Home > Heritage Bank of the South > Securities
Heritage Bank of the South, Securities
| 2015-06-30 | Rank | |
| Total securities | $179,250,000 | 844 |
| U.S. Government securities | $147,139,000 | 697 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $147,139,000 | 660 |
| Securities issued by states & political subdivisions | $32,111,000 | 1,214 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,341,000 | 646 |
| Mortgage-backed securities | $142,668,000 | 498 |
| Certificates of participation in pools of residential mortgages | $83,286,000 | 510 |
| Issued or guaranteed by U.S. | $83,286,000 | 510 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $39,118,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $39,118,000 | 509 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $20,264,000 | 229 |
| Commercial mortgage pass-through securities | $18,331,000 | 132 |
| Other commercial mortgage-backed securities | $1,933,000 | 480 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $179,250,000 | 729 |
| Total debt securities | $179,250,000 | 834 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $262,856,000 | 592 |
| U.S. Government securities | $207,514,000 | 510 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $207,514,000 | 490 |
| Securities issued by states & political subdivisions | $55,342,000 | 676 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,896,000 | 398 |
| Mortgage-backed securities | $151,046,000 | 490 |
| Certificates of participation in pools of residential mortgages | $88,762,000 | 488 |
| Issued or guaranteed by U.S. | $88,762,000 | 487 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $41,711,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $41,711,000 | 499 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $20,573,000 | 223 |
| Commercial mortgage pass-through securities | $18,599,000 | 122 |
| Other commercial mortgage-backed securities | $1,974,000 | 462 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $262,856,000 | 504 |
| Total debt securities | $262,856,000 | 583 |
| Structured notes | ||
| Amortized cost | $1,929,000 | 1,108 |
| Fair value | $1,991,000 | 1,075 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $269,677,000 | 575 |
| U.S. Government securities | $213,860,000 | 499 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $213,860,000 | 477 |
| Securities issued by states & political subdivisions | $55,817,000 | 652 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,298,000 | 397 |
| Mortgage-backed securities | $156,308,000 | 475 |
| Certificates of participation in pools of residential mortgages | $92,641,000 | 474 |
| Issued or guaranteed by U.S. | $92,641,000 | 472 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $43,272,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $43,272,000 | 482 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $20,395,000 | 218 |
| Commercial mortgage pass-through securities | $18,426,000 | 125 |
| Other commercial mortgage-backed securities | $1,969,000 | 444 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $269,677,000 | 490 |
| Total debt securities | $269,677,000 | 566 |
| Structured notes | ||
| Amortized cost | $1,924,000 | 1,183 |
| Fair value | $1,962,000 | 1,145 |
| 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 | $339,188,000 | 458 |
| U.S. Government securities | $264,543,000 | 416 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $264,543,000 | 402 |
| Securities issued by states & political subdivisions | $74,645,000 | 439 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,893,000 | 350 |
| Mortgage-backed securities | $204,376,000 | 382 |
| Certificates of participation in pools of residential mortgages | $129,487,000 | 341 |
| Issued or guaranteed by U.S. | $129,487,000 | 339 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $53,787,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $53,787,000 | 431 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $21,102,000 | 207 |
| Commercial mortgage pass-through securities | $19,157,000 | 119 |
| Other commercial mortgage-backed securities | $1,945,000 | 408 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $339,188,000 | 383 |
| Total debt securities | $339,188,000 | 451 |
| Structured notes | ||
| Amortized cost | $1,918,000 | 1,287 |
| Fair value | $1,947,000 | 1,238 |
| 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 | $300,556,000 | 510 |
| U.S. Government securities | $241,358,000 | 452 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $241,358,000 | 441 |
| Securities issued by states & political subdivisions | $58,396,000 | 618 |
| Other domestic debt securities | $241,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $241,000 | 1,860 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $561,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,592,000 | 378 |
| Mortgage-backed securities | $181,146,000 | 428 |
| Certificates of participation in pools of residential mortgages | $108,475,000 | 408 |
| Issued or guaranteed by U.S. | $108,475,000 | 408 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $51,431,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $51,431,000 | 444 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $21,240,000 | 198 |
| Commercial mortgage pass-through securities | $19,275,000 | 115 |
| Other commercial mortgage-backed securities | $1,965,000 | 390 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $300,556,000 | 434 |
| Total debt securities | $299,995,000 | 503 |
| Structured notes | ||
| Amortized cost | $1,913,000 | 1,322 |
| Fair value | $1,953,000 | 1,260 |
| 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 | $305,044,000 | 509 |
| U.S. Government securities | $248,619,000 | 450 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $248,619,000 | 437 |
| Securities issued by states & political subdivisions | $55,645,000 | 658 |
| Other domestic debt securities | $222,000 | 2,393 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $222,000 | 1,917 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $558,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,905,000 | 502 |
| Mortgage-backed securities | $188,901,000 | 418 |
| Certificates of participation in pools of residential mortgages | $106,592,000 | 417 |
| Issued or guaranteed by U.S. | $106,592,000 | 417 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $61,348,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $61,348,000 | 385 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $20,961,000 | 189 |
| Commercial mortgage pass-through securities | $19,033,000 | 112 |
| Other commercial mortgage-backed securities | $1,928,000 | 376 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $305,044,000 | 433 |
| Total debt securities | $304,486,000 | 503 |
| Structured notes | ||
| Amortized cost | $1,908,000 | 1,339 |
| Fair value | $1,927,000 | 1,289 |
| 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 | $294,299,000 | 521 |
| U.S. Government securities | $242,841,000 | 456 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $242,841,000 | 440 |
| Securities issued by states & political subdivisions | $50,815,000 | 740 |
| Other domestic debt securities | $204,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $204,000 | 1,974 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $439,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,943,000 | 521 |
| Mortgage-backed securities | $182,335,000 | 429 |
| Certificates of participation in pools of residential mortgages | $97,498,000 | 457 |
| Issued or guaranteed by U.S. | $97,498,000 | 457 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $64,114,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $64,114,000 | 361 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $20,723,000 | 182 |
| Commercial mortgage pass-through securities | $18,826,000 | 105 |
| Other commercial mortgage-backed securities | $1,897,000 | 372 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $294,299,000 | 448 |
| Total debt securities | $293,860,000 | 514 |
| Structured notes | ||
| Amortized cost | $1,902,000 | 1,323 |
| Fair value | $1,892,000 | 1,265 |
| 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 | $303,634,000 | 507 |
| U.S. Government securities | $252,777,000 | 439 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $252,777,000 | 425 |
| Securities issued by states & political subdivisions | $50,367,000 | 753 |
| Other domestic debt securities | $214,000 | 2,513 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $214,000 | 2,008 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $276,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,528,000 | 523 |
| Mortgage-backed securities | $191,742,000 | 412 |
| Certificates of participation in pools of residential mortgages | $101,087,000 | 440 |
| Issued or guaranteed by U.S. | $101,087,000 | 440 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $69,553,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $69,553,000 | 341 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $21,102,000 | 174 |
| Commercial mortgage pass-through securities | $19,174,000 | 99 |
| Other commercial mortgage-backed securities | $1,928,000 | 359 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $303,634,000 | 441 |
| Total debt securities | $303,358,000 | 499 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $305,345,000 | 507 |
| U.S. Government securities | $255,214,000 | 434 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $255,214,000 | 419 |
| Securities issued by states & political subdivisions | $48,668,000 | 770 |
| Other domestic debt securities | $1,218,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,218,000 | 1,428 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $245,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,175,000 | 559 |
| Mortgage-backed securities | $195,175,000 | 409 |
| Certificates of participation in pools of residential mortgages | $98,865,000 | 459 |
| Issued or guaranteed by U.S. | $98,865,000 | 458 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $75,074,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $75,074,000 | 330 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $21,236,000 | 164 |
| Commercial mortgage pass-through securities | $19,285,000 | 92 |
| Other commercial mortgage-backed securities | $1,951,000 | 329 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $305,345,000 | 446 |
| Total debt securities | $305,100,000 | 496 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $267,306,000 | 583 |
| U.S. Government securities | $218,073,000 | 510 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $218,073,000 | 494 |
| Securities issued by states & political subdivisions | $47,979,000 | 770 |
| Other domestic debt securities | $1,083,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,083,000 | 1,463 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $171,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,575,000 | 583 |
| Mortgage-backed securities | $169,214,000 | 462 |
| Certificates of participation in pools of residential mortgages | $70,964,000 | 643 |
| Issued or guaranteed by U.S. | $70,964,000 | 642 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $76,010,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $76,010,000 | 340 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $22,240,000 | 147 |
| Commercial mortgage pass-through securities | $20,173,000 | 85 |
| Other commercial mortgage-backed securities | $2,067,000 | 259 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $267,306,000 | 524 |
| Total debt securities | $267,135,000 | 574 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,582 |
| Fair value | $1,002,000 | 1,618 |
| 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 | $221,406,000 | 690 |
| U.S. Government securities | $178,516,000 | 593 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $178,516,000 | 568 |
| Securities issued by states & political subdivisions | $41,574,000 | 866 |
| Other domestic debt securities | $1,223,000 | 1,840 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,223,000 | 1,374 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $93,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,595,000 | 655 |
| Mortgage-backed securities | $148,069,000 | 506 |
| Certificates of participation in pools of residential mortgages | $50,163,000 | 855 |
| Issued or guaranteed by U.S. | $50,163,000 | 854 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $75,206,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $75,206,000 | 354 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $22,700,000 | 127 |
| Commercial mortgage pass-through securities | $20,373,000 | 68 |
| Other commercial mortgage-backed securities | $2,327,000 | 193 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $221,406,000 | 625 |
| Total debt securities | $221,313,000 | 678 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,049 |
| Fair value | $3,006,000 | 1,033 |
| 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 | $209,287,000 | 739 |
| U.S. Government securities | $173,387,000 | 614 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $173,387,000 | 593 |
| Securities issued by states & political subdivisions | $33,621,000 | 1,066 |
| Other domestic debt securities | $2,264,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,264,000 | 1,134 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $15,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,822,000 | 613 |
| Mortgage-backed securities | $138,592,000 | 562 |
| Certificates of participation in pools of residential mortgages | $63,238,000 | 727 |
| Issued or guaranteed by U.S. | $63,238,000 | 727 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $73,634,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $73,634,000 | 383 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,720,000 | 400 |
| Commercial mortgage pass-through securities | $1,055,000 | 316 |
| Other commercial mortgage-backed securities | $665,000 | 253 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $209,287,000 | 663 |
| Total debt securities | $209,272,000 | 725 |
| Structured notes | ||
| Amortized cost | $6,996,000 | 605 |
| Fair value | $7,019,000 | 589 |
| 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 | $227,984,000 | 679 |
| U.S. Government securities | $174,751,000 | 625 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $174,751,000 | 605 |
| Securities issued by states & political subdivisions | $51,091,000 | 634 |
| Other domestic debt securities | $2,111,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,111,000 | 1,162 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $31,000 | 1,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,337,000 | 632 |
| Mortgage-backed securities | $132,610,000 | 586 |
| Certificates of participation in pools of residential mortgages | $57,269,000 | 812 |
| Issued or guaranteed by U.S. | $57,269,000 | 812 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $72,573,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $72,573,000 | 389 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $2,768,000 | 330 |
| Commercial mortgage pass-through securities | $2,080,000 | 226 |
| Other commercial mortgage-backed securities | $688,000 | 236 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $227,984,000 | 614 |
| Total debt securities | $227,953,000 | 664 |
| Structured notes | ||
| Amortized cost | $10,493,000 | 471 |
| Fair value | $10,515,000 | 471 |
| 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 | $264,535,000 | 607 |
| U.S. Government securities | $210,863,000 | 531 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $210,863,000 | 512 |
| Securities issued by states & political subdivisions | $51,534,000 | 588 |
| Other domestic debt securities | $2,093,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,093,000 | 1,147 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $45,000 | 1,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,160,000 | 911 |
| Mortgage-backed securities | $154,555,000 | 536 |
| Certificates of participation in pools of residential mortgages | $60,557,000 | 776 |
| Issued or guaranteed by U.S. | $60,557,000 | 776 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $91,996,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $91,996,000 | 353 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $2,002,000 | 335 |
| Commercial mortgage pass-through securities | $1,035,000 | 257 |
| Other commercial mortgage-backed securities | $967,000 | 202 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $264,535,000 | 542 |
| Total debt securities | $264,490,000 | 599 |
| Structured notes | ||
| Amortized cost | $20,488,000 | 283 |
| Fair value | $20,456,000 | 282 |
| 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 | $259,017,000 | 590 |
| U.S. Government securities | $208,700,000 | 519 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $208,700,000 | 502 |
| Securities issued by states & political subdivisions | $48,204,000 | 630 |
| Other domestic debt securities | $2,047,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,047,000 | 1,101 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $66,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,327,000 | 609 |
| Mortgage-backed securities | $149,368,000 | 529 |
| Certificates of participation in pools of residential mortgages | $51,701,000 | 840 |
| Issued or guaranteed by U.S. | $51,701,000 | 838 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $96,677,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $96,677,000 | 317 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $990,000 | 349 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $990,000 | 165 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $259,017,000 | 525 |
| Total debt securities | $258,951,000 | 578 |
| Structured notes | ||
| Amortized cost | $25,444,000 | 205 |
| Fair value | $25,553,000 | 206 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $218,384,000 | 670 |
| U.S. Government securities | $182,090,000 | 581 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $182,090,000 | 560 |
| Securities issued by states & political subdivisions | $34,154,000 | 893 |
| Other domestic debt securities | $2,125,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,125,000 | 1,046 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $15,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,712,000 | 632 |
| Mortgage-backed securities | $130,104,000 | 594 |
| Certificates of participation in pools of residential mortgages | $40,808,000 | 996 |
| Issued or guaranteed by U.S. | $40,808,000 | 994 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $89,296,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $89,296,000 | 338 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $218,384,000 | 594 |
| Total debt securities | $218,369,000 | 660 |
| Structured notes | ||
| Amortized cost | $22,433,000 | 232 |
| Fair value | $22,552,000 | 230 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $186,867,000 | 790 |
| U.S. Government securities | $163,850,000 | 651 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $163,850,000 | 633 |
| Securities issued by states & political subdivisions | $20,490,000 | 1,469 |
| Other domestic debt securities | $2,377,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,377,000 | 938 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $150,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,552,000 | 747 |
| Mortgage-backed securities | $117,453,000 | 632 |
| Certificates of participation in pools of residential mortgages | $50,277,000 | 828 |
| Issued or guaranteed by U.S. | $50,277,000 | 825 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $67,176,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $67,176,000 | 396 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $186,867,000 | 694 |
| Total debt securities | $186,717,000 | 781 |
| Structured notes | ||
| Amortized cost | $17,799,000 | 391 |
| Fair value | $17,798,000 | 390 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $220,313,000 | 665 |
| U.S. Government securities | $195,432,000 | 533 |
| U.S. Treasury securities | $4,000,000 | 564 |
| U.S. Government agency obligations | $191,432,000 | 521 |
| Securities issued by states & political subdivisions | $20,354,000 | 1,422 |
| Other domestic debt securities | $4,442,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $2,545,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,897,000 | 1,085 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $85,000 | 1,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,080,000 | 680 |
| Mortgage-backed securities | $122,233,000 | 589 |
| Certificates of participation in pools of residential mortgages | $52,237,000 | 761 |
| Issued or guaranteed by U.S. | $52,237,000 | 757 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $69,996,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $67,451,000 | 387 |
| Privately issued | $2,545,000 | 598 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $220,313,000 | 585 |
| Total debt securities | $220,228,000 | 654 |
| Structured notes | ||
| Amortized cost | $32,857,000 | 193 |
| Fair value | $32,629,000 | 193 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $212,912,000 | 667 |
| U.S. Government securities | $189,369,000 | 531 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $189,369,000 | 510 |
| Securities issued by states & political subdivisions | $19,160,000 | 1,481 |
| Other domestic debt securities | $4,352,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $2,808,000 | 640 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,544,000 | 1,157 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $31,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,799,000 | 789 |
| Mortgage-backed securities | $128,144,000 | 540 |
| Certificates of participation in pools of residential mortgages | $54,416,000 | 702 |
| Issued or guaranteed by U.S. | $54,416,000 | 697 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $73,728,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $70,920,000 | 352 |
| Privately issued | $2,808,000 | 611 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $212,912,000 | 587 |
| Total debt securities | $212,881,000 | 655 |
| Structured notes | ||
| Amortized cost | $30,056,000 | 186 |
| Fair value | $29,913,000 | 185 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $161,317,000 | 840 |
| U.S. Government securities | $135,234,000 | 720 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $135,234,000 | 684 |
| Securities issued by states & political subdivisions | $21,102,000 | 1,312 |
| Other domestic debt securities | $4,959,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $3,350,000 | 663 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,609,000 | 1,140 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $22,000 | 1,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,985,000 | 797 |
| Mortgage-backed securities | $93,874,000 | 686 |
| Certificates of participation in pools of residential mortgages | $33,068,000 | 1,048 |
| Issued or guaranteed by U.S. | $33,068,000 | 1,038 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $60,806,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $57,456,000 | 411 |
| Privately issued | $3,350,000 | 632 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $161,317,000 | 734 |
| Total debt securities | $161,295,000 | 832 |
| Structured notes | ||
| Amortized cost | $22,767,000 | 240 |
| Fair value | $22,970,000 | 240 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $155,922,000 | 858 |
| U.S. Government securities | $130,542,000 | 741 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $130,542,000 | 706 |
| Securities issued by states & political subdivisions | $20,118,000 | 1,285 |
| Other domestic debt securities | $5,237,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $3,640,000 | 677 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,597,000 | 1,091 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $25,000 | 1,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,556,000 | 995 |
| Mortgage-backed securities | $95,640,000 | 666 |
| Certificates of participation in pools of residential mortgages | $31,035,000 | 1,094 |
| Issued or guaranteed by U.S. | $31,035,000 | 1,087 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $64,605,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $60,965,000 | 376 |
| Privately issued | $3,640,000 | 648 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $155,922,000 | 760 |
| Total debt securities | $155,897,000 | 843 |
| Structured notes | ||
| Amortized cost | $31,392,000 | 175 |
| Fair value | $31,148,000 | 178 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $115,097,000 | 1,160 |
| U.S. Government securities | $82,077,000 | 1,145 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $82,077,000 | 1,104 |
| Securities issued by states & political subdivisions | $27,385,000 | 895 |
| Other domestic debt securities | $5,262,000 | 1,158 |
| Privately issued residential mortgage-backed securities | $3,672,000 | 697 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,590,000 | 1,117 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $373,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,649,000 | 1,117 |
| Mortgage-backed securities | $62,746,000 | 958 |
| Certificates of participation in pools of residential mortgages | $16,707,000 | 1,844 |
| Issued or guaranteed by U.S. | $16,707,000 | 1,841 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $46,039,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $42,367,000 | 484 |
| Privately issued | $3,672,000 | 669 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $115,097,000 | 1,019 |
| Total debt securities | $114,724,000 | 1,148 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 688 |
| Fair value | $7,183,000 | 715 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $120,125,000 | 1,077 |
| U.S. Government securities | $84,997,000 | 1,065 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $84,997,000 | 1,032 |
| Securities issued by states & political subdivisions | $29,123,000 | 823 |
| Other domestic debt securities | $5,640,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $3,875,000 | 709 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,765,000 | 1,123 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $365,000 | 954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,814,000 | 1,158 |
| Mortgage-backed securities | $58,410,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $20,480,000 | 1,655 |
| Issued or guaranteed by U.S. | $20,480,000 | 1,650 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $37,930,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $34,055,000 | 531 |
| Privately issued | $3,875,000 | 681 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $120,125,000 | 934 |
| Total debt securities | $119,760,000 | 1,064 |
| Structured notes | ||
| Amortized cost | $10,498,000 | 405 |
| Fair value | $10,130,000 | 413 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $100,936,000 | 1,264 |
| U.S. Government securities | $66,768,000 | 1,317 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $66,768,000 | 1,278 |
| Securities issued by states & political subdivisions | $28,600,000 | 843 |
| Other domestic debt securities | $5,449,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $3,728,000 | 773 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,721,000 | 1,206 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $119,000 | 1,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,658,000 | 1,098 |
| Mortgage-backed securities | $49,296,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $17,490,000 | 1,910 |
| Issued or guaranteed by U.S. | $17,490,000 | 1,902 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $31,806,000 | 692 |
| CMOs issued by government agencies or sponsored agencies | $28,078,000 | 588 |
| Privately issued | $3,728,000 | 740 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $100,936,000 | 1,109 |
| Total debt securities | $100,817,000 | 1,243 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 583 |
| Fair value | $4,716,000 | 606 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $113,869,000 | 1,099 |
| U.S. Government securities | $73,192,000 | 1,178 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $73,192,000 | 1,142 |
| Securities issued by states & political subdivisions | $28,614,000 | 801 |
| Other domestic debt securities | $12,035,000 | 811 |
| Privately issued residential mortgage-backed securities | $3,977,000 | 774 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $6,365,000 | 90 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,693,000 | 1,230 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $28,000 | 1,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,559,000 | 991 |
| Mortgage-backed securities | $57,785,000 | 1,071 |
| Certificates of participation in pools of residential mortgages | $19,762,000 | 1,778 |
| Issued or guaranteed by U.S. | $19,762,000 | 1,770 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $38,023,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $34,046,000 | 484 |
| Privately issued | $3,977,000 | 743 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $113,869,000 | 948 |
| Total debt securities | $113,841,000 | 1,082 |
| Structured notes | ||
| Amortized cost | $2,424,000 | 683 |
| Fair value | $2,083,000 | 729 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $124,854,000 | 1,008 |
| U.S. Government securities | $86,563,000 | 998 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $86,563,000 | 970 |
| Securities issued by states & political subdivisions | $27,802,000 | 782 |
| Other domestic debt securities | $10,463,000 | 845 |
| Privately issued residential mortgage-backed securities | $4,138,000 | 762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,721,000 | 125 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,604,000 | 1,269 |
| Foreign debt securities | $26,000 | 165 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,834,000 | 1,019 |
| Mortgage-backed securities | $71,546,000 | 896 |
| Certificates of participation in pools of residential mortgages | $21,942,000 | 1,690 |
| Issued or guaranteed by U.S. | $21,942,000 | 1,679 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $49,604,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $45,466,000 | 371 |
| Privately issued | $4,138,000 | 732 |
| 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) | $124,854,000 | 865 |
| Total debt securities | $124,854,000 | 990 |
| Structured notes | ||
| Amortized cost | $2,442,000 | 525 |
| Fair value | $2,005,000 | 596 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $111,524,000 | 1,092 |
| U.S. Government securities | $77,786,000 | 1,102 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $77,786,000 | 1,076 |
| Securities issued by states & political subdivisions | $27,511,000 | 776 |
| Other domestic debt securities | $6,206,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $4,480,000 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,726,000 | 1,212 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $21,000 | 1,479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,132,000 | 920 |
| Mortgage-backed securities | $62,609,000 | 975 |
| Certificates of participation in pools of residential mortgages | $22,785,000 | 1,615 |
| Issued or guaranteed by U.S. | $22,785,000 | 1,605 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $39,824,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $35,344,000 | 446 |
| Privately issued | $4,480,000 | 686 |
| 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) | $111,524,000 | 942 |
| Total debt securities | $111,503,000 | 1,074 |
| Structured notes | ||
| Amortized cost | $3,952,000 | 369 |
| Fair value | $3,667,000 | 382 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $110,809,000 | 1,072 |
| U.S. Government securities | $79,606,000 | 1,040 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $79,606,000 | 1,017 |
| Securities issued by states & political subdivisions | $24,594,000 | 866 |
| Other domestic debt securities | $6,509,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $4,382,000 | 729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,127,000 | 1,066 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $100,000 | 1,365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,666,000 | 1,248 |
| Mortgage-backed securities | $64,978,000 | 915 |
| Certificates of participation in pools of residential mortgages | $26,216,000 | 1,355 |
| Issued or guaranteed by U.S. | $26,216,000 | 1,343 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $38,762,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $34,380,000 | 416 |
| Privately issued | $4,382,000 | 699 |
| 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) | $110,809,000 | 923 |
| Total debt securities | $110,709,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $3,958,000 | 340 |
| Fair value | $3,651,000 | 358 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $110,967,000 | 1,090 |
| U.S. Government securities | $75,542,000 | 1,100 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $75,542,000 | 1,074 |
| Securities issued by states & political subdivisions | $26,904,000 | 790 |
| Other domestic debt securities | $7,268,000 | 1,020 |
| Privately issued residential mortgage-backed securities | $4,583,000 | 718 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,685,000 | 1,015 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,253,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,828,000 | 949 |
| Mortgage-backed securities | $60,964,000 | 967 |
| Certificates of participation in pools of residential mortgages | $24,306,000 | 1,448 |
| Issued or guaranteed by U.S. | $24,306,000 | 1,438 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $36,658,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $32,075,000 | 433 |
| Privately issued | $4,583,000 | 684 |
| 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) | $110,967,000 | 948 |
| Total debt securities | $109,714,000 | 1,078 |
| Structured notes | ||
| Amortized cost | $3,967,000 | 365 |
| Fair value | $3,806,000 | 373 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $122,227,000 | 1,008 |
| U.S. Government securities | $80,783,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $80,783,000 | 1,007 |
| Securities issued by states & political subdivisions | $32,476,000 | 630 |
| Other domestic debt securities | $7,739,000 | 969 |
| Privately issued residential mortgage-backed securities | $5,051,000 | 658 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,688,000 | 987 |
| Foreign debt securities | $1,229,000 | 69 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,158,000 | 1,035 |
| Mortgage-backed securities | $67,179,000 | 847 |
| Certificates of participation in pools of residential mortgages | $31,443,000 | 1,120 |
| Issued or guaranteed by U.S. | $31,443,000 | 1,109 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,736,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $30,685,000 | 440 |
| Privately issued | $5,051,000 | 622 |
| 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) | $122,227,000 | 881 |
| Total debt securities | $122,227,000 | 984 |
| Structured notes | ||
| Amortized cost | $3,980,000 | 386 |
| Fair value | $3,919,000 | 395 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $101,140,000 | 1,193 |
| U.S. Government securities | $65,467,000 | 1,288 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $65,467,000 | 1,263 |
| Securities issued by states & political subdivisions | $31,401,000 | 633 |
| Other domestic debt securities | $3,058,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $245,000 | 1,264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,813,000 | 915 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,214,000 | 922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,387,000 | 1,973 |
| Mortgage-backed securities | $52,228,000 | 942 |
| Certificates of participation in pools of residential mortgages | $18,695,000 | 1,466 |
| Issued or guaranteed by U.S. | $18,695,000 | 1,457 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $33,533,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $33,288,000 | 400 |
| Privately issued | $245,000 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $101,140,000 | 1,045 |
| Total debt securities | $99,926,000 | 1,176 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 801 |
| Fair value | $2,946,000 | 829 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $108,305,000 | 1,112 |
| U.S. Government securities | $68,286,000 | 1,260 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $68,286,000 | 1,232 |
| Securities issued by states & political subdivisions | $29,203,000 | 673 |
| Other domestic debt securities | $3,141,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $253,000 | 1,219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,888,000 | 882 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $7,675,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,580,000 | 2,843 |
| Mortgage-backed securities | $34,291,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $15,805,000 | 1,562 |
| Issued or guaranteed by U.S. | $15,805,000 | 1,553 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $18,486,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $18,233,000 | 571 |
| Privately issued | $253,000 | 1,157 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $108,305,000 | 973 |
| Total debt securities | $100,630,000 | 1,176 |
| Structured notes | ||
| Amortized cost | $3,011,000 | 923 |
| Fair value | $2,875,000 | 999 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $101,315,000 | 1,201 |
| U.S. Government securities | $64,142,000 | 1,338 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $64,142,000 | 1,308 |
| Securities issued by states & political subdivisions | $27,773,000 | 705 |
| Other domestic debt securities | $3,207,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $267,000 | 1,172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,940,000 | 835 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $6,193,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,814,000 | 3,123 |
| Mortgage-backed securities | $27,497,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $12,724,000 | 1,783 |
| Issued or guaranteed by U.S. | $12,724,000 | 1,777 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,773,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $14,506,000 | 659 |
| Privately issued | $267,000 | 1,104 |
| 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) | $101,315,000 | 1,040 |
| Total debt securities | $95,122,000 | 1,245 |
| Structured notes | ||
| Amortized cost | $4,031,000 | 767 |
| Fair value | $3,969,000 | 777 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $97,650,000 | 1,239 |
| U.S. Government securities | $60,093,000 | 1,428 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $60,093,000 | 1,398 |
| Securities issued by states & political subdivisions | $28,078,000 | 690 |
| Other domestic debt securities | $3,239,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $289,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,950,000 | 848 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $6,240,000 | 394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,894,000 | 3,117 |
| Mortgage-backed securities | $27,646,000 | 1,393 |
| Certificates of participation in pools of residential mortgages | $12,036,000 | 1,846 |
| Issued or guaranteed by U.S. | $12,036,000 | 1,839 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,610,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $15,321,000 | 639 |
| Privately issued | $289,000 | 1,055 |
| 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) | $97,650,000 | 1,076 |
| Total debt securities | $91,410,000 | 1,279 |
| Structured notes | ||
| Amortized cost | $4,065,000 | 811 |
| Fair value | $4,025,000 | 812 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $76,978,000 | 1,576 |
| U.S. Government securities | $51,636,000 | 1,704 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $51,636,000 | 1,661 |
| Securities issued by states & political subdivisions | $15,849,000 | 1,315 |
| Other domestic debt securities | $3,246,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $305,000 | 1,098 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,941,000 | 877 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $6,247,000 | 405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,336,000 | 3,049 |
| Mortgage-backed securities | $24,002,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $8,023,000 | 2,363 |
| Issued or guaranteed by U.S. | $8,023,000 | 2,350 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $15,979,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $15,674,000 | 645 |
| Privately issued | $305,000 | 1,034 |
| 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) | $76,978,000 | 1,374 |
| Total debt securities | $70,731,000 | 1,650 |
| Structured notes | ||
| Amortized cost | $3,591,000 | 986 |
| Fair value | $3,535,000 | 990 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $49,798,000 | 2,350 |
| U.S. Government securities | $35,374,000 | 2,407 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $35,374,000 | 2,339 |
| Securities issued by states & political subdivisions | $3,509,000 | 3,576 |
| Other domestic debt securities | $3,225,000 | 1,245 |
| Privately issued residential mortgage-backed securities | $324,000 | 1,071 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,901,000 | 879 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $7,690,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,442,000 | 3,023 |
| Mortgage-backed securities | $23,330,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $8,413,000 | 2,319 |
| Issued or guaranteed by U.S. | $8,413,000 | 2,304 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $14,917,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $14,593,000 | 664 |
| Privately issued | $324,000 | 998 |
| 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) | $49,798,000 | 2,024 |
| Total debt securities | $42,108,000 | 2,662 |
| Structured notes | ||
| Amortized cost | $4,610,000 | 865 |
| Fair value | $4,538,000 | 865 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $53,264,000 | 2,200 |
| U.S. Government securities | $36,642,000 | 2,336 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $36,642,000 | 2,267 |
| Securities issued by states & political subdivisions | $5,822,000 | 2,845 |
| Other domestic debt securities | $3,160,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $332,000 | 1,057 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,828,000 | 898 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,640,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,420,000 | 3,335 |
| Mortgage-backed securities | $23,816,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $8,707,000 | 2,282 |
| Issued or guaranteed by U.S. | $8,707,000 | 2,272 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $15,109,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $14,777,000 | 662 |
| Privately issued | $332,000 | 989 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $53,264,000 | 1,874 |
| Total debt securities | $45,621,000 | 2,471 |
| Structured notes | ||
| Amortized cost | $4,646,000 | 921 |
| Fair value | $4,509,000 | 923 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $55,033,000 | 2,161 |
| U.S. Government securities | $38,286,000 | 2,286 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $38,286,000 | 2,212 |
| Securities issued by states & political subdivisions | $5,921,000 | 2,802 |
| Other domestic debt securities | $3,178,000 | 1,280 |
| Privately issued residential mortgage-backed securities | $353,000 | 1,030 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,825,000 | 929 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $7,648,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,118,000 | 3,374 |
| Mortgage-backed securities | $25,272,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $9,308,000 | 2,251 |
| Issued or guaranteed by U.S. | $9,308,000 | 2,241 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,964,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $15,611,000 | 646 |
| Privately issued | $353,000 | 964 |
| 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) | $55,033,000 | 1,844 |
| Total debt securities | $47,384,000 | 2,430 |
| Structured notes | ||
| Amortized cost | $4,690,000 | 933 |
| Fair value | $4,581,000 | 934 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $55,216,000 | 2,182 |
| U.S. Government securities | $38,462,000 | 2,260 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $38,462,000 | 2,189 |
| Securities issued by states & political subdivisions | $5,923,000 | 2,797 |
| Other domestic debt securities | $3,166,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $380,000 | 979 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,786,000 | 988 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,665,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,674,000 | 3,268 |
| Mortgage-backed securities | $25,412,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $9,760,000 | 2,193 |
| Issued or guaranteed by U.S. | $9,760,000 | 2,182 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $15,652,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $15,272,000 | 650 |
| Privately issued | $380,000 | 912 |
| 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) | $55,216,000 | 1,836 |
| Total debt securities | $47,548,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $4,723,000 | 934 |
| Fair value | $4,612,000 | 938 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $55,657,000 | 2,128 |
| U.S. Government securities | $38,704,000 | 2,241 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $38,704,000 | 2,170 |
| Securities issued by states & political subdivisions | $5,959,000 | 2,764 |
| Other domestic debt securities | $3,303,000 | 1,311 |
| Privately issued residential mortgage-backed securities | $417,000 | 959 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,886,000 | 1,012 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,691,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,429,000 | 3,494 |
| Mortgage-backed securities | $27,509,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | $10,617,000 | 2,118 |
| Issued or guaranteed by U.S. | $10,617,000 | 2,107 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,892,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $16,475,000 | 630 |
| Privately issued | $417,000 | 893 |
| 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) | $55,657,000 | 1,791 |
| Total debt securities | $47,969,000 | 2,385 |
| Structured notes | ||
| Amortized cost | $4,778,000 | 909 |
| Fair value | $4,717,000 | 907 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $54,313,000 | 2,190 |
| U.S. Government securities | $37,204,000 | 2,337 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $37,204,000 | 2,260 |
| Securities issued by states & political subdivisions | $5,994,000 | 2,730 |
| Other domestic debt securities | $3,384,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $470,000 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,914,000 | 1,050 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,731,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,970,000 | 3,569 |
| Mortgage-backed securities | $25,900,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $9,576,000 | 2,327 |
| Issued or guaranteed by U.S. | $9,576,000 | 2,316 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,324,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $15,854,000 | 666 |
| Privately issued | $470,000 | 846 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $54,313,000 | 1,833 |
| Total debt securities | $46,582,000 | 2,464 |
| Structured notes | ||
| Amortized cost | $4,848,000 | 890 |
| Fair value | $4,814,000 | 888 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $66,728,000 | 1,845 |
| U.S. Government securities | $42,283,000 | 2,127 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $42,283,000 | 2,047 |
| Securities issued by states & political subdivisions | $8,260,000 | 2,222 |
| Other domestic debt securities | $8,446,000 | 854 |
| Privately issued residential mortgage-backed securities | $507,000 | 888 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,939,000 | 608 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $7,739,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,966,000 | 3,579 |
| Mortgage-backed securities | $24,177,000 | 1,694 |
| Certificates of participation in pools of residential mortgages | $10,210,000 | 2,299 |
| Issued or guaranteed by U.S. | $10,210,000 | 2,289 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,967,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $13,460,000 | 772 |
| Privately issued | $507,000 | 822 |
| 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) | $66,728,000 | 1,563 |
| Total debt securities | $58,989,000 | 2,031 |
| Structured notes | ||
| Amortized cost | $4,918,000 | 893 |
| Fair value | $4,800,000 | 892 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $55,257,000 | 2,224 |
| U.S. Government securities | $36,047,000 | 2,456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,047,000 | 2,359 |
| Securities issued by states & political subdivisions | $7,804,000 | 2,354 |
| Other domestic debt securities | $3,617,000 | 1,352 |
| Privately issued residential mortgage-backed securities | $557,000 | 856 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,060,000 | 1,113 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,789,000 | 400 |
| 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 | $26,198,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $11,094,000 | 2,224 |
| Issued or guaranteed by U.S. | $11,094,000 | 2,215 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $15,104,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $14,547,000 | 743 |
| Privately issued | $557,000 | 792 |
| 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) | $557,000 | 3,540 |
| Available-for-sale securities (fair market value) | $54,700,000 | 1,877 |
| Total debt securities | $47,468,000 | 2,466 |
| 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 | $47,110,000 | 2,528 |
| U.S. Government securities | $28,410,000 | 2,966 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,410,000 | 2,849 |
| Securities issued by states & political subdivisions | $7,806,000 | 2,365 |
| Other domestic debt securities | $3,080,000 | 1,489 |
| 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 | $3,080,000 | 1,160 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,814,000 | 421 |
| 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 | $22,269,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $10,475,000 | 2,308 |
| Issued or guaranteed by U.S. | $10,475,000 | 2,298 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,794,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $11,794,000 | 876 |
| 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) | $47,110,000 | 2,155 |
| Total debt securities | $39,296,000 | 2,874 |
| 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 | $54,054,000 | 2,277 |
| U.S. Government securities | $33,520,000 | 2,616 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,520,000 | 2,516 |
| Securities issued by states & political subdivisions | $9,715,000 | 1,969 |
| Other domestic debt securities | $2,997,000 | 1,577 |
| 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 | $2,997,000 | 1,249 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,822,000 | 447 |
| 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 | $26,212,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $12,909,000 | 2,062 |
| Issued or guaranteed by U.S. | $12,909,000 | 2,054 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,303,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $13,303,000 | 816 |
| 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) | $54,054,000 | 1,932 |
| Total debt securities | $46,232,000 | 2,564 |
| 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 | $52,111,000 | 2,353 |
| U.S. Government securities | $33,202,000 | 2,607 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,202,000 | 2,520 |
| Securities issued by states & political subdivisions | $8,929,000 | 2,157 |
| Other domestic debt securities | $1,980,000 | 2,007 |
| 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 | $1,980,000 | 1,668 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000,000 | 481 |
| 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 | $26,481,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $10,979,000 | 2,280 |
| Issued or guaranteed by U.S. | $10,979,000 | 2,270 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $15,502,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $15,502,000 | 759 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $52,111,000 | 2,004 |
| Total debt securities | $44,111,000 | 2,665 |
| 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 | $47,482,000 | 2,591 |
| U.S. Government securities | $32,475,000 | 2,749 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,475,000 | 2,654 |
| Securities issued by states & political subdivisions | $6,110,000 | 2,769 |
| Other domestic debt securities | $1,000,000 | 2,594 |
| 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 | $1,000,000 | 2,295 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,897,000 | 461 |
| 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 | $24,480,000 | 1,780 |
| Certificates of participation in pools of residential mortgages | $8,478,000 | 2,669 |
| Issued or guaranteed by U.S. | $8,478,000 | 2,657 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $16,002,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $16,002,000 | 802 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $47,482,000 | 2,221 |
| Total debt securities | $39,585,000 | 2,938 |
| 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 | $46,280,000 | 2,603 |
| U.S. Government securities | $33,176,000 | 2,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,176,000 | 2,538 |
| Securities issued by states & political subdivisions | $4,158,000 | 3,374 |
| Other domestic debt securities | $1,000,000 | 2,711 |
| 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 | $1,000,000 | 2,415 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,946,000 | 503 |
| 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 | $25,235,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $8,362,000 | 2,664 |
| Issued or guaranteed by U.S. | $8,362,000 | 2,654 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $16,873,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $16,873,000 | 794 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $46,280,000 | 2,230 |
| Total debt securities | $38,334,000 | 2,960 |
| 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 | $36,775,000 | 3,075 |
| U.S. Government securities | $24,508,000 | 3,211 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,508,000 | 3,075 |
| Securities issued by states & political subdivisions | $4,296,000 | 3,288 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,971,000 | 505 |
| 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 | $18,380,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $7,052,000 | 2,922 |
| Issued or guaranteed by U.S. | $7,052,000 | 2,909 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $11,328,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $11,328,000 | 1,049 |
| 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) | $324,000 | 4,080 |
| Available-for-sale securities (fair market value) | $36,451,000 | 2,654 |
| Total debt securities | $28,804,000 | 3,571 |
| 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 | $30,076,000 | 3,506 |
| U.S. Government securities | $19,578,000 | 3,756 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,578,000 | 3,594 |
| Securities issued by states & political subdivisions | $6,036,000 | 2,647 |
| Other domestic debt securities | $1,471,000 | 2,479 |
| 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 | $1,471,000 | 2,166 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,991,000 | 920 |
| 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 | $15,490,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $8,682,000 | 2,581 |
| Issued or guaranteed by U.S. | $8,682,000 | 2,565 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,808,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $6,808,000 | 1,447 |
| 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) | $2,990,000 | 2,601 |
| Available-for-sale securities (fair market value) | $27,086,000 | 3,278 |
| Total debt securities | $27,085,000 | 3,722 |
| 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 | $33,226,000 | 3,243 |
| U.S. Government securities | $21,905,000 | 3,453 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,905,000 | 3,301 |
| Securities issued by states & political subdivisions | $6,818,000 | 2,433 |
| Other domestic debt securities | $1,503,000 | 2,488 |
| 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 | $1,503,000 | 2,177 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000,000 | 920 |
| 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 | $16,905,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $11,738,000 | 2,123 |
| Issued or guaranteed by U.S. | $11,738,000 | 2,112 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,167,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $5,167,000 | 1,700 |
| 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) | $93,000 | 4,612 |
| Available-for-sale securities (fair market value) | $33,133,000 | 2,782 |
| Total debt securities | $30,226,000 | 3,439 |
| 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 | $34,374,000 | 3,022 |
| U.S. Government securities | $27,955,000 | 2,687 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,955,000 | 2,549 |
| Securities issued by states & political subdivisions | $6,419,000 | 2,432 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $15,951,000 | 2,163 |
| Certificates of participation in pools of residential mortgages | $15,756,000 | 1,564 |
| Issued or guaranteed by U.S. | $15,756,000 | 1,554 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $195,000 | 4,126 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 3,942 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $34,374,000 | 2,518 |
| Total debt securities | $34,374,000 | 2,956 |
| 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 |