Home > First National Bank of Chillicothe > Securities
First National Bank of Chillicothe, Securities
| 2014-06-30 | Rank | |
| Total securities | $13,456,000 | 5,038 |
| U.S. Government securities | $11,178,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,178,000 | 4,363 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,574 |
| Other domestic debt securities | $36,000 | 2,471 |
| Privately issued residential mortgage-backed securities | $36,000 | 795 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $475,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,591,000 | 3,876 |
| Mortgage-backed securities | $2,549,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,196 |
| Issued or guaranteed by U.S. | $13,000 | 5,191 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,536,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 2,266 |
| Privately issued | $36,000 | 762 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,456,000 | 4,630 |
| Total debt securities | $12,980,000 | 5,055 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $15,663,000 | 4,864 |
| U.S. Government securities | $13,407,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,407,000 | 4,111 |
| Securities issued by states & political subdivisions | $1,738,000 | 4,608 |
| Other domestic debt securities | $49,000 | 2,527 |
| Privately issued residential mortgage-backed securities | $49,000 | 806 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $469,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,915,000 | 3,445 |
| Mortgage-backed securities | $4,079,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $52,000 | 5,157 |
| Issued or guaranteed by U.S. | $52,000 | 5,150 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,027,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $3,978,000 | 1,944 |
| Privately issued | $49,000 | 773 |
| 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) | $15,663,000 | 4,470 |
| Total debt securities | $15,194,000 | 4,881 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $19,013,000 | 4,547 |
| U.S. Government securities | $15,378,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,378,000 | 3,857 |
| Securities issued by states & political subdivisions | $1,715,000 | 4,647 |
| Other domestic debt securities | $1,455,000 | 1,698 |
| Privately issued residential mortgage-backed securities | $1,455,000 | 417 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $465,000 | 770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,630,000 | 3,193 |
| Mortgage-backed securities | $7,712,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,201 |
| Issued or guaranteed by U.S. | $53,000 | 5,193 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,659,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $6,204,000 | 1,622 |
| Privately issued | $1,455,000 | 400 |
| 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) | $19,013,000 | 4,175 |
| Total debt securities | $18,547,000 | 4,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $20,856,000 | 4,419 |
| U.S. Government securities | $16,811,000 | 3,844 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,811,000 | 3,742 |
| Securities issued by states & political subdivisions | $1,729,000 | 4,664 |
| Other domestic debt securities | $1,848,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $1,848,000 | 403 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $468,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,960,000 | 2,997 |
| Mortgage-backed securities | $9,100,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $57,000 | 5,245 |
| Issued or guaranteed by U.S. | $57,000 | 5,238 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,043,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $7,195,000 | 1,532 |
| Privately issued | $1,848,000 | 386 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $20,856,000 | 4,048 |
| Total debt securities | $20,389,000 | 4,425 |
| 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 | $21,290,000 | 4,388 |
| U.S. Government securities | $16,994,000 | 3,813 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,994,000 | 3,720 |
| Securities issued by states & political subdivisions | $1,795,000 | 4,624 |
| Other domestic debt securities | $2,032,000 | 1,570 |
| Privately issued residential mortgage-backed securities | $2,032,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $469,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,095,000 | 3,110 |
| Mortgage-backed securities | $9,672,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,244 |
| Issued or guaranteed by U.S. | $60,000 | 5,236 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,612,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $7,580,000 | 1,515 |
| Privately issued | $2,032,000 | 387 |
| 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) | $21,290,000 | 4,038 |
| Total debt securities | $20,821,000 | 4,398 |
| 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 | $19,508,000 | 4,564 |
| U.S. Government securities | $16,062,000 | 3,943 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,062,000 | 3,848 |
| Securities issued by states & political subdivisions | $591,000 | 5,167 |
| Other domestic debt securities | $2,370,000 | 1,474 |
| Privately issued residential mortgage-backed securities | $2,370,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $485,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,486,000 | 3,089 |
| Mortgage-backed securities | $11,218,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $63,000 | 5,290 |
| Issued or guaranteed by U.S. | $63,000 | 5,283 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,155,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $8,785,000 | 1,452 |
| Privately issued | $2,370,000 | 387 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $19,508,000 | 4,208 |
| Total debt securities | $19,023,000 | 4,572 |
| 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 | $19,827,000 | 4,489 |
| U.S. Government securities | $16,589,000 | 3,847 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $16,589,000 | 3,746 |
| Securities issued by states & political subdivisions | $265,000 | 5,437 |
| Other domestic debt securities | $2,486,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $2,486,000 | 407 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $487,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,176,000 | 2,861 |
| Mortgage-backed securities | $13,133,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,313 |
| Issued or guaranteed by U.S. | $66,000 | 5,307 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $13,067,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $10,581,000 | 1,371 |
| Privately issued | $2,486,000 | 394 |
| 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) | $19,827,000 | 4,140 |
| Total debt securities | $19,340,000 | 4,501 |
| 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 | $20,846,000 | 4,462 |
| U.S. Government securities | $17,622,000 | 3,824 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,622,000 | 3,744 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,734,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $2,734,000 | 429 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $490,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,743,000 | 2,711 |
| Mortgage-backed securities | $14,849,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $68,000 | 5,412 |
| Issued or guaranteed by U.S. | $68,000 | 5,402 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $14,781,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $12,047,000 | 1,332 |
| Privately issued | $2,734,000 | 411 |
| 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) | $20,846,000 | 4,114 |
| Total debt securities | $20,356,000 | 4,478 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $19,721,000 | 4,595 |
| U.S. Government securities | $16,217,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,217,000 | 3,954 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $3,020,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $3,020,000 | 432 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $484,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,056,000 | 3,058 |
| Mortgage-backed securities | $13,839,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $78,000 | 5,432 |
| Issued or guaranteed by U.S. | $78,000 | 5,421 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,761,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $10,741,000 | 1,436 |
| Privately issued | $3,020,000 | 415 |
| 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) | $19,721,000 | 4,244 |
| Total debt securities | $19,237,000 | 4,608 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $19,859,000 | 4,617 |
| U.S. Government securities | $16,190,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,190,000 | 4,050 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,188,000 | 1,296 |
| Privately issued residential mortgage-backed securities | $3,188,000 | 445 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $481,000 | 749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,530,000 | 3,145 |
| Mortgage-backed securities | $13,521,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $82,000 | 5,467 |
| Issued or guaranteed by U.S. | $82,000 | 5,458 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,439,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $10,251,000 | 1,499 |
| Privately issued | $3,188,000 | 427 |
| 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) | $19,859,000 | 4,244 |
| Total debt securities | $19,378,000 | 4,621 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $19,066,000 | 4,637 |
| U.S. Government securities | $15,058,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,058,000 | 4,108 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $3,528,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $3,528,000 | 476 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $480,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,726,000 | 3,261 |
| Mortgage-backed securities | $13,399,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,449 |
| Issued or guaranteed by U.S. | $89,000 | 5,435 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $13,310,000 | 1,374 |
| CMOs issued by government agencies or sponsored agencies | $9,782,000 | 1,457 |
| Privately issued | $3,528,000 | 456 |
| 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) | $19,066,000 | 4,256 |
| Total debt securities | $18,586,000 | 4,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $18,514,000 | 4,665 |
| U.S. Government securities | $14,162,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,162,000 | 4,171 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $3,867,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $3,867,000 | 484 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $485,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,277,000 | 4,691 |
| Mortgage-backed securities | $13,337,000 | 2,971 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,443 |
| Issued or guaranteed by U.S. | $99,000 | 5,427 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $13,238,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $9,371,000 | 1,476 |
| Privately issued | $3,867,000 | 460 |
| 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) | $18,514,000 | 4,278 |
| Total debt securities | $18,029,000 | 4,676 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $17,347,000 | 4,852 |
| U.S. Government securities | $12,823,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,823,000 | 4,476 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $4,045,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $4,045,000 | 495 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $479,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,038,000 | 4,488 |
| Mortgage-backed securities | $13,481,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,448 |
| Issued or guaranteed by U.S. | $107,000 | 5,437 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $13,374,000 | 1,333 |
| CMOs issued by government agencies or sponsored agencies | $9,329,000 | 1,441 |
| Privately issued | $4,045,000 | 473 |
| 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) | $17,347,000 | 4,448 |
| Total debt securities | $16,868,000 | 4,892 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $17,277,000 | 4,857 |
| U.S. Government securities | $12,199,000 | 4,679 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,199,000 | 4,560 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $4,604,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $4,604,000 | 501 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $474,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,725,000 | 4,927 |
| Mortgage-backed securities | $12,992,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,446 |
| Issued or guaranteed by U.S. | $110,000 | 5,433 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,882,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $8,278,000 | 1,476 |
| Privately issued | $4,604,000 | 483 |
| 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) | $17,277,000 | 4,453 |
| Total debt securities | $16,802,000 | 4,881 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $15,484,000 | 4,970 |
| U.S. Government securities | $9,689,000 | 4,901 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,689,000 | 4,780 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $5,322,000 | 1,075 |
| Privately issued residential mortgage-backed securities | $5,322,000 | 498 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $473,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,321,000 | 4,735 |
| Mortgage-backed securities | $11,972,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $115,000 | 5,425 |
| Issued or guaranteed by U.S. | $115,000 | 5,412 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,857,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $6,535,000 | 1,600 |
| Privately issued | $5,322,000 | 478 |
| 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) | $15,484,000 | 4,546 |
| Total debt securities | $15,011,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $13,311,000 | 5,198 |
| U.S. Government securities | $7,117,000 | 5,394 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,117,000 | 5,271 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,714,000 | 1,067 |
| Privately issued residential mortgage-backed securities | $5,714,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $480,000 | 832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,232,000 | 4,476 |
| Mortgage-backed securities | $11,102,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $121,000 | 5,440 |
| Issued or guaranteed by U.S. | $121,000 | 5,427 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,981,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $5,267,000 | 1,705 |
| Privately issued | $5,714,000 | 505 |
| 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) | $13,311,000 | 4,764 |
| Total debt securities | $12,828,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $10,704,000 | 5,615 |
| U.S. Government securities | $3,697,000 | 6,389 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,697,000 | 6,265 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $6,532,000 | 995 |
| Privately issued residential mortgage-backed securities | $6,532,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $475,000 | 854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,332,000 | 4,846 |
| Mortgage-backed securities | $9,611,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $126,000 | 5,491 |
| Issued or guaranteed by U.S. | $126,000 | 5,478 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $9,485,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 2,014 |
| Privately issued | $6,532,000 | 505 |
| 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) | $10,704,000 | 5,149 |
| Total debt securities | $10,229,000 | 5,651 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,862,000 | 5,635 |
| U.S. Government securities | $3,447,000 | 6,551 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,447,000 | 6,442 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $6,950,000 | 1,001 |
| Privately issued residential mortgage-backed securities | $6,950,000 | 536 |
| 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 | $465,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,684,000 | 5,144 |
| Mortgage-backed securities | $9,774,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,592 |
| Issued or guaranteed by U.S. | $129,000 | 5,578 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,645,000 | 1,398 |
| CMOs issued by government agencies or sponsored agencies | $2,695,000 | 2,008 |
| Privately issued | $6,950,000 | 516 |
| 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) | $10,862,000 | 5,170 |
| Total debt securities | $10,397,000 | 5,683 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,250,000 | 5,570 |
| U.S. Government securities | $3,417,000 | 6,558 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,417,000 | 6,465 |
| Securities issued by states & political subdivisions | $55,000 | 5,800 |
| Other domestic debt securities | $7,318,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $7,318,000 | 552 |
| 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 | $460,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,604,000 | 5,204 |
| Mortgage-backed securities | $9,924,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $134,000 | 5,653 |
| Issued or guaranteed by U.S. | $134,000 | 5,638 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,790,000 | 1,382 |
| CMOs issued by government agencies or sponsored agencies | $2,472,000 | 2,030 |
| Privately issued | $7,318,000 | 530 |
| 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) | $11,250,000 | 5,097 |
| Total debt securities | $10,789,000 | 5,612 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $489,000 | 2,535 |
| 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 | $14,710,000 | 5,101 |
| U.S. Government securities | $5,906,000 | 5,928 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,906,000 | 5,835 |
| Securities issued by states & political subdivisions | $56,000 | 5,835 |
| Other domestic debt securities | $8,291,000 | 999 |
| Privately issued residential mortgage-backed securities | $8,291,000 | 567 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $457,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,979,000 | 4,739 |
| Mortgage-backed securities | $12,467,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $141,000 | 5,727 |
| Issued or guaranteed by U.S. | $141,000 | 5,708 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,326,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $4,035,000 | 1,701 |
| Privately issued | $8,291,000 | 542 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,710,000 | 4,667 |
| Total debt securities | $14,253,000 | 5,103 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,831 |
| Fair value | $790,000 | 1,846 |
| 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 | $16,482,000 | 4,856 |
| U.S. Government securities | $6,422,000 | 5,810 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,422,000 | 5,725 |
| Securities issued by states & political subdivisions | $57,000 | 5,887 |
| Other domestic debt securities | $9,564,000 | 947 |
| Privately issued residential mortgage-backed securities | $9,564,000 | 528 |
| 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 | $439,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,878,000 | 4,784 |
| Mortgage-backed securities | $14,233,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $151,000 | 5,774 |
| Issued or guaranteed by U.S. | $151,000 | 5,754 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,082,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $4,518,000 | 1,597 |
| Privately issued | $9,564,000 | 504 |
| 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) | $16,482,000 | 4,406 |
| Total debt securities | $16,043,000 | 4,865 |
| Structured notes | ||
| Amortized cost | $801,000 | 1,369 |
| Fair value | $792,000 | 1,369 |
| 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 | $28,033,000 | 3,625 |
| U.S. Government securities | $14,711,000 | 4,231 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,711,000 | 4,149 |
| Securities issued by states & political subdivisions | $221,000 | 5,607 |
| Other domestic debt securities | $12,497,000 | 754 |
| Privately issued residential mortgage-backed securities | $12,497,000 | 471 |
| 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 | $604,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,104,000 | 3,078 |
| Mortgage-backed securities | $22,993,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,826 |
| Issued or guaranteed by U.S. | $154,000 | 5,808 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $22,839,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $10,342,000 | 1,050 |
| Privately issued | $12,497,000 | 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 | 3,516 |
| Available-for-sale securities (fair market value) | $28,033,000 | 3,255 |
| Total debt securities | $27,429,000 | 3,643 |
| Structured notes | ||
| Amortized cost | $803,000 | 1,114 |
| Fair value | $794,000 | 1,114 |
| 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 | $28,654,000 | 3,562 |
| U.S. Government securities | $14,156,000 | 4,376 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,156,000 | 4,296 |
| Securities issued by states & political subdivisions | $522,000 | 5,201 |
| Other domestic debt securities | $13,378,000 | 696 |
| Privately issued residential mortgage-backed securities | $13,378,000 | 438 |
| 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 | $598,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,651,000 | 2,786 |
| Mortgage-backed securities | $23,097,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,858 |
| Issued or guaranteed by U.S. | $154,000 | 5,837 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $22,943,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $9,565,000 | 1,073 |
| Privately issued | $13,378,000 | 421 |
| 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) | $28,654,000 | 3,177 |
| Total debt securities | $28,056,000 | 3,559 |
| Structured notes | ||
| Amortized cost | $1,962,000 | 701 |
| Fair value | $1,954,000 | 697 |
| 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 | $32,487,000 | 3,203 |
| U.S. Government securities | $17,542,000 | 3,825 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,542,000 | 3,745 |
| Securities issued by states & political subdivisions | $521,000 | 5,197 |
| Other domestic debt securities | $13,815,000 | 671 |
| Privately issued residential mortgage-backed securities | $13,815,000 | 426 |
| 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 | $609,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,184,000 | 2,165 |
| Mortgage-backed securities | $24,044,000 | 1,980 |
| Certificates of participation in pools of residential mortgages | $162,000 | 5,853 |
| Issued or guaranteed by U.S. | $162,000 | 5,835 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $23,882,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $10,067,000 | 979 |
| Privately issued | $13,815,000 | 408 |
| 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) | $32,487,000 | 2,848 |
| Total debt securities | $31,878,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $2,454,000 | 547 |
| Fair value | $2,454,000 | 537 |
| 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 | $33,764,000 | 3,170 |
| U.S. Government securities | $18,629,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,629,000 | 3,648 |
| Securities issued by states & political subdivisions | $517,000 | 5,250 |
| Other domestic debt securities | $13,997,000 | 703 |
| Privately issued residential mortgage-backed securities | $13,997,000 | 433 |
| 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 | $621,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,090,000 | 2,570 |
| Mortgage-backed securities | $24,823,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $186,000 | 5,830 |
| Issued or guaranteed by U.S. | $186,000 | 5,804 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $24,637,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $10,640,000 | 949 |
| Privately issued | $13,997,000 | 411 |
| 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) | $33,764,000 | 2,833 |
| Total debt securities | $33,143,000 | 3,170 |
| Structured notes | ||
| Amortized cost | $2,953,000 | 510 |
| Fair value | $2,946,000 | 499 |
| 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 | $36,891,000 | 2,945 |
| U.S. Government securities | $20,549,000 | 3,447 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,549,000 | 3,386 |
| Securities issued by states & political subdivisions | $527,000 | 5,259 |
| Other domestic debt securities | $15,179,000 | 653 |
| Privately issued residential mortgage-backed securities | $15,179,000 | 401 |
| 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 | $636,000 | 1,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,957,000 | 2,387 |
| Mortgage-backed securities | $26,821,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,799 |
| Issued or guaranteed by U.S. | $204,000 | 5,767 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $26,617,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $11,438,000 | 900 |
| Privately issued | $15,179,000 | 374 |
| 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) | $36,891,000 | 2,625 |
| Total debt securities | $36,255,000 | 2,948 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,001,000 | 1,168 |
| 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 | $38,334,000 | 2,868 |
| U.S. Government securities | $24,221,000 | 3,130 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $24,221,000 | 3,062 |
| Securities issued by states & political subdivisions | $575,000 | 5,238 |
| Other domestic debt securities | $12,896,000 | 688 |
| Privately issued residential mortgage-backed securities | $12,896,000 | 394 |
| 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 | $642,000 | 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 | $20,979,000 | 2,137 |
| Mortgage-backed securities | $24,491,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $232,000 | 5,642 |
| Issued or guaranteed by U.S. | $232,000 | 5,621 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $24,259,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $11,363,000 | 844 |
| Privately issued | $12,896,000 | 367 |
| 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) | $38,334,000 | 2,522 |
| Total debt securities | $37,692,000 | 2,868 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,079 |
| Fair value | $1,988,000 | 1,115 |
| 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 | $35,825,000 | 3,015 |
| U.S. Government securities | $24,389,000 | 3,164 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $24,389,000 | 3,095 |
| Securities issued by states & political subdivisions | $570,000 | 5,264 |
| Other domestic debt securities | $10,229,000 | 735 |
| Privately issued residential mortgage-backed securities | $10,229,000 | 414 |
| 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 | $637,000 | 1,122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,314,000 | 2,077 |
| Mortgage-backed securities | $21,091,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $277,000 | 5,503 |
| Issued or guaranteed by U.S. | $277,000 | 5,481 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $20,814,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $10,585,000 | 854 |
| Privately issued | $10,229,000 | 392 |
| 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) | $35,825,000 | 2,631 |
| Total debt securities | $35,188,000 | 3,014 |
| Structured notes | ||
| Amortized cost | $2,249,000 | 1,161 |
| Fair value | $2,223,000 | 1,164 |
| 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 | $36,036,000 | 2,996 |
| U.S. Government securities | $25,305,000 | 3,076 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $25,305,000 | 2,999 |
| Securities issued by states & political subdivisions | $608,000 | 5,258 |
| Other domestic debt securities | $9,494,000 | 738 |
| Privately issued residential mortgage-backed securities | $9,494,000 | 417 |
| 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 | $629,000 | 1,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,416,000 | 2,141 |
| Mortgage-backed securities | $20,881,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $327,000 | 5,453 |
| Issued or guaranteed by U.S. | $327,000 | 5,432 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,554,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $11,060,000 | 793 |
| Privately issued | $9,494,000 | 396 |
| 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) | $36,036,000 | 2,622 |
| Total debt securities | $35,407,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $2,244,000 | 1,231 |
| Fair value | $2,200,000 | 1,234 |
| 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 | $34,205,000 | 3,138 |
| U.S. Government securities | $26,630,000 | 2,969 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $26,630,000 | 2,891 |
| Securities issued by states & political subdivisions | $619,000 | 5,302 |
| Other domestic debt securities | $6,313,000 | 923 |
| Privately issued residential mortgage-backed securities | $6,313,000 | 494 |
| 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 | $643,000 | 1,140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,407,000 | 2,327 |
| Mortgage-backed securities | $18,627,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $338,000 | 5,448 |
| Issued or guaranteed by U.S. | $338,000 | 5,423 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $18,289,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $11,976,000 | 745 |
| Privately issued | $6,313,000 | 462 |
| 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) | $34,205,000 | 2,722 |
| Total debt securities | $33,562,000 | 3,143 |
| Structured notes | ||
| Amortized cost | $2,524,000 | 1,180 |
| Fair value | $2,496,000 | 1,186 |
| 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 | $39,133,000 | 2,855 |
| U.S. Government securities | $31,035,000 | 2,657 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,035,000 | 2,595 |
| Securities issued by states & political subdivisions | $3,386,000 | 3,657 |
| Other domestic debt securities | $4,069,000 | 1,130 |
| Privately issued residential mortgage-backed securities | $4,069,000 | 565 |
| 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 | $643,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,798,000 | 1,914 |
| Mortgage-backed securities | $17,682,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $344,000 | 5,442 |
| Issued or guaranteed by U.S. | $344,000 | 5,421 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $17,338,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $13,269,000 | 723 |
| Privately issued | $4,069,000 | 537 |
| 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) | $39,133,000 | 2,473 |
| Total debt securities | $38,490,000 | 2,858 |
| Structured notes | ||
| Amortized cost | $5,516,000 | 670 |
| Fair value | $5,341,000 | 687 |
| 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 | $36,249,000 | 3,071 |
| U.S. Government securities | $29,702,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $29,702,000 | 2,708 |
| Securities issued by states & political subdivisions | $3,390,000 | 3,616 |
| Other domestic debt securities | $2,511,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $2,511,000 | 661 |
| 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 | $646,000 | 1,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,117,000 | 2,261 |
| Mortgage-backed securities | $16,526,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $356,000 | 5,454 |
| Issued or guaranteed by U.S. | $356,000 | 5,428 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $16,170,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $13,659,000 | 696 |
| Privately issued | $2,511,000 | 617 |
| 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) | $36,249,000 | 2,653 |
| Total debt securities | $35,603,000 | 3,073 |
| Structured notes | ||
| Amortized cost | $6,114,000 | 659 |
| Fair value | $5,917,000 | 681 |
| 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 | $33,564,000 | 3,232 |
| U.S. Government securities | $28,704,000 | 2,859 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,704,000 | 2,769 |
| Securities issued by states & political subdivisions | $3,353,000 | 3,645 |
| Other domestic debt securities | $875,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $875,000 | 881 |
| 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 | $632,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,762,000 | 2,370 |
| Mortgage-backed securities | $15,527,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,471 |
| Issued or guaranteed by U.S. | $367,000 | 5,447 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $15,160,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $14,285,000 | 679 |
| Privately issued | $875,000 | 825 |
| 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) | $33,564,000 | 2,791 |
| Total debt securities | $32,932,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $6,112,000 | 699 |
| Fair value | $5,296,000 | 797 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $35,058,000 | 3,154 |
| U.S. Government securities | $28,711,000 | 2,906 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $28,711,000 | 2,809 |
| Securities issued by states & political subdivisions | $4,961,000 | 3,101 |
| Other domestic debt securities | $744,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $744,000 | 906 |
| 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 | $642,000 | 1,244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,910,000 | 1,570 |
| Mortgage-backed securities | $15,100,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $442,000 | 5,411 |
| Issued or guaranteed by U.S. | $442,000 | 5,389 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,658,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $13,914,000 | 688 |
| Privately issued | $744,000 | 850 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,058,000 | 2,725 |
| Total debt securities | $34,417,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $6,111,000 | 712 |
| Fair value | $5,877,000 | 734 |
| 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 | $36,821,000 | 3,022 |
| U.S. Government securities | $30,127,000 | 2,782 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $30,127,000 | 2,693 |
| Securities issued by states & political subdivisions | $5,198,000 | 3,008 |
| Other domestic debt securities | $842,000 | 2,239 |
| Privately issued residential mortgage-backed securities | $842,000 | 854 |
| 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 | $654,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,763,000 | 2,666 |
| Mortgage-backed securities | $16,516,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $458,000 | 5,430 |
| Issued or guaranteed by U.S. | $458,000 | 5,405 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $16,058,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $15,216,000 | 655 |
| Privately issued | $842,000 | 799 |
| 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) | $36,821,000 | 2,612 |
| Total debt securities | $36,166,000 | 3,022 |
| Structured notes | ||
| Amortized cost | $6,603,000 | 661 |
| Fair value | $6,413,000 | 669 |
| 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 | $38,934,000 | 2,876 |
| U.S. Government securities | $31,712,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $31,712,000 | 2,538 |
| Securities issued by states & political subdivisions | $5,602,000 | 2,882 |
| Other domestic debt securities | $961,000 | 2,203 |
| Privately issued residential mortgage-backed securities | $961,000 | 813 |
| 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 | $659,000 | 1,284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,774,000 | 2,119 |
| Mortgage-backed securities | $17,545,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,422 |
| Issued or guaranteed by U.S. | $491,000 | 5,400 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,054,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $16,093,000 | 640 |
| Privately issued | $961,000 | 760 |
| 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) | $38,934,000 | 2,476 |
| Total debt securities | $38,275,000 | 2,865 |
| Structured notes | ||
| Amortized cost | $7,103,000 | 598 |
| Fair value | $6,954,000 | 603 |
| 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 | $40,906,000 | 2,789 |
| U.S. Government securities | $33,420,000 | 2,554 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $33,420,000 | 2,467 |
| Securities issued by states & political subdivisions | $5,654,000 | 2,819 |
| Other domestic debt securities | $1,166,000 | 2,050 |
| Privately issued residential mortgage-backed securities | $1,166,000 | 751 |
| 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 | $666,000 | 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 | $16,416,000 | 2,441 |
| Mortgage-backed securities | $19,337,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,391 |
| Issued or guaranteed by U.S. | $564,000 | 5,365 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $18,773,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $17,607,000 | 628 |
| Privately issued | $1,166,000 | 705 |
| 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) | $40,906,000 | 2,390 |
| Total debt securities | $40,240,000 | 2,782 |
| Structured notes | ||
| Amortized cost | $7,102,000 | 600 |
| Fair value | $7,025,000 | 603 |
| 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 | $37,773,000 | 3,030 |
| U.S. Government securities | $30,929,000 | 2,788 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,929,000 | 2,673 |
| Securities issued by states & political subdivisions | $4,834,000 | 3,089 |
| Other domestic debt securities | $1,352,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $1,352,000 | 702 |
| 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 | $658,000 | 1,344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,377,000 | 2,560 |
| Mortgage-backed securities | $18,551,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $600,000 | 5,430 |
| Issued or guaranteed by U.S. | $600,000 | 5,411 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,951,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $16,599,000 | 669 |
| Privately issued | $1,352,000 | 656 |
| 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) | $37,773,000 | 2,587 |
| Total debt securities | $37,115,000 | 3,022 |
| Structured notes | ||
| Amortized cost | $6,601,000 | 659 |
| Fair value | $6,353,000 | 668 |
| 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 | $37,000,000 | 3,096 |
| U.S. Government securities | $30,418,000 | 2,827 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,418,000 | 2,723 |
| Securities issued by states & political subdivisions | $4,353,000 | 3,272 |
| Other domestic debt securities | $1,563,000 | 1,956 |
| Privately issued residential mortgage-backed securities | $1,563,000 | 674 |
| 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 | $666,000 | 1,373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,031,000 | 2,446 |
| Mortgage-backed securities | $17,255,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $659,000 | 5,407 |
| Issued or guaranteed by U.S. | $659,000 | 5,389 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $16,596,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $15,033,000 | 731 |
| Privately issued | $1,563,000 | 628 |
| 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) | $37,000,000 | 2,658 |
| Total debt securities | $36,334,000 | 3,093 |
| Structured notes | ||
| Amortized cost | $6,841,000 | 612 |
| Fair value | $6,707,000 | 620 |
| 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 | $35,858,000 | 3,169 |
| U.S. Government securities | $29,718,000 | 2,859 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $29,718,000 | 2,750 |
| Securities issued by states & political subdivisions | $4,529,000 | 3,216 |
| Other domestic debt securities | $943,000 | 2,431 |
| Privately issued residential mortgage-backed securities | $943,000 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $668,000 | 1,385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,670,000 | 2,238 |
| Mortgage-backed securities | $14,963,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $731,000 | 5,371 |
| Issued or guaranteed by U.S. | $731,000 | 5,357 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,232,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $13,289,000 | 801 |
| Privately issued | $943,000 | 670 |
| 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) | $35,858,000 | 2,717 |
| Total debt securities | $35,190,000 | 3,161 |
| Structured notes | ||
| Amortized cost | $6,841,000 | 643 |
| Fair value | $6,761,000 | 646 |
| 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 | $42,756,000 | 2,783 |
| U.S. Government securities | $35,356,000 | 2,505 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $35,356,000 | 2,406 |
| Securities issued by states & political subdivisions | $5,696,000 | 2,841 |
| Other domestic debt securities | $1,045,000 | 2,364 |
| Privately issued residential mortgage-backed securities | $1,045,000 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $659,000 | 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 | $20,775,000 | 1,969 |
| Mortgage-backed securities | $18,465,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $805,000 | 5,380 |
| Issued or guaranteed by U.S. | $805,000 | 5,364 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,660,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $16,615,000 | 696 |
| Privately issued | $1,045,000 | 642 |
| 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) | $42,756,000 | 2,370 |
| Total debt securities | $42,097,000 | 2,752 |
| Structured notes | ||
| Amortized cost | $6,840,000 | 634 |
| Fair value | $6,699,000 | 633 |
| 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 | $39,505,000 | 2,963 |
| U.S. Government securities | $32,564,000 | 2,633 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $32,564,000 | 2,550 |
| Securities issued by states & political subdivisions | $4,877,000 | 3,125 |
| Other domestic debt securities | $1,390,000 | 2,276 |
| Privately issued residential mortgage-backed securities | $1,390,000 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $674,000 | 1,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,423,000 | 2,329 |
| Mortgage-backed securities | $17,336,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $683,000 | 5,525 |
| Issued or guaranteed by U.S. | $683,000 | 5,507 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $16,653,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $15,263,000 | 770 |
| Privately issued | $1,390,000 | 636 |
| 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) | $39,505,000 | 2,545 |
| Total debt securities | $38,831,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $6,566,000 | 560 |
| Fair value | $6,483,000 | 575 |
| 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 | $43,343,000 | 2,802 |
| U.S. Government securities | $31,866,000 | 2,790 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $31,866,000 | 2,693 |
| Securities issued by states & political subdivisions | $8,042,000 | 2,315 |
| Other domestic debt securities | $2,764,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $2,764,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $671,000 | 1,485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,886,000 | 1,961 |
| Mortgage-backed securities | $16,168,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $769,000 | 5,472 |
| Issued or guaranteed by U.S. | $769,000 | 5,449 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $15,399,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $12,635,000 | 914 |
| Privately issued | $2,764,000 | 408 |
| 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) | $43,343,000 | 2,418 |
| Total debt securities | $42,671,000 | 2,772 |
| Structured notes | ||
| Amortized cost | $6,044,000 | 519 |
| Fair value | $6,288,000 | 503 |
| 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 | $49,312,000 | 2,468 |
| U.S. Government securities | $33,073,000 | 2,633 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $33,073,000 | 2,547 |
| Securities issued by states & political subdivisions | $13,613,000 | 1,449 |
| Other domestic debt securities | $1,950,000 | 2,158 |
| Privately issued residential mortgage-backed securities | $1,950,000 | 529 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $676,000 | 1,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,897,000 | 1,578 |
| Mortgage-backed securities | $18,288,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $845,000 | 5,437 |
| Issued or guaranteed by U.S. | $845,000 | 5,412 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $17,443,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $15,493,000 | 841 |
| Privately issued | $1,950,000 | 464 |
| 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) | $49,312,000 | 2,107 |
| Total debt securities | $48,636,000 | 2,439 |
| Structured notes | ||
| Amortized cost | $4,820,000 | 542 |
| Fair value | $4,521,000 | 558 |
| 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 | $50,783,000 | 2,364 |
| U.S. Government securities | $33,883,000 | 2,490 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $33,883,000 | 2,392 |
| Securities issued by states & political subdivisions | $13,831,000 | 1,404 |
| Other domestic debt securities | $2,383,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $2,383,000 | 502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $686,000 | 1,548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,836,000 | 1,452 |
| Mortgage-backed securities | $22,417,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 5,327 |
| Issued or guaranteed by U.S. | $1,032,000 | 5,304 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $21,385,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $19,002,000 | 778 |
| Privately issued | $2,383,000 | 447 |
| 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) | $50,783,000 | 2,006 |
| Total debt securities | $50,097,000 | 2,322 |
| Structured notes | ||
| Amortized cost | $1,596,000 | 991 |
| Fair value | $1,596,000 | 994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $48,754,000 | 2,434 |
| U.S. Government securities | $34,067,000 | 2,456 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $34,067,000 | 2,360 |
| Securities issued by states & political subdivisions | $13,557,000 | 1,367 |
| Other domestic debt securities | $442,000 | 3,403 |
| Privately issued residential mortgage-backed securities | $442,000 | 886 |
| 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 | $688,000 | 1,537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,989,000 | 1,574 |
| Mortgage-backed securities | $21,822,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,757 |
| Issued or guaranteed by U.S. | $37,000 | 6,739 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $21,785,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $21,343,000 | 731 |
| Privately issued | $442,000 | 782 |
| 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) | $48,754,000 | 2,066 |
| Total debt securities | $48,066,000 | 2,391 |
| 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 | $44,392,000 | 2,573 |
| U.S. Government securities | $30,727,000 | 2,651 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $30,727,000 | 2,540 |
| Securities issued by states & political subdivisions | $12,445,000 | 1,463 |
| Other domestic debt securities | $527,000 | 3,240 |
| Privately issued residential mortgage-backed securities | $527,000 | 856 |
| 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 | $693,000 | 1,537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,394,000 | 1,745 |
| Mortgage-backed securities | $20,648,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,764 |
| Issued or guaranteed by U.S. | $38,000 | 6,745 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $20,610,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $20,083,000 | 764 |
| Privately issued | $527,000 | 766 |
| 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) | $44,392,000 | 2,181 |
| Total debt securities | $43,697,000 | 2,533 |
| 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 | $31,331,000 | 3,231 |
| U.S. Government securities | $17,835,000 | 3,873 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,835,000 | 3,688 |
| Securities issued by states & political subdivisions | $11,089,000 | 1,549 |
| Other domestic debt securities | $1,732,000 | 2,406 |
| Privately issued residential mortgage-backed securities | $1,732,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $675,000 | 1,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,831,000 | 1,734 |
| Mortgage-backed securities | $14,415,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,724 |
| Issued or guaranteed by U.S. | $48,000 | 6,702 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $14,367,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $12,635,000 | 1,036 |
| Privately issued | $1,732,000 | 587 |
| 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) | $31,331,000 | 2,706 |
| Total debt securities | $30,656,000 | 3,218 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $33,133,000 | 3,176 |
| U.S. Government securities | $22,244,000 | 3,372 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $22,244,000 | 3,116 |
| Securities issued by states & political subdivisions | $10,183,000 | 1,631 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $706,000 | 3,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,903,000 | 2,515 |
| Mortgage-backed securities | $13,958,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,627 |
| Issued or guaranteed by U.S. | $56,000 | 6,605 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $13,902,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $13,902,000 | 743 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $33,133,000 | 2,554 |
| Total debt securities | $32,427,000 | 3,142 |
| 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 | $32,218,000 | 3,372 |
| U.S. Government securities | $21,705,000 | 3,627 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $21,705,000 | 3,250 |
| Securities issued by states & political subdivisions | $9,832,000 | 1,703 |
| 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 | $681,000 | 3,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,738,000 | 1,941 |
| Mortgage-backed securities | $13,077,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,931 |
| Issued or guaranteed by U.S. | $62,000 | 6,913 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $13,015,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $13,015,000 | 833 |
| 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) | $32,218,000 | 2,648 |
| Total debt securities | $31,537,000 | 3,329 |
| 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 | $28,644,000 | 3,780 |
| U.S. Government securities | $20,990,000 | 3,765 |
| U.S. Treasury securities | $603,000 | 5,674 |
| U.S. Government agency obligations | $20,387,000 | 3,273 |
| Securities issued by states & political subdivisions | $6,924,000 | 2,337 |
| 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 | $730,000 | 2,882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,601,000 | 1,983 |
| Mortgage-backed securities | $15,557,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $73,000 | 7,128 |
| Issued or guaranteed by U.S. | $73,000 | 7,110 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $15,484,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $15,484,000 | 815 |
| 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) | $28,644,000 | 2,910 |
| Total debt securities | $27,914,000 | 3,745 |
| Structured notes | ||
| Amortized cost | $348,000 | 1,251 |
| Fair value | $349,000 | 1,245 |
| 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 | $27,230,000 | 3,935 |
| U.S. Government securities | $20,473,000 | 4,009 |
| U.S. Treasury securities | $604,000 | 6,965 |
| U.S. Government agency obligations | $19,869,000 | 3,241 |
| Securities issued by states & political subdivisions | $5,531,000 | 2,545 |
| Other domestic debt securities | $497,000 | 2,395 |
| Privately issued residential mortgage-backed securities | $497,000 | 814 |
| 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 | $729,000 | 2,883 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,973,000 | 2,199 |
| Mortgage-backed securities | $13,426,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $84,000 | 7,386 |
| Issued or guaranteed by U.S. | $84,000 | 7,360 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $13,342,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $12,845,000 | 891 |
| Privately issued | $497,000 | 641 |
| 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) | $27,230,000 | 2,835 |
| Total debt securities | $26,501,000 | 3,912 |
| Structured notes | ||
| Amortized cost | $845,000 | 1,552 |
| Fair value | $844,000 | 1,544 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $22,569,000 | 4,879 |
| U.S. Government securities | $18,130,000 | 4,759 |
| U.S. Treasury securities | $1,207,000 | 6,901 |
| U.S. Government agency obligations | $16,923,000 | 3,806 |
| Securities issued by states & political subdivisions | $3,714,000 | 3,437 |
| 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 | $725,000 | 2,847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,883,000 | 2,384 |
| Mortgage-backed securities | $9,370,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $93,000 | 7,904 |
| Issued or guaranteed by U.S. | $93,000 | 7,885 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $9,277,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $9,277,000 | 1,259 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $22,569,000 | 3,468 |
| Total debt securities | $21,844,000 | 4,894 |
| Structured notes | ||
| Amortized cost | $3,563,000 | 567 |
| Fair value | $3,506,000 | 570 |
| 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 | $22,291,000 | 5,151 |
| U.S. Government securities | $17,654,000 | 5,088 |
| U.S. Treasury securities | $1,215,000 | 8,108 |
| U.S. Government agency obligations | $16,439,000 | 3,899 |
| Securities issued by states & political subdivisions | $3,885,000 | 3,409 |
| 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 | $752,000 | 2,571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,078,000 | 2,204 |
| Mortgage-backed securities | $10,114,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $102,000 | 8,279 |
| Issued or guaranteed by U.S. | $102,000 | 8,244 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $10,012,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $10,012,000 | 1,332 |
| 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) | $22,291,000 | 3,620 |
| Total debt securities | $21,539,000 | 5,186 |
| Structured notes | ||
| Amortized cost | $3,279,000 | 1,105 |
| Fair value | $3,190,000 | 1,112 |
| 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 | $20,350,000 | 5,804 |
| U.S. Government securities | $16,156,000 | 5,748 |
| U.S. Treasury securities | $1,453,000 | 9,013 |
| U.S. Government agency obligations | $14,703,000 | 4,067 |
| Securities issued by states & political subdivisions | $3,497,000 | 3,799 |
| 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 | $697,000 | 2,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,733,000 | 2,563 |
| Mortgage-backed securities | $9,835,000 | 3,263 |
| Certificates of participation in pools of residential mortgages | $744,000 | 6,875 |
| Issued or guaranteed by U.S. | $744,000 | 6,849 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $9,091,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $9,091,000 | 1,472 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,120,000 | 9,927 |
| Available-for-sale securities (fair market value) | $18,230,000 | 3,053 |
| Total debt securities | $19,653,000 | 5,850 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $16,786,000 | 6,894 |
| U.S. Government securities | $13,011,000 | 6,844 |
| U.S. Treasury securities | $1,898,000 | 8,689 |
| U.S. Government agency obligations | $11,113,000 | 5,179 |
| Securities issued by states & political subdivisions | $2,960,000 | 4,315 |
| Other domestic debt securities | $34,000 | 6,258 |
| 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 | $34,000 | 4,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $781,000 | 2,420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,108,000 | 3,611 |
| Mortgage-backed securities | $6,648,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $933,000 | 7,216 |
| Issued or guaranteed by U.S. | $933,000 | 7,164 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,715,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $5,715,000 | 2,294 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,005,000 | 6,966 |
| 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 | $9,848,000 | 9,220 |
| U.S. Government securities | $7,477,000 | 9,271 |
| U.S. Treasury securities | $2,652,000 | 7,908 |
| U.S. Government agency obligations | $4,825,000 | 8,113 |
| Securities issued by states & political subdivisions | $1,426,000 | 5,813 |
| Other domestic debt securities | $167,000 | 6,338 |
| 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 | $167,000 | 4,897 |
| Foreign debt securities | NA | NA |
| Equity securities | $778,000 | 2,146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,022,000 | 5,958 |
| Mortgage-backed securities | $2,110,000 | 7,532 |
| Certificates of participation in pools of residential mortgages | $1,311,000 | 7,038 |
| Issued or guaranteed by U.S. | $1,311,000 | 6,977 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $799,000 | 5,389 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 4,980 |
| 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 | $9,070,000 | 9,420 |
| 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 |