Home > First National Bank of the Rockies > Securities
First National Bank of the Rockies, Securities
| 2014-06-30 | Rank | |
| Total securities | $160,811,000 | 964 |
| U.S. Government securities | $119,285,000 | 858 |
| U.S. Treasury securities | $2,616,000 | 701 |
| U.S. Government agency obligations | $116,669,000 | 845 |
| Securities issued by states & political subdivisions | $18,802,000 | 1,956 |
| Other domestic debt securities | $20,249,000 | 405 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $20,249,000 | 265 |
| Foreign debt securities | $2,475,000 | 115 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,807,000 | 795 |
| Mortgage-backed securities | $81,201,000 | 827 |
| Certificates of participation in pools of residential mortgages | $27,615,000 | 1,385 |
| Issued or guaranteed by U.S. | $27,615,000 | 1,385 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $24,437,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $24,437,000 | 747 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $29,149,000 | 168 |
| Commercial mortgage pass-through securities | $29,149,000 | 84 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $160,811,000 | 841 |
| Total debt securities | $160,811,000 | 952 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 716 |
| Fair value | $5,011,000 | 712 |
| 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 | $167,944,000 | 926 |
| U.S. Government securities | $127,015,000 | 816 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $127,015,000 | 786 |
| Securities issued by states & political subdivisions | $18,157,000 | 2,006 |
| Other domestic debt securities | $20,297,000 | 418 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $20,297,000 | 278 |
| Foreign debt securities | $2,475,000 | 120 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,324,000 | 512 |
| Mortgage-backed securities | $84,482,000 | 809 |
| Certificates of participation in pools of residential mortgages | $31,239,000 | 1,287 |
| Issued or guaranteed by U.S. | $31,239,000 | 1,287 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $25,612,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $25,612,000 | 732 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $27,631,000 | 163 |
| Commercial mortgage pass-through securities | $27,631,000 | 83 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $167,944,000 | 796 |
| Total debt securities | $167,944,000 | 912 |
| Structured notes | ||
| Amortized cost | $8,750,000 | 489 |
| Fair value | $8,740,000 | 475 |
| 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 | $167,288,000 | 918 |
| U.S. Government securities | $121,710,000 | 854 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $121,710,000 | 824 |
| Securities issued by states & political subdivisions | $18,375,000 | 1,981 |
| Other domestic debt securities | $23,579,000 | 400 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $23,579,000 | 256 |
| Foreign debt securities | $3,624,000 | 99 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,742,000 | 526 |
| Mortgage-backed securities | $80,474,000 | 828 |
| Certificates of participation in pools of residential mortgages | $32,096,000 | 1,256 |
| Issued or guaranteed by U.S. | $32,096,000 | 1,256 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $23,071,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $23,071,000 | 781 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $25,307,000 | 164 |
| Commercial mortgage pass-through securities | $25,307,000 | 88 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $167,288,000 | 792 |
| Total debt securities | $167,288,000 | 907 |
| Structured notes | ||
| Amortized cost | $10,550,000 | 397 |
| Fair value | $10,484,000 | 382 |
| 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 | $150,891,000 | 1,028 |
| U.S. Government securities | $106,902,000 | 954 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $106,902,000 | 921 |
| Securities issued by states & political subdivisions | $18,986,000 | 1,936 |
| Other domestic debt securities | $21,351,000 | 437 |
| Privately issued residential mortgage-backed securities | $1,599,000 | 429 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $19,752,000 | 302 |
| Foreign debt securities | $3,652,000 | 104 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,901,000 | 539 |
| Mortgage-backed securities | $76,078,000 | 877 |
| Certificates of participation in pools of residential mortgages | $24,260,000 | 1,563 |
| Issued or guaranteed by U.S. | $24,260,000 | 1,560 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $26,064,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $24,465,000 | 769 |
| Privately issued | $1,599,000 | 411 |
| Commercial mortgage-backed securities | $25,754,000 | 159 |
| Commercial mortgage pass-through securities | $25,754,000 | 83 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $150,891,000 | 897 |
| Total debt securities | $150,891,000 | 1,019 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,329 |
| Fair value | $1,789,000 | 1,311 |
| 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 | $151,633,000 | 1,014 |
| U.S. Government securities | $109,328,000 | 936 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $109,328,000 | 904 |
| Securities issued by states & political subdivisions | $19,173,000 | 1,915 |
| Other domestic debt securities | $19,475,000 | 459 |
| Privately issued residential mortgage-backed securities | $1,722,000 | 434 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $17,753,000 | 320 |
| Foreign debt securities | $3,657,000 | 108 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,450,000 | 528 |
| Mortgage-backed securities | $77,922,000 | 874 |
| Certificates of participation in pools of residential mortgages | $22,752,000 | 1,628 |
| Issued or guaranteed by U.S. | $22,752,000 | 1,626 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,040,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $28,318,000 | 705 |
| Privately issued | $1,722,000 | 416 |
| Commercial mortgage-backed securities | $25,130,000 | 150 |
| Commercial mortgage pass-through securities | $25,130,000 | 78 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $151,633,000 | 901 |
| Total debt securities | $151,633,000 | 1,005 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,313 |
| Fair value | $1,801,000 | 1,305 |
| 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 | $166,846,000 | 933 |
| U.S. Government securities | $89,805,000 | 1,136 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $89,805,000 | 1,093 |
| Securities issued by states & political subdivisions | $20,059,000 | 1,819 |
| Other domestic debt securities | $53,316,000 | 230 |
| Privately issued residential mortgage-backed securities | $6,186,000 | 247 |
| Commercial mortgage-backed securities - Total | $26,648,000 | 45 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $20,482,000 | 290 |
| Foreign debt securities | $3,666,000 | 105 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,776,000 | 490 |
| Mortgage-backed securities | $87,436,000 | 794 |
| Certificates of participation in pools of residential mortgages | $22,624,000 | 1,668 |
| Issued or guaranteed by U.S. | $22,624,000 | 1,667 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $38,164,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $31,978,000 | 672 |
| Privately issued | $6,186,000 | 241 |
| Commercial mortgage-backed securities | $26,648,000 | 131 |
| Commercial mortgage pass-through securities | $26,648,000 | 72 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $166,846,000 | 831 |
| Total debt securities | $166,846,000 | 920 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 866 |
| Fair value | $3,806,000 | 865 |
| 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 | $156,896,000 | 976 |
| U.S. Government securities | $110,795,000 | 910 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $110,795,000 | 876 |
| Securities issued by states & political subdivisions | $18,716,000 | 1,901 |
| Other domestic debt securities | $23,718,000 | 398 |
| Privately issued residential mortgage-backed securities | $6,602,000 | 246 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $17,116,000 | 317 |
| Foreign debt securities | $3,667,000 | 108 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,576,000 | 511 |
| Mortgage-backed securities | $82,716,000 | 827 |
| Certificates of participation in pools of residential mortgages | $18,273,000 | 1,879 |
| Issued or guaranteed by U.S. | $18,273,000 | 1,877 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $41,604,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $35,002,000 | 631 |
| Privately issued | $6,602,000 | 240 |
| Commercial mortgage-backed securities | $22,839,000 | 125 |
| Commercial mortgage pass-through securities | $22,839,000 | 60 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $156,896,000 | 870 |
| Total debt securities | $156,896,000 | 960 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 909 |
| Fair value | $3,803,000 | 911 |
| 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 | $168,611,000 | 911 |
| U.S. Government securities | $116,046,000 | 905 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $116,046,000 | 875 |
| Securities issued by states & political subdivisions | $20,923,000 | 1,676 |
| Other domestic debt securities | $27,973,000 | 366 |
| Privately issued residential mortgage-backed securities | $10,941,000 | 207 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $17,032,000 | 333 |
| Foreign debt securities | $3,669,000 | 105 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,542,000 | 486 |
| Mortgage-backed securities | $84,274,000 | 853 |
| Certificates of participation in pools of residential mortgages | $25,938,000 | 1,551 |
| Issued or guaranteed by U.S. | $25,938,000 | 1,549 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $46,403,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $35,462,000 | 661 |
| Privately issued | $10,941,000 | 202 |
| Commercial mortgage-backed securities | $11,933,000 | 171 |
| Commercial mortgage pass-through securities | $11,933,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $168,611,000 | 811 |
| Total debt securities | $168,611,000 | 899 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,469 |
| Fair value | $1,807,000 | 1,469 |
| 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 | $169,902,000 | 912 |
| U.S. Government securities | $116,488,000 | 911 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $116,488,000 | 879 |
| Securities issued by states & political subdivisions | $22,554,000 | 1,522 |
| Other domestic debt securities | $27,207,000 | 368 |
| Privately issued residential mortgage-backed securities | $10,976,000 | 226 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $16,231,000 | 344 |
| Foreign debt securities | $3,653,000 | 96 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,081,000 | 462 |
| Mortgage-backed securities | $77,078,000 | 953 |
| Certificates of participation in pools of residential mortgages | $18,368,000 | 2,009 |
| Issued or guaranteed by U.S. | $18,368,000 | 2,009 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $47,014,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $36,038,000 | 653 |
| Privately issued | $10,976,000 | 219 |
| Commercial mortgage-backed securities | $11,696,000 | 166 |
| Commercial mortgage pass-through securities | $11,696,000 | 87 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $169,902,000 | 809 |
| Total debt securities | $169,902,000 | 905 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,640 |
| Fair value | $1,782,000 | 1,645 |
| 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 | $165,377,000 | 941 |
| U.S. Government securities | $87,624,000 | 1,216 |
| U.S. Treasury securities | $5,216,000 | 414 |
| U.S. Government agency obligations | $82,408,000 | 1,255 |
| Securities issued by states & political subdivisions | $44,795,000 | 719 |
| Other domestic debt securities | $32,958,000 | 326 |
| Privately issued residential mortgage-backed securities | $12,997,000 | 212 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $19,961,000 | 291 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,144,000 | 544 |
| Mortgage-backed securities | $65,542,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $5,343,000 | 3,624 |
| Issued or guaranteed by U.S. | $5,343,000 | 3,619 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $48,691,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $35,694,000 | 683 |
| Privately issued | $12,997,000 | 203 |
| Commercial mortgage-backed securities | $11,508,000 | 143 |
| Commercial mortgage pass-through securities | $11,508,000 | 77 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $165,377,000 | 828 |
| Total debt securities | $165,377,000 | 931 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,851 |
| Fair value | $1,792,000 | 1,853 |
| 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 | $166,690,000 | 911 |
| U.S. Government securities | $87,617,000 | 1,159 |
| U.S. Treasury securities | $5,251,000 | 383 |
| U.S. Government agency obligations | $82,366,000 | 1,200 |
| Securities issued by states & political subdivisions | $46,793,000 | 659 |
| Other domestic debt securities | $32,280,000 | 342 |
| Privately issued residential mortgage-backed securities | $13,081,000 | 263 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $19,199,000 | 290 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,560,000 | 476 |
| Mortgage-backed securities | $64,438,000 | 1,080 |
| Certificates of participation in pools of residential mortgages | $5,893,000 | 3,424 |
| Issued or guaranteed by U.S. | $5,893,000 | 3,423 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $48,397,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $35,316,000 | 659 |
| Privately issued | $13,081,000 | 253 |
| Commercial mortgage-backed securities | $10,148,000 | 117 |
| Commercial mortgage pass-through securities | $10,148,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $166,690,000 | 804 |
| Total debt securities | $166,690,000 | 894 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,811 |
| Fair value | $1,699,000 | 1,844 |
| 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 | $159,429,000 | 905 |
| U.S. Government securities | $82,677,000 | 1,199 |
| U.S. Treasury securities | $5,262,000 | 393 |
| U.S. Government agency obligations | $77,415,000 | 1,227 |
| Securities issued by states & political subdivisions | $51,868,000 | 526 |
| Other domestic debt securities | $24,884,000 | 405 |
| Privately issued residential mortgage-backed securities | $14,084,000 | 269 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $10,800,000 | 397 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,965,000 | 452 |
| Mortgage-backed securities | $67,989,000 | 997 |
| Certificates of participation in pools of residential mortgages | $6,381,000 | 3,249 |
| Issued or guaranteed by U.S. | $6,381,000 | 3,246 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $51,483,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $37,399,000 | 615 |
| Privately issued | $14,084,000 | 258 |
| Commercial mortgage-backed securities | $10,125,000 | 109 |
| Commercial mortgage pass-through securities | $10,125,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $159,429,000 | 809 |
| Total debt securities | $159,429,000 | 894 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,906 |
| Fair value | $1,708,000 | 1,943 |
| 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 | $153,188,000 | 940 |
| U.S. Government securities | $73,548,000 | 1,343 |
| U.S. Treasury securities | $5,213,000 | 453 |
| U.S. Government agency obligations | $68,335,000 | 1,392 |
| Securities issued by states & political subdivisions | $56,287,000 | 443 |
| Other domestic debt securities | $23,353,000 | 411 |
| Privately issued residential mortgage-backed securities | $15,150,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $8,203,000 | 438 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,710,000 | 455 |
| Mortgage-backed securities | $60,404,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $6,641,000 | 3,175 |
| Issued or guaranteed by U.S. | $6,641,000 | 3,168 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $44,200,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $29,050,000 | 716 |
| Privately issued | $15,150,000 | 259 |
| Commercial mortgage-backed securities | $9,563,000 | 97 |
| Commercial mortgage pass-through securities | $9,563,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $153,188,000 | 836 |
| Total debt securities | $153,188,000 | 932 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 2,104 |
| Fair value | $1,785,000 | 2,106 |
| 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 | $141,213,000 | 1,014 |
| U.S. Government securities | $62,429,000 | 1,562 |
| U.S. Treasury securities | $5,134,000 | 485 |
| U.S. Government agency obligations | $57,295,000 | 1,609 |
| Securities issued by states & political subdivisions | $54,763,000 | 445 |
| Other domestic debt securities | $24,021,000 | 411 |
| Privately issued residential mortgage-backed securities | $16,928,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $7,093,000 | 74 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,764,000 | 537 |
| Mortgage-backed securities | $55,908,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $6,840,000 | 3,060 |
| Issued or guaranteed by U.S. | $6,840,000 | 3,054 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $39,696,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $22,768,000 | 803 |
| Privately issued | $16,928,000 | 252 |
| Commercial mortgage-backed securities | $9,372,000 | 92 |
| Commercial mortgage pass-through securities | $9,372,000 | 49 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $141,213,000 | 892 |
| Total debt securities | $141,213,000 | 1,000 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 2,149 |
| Fair value | $1,755,000 | 2,163 |
| 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 | $143,966,000 | 948 |
| U.S. Government securities | $60,604,000 | 1,503 |
| U.S. Treasury securities | $5,165,000 | 491 |
| U.S. Government agency obligations | $55,439,000 | 1,563 |
| Securities issued by states & political subdivisions | $59,207,000 | 391 |
| Other domestic debt securities | $24,155,000 | 443 |
| Privately issued residential mortgage-backed securities | $17,269,000 | 284 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $6,886,000 | 490 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,764,000 | 524 |
| Mortgage-backed securities | $59,251,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $16,434,000 | 1,814 |
| Issued or guaranteed by U.S. | $16,434,000 | 1,810 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $42,817,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $25,548,000 | 735 |
| Privately issued | $17,269,000 | 273 |
| 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) | $143,966,000 | 839 |
| Total debt securities | $143,966,000 | 939 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 2,015 |
| Fair value | $1,658,000 | 2,060 |
| 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 | $138,086,000 | 965 |
| U.S. Government securities | $51,625,000 | 1,693 |
| U.S. Treasury securities | $5,258,000 | 437 |
| U.S. Government agency obligations | $46,367,000 | 1,785 |
| Securities issued by states & political subdivisions | $65,217,000 | 332 |
| Other domestic debt securities | $21,244,000 | 474 |
| Privately issued residential mortgage-backed securities | $18,713,000 | 282 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,531,000 | 913 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,144,000 | 480 |
| Mortgage-backed securities | $56,760,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $9,645,000 | 2,471 |
| Issued or guaranteed by U.S. | $9,645,000 | 2,466 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $47,115,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $28,402,000 | 684 |
| Privately issued | $18,713,000 | 270 |
| 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) | $138,086,000 | 855 |
| Total debt securities | $138,086,000 | 956 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 2,052 |
| Fair value | $1,538,000 | 2,127 |
| 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 | $131,182,000 | 1,012 |
| U.S. Government securities | $47,232,000 | 1,854 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $47,232,000 | 1,791 |
| Securities issued by states & political subdivisions | $62,629,000 | 327 |
| Other domestic debt securities | $21,321,000 | 469 |
| Privately issued residential mortgage-backed securities | $19,789,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,532,000 | 1,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,076,000 | 506 |
| Mortgage-backed securities | $59,390,000 | 980 |
| Certificates of participation in pools of residential mortgages | $10,739,000 | 2,323 |
| Issued or guaranteed by U.S. | $10,739,000 | 2,318 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $48,651,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $28,862,000 | 635 |
| Privately issued | $19,789,000 | 277 |
| 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) | $131,182,000 | 890 |
| Total debt securities | $131,182,000 | 1,001 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 2,155 |
| Fair value | $1,532,000 | 2,233 |
| 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 | $127,761,000 | 1,033 |
| U.S. Government securities | $42,439,000 | 2,045 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $42,439,000 | 1,982 |
| Securities issued by states & political subdivisions | $62,057,000 | 323 |
| Other domestic debt securities | $23,265,000 | 462 |
| Privately issued residential mortgage-backed securities | $20,766,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,499,000 | 918 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,764,000 | 550 |
| Mortgage-backed securities | $54,775,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $12,545,000 | 2,225 |
| Issued or guaranteed by U.S. | $12,545,000 | 2,220 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $42,230,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $21,464,000 | 739 |
| Privately issued | $20,766,000 | 280 |
| 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) | $127,761,000 | 905 |
| Total debt securities | $127,761,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,944 |
| Fair value | $1,499,000 | 2,065 |
| 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 | $131,708,000 | 984 |
| U.S. Government securities | $32,965,000 | 2,492 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $32,965,000 | 2,426 |
| Securities issued by states & political subdivisions | $70,164,000 | 259 |
| Other domestic debt securities | $28,579,000 | 423 |
| Privately issued residential mortgage-backed securities | $22,130,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $6,449,000 | 507 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,379,000 | 602 |
| Mortgage-backed securities | $41,585,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $17,306,000 | 1,869 |
| Issued or guaranteed by U.S. | $17,306,000 | 1,864 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $24,279,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $2,149,000 | 2,105 |
| Privately issued | $22,130,000 | 285 |
| 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) | $131,708,000 | 846 |
| Total debt securities | $131,708,000 | 968 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,681 |
| Fair value | $1,374,000 | 1,851 |
| 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 | $147,838,000 | 875 |
| U.S. Government securities | $44,920,000 | 1,893 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $44,920,000 | 1,836 |
| Securities issued by states & political subdivisions | $72,371,000 | 251 |
| Other domestic debt securities | $30,176,000 | 438 |
| Privately issued residential mortgage-backed securities | $24,093,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $6,083,000 | 552 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $371,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,579,000 | 558 |
| Mortgage-backed securities | $55,467,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $29,140,000 | 1,295 |
| Issued or guaranteed by U.S. | $29,140,000 | 1,286 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $26,327,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $2,234,000 | 2,064 |
| Privately issued | $24,093,000 | 299 |
| 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) | $147,838,000 | 760 |
| Total debt securities | $147,466,000 | 861 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,247 |
| Fair value | $1,014,000 | 1,530 |
| 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 | $142,587,000 | 888 |
| U.S. Government securities | $48,096,000 | 1,723 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $48,096,000 | 1,682 |
| Securities issued by states & political subdivisions | $63,030,000 | 295 |
| Other domestic debt securities | $31,317,000 | 450 |
| Privately issued residential mortgage-backed securities | $25,267,000 | 306 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $6,050,000 | 563 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $144,000 | 1,192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,162,000 | 519 |
| Mortgage-backed securities | $58,562,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $31,092,000 | 1,254 |
| Issued or guaranteed by U.S. | $31,092,000 | 1,244 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $27,470,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $2,203,000 | 2,058 |
| Privately issued | $25,267,000 | 295 |
| 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) | $142,587,000 | 766 |
| Total debt securities | $142,444,000 | 870 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 873 |
| Fair value | $1,029,000 | 1,122 |
| 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 | $141,515,000 | 880 |
| U.S. Government securities | $50,408,000 | 1,669 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $50,408,000 | 1,633 |
| Securities issued by states & political subdivisions | $58,103,000 | 313 |
| Other domestic debt securities | $32,878,000 | 410 |
| Privately issued residential mortgage-backed securities | $27,346,000 | 304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,532,000 | 608 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $126,000 | 1,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,367,000 | 627 |
| Mortgage-backed securities | $61,930,000 | 1,020 |
| Certificates of participation in pools of residential mortgages | $32,293,000 | 1,253 |
| Issued or guaranteed by U.S. | $32,293,000 | 1,242 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $29,637,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $2,291,000 | 2,053 |
| Privately issued | $27,346,000 | 291 |
| 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) | $141,515,000 | 754 |
| Total debt securities | $141,387,000 | 861 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 686 |
| Fair value | $550,000 | 1,243 |
| Trading account assets | $2,044,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $118,709,000 | 1,036 |
| U.S. Government securities | $33,440,000 | 2,433 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $33,440,000 | 2,384 |
| Securities issued by states & political subdivisions | $51,975,000 | 338 |
| Other domestic debt securities | $33,166,000 | 393 |
| Privately issued residential mortgage-backed securities | $32,234,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $932,000 | 1,593 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $128,000 | 1,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,105,000 | 879 |
| Mortgage-backed securities | $62,886,000 | 969 |
| Certificates of participation in pools of residential mortgages | $28,488,000 | 1,336 |
| Issued or guaranteed by U.S. | $28,488,000 | 1,327 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $34,398,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $2,164,000 | 2,053 |
| Privately issued | $32,234,000 | 261 |
| 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) | $118,709,000 | 890 |
| Total debt securities | $118,580,000 | 1,019 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 724 |
| Fair value | $932,000 | 1,118 |
| Trading account assets | $4,874,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $117,106,000 | 1,022 |
| U.S. Government securities | $28,953,000 | 2,665 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $28,953,000 | 2,610 |
| Securities issued by states & political subdivisions | $52,648,000 | 323 |
| Other domestic debt securities | $35,101,000 | 378 |
| Privately issued residential mortgage-backed securities | $33,797,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,304,000 | 1,348 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $404,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,408,000 | 797 |
| Mortgage-backed securities | $59,929,000 | 988 |
| Certificates of participation in pools of residential mortgages | $25,001,000 | 1,422 |
| Issued or guaranteed by U.S. | $25,001,000 | 1,411 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $34,928,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $1,131,000 | 2,352 |
| Privately issued | $33,797,000 | 263 |
| 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) | $117,106,000 | 879 |
| Total debt securities | $116,704,000 | 1,008 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 707 |
| Fair value | $1,304,000 | 834 |
| Trading account assets | $5,115,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $135,224,000 | 895 |
| U.S. Government securities | $44,952,000 | 1,838 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $44,952,000 | 1,804 |
| Securities issued by states & political subdivisions | $54,414,000 | 319 |
| Other domestic debt securities | $30,641,000 | 421 |
| Privately issued residential mortgage-backed securities | $29,234,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,407,000 | 1,384 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,217,000 | 454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,566,000 | 680 |
| Mortgage-backed securities | $71,321,000 | 824 |
| Certificates of participation in pools of residential mortgages | $40,993,000 | 946 |
| Issued or guaranteed by U.S. | $40,993,000 | 934 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $30,328,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $1,094,000 | 2,371 |
| Privately issued | $29,234,000 | 276 |
| 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) | $135,224,000 | 766 |
| Total debt securities | $130,008,000 | 907 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 740 |
| Fair value | $1,407,000 | 851 |
| Trading account assets | $9,179,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $141,506,000 | 855 |
| U.S. Government securities | $53,567,000 | 1,543 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $53,567,000 | 1,510 |
| Securities issued by states & political subdivisions | $55,529,000 | 311 |
| Other domestic debt securities | $32,410,000 | 411 |
| Privately issued residential mortgage-backed securities | $31,132,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,278,000 | 1,375 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,853,000 | 697 |
| Mortgage-backed securities | $76,520,000 | 751 |
| Certificates of participation in pools of residential mortgages | $44,055,000 | 869 |
| Issued or guaranteed by U.S. | $44,055,000 | 859 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $32,465,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $1,333,000 | 2,264 |
| Privately issued | $31,132,000 | 264 |
| 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) | $141,506,000 | 738 |
| Total debt securities | $141,507,000 | 824 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 808 |
| Fair value | $1,278,000 | 963 |
| Trading account assets | $15,090,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $124,147,000 | 961 |
| U.S. Government securities | $56,833,000 | 1,484 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $56,833,000 | 1,458 |
| Securities issued by states & political subdivisions | $50,936,000 | 342 |
| Other domestic debt securities | $10,978,000 | 760 |
| Privately issued residential mortgage-backed securities | $9,580,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,398,000 | 1,252 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $5,400,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,743,000 | 1,336 |
| Mortgage-backed securities | $54,810,000 | 913 |
| Certificates of participation in pools of residential mortgages | $34,789,000 | 923 |
| Issued or guaranteed by U.S. | $34,789,000 | 912 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,021,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $10,441,000 | 902 |
| Privately issued | $9,580,000 | 429 |
| 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) | $124,147,000 | 825 |
| Total debt securities | $118,747,000 | 991 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,165 |
| Fair value | $1,398,000 | 1,352 |
| Trading account assets | $31,887,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $117,649,000 | 1,016 |
| U.S. Government securities | $62,495,000 | 1,364 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $62,495,000 | 1,333 |
| Securities issued by states & political subdivisions | $47,685,000 | 373 |
| Other domestic debt securities | $7,469,000 | 890 |
| Privately issued residential mortgage-backed securities | $5,991,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,478,000 | 1,213 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,754,000 | 1,309 |
| Mortgage-backed securities | $51,346,000 | 898 |
| Certificates of participation in pools of residential mortgages | $35,017,000 | 862 |
| Issued or guaranteed by U.S. | $35,017,000 | 853 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,329,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $10,338,000 | 863 |
| Privately issued | $5,991,000 | 516 |
| 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) | $117,649,000 | 880 |
| Total debt securities | $117,649,000 | 993 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,352 |
| Fair value | $1,478,000 | 1,510 |
| Trading account assets | $32,098,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $92,748,000 | 1,299 |
| U.S. Government securities | $52,764,000 | 1,615 |
| U.S. Treasury securities | $1,746,000 | 718 |
| U.S. Government agency obligations | $51,018,000 | 1,617 |
| Securities issued by states & political subdivisions | $38,501,000 | 470 |
| Other domestic debt securities | $1,483,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,483,000 | 1,169 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,011,000 | 1,217 |
| Mortgage-backed securities | $34,766,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $24,397,000 | 1,116 |
| Issued or guaranteed by U.S. | $24,397,000 | 1,109 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,369,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $10,369,000 | 834 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $92,748,000 | 1,131 |
| Total debt securities | $92,749,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 829 |
| Fair value | $3,480,000 | 875 |
| Trading account assets | $32,296,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $80,830,000 | 1,475 |
| U.S. Government securities | $41,284,000 | 2,044 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $41,284,000 | 1,986 |
| Securities issued by states & political subdivisions | $37,893,000 | 479 |
| Other domestic debt securities | $1,653,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,653,000 | 1,118 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,787,000 | 1,448 |
| Mortgage-backed securities | $30,700,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $21,781,000 | 1,206 |
| Issued or guaranteed by U.S. | $21,781,000 | 1,198 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,919,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $8,919,000 | 915 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $80,830,000 | 1,274 |
| Total debt securities | $80,830,000 | 1,447 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 888 |
| Fair value | $3,648,000 | 908 |
| Trading account assets | $32,236,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $77,502,000 | 1,566 |
| U.S. Government securities | $37,172,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $37,172,000 | 2,235 |
| Securities issued by states & political subdivisions | $38,665,000 | 470 |
| Other domestic debt securities | $1,665,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,665,000 | 1,147 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,222,000 | 1,436 |
| Mortgage-backed securities | $31,552,000 | 1,283 |
| Certificates of participation in pools of residential mortgages | $22,566,000 | 1,194 |
| Issued or guaranteed by U.S. | $22,566,000 | 1,185 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,986,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $8,986,000 | 916 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $77,502,000 | 1,363 |
| Total debt securities | $77,502,000 | 1,530 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 949 |
| Fair value | $3,657,000 | 972 |
| Trading account assets | $31,608,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $70,498,000 | 1,706 |
| U.S. Government securities | $37,511,000 | 2,291 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,511,000 | 2,226 |
| Securities issued by states & political subdivisions | $31,281,000 | 608 |
| Other domestic debt securities | $1,706,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,706,000 | 1,147 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,761,000 | 1,260 |
| Mortgage-backed securities | $28,835,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | $22,801,000 | 1,200 |
| Issued or guaranteed by U.S. | $22,801,000 | 1,188 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,034,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $6,034,000 | 1,134 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $70,498,000 | 1,457 |
| Total debt securities | $70,498,000 | 1,671 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,028 |
| Fair value | $3,693,000 | 1,043 |
| Trading account assets | $31,241,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $49,774,000 | 2,342 |
| U.S. Government securities | $21,115,000 | 3,615 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,115,000 | 3,499 |
| Securities issued by states & political subdivisions | $26,967,000 | 684 |
| Other domestic debt securities | $1,692,000 | 1,649 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,692,000 | 1,169 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,957,000 | 1,999 |
| Mortgage-backed securities | $12,568,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $11,197,000 | 1,963 |
| Issued or guaranteed by U.S. | $11,197,000 | 1,952 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,371,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $1,371,000 | 2,024 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $49,774,000 | 2,009 |
| Total debt securities | $49,775,000 | 2,292 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,084 |
| Fair value | $3,660,000 | 1,094 |
| Trading account assets | $30,773,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $36,893,000 | 3,042 |
| U.S. Government securities | $9,610,000 | 5,676 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,610,000 | 5,547 |
| Securities issued by states & political subdivisions | $25,553,000 | 735 |
| Other domestic debt securities | $1,730,000 | 1,685 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,730,000 | 1,220 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,643,000 | 3,122 |
| Mortgage-backed securities | $942,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $942,000 | 4,940 |
| Issued or guaranteed by U.S. | $942,000 | 4,921 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $36,893,000 | 2,629 |
| Total debt securities | $36,893,000 | 2,997 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,094 |
| Fair value | $3,706,000 | 1,105 |
| Trading account assets | $30,444,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $30,406,000 | 3,532 |
| U.S. Government securities | $6,651,000 | 6,456 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,651,000 | 6,317 |
| Securities issued by states & political subdivisions | $22,007,000 | 874 |
| Other domestic debt securities | $1,748,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,748,000 | 1,286 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,179,000 | 3,352 |
| Mortgage-backed securities | $974,000 | 5,429 |
| Certificates of participation in pools of residential mortgages | $974,000 | 4,944 |
| Issued or guaranteed by U.S. | $974,000 | 4,925 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $30,406,000 | 3,056 |
| Total debt securities | $30,407,000 | 3,476 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,091 |
| Fair value | $3,723,000 | 1,099 |
| Trading account assets | $33,182,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $27,105,000 | 3,796 |
| U.S. Government securities | $5,733,000 | 6,741 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,733,000 | 6,605 |
| Securities issued by states & political subdivisions | $19,617,000 | 1,003 |
| Other domestic debt securities | $1,755,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,755,000 | 1,329 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,293,000 | 3,311 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $27,105,000 | 3,289 |
| Total debt securities | $27,104,000 | 3,741 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,072 |
| Fair value | $3,738,000 | 1,075 |
| Trading account assets | $32,932,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $27,306,000 | 3,813 |
| U.S. Government securities | $9,962,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,962,000 | 5,475 |
| Securities issued by states & political subdivisions | $15,589,000 | 1,264 |
| Other domestic debt securities | $1,755,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,755,000 | 1,383 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,635,000 | 2,645 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $27,306,000 | 3,305 |
| Total debt securities | $27,306,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,077 |
| Fair value | $3,744,000 | 1,081 |
| Trading account assets | $32,687,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $27,315,000 | 3,862 |
| U.S. Government securities | $11,803,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,803,000 | 5,111 |
| Securities issued by states & political subdivisions | $13,755,000 | 1,434 |
| Other domestic debt securities | $1,757,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,757,000 | 1,461 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,496,000 | 2,429 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $27,315,000 | 3,345 |
| Total debt securities | $27,314,000 | 3,808 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,075 |
| Fair value | $3,720,000 | 1,081 |
| Trading account assets | $22,176,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,283,000 | 4,832 |
| U.S. Government securities | $11,964,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,964,000 | 5,099 |
| Securities issued by states & political subdivisions | $5,558,000 | 2,894 |
| Other domestic debt securities | $1,761,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,761,000 | 1,517 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,217,000 | 2,143 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $19,283,000 | 4,187 |
| Total debt securities | $19,283,000 | 4,771 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,057 |
| Fair value | $3,740,000 | 1,065 |
| Trading account assets | $23,975,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $22,009,000 | 4,455 |
| U.S. Government securities | $15,317,000 | 4,557 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,317,000 | 4,415 |
| Securities issued by states & political subdivisions | $4,926,000 | 3,095 |
| Other domestic debt securities | $1,766,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,766,000 | 1,561 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,918,000 | 1,894 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $22,009,000 | 3,845 |
| Total debt securities | $22,008,000 | 4,390 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,060 |
| Fair value | $3,747,000 | 1,072 |
| Trading account assets | $16,774,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $24,725,000 | 4,197 |
| U.S. Government securities | $18,083,000 | 4,158 |
| U.S. Treasury securities | $2,266,000 | 1,000 |
| U.S. Government agency obligations | $15,817,000 | 4,373 |
| Securities issued by states & political subdivisions | $4,896,000 | 3,107 |
| Other domestic debt securities | $1,746,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,746,000 | 1,644 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,657,000 | 1,690 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,725,000 | 3,624 |
| Total debt securities | $24,726,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $3,800,000 | 1,046 |
| Fair value | $3,678,000 | 1,059 |
| Trading account assets | $16,601,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $24,265,000 | 4,243 |
| U.S. Government securities | $17,186,000 | 4,262 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,186,000 | 4,117 |
| Securities issued by states & political subdivisions | $5,279,000 | 2,993 |
| Other domestic debt securities | $1,800,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,800,000 | 1,730 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,240,000 | 1,708 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $24,265,000 | 3,687 |
| Total debt securities | $24,265,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $16,696,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $15,828,000 | 5,480 |
| U.S. Government securities | $10,565,000 | 5,634 |
| U.S. Treasury securities | $9,369,000 | 433 |
| U.S. Government agency obligations | $1,196,000 | 8,365 |
| Securities issued by states & political subdivisions | $5,263,000 | 3,022 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,753,000 | 2,361 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,828,000 | 4,786 |
| Total debt securities | $15,828,000 | 5,382 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $16,550,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $14,237,000 | 5,671 |
| U.S. Government securities | $8,904,000 | 5,910 |
| U.S. Treasury securities | $7,707,000 | 488 |
| U.S. Government agency obligations | $1,197,000 | 8,342 |
| Securities issued by states & political subdivisions | $5,333,000 | 2,985 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,431,000 | 2,655 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $14,237,000 | 4,973 |
| Total debt securities | $14,237,000 | 5,583 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $16,499,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $13,614,000 | 5,757 |
| U.S. Government securities | $7,210,000 | 6,333 |
| U.S. Treasury securities | $4,206,000 | 737 |
| U.S. Government agency obligations | $3,004,000 | 7,661 |
| Securities issued by states & political subdivisions | $5,330,000 | 2,930 |
| Other domestic debt securities | $1,074,000 | 2,679 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,074,000 | 2,359 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,014,000 | 2,711 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,614,000 | 5,020 |
| Total debt securities | $13,614,000 | 5,660 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $16,673,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $14,572,000 | 5,567 |
| U.S. Government securities | $8,118,000 | 6,095 |
| U.S. Treasury securities | $4,478,000 | 744 |
| U.S. Government agency obligations | $3,640,000 | 7,466 |
| Securities issued by states & political subdivisions | $5,403,000 | 2,808 |
| Other domestic debt securities | $1,051,000 | 2,736 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,051,000 | 2,403 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,995,000 | 2,577 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $14,572,000 | 4,855 |
| Total debt securities | $14,572,000 | 5,472 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $16,345,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,532,000 | 5,741 |
| U.S. Government securities | $11,148,000 | 5,319 |
| U.S. Treasury securities | $7,739,000 | 530 |
| U.S. Government agency obligations | $3,409,000 | 7,555 |
| Securities issued by states & political subdivisions | $2,384,000 | 4,081 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,997,000 | 2,724 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $13,532,000 | 4,980 |
| Total debt securities | $13,532,000 | 5,648 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $16,103,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,366,000 | 5,137 |
| U.S. Government securities | $13,310,000 | 4,687 |
| U.S. Treasury securities | $5,294,000 | 748 |
| U.S. Government agency obligations | $8,016,000 | 5,879 |
| Securities issued by states & political subdivisions | $3,056,000 | 3,718 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,319,000 | 2,182 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $16,366,000 | 4,382 |
| Total debt securities | $16,366,000 | 5,046 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $14,019,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $31,356,000 | 3,326 |
| U.S. Government securities | $28,419,000 | 2,752 |
| U.S. Treasury securities | $13,002,000 | 510 |
| U.S. Government agency obligations | $15,417,000 | 4,137 |
| Securities issued by states & political subdivisions | $2,483,000 | 4,035 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $454,000 | 4,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,875,000 | 1,448 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $31,356,000 | 2,672 |
| Total debt securities | $30,902,000 | 3,263 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $5,341,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $36,997,000 | 3,000 |
| U.S. Government securities | $34,095,000 | 2,449 |
| U.S. Treasury securities | $18,512,000 | 514 |
| U.S. Government agency obligations | $15,583,000 | 4,185 |
| Securities issued by states & political subdivisions | $2,448,000 | 4,271 |
| 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 | $0 | 343 |
| Equity securities | $454,000 | 3,925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,543,000 | 1,620 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $36,997,000 | 2,333 |
| Total debt securities | $36,543,000 | 2,943 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $27,437,000 | 3,888 |
| U.S. Government securities | $24,761,000 | 3,327 |
| U.S. Treasury securities | $19,119,000 | 711 |
| U.S. Government agency obligations | $5,642,000 | 6,892 |
| Securities issued by states & political subdivisions | $2,176,000 | 4,571 |
| 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 | $500,000 | 3,568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,270,000 | 1,736 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $27,437,000 | 2,990 |
| Total debt securities | $26,937,000 | 3,845 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 593 |
| Fair value | $990,000 | 702 |
| 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 | $20,216,000 | 4,871 |
| U.S. Government securities | $18,855,000 | 4,268 |
| U.S. Treasury securities | $14,330,000 | 1,294 |
| U.S. Government agency obligations | $4,525,000 | 7,557 |
| Securities issued by states & political subdivisions | $920,000 | 5,960 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $441,000 | 3,887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,334,000 | 2,452 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $20,216,000 | 3,574 |
| Total debt securities | $19,775,000 | 4,838 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,022 |
| Fair value | $1,383,000 | 1,020 |
| 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 | $12,911,000 | 7,021 |
| U.S. Government securities | $11,532,000 | 6,482 |
| U.S. Treasury securities | $8,444,000 | 2,597 |
| U.S. Government agency obligations | $3,088,000 | 8,752 |
| Securities issued by states & political subdivisions | $1,203,000 | 5,779 |
| 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 | $176,000 | 5,500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,532,000 | 2,603 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $12,911,000 | 5,208 |
| Total debt securities | $12,735,000 | 6,950 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,970,000 | 1,094 |
| 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 | $17,183,000 | 6,165 |
| U.S. Government securities | $14,766,000 | 5,772 |
| U.S. Treasury securities | $9,410,000 | 2,881 |
| U.S. Government agency obligations | $5,356,000 | 7,507 |
| Securities issued by states & political subdivisions | $1,149,000 | 6,093 |
| Other domestic debt securities | $503,000 | 3,177 |
| 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 | $503,000 | 2,484 |
| Foreign debt securities | NA | NA |
| Equity securities | $765,000 | 2,550 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,314,000 | 2,317 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $17,183,000 | 4,449 |
| Total debt securities | $16,418,000 | 6,225 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,792 |
| Fair value | $1,887,000 | 1,813 |
| 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 | $20,238,000 | 5,831 |
| U.S. Government securities | $17,372,000 | 5,487 |
| U.S. Treasury securities | $10,413,000 | 3,279 |
| U.S. Government agency obligations | $6,959,000 | 6,676 |
| Securities issued by states & political subdivisions | $1,197,000 | 6,294 |
| Other domestic debt securities | $507,000 | 3,508 |
| 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 | $507,000 | 2,803 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,162,000 | 1,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,642,000 | 2,798 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,197,000 | 10,611 |
| Available-for-sale securities (fair market value) | $19,041,000 | 2,947 |
| Total debt securities | $19,076,000 | 5,988 |
| 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 | $19,259,000 | 6,316 |
| U.S. Government securities | $16,918,000 | 5,783 |
| U.S. Treasury securities | $7,761,000 | 4,283 |
| U.S. Government agency obligations | $9,157,000 | 5,874 |
| Securities issued by states & political subdivisions | $1,648,000 | 5,769 |
| Other domestic debt securities | $526,000 | 4,144 |
| 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 | $526,000 | 3,165 |
| Foreign debt securities | NA | NA |
| Equity securities | $167,000 | 4,835 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,732,000 | 2,590 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $19,092,000 | 6,212 |
| 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 | $20,915,000 | 5,936 |
| U.S. Government securities | $17,792,000 | 5,528 |
| U.S. Treasury securities | $6,187,000 | 5,023 |
| U.S. Government agency obligations | $11,605,000 | 4,998 |
| Securities issued by states & political subdivisions | $1,467,000 | 5,744 |
| Other domestic debt securities | $1,514,000 | 3,394 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,514,000 | 2,379 |
| Foreign debt securities | NA | NA |
| Equity securities | $142,000 | 4,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,315,000 | 3,433 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $20,773,000 | 5,850 |
| 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 |