Home > Horry County State Bank > Securities
Horry County State Bank, Securities
| 2017-06-30 | Rank | |
| Total securities | $102,035,000 | 1,347 |
| U.S. Government securities | $64,376,000 | 1,305 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $64,376,000 | 1,251 |
| Securities issued by states & political subdivisions | $14,208,000 | 2,316 |
| Other domestic debt securities | $23,451,000 | 359 |
| Privately issued residential mortgage-backed securities | $4,331,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $19,120,000 | 94 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,342,000 | 1,266 |
| Mortgage-backed securities | $61,071,000 | 959 |
| Certificates of participation in pools of residential mortgages | $31,292,000 | 1,079 |
| Issued or guaranteed by U.S. | $31,292,000 | 1,078 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,247,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $7,916,000 | 1,227 |
| Privately issued | $4,331,000 | 167 |
| Commercial mortgage-backed securities | $17,532,000 | 369 |
| Commercial mortgage pass-through securities | $2,125,000 | 630 |
| Other commercial mortgage-backed securities | $15,407,000 | 258 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $102,035,000 | 1,205 |
| Total debt securities | $102,035,000 | 1,327 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $104,341,000 | 1,337 |
| U.S. Government securities | $66,549,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $66,549,000 | 1,235 |
| Securities issued by states & political subdivisions | $14,048,000 | 2,344 |
| Other domestic debt securities | $23,744,000 | 374 |
| Privately issued residential mortgage-backed securities | $4,596,000 | 175 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $19,148,000 | 94 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,502,000 | 1,249 |
| Mortgage-backed securities | $62,901,000 | 947 |
| Certificates of participation in pools of residential mortgages | $32,392,000 | 1,077 |
| Issued or guaranteed by U.S. | $32,392,000 | 1,076 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,899,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $8,303,000 | 1,206 |
| Privately issued | $4,596,000 | 168 |
| Commercial mortgage-backed securities | $17,610,000 | 358 |
| Commercial mortgage pass-through securities | $2,103,000 | 613 |
| Other commercial mortgage-backed securities | $15,507,000 | 250 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $104,341,000 | 1,192 |
| Total debt securities | $104,340,000 | 1,315 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $106,529,000 | 1,285 |
| U.S. Government securities | $68,308,000 | 1,250 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $68,308,000 | 1,197 |
| Securities issued by states & political subdivisions | $14,121,000 | 2,352 |
| Other domestic debt securities | $24,100,000 | 358 |
| Privately issued residential mortgage-backed securities | $4,942,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $19,158,000 | 94 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,555,000 | 1,218 |
| Mortgage-backed securities | $64,841,000 | 916 |
| Certificates of participation in pools of residential mortgages | $33,428,000 | 1,039 |
| Issued or guaranteed by U.S. | $33,428,000 | 1,038 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,793,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $8,851,000 | 1,149 |
| Privately issued | $4,942,000 | 171 |
| Commercial mortgage-backed securities | $17,620,000 | 339 |
| Commercial mortgage pass-through securities | $2,097,000 | 585 |
| Other commercial mortgage-backed securities | $15,523,000 | 240 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $106,529,000 | 1,142 |
| Total debt securities | $106,530,000 | 1,263 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $111,581,000 | 1,216 |
| U.S. Government securities | $72,201,000 | 1,176 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $72,201,000 | 1,129 |
| Securities issued by states & political subdivisions | $14,932,000 | 2,282 |
| Other domestic debt securities | $24,448,000 | 353 |
| Privately issued residential mortgage-backed securities | $5,316,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $19,132,000 | 92 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,679,000 | 1,183 |
| Mortgage-backed securities | $68,635,000 | 883 |
| Certificates of participation in pools of residential mortgages | $35,172,000 | 1,011 |
| Issued or guaranteed by U.S. | $35,172,000 | 1,010 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,868,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $9,552,000 | 1,127 |
| Privately issued | $5,316,000 | 168 |
| Commercial mortgage-backed securities | $18,595,000 | 325 |
| Commercial mortgage pass-through securities | $2,240,000 | 532 |
| Other commercial mortgage-backed securities | $16,355,000 | 216 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $111,581,000 | 1,076 |
| Total debt securities | $111,583,000 | 1,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $80,969,000 | 1,660 |
| U.S. Government securities | $50,346,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $50,346,000 | 1,538 |
| Securities issued by states & political subdivisions | $5,801,000 | 3,408 |
| Other domestic debt securities | $24,822,000 | 357 |
| Privately issued residential mortgage-backed securities | $5,658,000 | 178 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $19,164,000 | 93 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,361,000 | 1,457 |
| Mortgage-backed securities | $34,224,000 | 1,458 |
| Certificates of participation in pools of residential mortgages | $14,995,000 | 1,867 |
| Issued or guaranteed by U.S. | $14,995,000 | 1,863 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,249,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $5,591,000 | 1,478 |
| Privately issued | $5,658,000 | 169 |
| Commercial mortgage-backed securities | $7,980,000 | 486 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $7,980,000 | 303 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $80,969,000 | 1,496 |
| Total debt securities | $80,969,000 | 1,637 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $83,205,000 | 1,639 |
| U.S. Government securities | $53,491,000 | 1,578 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $53,491,000 | 1,508 |
| Securities issued by states & political subdivisions | $1,259,000 | 4,457 |
| Other domestic debt securities | $28,455,000 | 319 |
| Privately issued residential mortgage-backed securities | $8,995,000 | 146 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $19,082,000 | 95 |
| Structured financial products - Total | $378,000 | 209 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,232,000 | 1,328 |
| Mortgage-backed securities | $32,195,000 | 1,528 |
| Certificates of participation in pools of residential mortgages | $14,870,000 | 1,887 |
| Issued or guaranteed by U.S. | $14,870,000 | 1,886 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,798,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $5,803,000 | 1,469 |
| Privately issued | $8,995,000 | 140 |
| Commercial mortgage-backed securities | $2,527,000 | 742 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,527,000 | 498 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $83,205,000 | 1,469 |
| Total debt securities | $83,205,000 | 1,619 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $89,701,000 | 1,548 |
| U.S. Government securities | $59,521,000 | 1,474 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $59,521,000 | 1,403 |
| Securities issued by states & political subdivisions | $1,224,000 | 4,509 |
| Other domestic debt securities | $28,956,000 | 313 |
| Privately issued residential mortgage-backed securities | $13,658,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $14,557,000 | 108 |
| Structured financial products - Total | $741,000 | 179 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,136,000 | 1,435 |
| Mortgage-backed securities | $37,145,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $14,992,000 | 1,878 |
| Issued or guaranteed by U.S. | $14,992,000 | 1,876 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,579,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $5,921,000 | 1,471 |
| Privately issued | $13,658,000 | 106 |
| Commercial mortgage-backed securities | $2,574,000 | 695 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,574,000 | 454 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $89,701,000 | 1,381 |
| Total debt securities | $89,700,000 | 1,533 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $84,291,000 | 1,638 |
| U.S. Government securities | $53,302,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $53,302,000 | 1,545 |
| Securities issued by states & political subdivisions | $1,242,000 | 4,556 |
| Other domestic debt securities | $29,747,000 | 306 |
| Privately issued residential mortgage-backed securities | $14,512,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $14,310,000 | 112 |
| Structured financial products - Total | $925,000 | 166 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,594,000 | 1,486 |
| Mortgage-backed securities | $31,618,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $7,998,000 | 2,618 |
| Issued or guaranteed by U.S. | $7,998,000 | 2,615 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $23,620,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $9,108,000 | 1,203 |
| Privately issued | $14,512,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $84,291,000 | 1,466 |
| Total debt securities | $84,292,000 | 1,615 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $91,466,000 | 1,544 |
| U.S. Government securities | $61,042,000 | 1,482 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $61,042,000 | 1,424 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,591 |
| Other domestic debt securities | $29,202,000 | 306 |
| Privately issued residential mortgage-backed securities | $15,493,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $11,596,000 | 119 |
| Structured financial products - Total | $2,113,000 | 123 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,705,000 | 1,375 |
| Mortgage-backed securities | $38,971,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | $12,482,000 | 2,163 |
| Issued or guaranteed by U.S. | $12,482,000 | 2,162 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $26,489,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $10,996,000 | 1,124 |
| Privately issued | $15,493,000 | 99 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $91,466,000 | 1,374 |
| Total debt securities | $91,467,000 | 1,529 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $96,741,000 | 1,487 |
| U.S. Government securities | $70,852,000 | 1,324 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $70,852,000 | 1,265 |
| Securities issued by states & political subdivisions | $1,258,000 | 4,586 |
| Other domestic debt securities | $24,631,000 | 348 |
| Privately issued residential mortgage-backed securities | $11,255,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $13,376,000 | 119 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,184,000 | 1,310 |
| Mortgage-backed securities | $43,470,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $25,797,000 | 1,373 |
| Issued or guaranteed by U.S. | $25,797,000 | 1,373 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $17,673,000 | 925 |
| CMOs issued by government agencies or sponsored agencies | $6,418,000 | 1,510 |
| Privately issued | $11,255,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $96,741,000 | 1,321 |
| Total debt securities | $96,741,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $106,675,000 | 1,345 |
| U.S. Government securities | $80,220,000 | 1,206 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $80,220,000 | 1,139 |
| Securities issued by states & political subdivisions | $1,243,000 | 4,664 |
| Other domestic debt securities | $25,212,000 | 332 |
| Privately issued residential mortgage-backed securities | $11,675,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $13,537,000 | 117 |
| 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 | $42,230,000 | 1,322 |
| Mortgage-backed securities | $51,811,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $29,006,000 | 1,262 |
| Issued or guaranteed by U.S. | $29,006,000 | 1,260 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,305,000 | 836 |
| CMOs issued by government agencies or sponsored agencies | $9,630,000 | 1,287 |
| Privately issued | $11,675,000 | 114 |
| Commercial mortgage-backed securities | $1,500,000 | 733 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $1,500,000 | 469 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $106,675,000 | 1,181 |
| Total debt securities | $106,676,000 | 1,322 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,057 |
| Fair value | $2,007,000 | 1,058 |
| 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 | $120,831,000 | 1,224 |
| U.S. Government securities | $89,195,000 | 1,115 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $89,195,000 | 1,065 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,721 |
| Other domestic debt securities | $30,414,000 | 292 |
| Privately issued residential mortgage-backed securities | $14,401,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $16,013,000 | 110 |
| 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 | $43,957,000 | 1,286 |
| Mortgage-backed securities | $60,723,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $30,063,000 | 1,276 |
| Issued or guaranteed by U.S. | $30,063,000 | 1,275 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $29,171,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $14,770,000 | 1,022 |
| Privately issued | $14,401,000 | 104 |
| Commercial mortgage-backed securities | $1,489,000 | 704 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,489,000 | 432 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $120,831,000 | 1,075 |
| Total debt securities | $120,830,000 | 1,209 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,141 |
| Fair value | $2,012,000 | 1,136 |
| 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 | $120,420,000 | 1,236 |
| U.S. Government securities | $94,219,000 | 1,082 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $94,219,000 | 1,032 |
| Securities issued by states & political subdivisions | $1,198,000 | 4,779 |
| Other domestic debt securities | $25,003,000 | 360 |
| Privately issued residential mortgage-backed securities | $15,376,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $9,627,000 | 151 |
| 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 | $44,002,000 | 1,286 |
| Mortgage-backed securities | $61,120,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $28,887,000 | 1,336 |
| Issued or guaranteed by U.S. | $28,887,000 | 1,336 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $30,732,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $15,356,000 | 1,016 |
| Privately issued | $15,376,000 | 107 |
| Commercial mortgage-backed securities | $1,501,000 | 688 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,501,000 | 415 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $120,420,000 | 1,086 |
| Total debt securities | $120,421,000 | 1,222 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,190 |
| Fair value | $2,016,000 | 1,188 |
| 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 | $114,109,000 | 1,313 |
| U.S. Government securities | $91,378,000 | 1,120 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $91,378,000 | 1,068 |
| Securities issued by states & political subdivisions | $2,311,000 | 4,431 |
| Other domestic debt securities | $20,420,000 | 416 |
| Privately issued residential mortgage-backed securities | $15,642,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $4,778,000 | 204 |
| 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 | $37,210,000 | 1,453 |
| Mortgage-backed securities | $53,642,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $21,285,000 | 1,708 |
| Issued or guaranteed by U.S. | $21,285,000 | 1,708 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $32,357,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $16,715,000 | 968 |
| Privately issued | $15,642,000 | 107 |
| 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) | $114,109,000 | 1,153 |
| Total debt securities | $114,108,000 | 1,294 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,222 |
| Fair value | $1,999,000 | 1,223 |
| 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 | $94,602,000 | 1,567 |
| U.S. Government securities | $71,040,000 | 1,375 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $71,040,000 | 1,331 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,400 |
| Other domestic debt securities | $21,069,000 | 426 |
| Privately issued residential mortgage-backed securities | $16,160,000 | 114 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $4,909,000 | 199 |
| 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 | $36,821,000 | 1,472 |
| Mortgage-backed securities | $32,124,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $7,348,000 | 3,042 |
| Issued or guaranteed by U.S. | $7,348,000 | 3,040 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $24,776,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $8,616,000 | 1,398 |
| Privately issued | $16,160,000 | 108 |
| 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) | $94,602,000 | 1,391 |
| Total debt securities | $94,602,000 | 1,546 |
| Structured notes | ||
| Amortized cost | $1,860,000 | 1,331 |
| Fair value | $1,824,000 | 1,305 |
| 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 | $94,396,000 | 1,589 |
| U.S. Government securities | $69,690,000 | 1,426 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $69,690,000 | 1,381 |
| Securities issued by states & political subdivisions | $2,516,000 | 4,392 |
| Other domestic debt securities | $22,190,000 | 425 |
| Privately issued residential mortgage-backed securities | $17,161,000 | 117 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $5,029,000 | 199 |
| 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 | $38,311,000 | 1,411 |
| Mortgage-backed securities | $33,824,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $7,648,000 | 3,002 |
| Issued or guaranteed by U.S. | $7,648,000 | 2,999 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $26,176,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $9,015,000 | 1,380 |
| Privately issued | $17,161,000 | 108 |
| 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) | $94,396,000 | 1,418 |
| Total debt securities | $94,396,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $80,461,000 | 1,827 |
| U.S. Government securities | $56,275,000 | 1,694 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $56,275,000 | 1,644 |
| Securities issued by states & political subdivisions | $2,560,000 | 4,389 |
| Other domestic debt securities | $21,626,000 | 436 |
| Privately issued residential mortgage-backed securities | $16,501,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $5,125,000 | 196 |
| 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 | $32,449,000 | 1,573 |
| Mortgage-backed securities | $32,097,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $6,076,000 | 3,258 |
| Issued or guaranteed by U.S. | $6,076,000 | 3,255 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,021,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $9,520,000 | 1,361 |
| Privately issued | $16,501,000 | 115 |
| 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) | $80,461,000 | 1,636 |
| Total debt securities | $80,461,000 | 1,802 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $72,748,000 | 2,013 |
| U.S. Government securities | $44,388,000 | 2,082 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,388,000 | 2,028 |
| Securities issued by states & political subdivisions | $2,653,000 | 4,354 |
| Other domestic debt securities | $25,707,000 | 382 |
| Privately issued residential mortgage-backed securities | $22,943,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $2,764,000 | 240 |
| 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 | $29,666,000 | 1,704 |
| Mortgage-backed securities | $37,448,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $6,843,000 | 3,162 |
| Issued or guaranteed by U.S. | $6,843,000 | 3,161 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,605,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $7,662,000 | 1,558 |
| Privately issued | $22,943,000 | 106 |
| 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) | $72,748,000 | 1,832 |
| Total debt securities | $72,747,000 | 1,991 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $77,320,000 | 1,888 |
| U.S. Government securities | $45,216,000 | 2,024 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $45,216,000 | 1,965 |
| Securities issued by states & political subdivisions | $5,750,000 | 3,585 |
| Other domestic debt securities | $26,354,000 | 369 |
| Privately issued residential mortgage-backed securities | $23,515,000 | 113 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,839,000 | 215 |
| 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 | $30,642,000 | 1,645 |
| Mortgage-backed securities | $41,623,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $9,453,000 | 2,733 |
| Issued or guaranteed by U.S. | $9,453,000 | 2,731 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $32,170,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $8,655,000 | 1,515 |
| Privately issued | $23,515,000 | 106 |
| 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) | $77,320,000 | 1,712 |
| Total debt securities | $77,319,000 | 1,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $89,553,000 | 1,648 |
| U.S. Government securities | $55,387,000 | 1,751 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $55,387,000 | 1,711 |
| Securities issued by states & political subdivisions | $5,765,000 | 3,575 |
| Other domestic debt securities | $28,401,000 | 359 |
| Privately issued residential mortgage-backed securities | $25,489,000 | 114 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $2,912,000 | 207 |
| 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 | $28,497,000 | 1,740 |
| Mortgage-backed securities | $44,616,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $8,174,000 | 3,073 |
| Issued or guaranteed by U.S. | $8,174,000 | 3,072 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $36,442,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $10,953,000 | 1,402 |
| Privately issued | $25,489,000 | 108 |
| 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) | $89,553,000 | 1,498 |
| Total debt securities | $89,553,000 | 1,627 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,001,000 | 1,381 |
| 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 | $116,735,000 | 1,321 |
| U.S. Government securities | $73,416,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $73,416,000 | 1,353 |
| Securities issued by states & political subdivisions | $7,652,000 | 3,140 |
| Other domestic debt securities | $35,667,000 | 322 |
| Privately issued residential mortgage-backed securities | $32,850,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,817,000 | 193 |
| 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 | $39,130,000 | 1,380 |
| Mortgage-backed securities | $55,566,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $12,216,000 | 2,569 |
| Issued or guaranteed by U.S. | $12,216,000 | 2,566 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $43,350,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $10,500,000 | 1,457 |
| Privately issued | $32,850,000 | 97 |
| 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) | $116,735,000 | 1,192 |
| Total debt securities | $116,735,000 | 1,305 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,004,000 | 1,544 |
| 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 | $118,037,000 | 1,303 |
| U.S. Government securities | $72,041,000 | 1,464 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $72,041,000 | 1,420 |
| Securities issued by states & political subdivisions | $9,775,000 | 2,710 |
| Other domestic debt securities | $36,221,000 | 308 |
| Privately issued residential mortgage-backed securities | $33,228,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $2,993,000 | 158 |
| 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 | $41,717,000 | 1,321 |
| Mortgage-backed securities | $53,824,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $11,820,000 | 2,611 |
| Issued or guaranteed by U.S. | $11,820,000 | 2,608 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $42,004,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $8,776,000 | 1,605 |
| Privately issued | $33,228,000 | 105 |
| 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) | $118,037,000 | 1,176 |
| Total debt securities | $118,037,000 | 1,288 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,002,000 | 1,719 |
| 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 | $100,208,000 | 1,457 |
| U.S. Government securities | $53,202,000 | 1,801 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $53,202,000 | 1,757 |
| Securities issued by states & political subdivisions | $10,859,000 | 2,510 |
| Other domestic debt securities | $36,147,000 | 314 |
| Privately issued residential mortgage-backed securities | $33,083,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $3,064,000 | 115 |
| 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 | $40,511,000 | 1,264 |
| Mortgage-backed securities | $44,142,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $7,718,000 | 3,057 |
| Issued or guaranteed by U.S. | $7,718,000 | 3,057 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $36,424,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $3,341,000 | 2,236 |
| Privately issued | $33,083,000 | 142 |
| 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) | $100,208,000 | 1,322 |
| Total debt securities | $100,207,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $7,993,000 | 687 |
| Fair value | $8,036,000 | 664 |
| 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 | $80,855,000 | 1,691 |
| U.S. Government securities | $29,900,000 | 2,737 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,900,000 | 2,666 |
| Securities issued by states & political subdivisions | $13,344,000 | 2,132 |
| Other domestic debt securities | $37,611,000 | 304 |
| Privately issued residential mortgage-backed securities | $34,475,000 | 150 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $3,136,000 | 107 |
| 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 | $34,535,000 | 1,404 |
| Mortgage-backed securities | $41,653,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $3,696,000 | 3,874 |
| Issued or guaranteed by U.S. | $3,696,000 | 3,862 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $37,957,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $3,482,000 | 2,175 |
| Privately issued | $34,475,000 | 144 |
| 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) | $80,855,000 | 1,537 |
| Total debt securities | $80,855,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $8,993,000 | 653 |
| Fair value | $9,034,000 | 641 |
| 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 | $82,477,000 | 1,671 |
| U.S. Government securities | $23,156,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $23,156,000 | 3,244 |
| Securities issued by states & political subdivisions | $18,145,000 | 1,636 |
| Other domestic debt securities | $41,176,000 | 275 |
| Privately issued residential mortgage-backed securities | $37,879,000 | 151 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $3,297,000 | 94 |
| 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 | $62,597,000 | 870 |
| Mortgage-backed securities | $45,429,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $3,935,000 | 3,792 |
| Issued or guaranteed by U.S. | $3,935,000 | 3,779 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $41,494,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $3,615,000 | 2,106 |
| Privately issued | $37,879,000 | 146 |
| 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) | $82,477,000 | 1,514 |
| Total debt securities | $82,477,000 | 1,654 |
| Structured notes | ||
| Amortized cost | $5,992,000 | 1,046 |
| Fair value | $5,820,000 | 1,063 |
| 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 | $159,279,000 | 897 |
| U.S. Government securities | $81,044,000 | 1,226 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $81,044,000 | 1,184 |
| Securities issued by states & political subdivisions | $20,251,000 | 1,431 |
| Other domestic debt securities | $57,984,000 | 225 |
| Privately issued residential mortgage-backed securities | $51,457,000 | 127 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $6,527,000 | 77 |
| 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 | $105,570,000 | 559 |
| Mortgage-backed securities | $87,814,000 | 779 |
| Certificates of participation in pools of residential mortgages | $19,837,000 | 1,647 |
| Issued or guaranteed by U.S. | $19,837,000 | 1,643 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $67,977,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $16,520,000 | 1,002 |
| Privately issued | $51,457,000 | 124 |
| 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) | $159,279,000 | 799 |
| Total debt securities | $159,279,000 | 886 |
| Structured notes | ||
| Amortized cost | $10,986,000 | 668 |
| Fair value | $10,612,000 | 677 |
| 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 | $265,190,000 | 533 |
| U.S. Government securities | $167,689,000 | 604 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $167,689,000 | 580 |
| Securities issued by states & political subdivisions | $21,145,000 | 1,356 |
| Other domestic debt securities | $76,356,000 | 195 |
| Privately issued residential mortgage-backed securities | $69,177,000 | 106 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $7,179,000 | 65 |
| 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 | $140,251,000 | 418 |
| Mortgage-backed securities | $181,906,000 | 397 |
| Certificates of participation in pools of residential mortgages | $74,157,000 | 534 |
| Issued or guaranteed by U.S. | $74,157,000 | 530 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $107,749,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $38,572,000 | 560 |
| Privately issued | $69,177,000 | 103 |
| 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) | $265,190,000 | 477 |
| Total debt securities | $265,190,000 | 525 |
| Structured notes | ||
| Amortized cost | $10,986,000 | 611 |
| Fair value | $10,701,000 | 617 |
| 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 | $245,852,000 | 553 |
| U.S. Government securities | $162,939,000 | 601 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $162,939,000 | 571 |
| Securities issued by states & political subdivisions | $8,736,000 | 2,589 |
| Other domestic debt securities | $74,177,000 | 196 |
| Privately issued residential mortgage-backed securities | $70,220,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $3,957,000 | 84 |
| 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 | $152,213,000 | 389 |
| Mortgage-backed securities | $186,046,000 | 375 |
| Certificates of participation in pools of residential mortgages | $75,438,000 | 498 |
| Issued or guaranteed by U.S. | $75,438,000 | 491 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $110,608,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $40,388,000 | 530 |
| Privately issued | $70,220,000 | 102 |
| 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) | $245,852,000 | 482 |
| Total debt securities | $245,852,000 | 543 |
| Structured notes | ||
| Amortized cost | $13,985,000 | 443 |
| Fair value | $14,036,000 | 445 |
| 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 | $213,938,000 | 628 |
| U.S. Government securities | $143,160,000 | 671 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $143,160,000 | 641 |
| Securities issued by states & political subdivisions | $5,894,000 | 3,037 |
| Other domestic debt securities | $64,884,000 | 222 |
| Privately issued residential mortgage-backed securities | $61,032,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $3,852,000 | 83 |
| 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 | $141,420,000 | 419 |
| Mortgage-backed securities | $164,114,000 | 409 |
| Certificates of participation in pools of residential mortgages | $66,712,000 | 555 |
| Issued or guaranteed by U.S. | $66,712,000 | 549 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $97,402,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $36,370,000 | 541 |
| Privately issued | $61,032,000 | 125 |
| 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) | $213,938,000 | 546 |
| Total debt securities | $213,938,000 | 614 |
| Structured notes | ||
| Amortized cost | $12,988,000 | 526 |
| Fair value | $13,010,000 | 530 |
| 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 | $185,471,000 | 721 |
| U.S. Government securities | $135,609,000 | 708 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $135,609,000 | 679 |
| Securities issued by states & political subdivisions | $5,385,000 | 3,150 |
| Other domestic debt securities | $44,477,000 | 297 |
| Privately issued residential mortgage-backed securities | $44,477,000 | 173 |
| 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 | $139,004,000 | 445 |
| Mortgage-backed securities | $146,054,000 | 481 |
| Certificates of participation in pools of residential mortgages | $70,828,000 | 553 |
| Issued or guaranteed by U.S. | $70,828,000 | 551 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $75,226,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $30,749,000 | 608 |
| Privately issued | $44,477,000 | 169 |
| 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) | $185,471,000 | 627 |
| Total debt securities | $185,471,000 | 708 |
| Structured notes | ||
| Amortized cost | $4,267,000 | 1,117 |
| Fair value | $4,287,000 | 1,114 |
| 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 | $169,463,000 | 770 |
| U.S. Government securities | $128,499,000 | 723 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $128,499,000 | 697 |
| Securities issued by states & political subdivisions | $5,696,000 | 3,070 |
| Other domestic debt securities | $35,268,000 | 372 |
| Privately issued residential mortgage-backed securities | $35,268,000 | 210 |
| 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 | $143,744,000 | 428 |
| Mortgage-backed securities | $136,255,000 | 514 |
| Certificates of participation in pools of residential mortgages | $78,228,000 | 521 |
| Issued or guaranteed by U.S. | $78,228,000 | 517 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $58,027,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $22,759,000 | 694 |
| Privately issued | $35,268,000 | 203 |
| 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) | $169,463,000 | 667 |
| Total debt securities | $169,462,000 | 759 |
| Structured notes | ||
| Amortized cost | $4,156,000 | 914 |
| Fair value | $4,083,000 | 922 |
| 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 | $196,834,000 | 660 |
| U.S. Government securities | $157,879,000 | 578 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $157,879,000 | 554 |
| Securities issued by states & political subdivisions | $6,417,000 | 2,898 |
| Other domestic debt securities | $32,538,000 | 418 |
| Privately issued residential mortgage-backed securities | $28,248,000 | 268 |
| Commercial mortgage-backed securities - Total | $4,290,000 | 115 |
| 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 | $136,847,000 | 433 |
| Mortgage-backed securities | $159,373,000 | 457 |
| Certificates of participation in pools of residential mortgages | $96,865,000 | 451 |
| Issued or guaranteed by U.S. | $96,865,000 | 448 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $58,218,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $29,970,000 | 566 |
| Privately issued | $28,248,000 | 262 |
| Commercial mortgage-backed securities | $4,290,000 | 115 |
| Commercial mortgage pass-through securities | $4,290,000 | 61 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $196,834,000 | 570 |
| Total debt securities | $196,834,000 | 645 |
| Structured notes | ||
| Amortized cost | $5,403,000 | 517 |
| Fair value | $5,419,000 | 517 |
| 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 | $179,242,000 | 711 |
| U.S. Government securities | $147,213,000 | 611 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $147,213,000 | 587 |
| Securities issued by states & political subdivisions | $6,213,000 | 2,915 |
| Other domestic debt securities | $25,816,000 | 504 |
| Privately issued residential mortgage-backed securities | $25,816,000 | 304 |
| 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 | $134,782,000 | 435 |
| Mortgage-backed securities | $148,670,000 | 484 |
| Certificates of participation in pools of residential mortgages | $103,248,000 | 438 |
| Issued or guaranteed by U.S. | $103,248,000 | 434 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $45,422,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $19,606,000 | 720 |
| Privately issued | $25,816,000 | 293 |
| 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) | $179,242,000 | 612 |
| Total debt securities | $179,242,000 | 694 |
| Structured notes | ||
| Amortized cost | $1,977,000 | 843 |
| Fair value | $1,977,000 | 818 |
| 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 | $188,221,000 | 661 |
| U.S. Government securities | $158,014,000 | 573 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $158,014,000 | 556 |
| Securities issued by states & political subdivisions | $6,585,000 | 2,758 |
| Other domestic debt securities | $23,622,000 | 507 |
| Privately issued residential mortgage-backed securities | $23,622,000 | 329 |
| 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 | $141,715,000 | 417 |
| Mortgage-backed securities | $167,241,000 | 444 |
| Certificates of participation in pools of residential mortgages | $124,034,000 | 398 |
| Issued or guaranteed by U.S. | $124,034,000 | 393 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $43,207,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $19,585,000 | 698 |
| Privately issued | $23,622,000 | 316 |
| 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) | $188,221,000 | 564 |
| Total debt securities | $188,221,000 | 646 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $166,992,000 | 735 |
| U.S. Government securities | $140,410,000 | 634 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $140,410,000 | 620 |
| Securities issued by states & political subdivisions | $7,668,000 | 2,478 |
| Other domestic debt securities | $18,914,000 | 545 |
| Privately issued residential mortgage-backed securities | $18,914,000 | 351 |
| 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 | $99,743,000 | 582 |
| Mortgage-backed securities | $136,210,000 | 509 |
| Certificates of participation in pools of residential mortgages | $98,548,000 | 458 |
| Issued or guaranteed by U.S. | $98,548,000 | 454 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $37,662,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $18,748,000 | 689 |
| Privately issued | $18,914,000 | 339 |
| 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) | $166,992,000 | 627 |
| Total debt securities | $166,992,000 | 723 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $141,554,000 | 833 |
| U.S. Government securities | $127,541,000 | 666 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $127,541,000 | 653 |
| Securities issued by states & political subdivisions | $7,368,000 | 2,538 |
| Other domestic debt securities | $6,645,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $6,645,000 | 610 |
| 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 | $98,170,000 | 584 |
| Mortgage-backed securities | $110,749,000 | 569 |
| Certificates of participation in pools of residential mortgages | $88,822,000 | 475 |
| Issued or guaranteed by U.S. | $88,822,000 | 471 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $21,927,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $15,282,000 | 763 |
| Privately issued | $6,645,000 | 583 |
| 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) | $141,554,000 | 707 |
| Total debt securities | $141,554,000 | 820 |
| Structured notes | ||
| Amortized cost | $1,224,000 | 865 |
| Fair value | $1,242,000 | 851 |
| 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 | $92,079,000 | 1,320 |
| U.S. Government securities | $82,504,000 | 1,006 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $82,504,000 | 987 |
| Securities issued by states & political subdivisions | $7,541,000 | 2,526 |
| Other domestic debt securities | $2,034,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $2,034,000 | 939 |
| 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 | $69,227,000 | 790 |
| Mortgage-backed securities | $68,988,000 | 853 |
| Certificates of participation in pools of residential mortgages | $61,599,000 | 658 |
| Issued or guaranteed by U.S. | $61,599,000 | 652 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,389,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $5,355,000 | 1,375 |
| Privately issued | $2,034,000 | 894 |
| 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) | $92,079,000 | 1,145 |
| Total debt securities | $92,079,000 | 1,287 |
| Structured notes | ||
| Amortized cost | $1,222,000 | 908 |
| Fair value | $1,248,000 | 896 |
| 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 | $67,347,000 | 1,755 |
| U.S. Government securities | $57,380,000 | 1,448 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $57,380,000 | 1,413 |
| Securities issued by states & political subdivisions | $7,800,000 | 2,473 |
| Other domestic debt securities | $2,167,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $2,167,000 | 886 |
| 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 | $44,671,000 | 1,131 |
| Mortgage-backed securities | $40,414,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $36,759,000 | 986 |
| Issued or guaranteed by U.S. | $36,759,000 | 973 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,655,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $1,488,000 | 2,203 |
| Privately issued | $2,167,000 | 846 |
| 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) | $67,347,000 | 1,547 |
| Total debt securities | $67,347,000 | 1,713 |
| Structured notes | ||
| Amortized cost | $4,151,000 | 354 |
| Fair value | $4,257,000 | 352 |
| 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 | $49,609,000 | 2,315 |
| U.S. Government securities | $41,621,000 | 1,985 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $41,621,000 | 1,944 |
| Securities issued by states & political subdivisions | $7,730,000 | 2,461 |
| Other domestic debt securities | $258,000 | 2,643 |
| Privately issued residential mortgage-backed securities | $258,000 | 1,253 |
| 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 | $42,206,000 | 1,190 |
| Mortgage-backed securities | $21,432,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $19,660,000 | 1,423 |
| Issued or guaranteed by U.S. | $19,660,000 | 1,415 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,772,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,103 |
| Privately issued | $258,000 | 1,192 |
| 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) | $49,609,000 | 2,013 |
| Total debt securities | $49,609,000 | 2,263 |
| Structured notes | ||
| Amortized cost | $5,213,000 | 481 |
| Fair value | $5,283,000 | 478 |
| 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 | $51,328,000 | 2,245 |
| U.S. Government securities | $43,377,000 | 1,928 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $43,377,000 | 1,887 |
| Securities issued by states & political subdivisions | $7,678,000 | 2,428 |
| Other domestic debt securities | $273,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $273,000 | 1,213 |
| 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 | $42,281,000 | 1,149 |
| Mortgage-backed securities | $21,726,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $19,923,000 | 1,338 |
| Issued or guaranteed by U.S. | $19,923,000 | 1,326 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,803,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $1,530,000 | 2,044 |
| Privately issued | $273,000 | 1,151 |
| 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) | $51,328,000 | 1,934 |
| Total debt securities | $51,328,000 | 2,197 |
| Structured notes | ||
| Amortized cost | $7,200,000 | 432 |
| Fair value | $7,176,000 | 429 |
| 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 | $48,096,000 | 2,370 |
| U.S. Government securities | $40,513,000 | 2,056 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $40,513,000 | 2,001 |
| Securities issued by states & political subdivisions | $7,307,000 | 2,506 |
| Other domestic debt securities | $276,000 | 2,532 |
| Privately issued residential mortgage-backed securities | $276,000 | 1,170 |
| 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 | $43,822,000 | 1,099 |
| Mortgage-backed securities | $21,106,000 | 1,693 |
| Certificates of participation in pools of residential mortgages | $20,324,000 | 1,285 |
| Issued or guaranteed by U.S. | $20,324,000 | 1,275 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $782,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,594 |
| Privately issued | $276,000 | 1,102 |
| 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) | $48,096,000 | 2,049 |
| Total debt securities | $48,096,000 | 2,332 |
| Structured notes | ||
| Amortized cost | $7,189,000 | 459 |
| Fair value | $7,083,000 | 462 |
| 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 | $50,516,000 | 2,295 |
| U.S. Government securities | $42,738,000 | 1,995 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $42,738,000 | 1,938 |
| Securities issued by states & political subdivisions | $7,435,000 | 2,491 |
| Other domestic debt securities | $343,000 | 2,499 |
| Privately issued residential mortgage-backed securities | $343,000 | 1,102 |
| 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 | $42,825,000 | 1,124 |
| Mortgage-backed securities | $22,582,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $21,699,000 | 1,215 |
| Issued or guaranteed by U.S. | $21,699,000 | 1,207 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $883,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 2,557 |
| Privately issued | $343,000 | 1,033 |
| 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) | $50,516,000 | 1,977 |
| Total debt securities | $50,516,000 | 2,258 |
| Structured notes | ||
| Amortized cost | $7,178,000 | 491 |
| Fair value | $7,189,000 | 490 |
| 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 | $50,830,000 | 2,303 |
| U.S. Government securities | $42,165,000 | 2,034 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $42,165,000 | 1,974 |
| Securities issued by states & political subdivisions | $7,435,000 | 2,486 |
| Other domestic debt securities | $376,000 | 2,495 |
| Privately issued residential mortgage-backed securities | $376,000 | 1,062 |
| 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 | $854,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,501,000 | 1,591 |
| Mortgage-backed securities | $23,449,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $22,513,000 | 1,198 |
| Issued or guaranteed by U.S. | $22,513,000 | 1,189 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $936,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,535 |
| Privately issued | $376,000 | 1,001 |
| 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) | $50,830,000 | 1,993 |
| Total debt securities | $49,976,000 | 2,288 |
| Structured notes | ||
| Amortized cost | $3,051,000 | 1,092 |
| Fair value | $3,060,000 | 1,088 |
| 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 | $50,730,000 | 2,314 |
| U.S. Government securities | $42,065,000 | 2,064 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $42,065,000 | 2,008 |
| Securities issued by states & political subdivisions | $7,428,000 | 2,484 |
| Other domestic debt securities | $417,000 | 2,503 |
| Privately issued residential mortgage-backed securities | $417,000 | 1,027 |
| 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 | $820,000 | 1,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,216,000 | 1,571 |
| Mortgage-backed securities | $24,056,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $23,058,000 | 1,188 |
| Issued or guaranteed by U.S. | $23,058,000 | 1,176 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $998,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,492 |
| Privately issued | $417,000 | 957 |
| 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) | $50,730,000 | 1,986 |
| Total debt securities | $49,910,000 | 2,297 |
| Structured notes | ||
| Amortized cost | $3,047,000 | 1,184 |
| Fair value | $3,041,000 | 1,173 |
| 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 | $45,982,000 | 2,507 |
| U.S. Government securities | $37,362,000 | 2,300 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $37,362,000 | 2,227 |
| Securities issued by states & political subdivisions | $7,339,000 | 2,485 |
| Other domestic debt securities | $449,000 | 2,492 |
| Privately issued residential mortgage-backed securities | $449,000 | 998 |
| 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 | $832,000 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,302,000 | 1,290 |
| Mortgage-backed securities | $21,723,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $20,663,000 | 1,302 |
| Issued or guaranteed by U.S. | $20,663,000 | 1,295 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,060,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 2,456 |
| Privately issued | $449,000 | 934 |
| 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) | $45,982,000 | 2,150 |
| Total debt securities | $45,150,000 | 2,501 |
| Structured notes | ||
| Amortized cost | $3,044,000 | 1,228 |
| Fair value | $3,001,000 | 1,224 |
| 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 | $46,176,000 | 2,545 |
| U.S. Government securities | $37,702,000 | 2,317 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $37,702,000 | 2,253 |
| Securities issued by states & political subdivisions | $7,205,000 | 2,496 |
| Other domestic debt securities | $449,000 | 2,563 |
| Privately issued residential mortgage-backed securities | $449,000 | 984 |
| 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 | $820,000 | 1,176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,481,000 | 1,146 |
| Mortgage-backed securities | $23,172,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $22,509,000 | 1,236 |
| Issued or guaranteed by U.S. | $22,060,000 | 1,244 |
| Privately issued | $449,000 | 137 |
| Collaterized mortgage obligations | $663,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,425 |
| 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) | $46,176,000 | 2,178 |
| Total debt securities | $45,356,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $38,233,000 | 2,940 |
| U.S. Government securities | $31,224,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $31,224,000 | 2,606 |
| Securities issued by states & political subdivisions | $5,734,000 | 2,857 |
| Other domestic debt securities | $455,000 | 2,637 |
| Privately issued residential mortgage-backed securities | $455,000 | 947 |
| 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 | $820,000 | 1,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,299,000 | 1,502 |
| Mortgage-backed securities | $23,242,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $22,539,000 | 1,257 |
| Issued or guaranteed by U.S. | $22,084,000 | 1,269 |
| Privately issued | $455,000 | 138 |
| Collaterized mortgage obligations | $703,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,408 |
| 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) | $38,233,000 | 2,534 |
| Total debt securities | $37,413,000 | 2,940 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $40,870,000 | 2,770 |
| U.S. Government securities | $33,730,000 | 2,489 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $33,730,000 | 2,414 |
| Securities issued by states & political subdivisions | $5,825,000 | 2,812 |
| Other domestic debt securities | $495,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $495,000 | 911 |
| 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 | $820,000 | 1,218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,764,000 | 1,582 |
| Mortgage-backed securities | $23,827,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $23,048,000 | 1,270 |
| Issued or guaranteed by U.S. | $22,553,000 | 1,279 |
| Privately issued | $495,000 | 138 |
| Collaterized mortgage obligations | $779,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $779,000 | 2,376 |
| 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) | $40,870,000 | 2,377 |
| Total debt securities | $40,048,000 | 2,775 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $499,000 | 2,543 |
| 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 | $40,806,000 | 2,793 |
| U.S. Government securities | $33,788,000 | 2,535 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $33,788,000 | 2,446 |
| Securities issued by states & political subdivisions | $5,642,000 | 2,828 |
| Other domestic debt securities | $556,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $556,000 | 882 |
| 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 | $820,000 | 1,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,171,000 | 1,430 |
| Mortgage-backed securities | $24,438,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $23,565,000 | 1,279 |
| Issued or guaranteed by U.S. | $23,009,000 | 1,287 |
| Privately issued | $556,000 | 138 |
| Collaterized mortgage obligations | $873,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $873,000 | 2,396 |
| 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) | $40,806,000 | 2,395 |
| Total debt securities | $39,986,000 | 2,793 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $499,000 | 2,554 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $41,553,000 | 2,795 |
| U.S. Government securities | $33,956,000 | 2,572 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,956,000 | 2,481 |
| Securities issued by states & political subdivisions | $6,160,000 | 2,692 |
| Other domestic debt securities | $617,000 | 2,570 |
| Privately issued residential mortgage-backed securities | $617,000 | 856 |
| 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 | $820,000 | 1,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,534,000 | 1,564 |
| Mortgage-backed securities | $21,030,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $20,087,000 | 1,466 |
| Issued or guaranteed by U.S. | $19,470,000 | 1,487 |
| Privately issued | $617,000 | 122 |
| Collaterized mortgage obligations | $943,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 2,415 |
| 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) | $41,553,000 | 2,388 |
| Total debt securities | $40,733,000 | 2,784 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,485,000 | 1,773 |
| 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 | $42,597,000 | 2,746 |
| U.S. Government securities | $34,840,000 | 2,533 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $34,840,000 | 2,431 |
| Securities issued by states & political subdivisions | $6,230,000 | 2,704 |
| Other domestic debt securities | $707,000 | 2,552 |
| Privately issued residential mortgage-backed securities | $707,000 | 824 |
| 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 | $820,000 | 1,305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,814,000 | 1,527 |
| Mortgage-backed securities | $22,356,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $21,318,000 | 1,425 |
| Issued or guaranteed by U.S. | $20,611,000 | 1,450 |
| Privately issued | $707,000 | 118 |
| Collaterized mortgage obligations | $1,038,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,384 |
| 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) | $42,597,000 | 2,359 |
| Total debt securities | $41,777,000 | 2,743 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,501,000 | 1,720 |
| 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 | $28,377,000 | 3,759 |
| U.S. Government securities | $22,182,000 | 3,594 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $22,182,000 | 3,477 |
| Securities issued by states & political subdivisions | $4,432,000 | 3,249 |
| Other domestic debt securities | $943,000 | 2,431 |
| Privately issued residential mortgage-backed securities | $792,000 | 751 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 2,846 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $820,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,691,000 | 1,835 |
| Mortgage-backed securities | $9,715,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $8,584,000 | 2,568 |
| Issued or guaranteed by U.S. | $7,792,000 | 2,717 |
| Privately issued | $792,000 | 117 |
| Collaterized mortgage obligations | $1,131,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $1,131,000 | 2,342 |
| 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) | $28,377,000 | 3,253 |
| Total debt securities | $27,557,000 | 3,781 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,504,000 | 1,726 |
| 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 | $31,596,000 | 3,533 |
| U.S. Government securities | $25,644,000 | 3,259 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $25,644,000 | 3,140 |
| Securities issued by states & political subdivisions | $4,190,000 | 3,350 |
| Other domestic debt securities | $942,000 | 2,532 |
| Privately issued residential mortgage-backed securities | $789,000 | 741 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $153,000 | 2,942 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $820,000 | 1,345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,089,000 | 1,861 |
| Mortgage-backed securities | $12,898,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $10,607,000 | 2,329 |
| Issued or guaranteed by U.S. | $9,818,000 | 2,425 |
| Privately issued | $789,000 | 118 |
| Collaterized mortgage obligations | $2,291,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $2,291,000 | 1,904 |
| 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) | $31,596,000 | 3,037 |
| Total debt securities | $30,777,000 | 3,526 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,494,000 | 1,706 |
| 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 | $34,218,000 | 3,314 |
| U.S. Government securities | $28,593,000 | 2,930 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $28,593,000 | 2,827 |
| Securities issued by states & political subdivisions | $3,486,000 | 3,617 |
| Other domestic debt securities | $1,319,000 | 2,305 |
| Privately issued residential mortgage-backed securities | $1,164,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,000 | 3,016 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $820,000 | 1,413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,497,000 | 2,450 |
| Mortgage-backed securities | $15,141,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | $12,309,000 | 2,128 |
| Issued or guaranteed by U.S. | $11,145,000 | 2,248 |
| Privately issued | $1,164,000 | 109 |
| Collaterized mortgage obligations | $2,832,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $2,832,000 | 1,816 |
| 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) | $34,218,000 | 2,863 |
| Total debt securities | $33,398,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,510,000 | 1,533 |
| 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 | $28,115,000 | 3,894 |
| U.S. Government securities | $22,194,000 | 3,636 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,194,000 | 3,506 |
| Securities issued by states & political subdivisions | $4,944,000 | 3,114 |
| Other domestic debt securities | $157,000 | 3,531 |
| 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 | $157,000 | 3,147 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $820,000 | 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 | $8,773,000 | 3,425 |
| Mortgage-backed securities | $17,129,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $15,464,000 | 1,867 |
| Issued or guaranteed by U.S. | $15,464,000 | 1,852 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,665,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $1,665,000 | 2,314 |
| 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) | $28,115,000 | 3,361 |
| Total debt securities | $27,295,000 | 3,899 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,373 |
| Fair value | $1,498,000 | 1,416 |
| 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 | $33,171,000 | 3,377 |
| U.S. Government securities | $29,056,000 | 2,894 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $29,056,000 | 2,787 |
| Securities issued by states & political subdivisions | $3,957,000 | 3,447 |
| Other domestic debt securities | $158,000 | 3,652 |
| 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 | $158,000 | 3,264 |
| 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 | $6,652,000 | 3,879 |
| Mortgage-backed securities | $24,052,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $16,801,000 | 1,741 |
| Issued or guaranteed by U.S. | $16,801,000 | 1,733 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,251,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $7,251,000 | 1,248 |
| 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) | $33,171,000 | 2,915 |
| Total debt securities | $33,172,000 | 3,310 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $998,000 | 1,497 |
| 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 | $28,044,000 | 3,724 |
| U.S. Government securities | $24,264,000 | 3,226 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $24,264,000 | 3,090 |
| Securities issued by states & political subdivisions | $3,618,000 | 3,567 |
| Other domestic debt securities | $162,000 | 3,697 |
| 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 | $162,000 | 3,290 |
| 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 | $7,360,000 | 3,658 |
| Mortgage-backed securities | $13,512,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $6,168,000 | 3,124 |
| Issued or guaranteed by U.S. | $6,168,000 | 3,112 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,344,000 | 1,454 |
| CMOs issued by government agencies or sponsored agencies | $7,344,000 | 1,349 |
| 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) | $28,044,000 | 3,225 |
| Total debt securities | $28,044,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $999,000 | 1,389 |
| 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 | $19,545,000 | 4,737 |
| U.S. Government securities | $15,928,000 | 4,362 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $15,928,000 | 4,187 |
| Securities issued by states & political subdivisions | $3,551,000 | 3,522 |
| Other domestic debt securities | $66,000 | 3,899 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,138 |
| 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 | $7,503,000 | 3,620 |
| Mortgage-backed securities | $8,724,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $3,435,000 | 3,983 |
| Issued or guaranteed by U.S. | $3,435,000 | 3,968 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,289,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $5,223,000 | 1,657 |
| Privately issued | $66,000 | 1,007 |
| 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) | $19,545,000 | 4,096 |
| Total debt securities | $19,545,000 | 4,636 |
| 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 | $18,060,000 | 4,947 |
| U.S. Government securities | $13,735,000 | 4,718 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,735,000 | 4,539 |
| Securities issued by states & political subdivisions | $3,735,000 | 3,421 |
| Other domestic debt securities | $590,000 | 3,162 |
| Privately issued residential mortgage-backed securities | $590,000 | 837 |
| 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 | $3,199,000 | 5,214 |
| Mortgage-backed securities | $7,713,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,664 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,648 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,726,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $5,136,000 | 1,706 |
| Privately issued | $590,000 | 749 |
| 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) | $18,060,000 | 4,266 |
| Total debt securities | $18,060,000 | 4,865 |
| 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 | $17,149,000 | 4,984 |
| U.S. Government securities | $10,638,000 | 5,351 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,638,000 | 5,121 |
| Securities issued by states & political subdivisions | $3,509,000 | 3,481 |
| Other domestic debt securities | $3,002,000 | 1,896 |
| 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 | $3,002,000 | 1,581 |
| 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 | $6,674,000 | 3,784 |
| Mortgage-backed securities | $4,109,000 | 4,266 |
| Certificates of participation in pools of residential mortgages | $2,379,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,379,000 | 4,235 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,730,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $1,730,000 | 2,694 |
| 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) | $17,149,000 | 4,244 |
| Total debt securities | $17,149,000 | 4,890 |
| 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 | $21,667,000 | 4,386 |
| U.S. Government securities | $17,502,000 | 4,043 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $17,502,000 | 3,775 |
| Securities issued by states & political subdivisions | $3,375,000 | 3,503 |
| 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 | $790,000 | 2,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,317,000 | 3,587 |
| Mortgage-backed securities | $3,198,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $3,198,000 | 3,286 |
| Issued or guaranteed by U.S. | $3,198,000 | 3,270 |
| 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) | $21,667,000 | 3,569 |
| Total debt securities | $20,877,000 | 4,383 |
| 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 | $24,452,000 | 4,202 |
| U.S. Government securities | $19,727,000 | 3,895 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,727,000 | 3,524 |
| Securities issued by states & political subdivisions | $4,165,000 | 3,288 |
| 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 | $560,000 | 3,495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,458,000 | 2,408 |
| Mortgage-backed securities | $5,133,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $5,133,000 | 2,753 |
| Issued or guaranteed by U.S. | $5,133,000 | 2,741 |
| 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) | $24,452,000 | 3,329 |
| Total debt securities | $23,892,000 | 4,153 |
| 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 | $19,949,000 | 4,849 |
| U.S. Government securities | $17,423,000 | 4,323 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $17,423,000 | 3,691 |
| Securities issued by states & political subdivisions | $2,216,000 | 4,539 |
| 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 | $310,000 | 4,540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,240,000 | 5,954 |
| Mortgage-backed securities | $7,112,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $7,112,000 | 2,441 |
| Issued or guaranteed by U.S. | $7,112,000 | 2,425 |
| 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) | $19,949,000 | 3,803 |
| Total debt securities | $19,639,000 | 4,777 |
| 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 | $12,805,000 | 6,597 |
| U.S. Government securities | $11,523,000 | 5,973 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $11,523,000 | 4,786 |
| Securities issued by states & political subdivisions | $1,074,000 | 5,685 |
| 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 | $208,000 | 5,345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,698,000 | 5,204 |
| Mortgage-backed securities | $3,458,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $3,458,000 | 3,508 |
| Issued or guaranteed by U.S. | $3,458,000 | 3,496 |
| 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) | $12,805,000 | 4,977 |
| Total debt securities | $12,597,000 | 6,515 |
| 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 | $8,751,000 | 8,354 |
| U.S. Government securities | $7,541,000 | 8,042 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $7,541,000 | 6,466 |
| Securities issued by states & political subdivisions | $1,012,000 | 6,066 |
| 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 | $198,000 | 5,320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,511,000 | 6,265 |
| Mortgage-backed securities | $2,811,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $2,811,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,811,000 | 4,186 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,751,000 | 6,379 |
| Total debt securities | $8,553,000 | 8,303 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,998,000 | 8,292 |
| U.S. Government securities | $8,534,000 | 7,937 |
| U.S. Treasury securities | $1,003,000 | 8,533 |
| U.S. Government agency obligations | $7,531,000 | 6,457 |
| Securities issued by states & political subdivisions | $1,291,000 | 5,867 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $173,000 | 5,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,966,000 | 6,955 |
| Mortgage-backed securities | $2,965,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $2,965,000 | 4,187 |
| Issued or guaranteed by U.S. | $2,965,000 | 4,161 |
| 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) | $9,998,000 | 6,153 |
| Total debt securities | $9,825,000 | 8,216 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,354,000 | 9,398 |
| U.S. Government securities | $6,975,000 | 9,144 |
| U.S. Treasury securities | $5,829,000 | 5,072 |
| U.S. Government agency obligations | $1,146,000 | 10,715 |
| Securities issued by states & political subdivisions | $1,220,000 | 6,267 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $159,000 | 5,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,805,000 | 6,255 |
| Mortgage-backed securities | $947,000 | 7,827 |
| Certificates of participation in pools of residential mortgages | $947,000 | 6,518 |
| Issued or guaranteed by U.S. | $947,000 | 6,497 |
| 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) | $4,395,000 | 8,357 |
| Available-for-sale securities (fair market value) | $3,959,000 | 7,481 |
| Total debt securities | $8,195,000 | 9,358 |
| 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 | $5,733,000 | 10,925 |
| U.S. Government securities | $4,446,000 | 10,846 |
| U.S. Treasury securities | $4,446,000 | 6,108 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $1,287,000 | 6,316 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,388,000 | 5,677 |
| 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 | $5,733,000 | 10,783 |
| 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 | $3,755,000 | 12,246 |
| U.S. Government securities | $3,256,000 | 11,926 |
| U.S. Treasury securities | $2,956,000 | 7,677 |
| U.S. Government agency obligations | $300,000 | 12,324 |
| Securities issued by states & political subdivisions | $499,000 | 7,740 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,629,000 | 7,607 |
| 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 | $3,755,000 | 12,123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |