,000 | 5,434 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $768,000 | 2,886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,266,000 | 2,306 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $20,626,000 | 3,811 |
| Total debt securities | $19,858,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,166,000 | 6,763 |
| U.S. Government securities | $9,635,000 | 6,224 |
| U.S. Treasury securities | $302,000 | 6,357 |
| U.S. Government agency obligations | $9,333,000 | 5,489 |
| Securities issued by states & political subdivisions | $1,324,000 | 5,365 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $207,000 | 5,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,489,000 | 4,078 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,166,000 | 5,471 |
| Total debt securities | $10,959,000 | 6,681 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,400,000 | 7,961 |
| U.S. Government securities | $6,716,000 | 7,793 |
| U.S. Treasury securities | $304,000 | 7,488 |
| U.S. Government agency obligations | $6,412,000 | 6,635 |
| Securities issued by states & political subdivisions | $963,000 | 5,876 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $721,000 | 2,912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,403,000 | 6,099 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,400,000 | 6,239 |
| Total debt securities | $7,679,000 | 8,075 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $15,508,000 | 6,292 |
| U.S. Government securities | $13,751,000 | 5,812 |
| U.S. Treasury securities | $554,000 | 7,911 |
| U.S. Government agency obligations | $13,197,000 | 4,607 |
| Securities issued by states & political subdivisions | $1,056,000 | 5,995 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $701,000 | 2,902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,695,000 | 6,108 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,931,000 | 4,725 |
| Available-for-sale securities (fair market value) | $10,577,000 | 5,819 |
| Total debt securities | $14,807,000 | 6,346 |
| Structured notes | ||
| Amortized cost | $1,194,000 | 1,571 |
| Fair value | $1,189,000 | 1,558 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,476,000 | 7,122 |
| U.S. Government securities | $12,254,000 | 6,494 |
| U.S. Treasury securities | $563,000 | 9,216 |
| U.S. Government agency obligations | $11,691,000 | 4,957 |
| Securities issued by states & political subdivisions | $348,000 | 7,743 |
| Other domestic debt securities | $284,000 | 3,722 |
| 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 | $284,000 | 2,917 |
| Foreign debt securities | NA | NA |
| Equity securities | $590,000 | 2,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,569,000 | 5,529 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $13,476,000 | 5,179 |
| Total debt securities | $12,886,000 | 7,169 |
| Structured notes | ||
| Amortized cost | $2,370,000 | 1,471 |
| Fair value | $2,370,000 | 1,454 |
| 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 | $8,113,000 | 9,486 |
| U.S. Government securities | $6,592,000 | 9,328 |
| U.S. Treasury securities | $973,000 | 9,790 |
| U.S. Government agency obligations | $5,619,000 | 7,365 |
| Securities issued by states & political subdivisions | $364,000 | 8,093 |
| Other domestic debt securities | $1,047,000 | 2,729 |
| 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 | $1,047,000 | 2,156 |
| Foreign debt securities | NA | NA |
| Equity securities | $109,000 | 5,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,309,000 | 5,818 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,222,000 | 9,863 |
| Available-for-sale securities (fair market value) | $5,891,000 | 6,413 |
| Total debt securities | $8,004,000 | 9,440 |
| 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 | $9,107,000 | 9,425 |
| U.S. Government securities | $7,260,000 | 9,283 |
| U.S. Treasury securities | $814,000 | 10,313 |
| U.S. Government agency obligations | $6,446,000 | 7,103 |
| Securities issued by states & political subdivisions | $441,000 | 8,057 |
| Other domestic debt securities | $1,291,000 | 2,956 |
| 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 | $1,291,000 | 2,267 |
| Foreign debt securities | NA | NA |
| Equity securities | $115,000 | 5,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,359,000 | 4,420 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,992,000 | 9,325 |
| 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 | $7,990,000 | 10,041 |
| U.S. Government securities | $3,946,000 | 11,513 |
| U.S. Treasury securities | $1,196,000 | 10,008 |
| U.S. Government agency obligations | $2,750,000 | 9,773 |
| Securities issued by states & political subdivisions | $1,031,000 | 6,511 |
| Other domestic debt securities | $3,013,000 | 2,330 |
| 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 | $3,013,000 | 1,641 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,642,000 | 5,400 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,990,000 | 9,911 |
| 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 |