Home > Heartland Bank > Securities
Heartland Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $71,417,000 | 1,971 |
| U.S. Government securities | $35,639,000 | 2,363 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $35,639,000 | 2,277 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $35,778,000 | 263 |
| Privately issued residential mortgage-backed securities | $9,177,000 | 142 |
| Commercial mortgage-backed securities - Total | $3,798,000 | 77 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $22,803,000 | 234 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,497,000 | 1,490 |
| Mortgage-backed securities | $48,614,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $29,835,000 | 1,235 |
| Issued or guaranteed by U.S. | $29,835,000 | 1,233 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,000,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,762 |
| Privately issued | $9,177,000 | 133 |
| Commercial mortgage-backed securities | $8,779,000 | 360 |
| Commercial mortgage pass-through securities | $4,981,000 | 277 |
| Other commercial mortgage-backed securities | $3,798,000 | 326 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $71,417,000 | 1,778 |
| Total debt securities | $71,417,000 | 1,950 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 683 |
| Fair value | $4,534,000 | 679 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $74,364,000 | 1,942 |
| U.S. Government securities | $37,147,000 | 2,342 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $37,147,000 | 2,259 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $37,217,000 | 259 |
| Privately issued residential mortgage-backed securities | $9,821,000 | 146 |
| Commercial mortgage-backed securities - Total | $4,188,000 | 80 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $23,208,000 | 235 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,296,000 | 1,387 |
| Mortgage-backed securities | $51,156,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $31,089,000 | 1,236 |
| Issued or guaranteed by U.S. | $31,089,000 | 1,235 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,937,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 2,663 |
| Privately issued | $9,821,000 | 138 |
| Commercial mortgage-backed securities | $9,130,000 | 341 |
| Commercial mortgage pass-through securities | $4,942,000 | 283 |
| Other commercial mortgage-backed securities | $4,188,000 | 296 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $74,364,000 | 1,748 |
| Total debt securities | $74,364,000 | 1,921 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 758 |
| Fair value | $4,574,000 | 747 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $81,248,000 | 1,795 |
| U.S. Government securities | $40,717,000 | 2,218 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $40,717,000 | 2,142 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $40,531,000 | 258 |
| Privately issued residential mortgage-backed securities | $10,822,000 | 136 |
| Commercial mortgage-backed securities - Total | $4,533,000 | 83 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $25,176,000 | 234 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,071,000 | 1,309 |
| Mortgage-backed securities | $56,072,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $32,950,000 | 1,219 |
| Issued or guaranteed by U.S. | $32,950,000 | 1,219 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,578,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $2,756,000 | 2,193 |
| Privately issued | $10,822,000 | 129 |
| Commercial mortgage-backed securities | $9,544,000 | 328 |
| Commercial mortgage pass-through securities | $5,011,000 | 282 |
| Other commercial mortgage-backed securities | $4,533,000 | 274 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $81,248,000 | 1,611 |
| Total debt securities | $81,248,000 | 1,770 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 783 |
| Fair value | $4,574,000 | 769 |
| 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 | $83,715,000 | 1,766 |
| U.S. Government securities | $41,760,000 | 2,200 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $41,760,000 | 2,131 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $41,955,000 | 255 |
| Privately issued residential mortgage-backed securities | $12,298,000 | 132 |
| Commercial mortgage-backed securities - Total | $4,734,000 | 81 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $24,923,000 | 246 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,149,000 | 1,293 |
| Mortgage-backed securities | $58,792,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $34,016,000 | 1,195 |
| Issued or guaranteed by U.S. | $34,016,000 | 1,195 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,066,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $2,768,000 | 2,183 |
| Privately issued | $12,298,000 | 126 |
| Commercial mortgage-backed securities | $9,710,000 | 308 |
| Commercial mortgage pass-through securities | $4,976,000 | 261 |
| Other commercial mortgage-backed securities | $4,734,000 | 252 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $83,715,000 | 1,580 |
| Total debt securities | $83,716,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 800 |
| Fair value | $4,495,000 | 785 |
| 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 | $85,993,000 | 1,718 |
| U.S. Government securities | $43,005,000 | 2,136 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,005,000 | 2,076 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $42,969,000 | 258 |
| Privately issued residential mortgage-backed securities | $13,155,000 | 138 |
| Commercial mortgage-backed securities - Total | $5,019,000 | 80 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $24,795,000 | 250 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $19,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,494,000 | 1,266 |
| Mortgage-backed securities | $61,179,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $34,967,000 | 1,154 |
| Issued or guaranteed by U.S. | $34,967,000 | 1,154 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,271,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $3,116,000 | 2,094 |
| Privately issued | $13,155,000 | 132 |
| Commercial mortgage-backed securities | $9,941,000 | 289 |
| Commercial mortgage pass-through securities | $4,922,000 | 247 |
| Other commercial mortgage-backed securities | $5,019,000 | 226 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $85,993,000 | 1,527 |
| Total debt securities | $85,973,000 | 1,698 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 789 |
| Fair value | $4,484,000 | 763 |
| 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 | $89,674,000 | 1,674 |
| U.S. Government securities | $45,321,000 | 2,060 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,321,000 | 2,002 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $44,334,000 | 263 |
| Privately issued residential mortgage-backed securities | $14,507,000 | 140 |
| Commercial mortgage-backed securities - Total | $5,138,000 | 80 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $24,689,000 | 246 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $19,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,944,000 | 1,195 |
| Mortgage-backed securities | $64,966,000 | 996 |
| Certificates of participation in pools of residential mortgages | $37,033,000 | 1,104 |
| Issued or guaranteed by U.S. | $37,033,000 | 1,103 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $17,830,000 | 1,008 |
| CMOs issued by government agencies or sponsored agencies | $3,323,000 | 2,073 |
| Privately issued | $14,507,000 | 130 |
| Commercial mortgage-backed securities | $10,103,000 | 275 |
| Commercial mortgage pass-through securities | $4,965,000 | 230 |
| Other commercial mortgage-backed securities | $5,138,000 | 221 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $89,674,000 | 1,484 |
| Total debt securities | $89,654,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 781 |
| Fair value | $4,420,000 | 767 |
| 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 | $94,351,000 | 1,584 |
| U.S. Government securities | $47,770,000 | 1,947 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $47,770,000 | 1,891 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $46,562,000 | 251 |
| Privately issued residential mortgage-backed securities | $16,391,000 | 124 |
| Commercial mortgage-backed securities - Total | $5,555,000 | 78 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $24,616,000 | 255 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $19,000 | 1,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,571,000 | 1,116 |
| Mortgage-backed securities | $69,716,000 | 956 |
| Certificates of participation in pools of residential mortgages | $39,161,000 | 1,061 |
| Issued or guaranteed by U.S. | $39,161,000 | 1,060 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,005,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $3,614,000 | 2,054 |
| Privately issued | $16,391,000 | 116 |
| Commercial mortgage-backed securities | $10,550,000 | 250 |
| Commercial mortgage pass-through securities | $4,995,000 | 229 |
| Other commercial mortgage-backed securities | $5,555,000 | 190 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $94,351,000 | 1,414 |
| Total debt securities | $94,332,000 | 1,564 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 777 |
| Fair value | $4,427,000 | 774 |
| 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 | $91,885,000 | 1,651 |
| U.S. Government securities | $42,810,000 | 2,160 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $42,810,000 | 2,103 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $49,056,000 | 243 |
| Privately issued residential mortgage-backed securities | $17,777,000 | 130 |
| Commercial mortgage-backed securities - Total | $5,827,000 | 79 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $549,000 | 222 |
| Other domestic debt securities - All other | $24,903,000 | 249 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $19,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,721,000 | 1,231 |
| Mortgage-backed securities | $66,414,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $32,873,000 | 1,242 |
| Issued or guaranteed by U.S. | $32,873,000 | 1,240 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,470,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $4,693,000 | 1,945 |
| Privately issued | $17,777,000 | 124 |
| Commercial mortgage-backed securities | $11,071,000 | 221 |
| Commercial mortgage pass-through securities | $5,244,000 | 203 |
| Other commercial mortgage-backed securities | $5,827,000 | 162 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $91,885,000 | 1,500 |
| Total debt securities | $91,867,000 | 1,628 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 764 |
| Fair value | $4,389,000 | 780 |
| 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 | $101,853,000 | 1,456 |
| U.S. Government securities | $46,000,000 | 2,004 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $46,000,000 | 1,944 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $55,834,000 | 219 |
| Privately issued residential mortgage-backed securities | $19,879,000 | 129 |
| Commercial mortgage-backed securities - Total | $10,892,000 | 60 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $549,000 | 226 |
| Other domestic debt securities - All other | $24,514,000 | 245 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $19,000 | 1,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,343,000 | 1,051 |
| Mortgage-backed securities | $76,771,000 | 890 |
| Certificates of participation in pools of residential mortgages | $35,789,000 | 1,140 |
| Issued or guaranteed by U.S. | $35,789,000 | 1,138 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $24,770,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $4,891,000 | 1,966 |
| Privately issued | $19,879,000 | 122 |
| Commercial mortgage-backed securities | $16,212,000 | 157 |
| Commercial mortgage pass-through securities | $5,320,000 | 172 |
| Other commercial mortgage-backed securities | $10,892,000 | 104 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $101,853,000 | 1,319 |
| Total debt securities | $101,834,000 | 1,439 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 792 |
| Fair value | $4,250,000 | 826 |
| 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 | $107,863,000 | 1,394 |
| U.S. Government securities | $49,474,000 | 1,908 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $49,474,000 | 1,869 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $58,370,000 | 214 |
| Privately issued residential mortgage-backed securities | $22,393,000 | 125 |
| Commercial mortgage-backed securities - Total | $11,153,000 | 63 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $829,000 | 192 |
| Other domestic debt securities - All other | $23,995,000 | 260 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $19,000 | 1,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,291,000 | 940 |
| Mortgage-backed securities | $83,020,000 | 870 |
| Certificates of participation in pools of residential mortgages | $38,754,000 | 1,125 |
| Issued or guaranteed by U.S. | $38,754,000 | 1,125 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $27,743,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $5,350,000 | 1,968 |
| Privately issued | $22,393,000 | 118 |
| Commercial mortgage-backed securities | $16,523,000 | 144 |
| Commercial mortgage pass-through securities | $5,370,000 | 145 |
| Other commercial mortgage-backed securities | $11,153,000 | 107 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $107,863,000 | 1,262 |
| Total debt securities | $107,844,000 | 1,379 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 844 |
| Fair value | $4,271,000 | 875 |
| 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 | $113,733,000 | 1,345 |
| U.S. Government securities | $51,722,000 | 1,857 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $51,722,000 | 1,813 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $61,992,000 | 205 |
| Privately issued residential mortgage-backed securities | $24,886,000 | 131 |
| Commercial mortgage-backed securities - Total | $11,424,000 | 61 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $820,000 | 189 |
| Other domestic debt securities - All other | $24,862,000 | 242 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $19,000 | 1,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,864,000 | 1,526 |
| Mortgage-backed securities | $88,032,000 | 849 |
| Certificates of participation in pools of residential mortgages | $40,916,000 | 1,098 |
| Issued or guaranteed by U.S. | $40,916,000 | 1,097 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $30,449,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $5,563,000 | 1,937 |
| Privately issued | $24,886,000 | 125 |
| Commercial mortgage-backed securities | $16,667,000 | 138 |
| Commercial mortgage pass-through securities | $5,243,000 | 135 |
| Other commercial mortgage-backed securities | $11,424,000 | 96 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $113,733,000 | 1,222 |
| Total debt securities | $113,713,000 | 1,327 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 963 |
| Fair value | $4,095,000 | 1,016 |
| 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 | $120,284,000 | 1,279 |
| U.S. Government securities | $54,526,000 | 1,835 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $54,526,000 | 1,788 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $65,739,000 | 194 |
| Privately issued residential mortgage-backed securities | $27,787,000 | 129 |
| Commercial mortgage-backed securities - Total | $11,582,000 | 59 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,610,000 | 141 |
| Other domestic debt securities - All other | $24,760,000 | 242 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $19,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,248,000 | 1,530 |
| Mortgage-backed securities | $93,392,000 | 819 |
| Certificates of participation in pools of residential mortgages | $43,259,000 | 1,044 |
| Issued or guaranteed by U.S. | $43,259,000 | 1,042 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $33,381,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $5,594,000 | 1,948 |
| Privately issued | $27,787,000 | 122 |
| Commercial mortgage-backed securities | $16,752,000 | 127 |
| Commercial mortgage pass-through securities | $5,170,000 | 113 |
| Other commercial mortgage-backed securities | $11,582,000 | 84 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $120,284,000 | 1,159 |
| Total debt securities | $120,265,000 | 1,262 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,118 |
| Fair value | $4,042,000 | 1,174 |
| 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 | $118,397,000 | 1,255 |
| U.S. Government securities | $56,790,000 | 1,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,790,000 | 1,665 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $61,029,000 | 214 |
| Privately issued residential mortgage-backed securities | $40,937,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,092,000 | 277 |
| Foreign debt securities | NA | NA |
| Equity securities | $578,000 | 681 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $97,218,000 | 768 |
| Certificates of participation in pools of residential mortgages | $72,157,000 | 626 |
| Issued or guaranteed by U.S. | $56,281,000 | 788 |
| Privately issued | $15,876,000 | 13 |
| Collaterized mortgage obligations | $25,061,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $25,061,000 | 165 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $118,397,000 | 1,131 |
| Total debt securities | $117,819,000 | 1,251 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $117,567,000 | 1,229 |
| U.S. Government securities | $58,972,000 | 1,606 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,972,000 | 1,563 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $58,020,000 | 230 |
| Privately issued residential mortgage-backed securities | $35,479,000 | 146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,541,000 | 231 |
| Foreign debt securities | NA | NA |
| Equity securities | $575,000 | 702 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $93,938,000 | 775 |
| Certificates of participation in pools of residential mortgages | $66,985,000 | 644 |
| Issued or guaranteed by U.S. | $58,459,000 | 742 |
| Privately issued | $8,526,000 | 24 |
| Collaterized mortgage obligations | $26,953,000 | 864 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $26,953,000 | 171 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $117,567,000 | 1,097 |
| Total debt securities | $116,992,000 | 1,223 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $82,802,000 | 1,664 |
| U.S. Government securities | $27,691,000 | 2,968 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,691,000 | 2,880 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $54,534,000 | 233 |
| Privately issued residential mortgage-backed securities | $32,381,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,153,000 | 217 |
| Foreign debt securities | NA | NA |
| Equity securities | $577,000 | 706 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $59,553,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $36,392,000 | 1,052 |
| Issued or guaranteed by U.S. | $27,172,000 | 1,326 |
| Privately issued | $9,220,000 | 30 |
| Collaterized mortgage obligations | $23,161,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $23,161,000 | 200 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $82,802,000 | 1,506 |
| Total debt securities | $82,225,000 | 1,659 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $79,470,000 | 1,706 |
| U.S. Government securities | $25,126,000 | 3,150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,126,000 | 3,059 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $53,766,000 | 240 |
| Privately issued residential mortgage-backed securities | $34,820,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,946,000 | 256 |
| Foreign debt securities | NA | NA |
| Equity securities | $578,000 | 712 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,421,000 | 1,080 |
| Certificates of participation in pools of residential mortgages | $33,231,000 | 1,105 |
| Issued or guaranteed by U.S. | $23,601,000 | 1,439 |
| Privately issued | $9,630,000 | 31 |
| Collaterized mortgage obligations | $25,190,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $25,190,000 | 197 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $79,470,000 | 1,546 |
| Total debt securities | $78,892,000 | 1,700 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $83,985,000 | 1,570 |
| U.S. Government securities | $27,139,000 | 2,849 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,139,000 | 2,764 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $56,241,000 | 245 |
| Privately issued residential mortgage-backed securities | $37,628,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,613,000 | 253 |
| Foreign debt securities | NA | NA |
| Equity securities | $605,000 | 710 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,238,000 | 964 |
| Certificates of participation in pools of residential mortgages | $35,177,000 | 1,021 |
| Issued or guaranteed by U.S. | $25,610,000 | 1,299 |
| Privately issued | $9,567,000 | 33 |
| Collaterized mortgage obligations | $28,061,000 | 812 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $28,061,000 | 206 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $83,985,000 | 1,403 |
| Total debt securities | $83,380,000 | 1,557 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $92,813,000 | 1,422 |
| U.S. Government securities | $32,205,000 | 2,485 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,205,000 | 2,403 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $59,740,000 | 235 |
| Privately issued residential mortgage-backed securities | $38,844,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,896,000 | 216 |
| Foreign debt securities | NA | NA |
| Equity securities | $868,000 | 668 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $66,514,000 | 908 |
| Certificates of participation in pools of residential mortgages | $41,596,000 | 841 |
| Issued or guaranteed by U.S. | $27,670,000 | 1,198 |
| Privately issued | $13,926,000 | 31 |
| Collaterized mortgage obligations | $24,918,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $24,918,000 | 220 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $259,000 | 2,663 |
| Available-for-sale securities (fair market value) | $92,554,000 | 1,265 |
| Total debt securities | $91,945,000 | 1,410 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $94,616,000 | 1,392 |
| U.S. Government securities | $26,643,000 | 2,900 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,643,000 | 2,815 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $67,126,000 | 216 |
| Privately issued residential mortgage-backed securities | $42,839,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,287,000 | 183 |
| Foreign debt securities | NA | NA |
| Equity securities | $847,000 | 703 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $61,448,000 | 952 |
| Certificates of participation in pools of residential mortgages | $33,219,000 | 1,041 |
| Issued or guaranteed by U.S. | $18,609,000 | 1,627 |
| Privately issued | $14,610,000 | 29 |
| Collaterized mortgage obligations | $28,229,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $28,229,000 | 215 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $230,000 | 2,770 |
| Available-for-sale securities (fair market value) | $94,386,000 | 1,236 |
| Total debt securities | $93,769,000 | 1,389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $94,878,000 | 1,380 |
| U.S. Government securities | $29,735,000 | 2,726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,735,000 | 2,657 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $64,071,000 | 227 |
| Privately issued residential mortgage-backed securities | $42,001,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,070,000 | 194 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,072,000 | 624 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $61,453,000 | 978 |
| Certificates of participation in pools of residential mortgages | $60,146,000 | 637 |
| Issued or guaranteed by U.S. | $19,452,000 | 1,660 |
| Privately issued | $40,694,000 | 19 |
| Collaterized mortgage obligations | $1,307,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,307,000 | 948 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $94,878,000 | 1,216 |
| Total debt securities | $93,806,000 | 1,372 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $89,863,000 | 1,435 |
| U.S. Government securities | $29,169,000 | 2,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,169,000 | 2,664 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $59,814,000 | 250 |
| Privately issued residential mortgage-backed securities | $34,383,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,431,000 | 175 |
| Foreign debt securities | NA | NA |
| Equity securities | $880,000 | 707 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,019,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $53,802,000 | 738 |
| Issued or guaranteed by U.S. | $20,636,000 | 1,643 |
| Privately issued | $33,166,000 | 20 |
| Collaterized mortgage obligations | $1,217,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,217,000 | 1,003 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $89,863,000 | 1,260 |
| Total debt securities | $88,983,000 | 1,428 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $110,165,000 | 1,163 |
| U.S. Government securities | $48,413,000 | 1,767 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,413,000 | 1,714 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $60,831,000 | 265 |
| Privately issued residential mortgage-backed securities | $36,682,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,149,000 | 191 |
| Foreign debt securities | NA | NA |
| Equity securities | $921,000 | 745 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $84,550,000 | 756 |
| Certificates of participation in pools of residential mortgages | $83,111,000 | 507 |
| Issued or guaranteed by U.S. | $47,868,000 | 835 |
| Privately issued | $35,243,000 | 21 |
| Collaterized mortgage obligations | $1,439,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,439,000 | 1,011 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $110,165,000 | 1,012 |
| Total debt securities | $109,244,000 | 1,160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $115,512,000 | 1,088 |
| U.S. Government securities | $51,036,000 | 1,640 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,036,000 | 1,598 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $63,598,000 | 275 |
| Privately issued residential mortgage-backed securities | $37,714,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,884,000 | 190 |
| Foreign debt securities | NA | NA |
| Equity securities | $878,000 | 814 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $88,207,000 | 733 |
| Certificates of participation in pools of residential mortgages | $86,464,000 | 510 |
| Issued or guaranteed by U.S. | $50,493,000 | 810 |
| Privately issued | $35,971,000 | 23 |
| Collaterized mortgage obligations | $1,743,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,743,000 | 970 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,448 |
| Available-for-sale securities (fair market value) | $115,511,000 | 936 |
| Total debt securities | $114,634,000 | 1,078 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $105,938,000 | 1,180 |
| U.S. Government securities | $54,153,000 | 1,574 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,153,000 | 1,536 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $50,943,000 | 304 |
| Privately issued residential mortgage-backed securities | $40,004,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,939,000 | 359 |
| Foreign debt securities | NA | NA |
| Equity securities | $842,000 | 824 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $94,157,000 | 693 |
| Certificates of participation in pools of residential mortgages | $92,122,000 | 496 |
| Issued or guaranteed by U.S. | $54,153,000 | 784 |
| Privately issued | $37,969,000 | 30 |
| Collaterized mortgage obligations | $2,035,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $2,035,000 | 960 |
| 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) | $105,938,000 | 1,020 |
| Total debt securities | $105,096,000 | 1,158 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $93,489,000 | 1,310 |
| U.S. Government securities | $55,932,000 | 1,537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,932,000 | 1,514 |
| Securities issued by states & political subdivisions | $100,000 | 5,738 |
| Other domestic debt securities | $36,550,000 | 363 |
| Privately issued residential mortgage-backed securities | $26,862,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,688,000 | 394 |
| Foreign debt securities | NA | NA |
| Equity securities | $907,000 | 777 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $82,794,000 | 776 |
| Certificates of participation in pools of residential mortgages | $55,932,000 | 748 |
| Issued or guaranteed by U.S. | $55,932,000 | 740 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $26,862,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $26,862,000 | 289 |
| 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) | $93,489,000 | 1,139 |
| Total debt securities | $92,582,000 | 1,298 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $59,238,000 | 1,962 |
| U.S. Government securities | $51,203,000 | 1,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,203,000 | 1,579 |
| Securities issued by states & political subdivisions | $101,000 | 5,752 |
| Other domestic debt securities | $7,015,000 | 995 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,015,000 | 490 |
| Foreign debt securities | NA | NA |
| Equity securities | $919,000 | 782 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,203,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $51,203,000 | 780 |
| Issued or guaranteed by U.S. | $51,203,000 | 770 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $59,238,000 | 1,723 |
| Total debt securities | $58,319,000 | 1,965 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $55,541,000 | 2,111 |
| U.S. Government securities | $47,610,000 | 1,746 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,610,000 | 1,718 |
| Securities issued by states & political subdivisions | $100,000 | 5,812 |
| Other domestic debt securities | $5,447,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,447,000 | 663 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,384,000 | 702 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,005,000 | 5,577 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 5,161 |
| Issued or guaranteed by U.S. | $1,005,000 | 5,140 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $55,541,000 | 1,863 |
| Total debt securities | $53,157,000 | 2,146 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $85,084,000 | 1,414 |
| U.S. Government securities | $78,643,000 | 1,064 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $78,643,000 | 1,036 |
| Securities issued by states & political subdivisions | $101,000 | 5,821 |
| Other domestic debt securities | $3,202,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,202,000 | 900 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,138,000 | 657 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,160,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $1,160,000 | 5,028 |
| Issued or guaranteed by U.S. | $1,160,000 | 5,006 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $85,084,000 | 1,236 |
| Total debt securities | $81,946,000 | 1,427 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $70,181,000 | 1,678 |
| U.S. Government securities | $61,911,000 | 1,367 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,911,000 | 1,338 |
| Securities issued by states & political subdivisions | $200,000 | 5,703 |
| Other domestic debt securities | $3,978,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,978,000 | 772 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,092,000 | 540 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,432,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $1,432,000 | 4,676 |
| Issued or guaranteed by U.S. | $1,432,000 | 4,657 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,658 |
| Available-for-sale securities (fair market value) | $70,180,000 | 1,461 |
| Total debt securities | $66,089,000 | 1,723 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $65,869,000 | 1,785 |
| U.S. Government securities | $58,545,000 | 1,457 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,545,000 | 1,429 |
| Securities issued by states & political subdivisions | $200,000 | 5,737 |
| Other domestic debt securities | $3,941,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,941,000 | 751 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,359,000 | 386 |
| Assets held in trading accounts for TFR Reporters | $3,176,000 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,736,000 | 4,857 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 4,354 |
| Issued or guaranteed by U.S. | $1,736,000 | 4,341 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-3,176,000 | 8,567 |
| Available-for-sale securities (fair market value) | $69,045,000 | 1,486 |
| Total debt securities | $62,686,000 | 1,814 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,176,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $60,689,000 | 1,888 |
| U.S. Government securities | $53,913,000 | 1,577 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,913,000 | 1,540 |
| Securities issued by states & political subdivisions | $200,000 | 5,781 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,576,000 | 380 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,873,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $1,873,000 | 4,255 |
| Issued or guaranteed by U.S. | $1,873,000 | 4,241 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $60,689,000 | 1,631 |
| Total debt securities | $54,113,000 | 2,077 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $44,084,000 | 2,557 |
| U.S. Government securities | $37,715,000 | 2,223 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,715,000 | 2,158 |
| Securities issued by states & political subdivisions | $200,000 | 5,843 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,169,000 | 397 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,049,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $2,049,000 | 4,144 |
| Issued or guaranteed by U.S. | $2,049,000 | 4,128 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $44,084,000 | 2,224 |
| Total debt securities | $37,915,000 | 2,857 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $30,289,000 | 3,445 |
| U.S. Government securities | $23,211,000 | 3,324 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,211,000 | 3,233 |
| Securities issued by states & political subdivisions | $200,000 | 5,888 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,878,000 | 381 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,388,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $2,388,000 | 3,977 |
| Issued or guaranteed by U.S. | $2,388,000 | 3,964 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $30,289,000 | 2,992 |
| Total debt securities | $23,411,000 | 4,051 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $27,650,000 | 3,709 |
| U.S. Government securities | $20,769,000 | 3,659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,769,000 | 3,557 |
| Securities issued by states & political subdivisions | $200,000 | 5,960 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,681,000 | 378 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,673,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $2,673,000 | 3,833 |
| Issued or guaranteed by U.S. | $2,673,000 | 3,812 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $27,650,000 | 3,227 |
| Total debt securities | $20,969,000 | 4,398 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $20,358,000 | 4,530 |
| U.S. Government securities | $14,574,000 | 4,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,574,000 | 4,451 |
| Securities issued by states & political subdivisions | $200,000 | 5,994 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,584,000 | 422 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,103,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $3,103,000 | 3,657 |
| Issued or guaranteed by U.S. | $3,103,000 | 3,642 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $1,000 | 4,067 |
| Available-for-sale securities (fair market value) | $20,357,000 | 3,950 |
| Total debt securities | $14,774,000 | 5,311 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $21,141,000 | 4,460 |
| U.S. Government securities | $14,996,000 | 4,557 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,996,000 | 4,417 |
| Securities issued by states & political subdivisions | $200,000 | 6,017 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,945,000 | 406 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,191,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $3,191,000 | 3,661 |
| Issued or guaranteed by U.S. | $3,191,000 | 3,645 |
| 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) | $21,141,000 | 3,861 |
| Total debt securities | $15,196,000 | 5,284 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $19,276,000 | 4,727 |
| U.S. Government securities | $12,929,000 | 4,948 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,929,000 | 4,798 |
| Securities issued by states & political subdivisions | $201,000 | 6,039 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,146,000 | 419 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,443,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $3,443,000 | 3,575 |
| Issued or guaranteed by U.S. | $3,443,000 | 3,560 |
| 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) | $19,276,000 | 4,081 |
| Total debt securities | $13,130,000 | 5,658 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $17,889,000 | 4,912 |
| U.S. Government securities | $13,345,000 | 4,831 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,345,000 | 4,697 |
| Securities issued by states & political subdivisions | $202,000 | 6,082 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,342,000 | 540 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,822,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $3,822,000 | 3,488 |
| Issued or guaranteed by U.S. | $3,822,000 | 3,473 |
| 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) | $17,889,000 | 4,261 |
| Total debt securities | $13,547,000 | 5,552 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $15,180,000 | 5,383 |
| U.S. Government securities | $10,021,000 | 5,597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,021,000 | 5,454 |
| Securities issued by states & political subdivisions | $203,000 | 6,089 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,956,000 | 507 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,512,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $4,512,000 | 3,332 |
| Issued or guaranteed by U.S. | $4,512,000 | 3,318 |
| 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) | $15,180,000 | 4,704 |
| Total debt securities | $10,224,000 | 6,260 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $14,437,000 | 5,575 |
| U.S. Government securities | $9,420,000 | 5,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,420,000 | 5,679 |
| Securities issued by states & political subdivisions | $203,000 | 6,123 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,814,000 | 544 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,919,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $4,919,000 | 3,296 |
| Issued or guaranteed by U.S. | $4,919,000 | 3,289 |
| 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) | $14,437,000 | 4,886 |
| Total debt securities | $9,623,000 | 6,460 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $29,088,000 | 3,705 |
| U.S. Government securities | $23,723,000 | 3,427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,723,000 | 3,301 |
| Securities issued by states & political subdivisions | $206,000 | 6,151 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,159,000 | 537 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,238,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $21,238,000 | 1,427 |
| Issued or guaranteed by U.S. | $21,238,000 | 1,413 |
| 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) | $29,088,000 | 3,208 |
| Total debt securities | $23,929,000 | 4,179 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $47,631,000 | 2,504 |
| U.S. Government securities | $38,086,000 | 2,310 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,086,000 | 2,232 |
| Securities issued by states & political subdivisions | $206,000 | 6,200 |
| Other domestic debt securities | $2,236,000 | 1,711 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,236,000 | 1,369 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,103,000 | 455 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,051,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $23,051,000 | 1,353 |
| Issued or guaranteed by U.S. | $23,051,000 | 1,344 |
| 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) | $47,631,000 | 2,132 |
| Total debt securities | $40,528,000 | 2,812 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $34,239,000 | 3,315 |
| U.S. Government securities | $24,583,000 | 3,376 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,583,000 | 3,251 |
| Securities issued by states & political subdivisions | $204,000 | 6,240 |
| Other domestic debt securities | $2,167,000 | 1,809 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,167,000 | 1,469 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,285,000 | 475 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,583,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $24,583,000 | 1,305 |
| Issued or guaranteed by U.S. | $24,583,000 | 1,296 |
| 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) | $34,239,000 | 2,859 |
| Total debt securities | $26,954,000 | 3,891 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $36,841,000 | 3,130 |
| U.S. Government securities | $27,223,000 | 3,064 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,223,000 | 2,954 |
| Securities issued by states & political subdivisions | $209,000 | 6,232 |
| Other domestic debt securities | $2,301,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,301,000 | 1,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,108,000 | 510 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,223,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $27,223,000 | 1,223 |
| Issued or guaranteed by U.S. | $27,223,000 | 1,214 |
| 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) | $30,000 | 4,472 |
| Available-for-sale securities (fair market value) | $36,811,000 | 2,701 |
| Total debt securities | $29,733,000 | 3,604 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $42,169,000 | 2,855 |
| U.S. Government securities | $32,279,000 | 2,762 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,279,000 | 2,666 |
| Securities issued by states & political subdivisions | $208,000 | 6,304 |
| Other domestic debt securities | $2,597,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,597,000 | 1,532 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,085,000 | 497 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,142,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $7,142,000 | 2,925 |
| Issued or guaranteed by U.S. | $7,142,000 | 2,912 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $394,000 | 3,949 |
| Available-for-sale securities (fair market value) | $41,775,000 | 2,484 |
| Total debt securities | $35,084,000 | 3,253 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $49,026,000 | 2,489 |
| U.S. Government securities | $38,711,000 | 2,310 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,711,000 | 2,236 |
| Securities issued by states & political subdivisions | $207,000 | 6,345 |
| Other domestic debt securities | $3,636,000 | 1,611 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,636,000 | 1,339 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,472,000 | 563 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,492,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 4,335 |
| Issued or guaranteed by U.S. | $2,492,000 | 4,314 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $393,000 | 3,980 |
| Available-for-sale securities (fair market value) | $48,633,000 | 2,135 |
| Total debt securities | $42,554,000 | 2,712 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $44,241,000 | 2,651 |
| U.S. Government securities | $34,176,000 | 2,469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,176,000 | 2,370 |
| Securities issued by states & political subdivisions | $209,000 | 6,358 |
| Other domestic debt securities | $3,605,000 | 1,698 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,605,000 | 1,416 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,251,000 | 591 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,878,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $2,878,000 | 4,205 |
| Issued or guaranteed by U.S. | $2,878,000 | 4,190 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $348,000 | 4,055 |
| Available-for-sale securities (fair market value) | $43,893,000 | 2,303 |
| Total debt securities | $37,990,000 | 2,903 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $56,975,000 | 2,106 |
| U.S. Government securities | $40,427,000 | 2,128 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,427,000 | 2,051 |
| Securities issued by states & political subdivisions | $206,000 | 6,361 |
| Other domestic debt securities | $10,542,000 | 878 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,542,000 | 659 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,800,000 | 626 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,464,000 | 4,686 |
| Certificates of participation in pools of residential mortgages | $3,412,000 | 3,993 |
| Issued or guaranteed by U.S. | $3,412,000 | 3,978 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $52,000 | 4,164 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,974 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,525,000 | 1,735 |
| Available-for-sale securities (fair market value) | $49,450,000 | 2,029 |
| Total debt securities | $51,175,000 | 2,247 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $41,134,000 | 2,743 |
| U.S. Government securities | $30,021,000 | 2,701 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,021,000 | 2,581 |
| Securities issued by states & political subdivisions | $204,000 | 6,380 |
| Other domestic debt securities | $5,383,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,383,000 | 1,076 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,526,000 | 646 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,455,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $4,293,000 | 3,626 |
| Issued or guaranteed by U.S. | $4,293,000 | 3,615 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $162,000 | 4,013 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,841 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,776,000 | 3,127 |
| Available-for-sale securities (fair market value) | $39,358,000 | 2,420 |
| Total debt securities | $35,608,000 | 2,997 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $39,906,000 | 2,654 |
| U.S. Government securities | $26,483,000 | 2,809 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,483,000 | 2,662 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $6,973,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,973,000 | 923 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,450,000 | 564 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,162,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $7,785,000 | 2,468 |
| Issued or guaranteed by U.S. | $7,785,000 | 2,454 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,377,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $2,377,000 | 2,410 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,131,000 | 2,463 |
| Available-for-sale securities (fair market value) | $35,775,000 | 2,434 |
| Total debt securities | $33,456,000 | 3,016 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $59,112,000 | 1,858 |
| U.S. Government securities | $52,312,000 | 1,531 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,312,000 | 1,420 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $6,800,000 | 1,017 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,730,000 | 841 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,990,000 | 860 |
| Certificates of participation in pools of residential mortgages | $40,315,000 | 639 |
| Issued or guaranteed by U.S. | $40,245,000 | 633 |
| Privately issued | $70,000 | 263 |
| Collaterized mortgage obligations | $3,675,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $3,675,000 | 1,638 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,730,000 | 2,369 |
| Available-for-sale securities (fair market value) | $52,382,000 | 1,637 |
| Total debt securities | $59,112,000 | 1,781 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $48,949,000 | 2,323 |
| U.S. Government securities | $43,680,000 | 1,927 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,680,000 | 1,739 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $5,269,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $551,000 | 898 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,718,000 | 1,009 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,250,000 | 994 |
| Certificates of participation in pools of residential mortgages | $36,859,000 | 748 |
| Issued or guaranteed by U.S. | $36,308,000 | 750 |
| Privately issued | $551,000 | 170 |
| Collaterized mortgage obligations | $4,391,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $4,391,000 | 1,601 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,717,000 | 3,155 |
| Available-for-sale securities (fair market value) | $44,232,000 | 1,959 |
| Total debt securities | $48,949,000 | 2,237 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $76,335,000 | 1,544 |
| U.S. Government securities | $40,353,000 | 2,163 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,353,000 | 1,825 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $10,144,000 | 760 |
| Privately issued residential mortgage-backed securities | $1,701,000 | 604 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,443,000 | 669 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,838,000 | 221 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,054,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $35,294,000 | 823 |
| Issued or guaranteed by U.S. | $33,593,000 | 826 |
| Privately issued | $1,701,000 | 142 |
| Collaterized mortgage obligations | $6,760,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $6,760,000 | 1,401 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,444,000 | 2,581 |
| Available-for-sale securities (fair market value) | $67,891,000 | 1,303 |
| Total debt securities | $50,497,000 | 2,200 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $69,999,000 | 1,640 |
| U.S. Government securities | $46,600,000 | 1,947 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,600,000 | 1,532 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $6,452,000 | 740 |
| Privately issued residential mortgage-backed securities | $3,129,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,323,000 | 818 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,947,000 | 275 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,744,000 | 910 |
| Certificates of participation in pools of residential mortgages | $43,596,000 | 707 |
| Issued or guaranteed by U.S. | $40,467,000 | 737 |
| Privately issued | $3,129,000 | 135 |
| Collaterized mortgage obligations | $4,148,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $4,148,000 | 1,823 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,323,000 | 4,869 |
| Available-for-sale securities (fair market value) | $66,676,000 | 1,198 |
| Total debt securities | $53,052,000 | 2,113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $53,069,000 | 2,298 |
| U.S. Government securities | $34,284,000 | 2,821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,284,000 | 2,084 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $7,552,000 | 695 |
| Privately issued residential mortgage-backed securities | $4,474,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,078,000 | 850 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,160,000 | 375 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-73,000 | 980 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,814,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $30,121,000 | 986 |
| Issued or guaranteed by U.S. | $25,647,000 | 1,084 |
| Privately issued | $4,474,000 | 159 |
| Collaterized mortgage obligations | $5,693,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $5,693,000 | 1,691 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,078,000 | 5,619 |
| Available-for-sale securities (fair market value) | $49,991,000 | 1,647 |
| Total debt securities | $41,836,000 | 2,796 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $53,370,000 | 2,348 |
| U.S. Government securities | $35,539,000 | 2,827 |
| U.S. Treasury securities | $4,507,000 | 4,918 |
| U.S. Government agency obligations | $31,032,000 | 2,240 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $6,340,000 | 926 |
| Privately issued residential mortgage-backed securities | $6,246,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $94,000 | 3,583 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,396,000 | 351 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-95,000 | 1,079 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,369,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | $24,612,000 | 1,154 |
| Issued or guaranteed by U.S. | $18,366,000 | 1,392 |
| Privately issued | $6,246,000 | 155 |
| Collaterized mortgage obligations | $7,757,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $7,757,000 | 1,572 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,000 | 8,285 |
| Available-for-sale securities (fair market value) | $53,276,000 | 1,584 |
| Total debt securities | $41,879,000 | 2,935 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $71,555,000 | 1,838 |
| U.S. Government securities | $56,154,000 | 1,881 |
| U.S. Treasury securities | $11,305,000 | 3,047 |
| U.S. Government agency obligations | $44,849,000 | 1,532 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $7,530,000 | 901 |
| Privately issued residential mortgage-backed securities | $7,429,000 | 347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 3,959 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,743,000 | 448 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-128,000 | 1,197 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,275,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $41,296,000 | 801 |
| Issued or guaranteed by U.S. | $33,867,000 | 915 |
| Privately issued | $7,429,000 | 137 |
| Collaterized mortgage obligations | $5,979,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $5,979,000 | 1,961 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,288,000 | 1,544 |
| Available-for-sale securities (fair market value) | $23,267,000 | 2,444 |
| Total debt securities | $63,684,000 | 2,005 |
| 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 | $58,566,000 | 2,350 |
| U.S. Government securities | $62,266,000 | 1,766 |
| U.S. Treasury securities | $3,271,000 | 7,081 |
| U.S. Government agency obligations | $58,995,000 | 1,241 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $4,601,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $4,425,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $176,000 | 4,297 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,737,000 | 454 |
| Assets held in trading accounts for TFR Reporters | $17,235,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $-197,000 | 1,327 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,412,000 | 995 |
| Certificates of participation in pools of residential mortgages | $47,309,000 | 781 |
| Issued or guaranteed by U.S. | $42,884,000 | 807 |
| Privately issued | $4,425,000 | 229 |
| Collaterized mortgage obligations | $11,103,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $11,103,000 | 1,485 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $66,867,000 | 1,998 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $17,235,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $64,181,000 | 2,108 |
| U.S. Government securities | $55,165,000 | 1,940 |
| U.S. Treasury securities | $5,531,000 | 5,454 |
| U.S. Government agency obligations | $49,634,000 | 1,398 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $5,059,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $4,910,000 | 692 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,000 | 4,975 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,773,000 | 796 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-184,000 | 1,561 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,544,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $44,629,000 | 815 |
| Issued or guaranteed by U.S. | $39,719,000 | 860 |
| Privately issued | $4,910,000 | 247 |
| Collaterized mortgage obligations | $9,915,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $9,915,000 | 1,514 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $60,224,000 | 2,180 |
| 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 |