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Herrin Security Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $44,494,000 | 2,847 |
| U.S. Government securities | $32,873,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $32,873,000 | 2,460 |
| Securities issued by states & political subdivisions | $11,621,000 | 2,653 |
| 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 | $17,584,000 | 2,434 |
| Mortgage-backed securities | $26,622,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $23,970,000 | 1,510 |
| Issued or guaranteed by U.S. | $23,970,000 | 1,510 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,652,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $2,652,000 | 2,181 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $44,494,000 | 2,589 |
| Total debt securities | $44,494,000 | 2,822 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| 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 | $43,315,000 | 2,947 |
| U.S. Government securities | $31,751,000 | 2,637 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $31,751,000 | 2,553 |
| Securities issued by states & political subdivisions | $11,564,000 | 2,666 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,346,000 | 2,378 |
| Mortgage-backed securities | $26,399,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $23,605,000 | 1,557 |
| Issued or guaranteed by U.S. | $23,605,000 | 1,557 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,794,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $2,794,000 | 2,188 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $43,315,000 | 2,685 |
| Total debt securities | $43,314,000 | 2,923 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $42,562,000 | 3,002 |
| U.S. Government securities | $31,150,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $31,150,000 | 2,619 |
| Securities issued by states & political subdivisions | $11,412,000 | 2,703 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,013,000 | 2,415 |
| Mortgage-backed securities | $25,820,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $23,953,000 | 1,549 |
| Issued or guaranteed by U.S. | $23,953,000 | 1,548 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,867,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $1,867,000 | 2,446 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $42,562,000 | 2,738 |
| Total debt securities | $42,562,000 | 2,970 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $42,864,000 | 2,995 |
| U.S. Government securities | $31,774,000 | 2,649 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,774,000 | 2,575 |
| Securities issued by states & political subdivisions | $11,090,000 | 2,742 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,877,000 | 2,506 |
| Mortgage-backed securities | $25,979,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $24,542,000 | 1,545 |
| Issued or guaranteed by U.S. | $24,542,000 | 1,544 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,437,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $1,437,000 | 2,573 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $42,864,000 | 2,724 |
| Total debt securities | $42,864,000 | 2,963 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $41,615,000 | 3,058 |
| U.S. Government securities | $31,224,000 | 2,702 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $31,224,000 | 2,631 |
| Securities issued by states & political subdivisions | $10,391,000 | 2,849 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,361,000 | 2,350 |
| Mortgage-backed securities | $25,453,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $24,852,000 | 1,539 |
| Issued or guaranteed by U.S. | $24,852,000 | 1,535 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $601,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,999 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $41,615,000 | 2,799 |
| Total debt securities | $41,613,000 | 3,026 |
| 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 | $40,354,000 | 3,103 |
| U.S. Government securities | $29,853,000 | 2,775 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $29,853,000 | 2,711 |
| Securities issued by states & political subdivisions | $10,501,000 | 2,816 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,441,000 | 2,333 |
| Mortgage-backed securities | $23,955,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $23,300,000 | 1,602 |
| Issued or guaranteed by U.S. | $23,300,000 | 1,600 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $655,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,996 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $40,354,000 | 2,848 |
| Total debt securities | $40,353,000 | 3,072 |
| 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 | $43,407,000 | 2,980 |
| U.S. Government securities | $32,795,000 | 2,646 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $32,795,000 | 2,587 |
| Securities issued by states & political subdivisions | $10,612,000 | 2,775 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,921,000 | 2,308 |
| Mortgage-backed securities | $25,248,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $24,499,000 | 1,582 |
| Issued or guaranteed by U.S. | $24,499,000 | 1,580 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $749,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 2,983 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $43,407,000 | 2,765 |
| Total debt securities | $43,408,000 | 2,952 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $32,983,000 | 3,494 |
| U.S. Government securities | $23,764,000 | 3,162 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,764,000 | 3,096 |
| Securities issued by states & political subdivisions | $9,219,000 | 2,964 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,255,000 | 2,259 |
| Mortgage-backed securities | $18,191,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $17,386,000 | 1,947 |
| Issued or guaranteed by U.S. | $17,386,000 | 1,944 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $805,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $805,000 | 2,994 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $32,983,000 | 3,232 |
| Total debt securities | $32,983,000 | 3,461 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $40,031,000 | 3,133 |
| U.S. Government securities | $30,895,000 | 2,751 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $30,895,000 | 2,696 |
| Securities issued by states & political subdivisions | $9,136,000 | 2,947 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,235,000 | 2,204 |
| Mortgage-backed securities | $25,768,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $20,064,000 | 1,846 |
| Issued or guaranteed by U.S. | $20,064,000 | 1,845 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,704,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $5,704,000 | 1,921 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $40,031,000 | 2,903 |
| Total debt securities | $40,030,000 | 3,103 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $45,166,000 | 2,904 |
| U.S. Government securities | $36,080,000 | 2,504 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,080,000 | 2,454 |
| Securities issued by states & political subdivisions | $9,086,000 | 2,886 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,141,000 | 2,171 |
| Mortgage-backed securities | $30,413,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $22,632,000 | 1,726 |
| Issued or guaranteed by U.S. | $22,632,000 | 1,725 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,781,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $7,781,000 | 1,680 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $45,166,000 | 2,672 |
| Total debt securities | $45,167,000 | 2,880 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $46,887,000 | 2,805 |
| U.S. Government securities | $38,309,000 | 2,412 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $38,309,000 | 2,352 |
| Securities issued by states & political subdivisions | $8,578,000 | 2,886 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,015,000 | 3,930 |
| Mortgage-backed securities | $32,102,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $23,730,000 | 1,656 |
| Issued or guaranteed by U.S. | $23,730,000 | 1,654 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,372,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $8,372,000 | 1,635 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $46,887,000 | 2,566 |
| Total debt securities | $46,887,000 | 2,786 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $48,138,000 | 2,675 |
| U.S. Government securities | $39,729,000 | 2,237 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $39,729,000 | 2,183 |
| Securities issued by states & political subdivisions | $8,409,000 | 2,876 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,718,000 | 3,606 |
| Mortgage-backed securities | $32,979,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $24,631,000 | 1,520 |
| Issued or guaranteed by U.S. | $24,631,000 | 1,518 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,348,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $8,348,000 | 1,559 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $48,138,000 | 2,431 |
| Total debt securities | $48,136,000 | 2,649 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $48,893,000 | 2,570 |
| U.S. Government securities | $40,848,000 | 2,155 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $40,848,000 | 2,095 |
| Securities issued by states & political subdivisions | $8,045,000 | 2,881 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,854,000 | 3,062 |
| Mortgage-backed securities | $32,045,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $26,030,000 | 1,404 |
| Issued or guaranteed by U.S. | $26,030,000 | 1,400 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,015,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $6,015,000 | 1,777 |
| 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) | $48,893,000 | 2,336 |
| Total debt securities | $48,893,000 | 2,546 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $50,206,000 | 2,548 |
| U.S. Government securities | $42,348,000 | 2,108 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $42,348,000 | 2,048 |
| Securities issued by states & political subdivisions | $7,858,000 | 2,858 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,153,000 | 2,889 |
| Mortgage-backed securities | $33,051,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $26,597,000 | 1,356 |
| Issued or guaranteed by U.S. | $26,597,000 | 1,351 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,454,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $6,454,000 | 1,714 |
| 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) | $50,206,000 | 2,310 |
| Total debt securities | $50,205,000 | 2,520 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $47,909,000 | 2,608 |
| U.S. Government securities | $40,275,000 | 2,207 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $40,275,000 | 2,137 |
| Securities issued by states & political subdivisions | $7,634,000 | 2,852 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,881,000 | 2,806 |
| Mortgage-backed securities | $30,995,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $24,860,000 | 1,372 |
| Issued or guaranteed by U.S. | $24,860,000 | 1,366 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,135,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $6,135,000 | 1,670 |
| Privately issued | $0 | 1,299 |
| 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) | $47,909,000 | 2,359 |
| Total debt securities | $47,909,000 | 2,584 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $45,068,000 | 2,629 |
| U.S. Government securities | $38,288,000 | 2,181 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $38,288,000 | 2,107 |
| Securities issued by states & political subdivisions | $6,530,000 | 3,069 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $250,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,072,000 | 2,452 |
| Mortgage-backed securities | $28,724,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $24,280,000 | 1,363 |
| Issued or guaranteed by U.S. | $24,280,000 | 1,356 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,444,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $4,444,000 | 1,858 |
| Privately issued | $0 | 1,350 |
| 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) | $45,068,000 | 2,358 |
| Total debt securities | $44,817,000 | 2,618 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $43,266,000 | 2,689 |
| U.S. Government securities | $35,921,000 | 2,274 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $35,921,000 | 2,198 |
| Securities issued by states & political subdivisions | $7,095,000 | 2,882 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $250,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,561,000 | 2,322 |
| Mortgage-backed securities | $25,736,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $23,174,000 | 1,373 |
| Issued or guaranteed by U.S. | $23,174,000 | 1,367 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,562,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $2,562,000 | 2,180 |
| Privately issued | $0 | 1,417 |
| 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) | $43,266,000 | 2,412 |
| Total debt securities | $43,016,000 | 2,672 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $45,945,000 | 2,557 |
| U.S. Government securities | $38,774,000 | 2,177 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $38,774,000 | 2,103 |
| Securities issued by states & political subdivisions | $6,921,000 | 2,796 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $250,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,736,000 | 2,252 |
| Mortgage-backed securities | $27,083,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | $24,601,000 | 1,304 |
| Issued or guaranteed by U.S. | $24,601,000 | 1,299 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,482,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $2,482,000 | 2,125 |
| Privately issued | $0 | 1,445 |
| 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) | $45,945,000 | 2,278 |
| Total debt securities | $45,696,000 | 2,536 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $45,528,000 | 2,591 |
| U.S. Government securities | $35,899,000 | 2,364 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $35,899,000 | 2,301 |
| Securities issued by states & political subdivisions | $7,234,000 | 2,717 |
| Other domestic debt securities | $2,145,000 | 1,711 |
| Privately issued residential mortgage-backed securities | $2,145,000 | 837 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $250,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,178,000 | 2,205 |
| Mortgage-backed securities | $26,404,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $24,259,000 | 1,406 |
| Issued or guaranteed by U.S. | $24,259,000 | 1,401 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,145,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,145,000 | 801 |
| 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) | $45,528,000 | 2,309 |
| Total debt securities | $45,276,000 | 2,577 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $40,973,000 | 2,796 |
| U.S. Government securities | $34,360,000 | 2,410 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,360,000 | 2,343 |
| Securities issued by states & political subdivisions | $6,363,000 | 2,904 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $250,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,948,000 | 2,584 |
| Mortgage-backed securities | $23,456,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $21,688,000 | 1,589 |
| Issued or guaranteed by U.S. | $21,688,000 | 1,582 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,768,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $1,768,000 | 2,243 |
| Privately issued | $0 | 1,512 |
| 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) | $40,973,000 | 2,498 |
| Total debt securities | $40,723,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $43,696,000 | 2,670 |
| U.S. Government securities | $36,951,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $36,951,000 | 2,194 |
| Securities issued by states & political subdivisions | $6,745,000 | 2,833 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,247,000 | 2,642 |
| Mortgage-backed securities | $26,122,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $24,174,000 | 1,507 |
| Issued or guaranteed by U.S. | $24,174,000 | 1,500 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,948,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $1,948,000 | 2,160 |
| Privately issued | $0 | 1,566 |
| 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) | $43,696,000 | 2,361 |
| Total debt securities | $43,695,000 | 2,636 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $40,735,000 | 2,754 |
| U.S. Government securities | $35,344,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $35,344,000 | 2,235 |
| Securities issued by states & political subdivisions | $5,391,000 | 3,093 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,077,000 | 2,583 |
| Mortgage-backed securities | $26,179,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $24,039,000 | 1,550 |
| Issued or guaranteed by U.S. | $24,039,000 | 1,542 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,140,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $2,140,000 | 2,078 |
| Privately issued | $0 | 1,581 |
| 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) | $40,735,000 | 2,445 |
| Total debt securities | $40,736,000 | 2,729 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $41,231,000 | 2,717 |
| U.S. Government securities | $35,571,000 | 2,293 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $35,571,000 | 2,240 |
| Securities issued by states & political subdivisions | $5,660,000 | 2,977 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,972,000 | 1,881 |
| Mortgage-backed securities | $27,291,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $24,923,000 | 1,536 |
| Issued or guaranteed by U.S. | $24,923,000 | 1,526 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,368,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $2,368,000 | 2,021 |
| Privately issued | $0 | 1,599 |
| 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) | $41,231,000 | 2,432 |
| Total debt securities | $41,232,000 | 2,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $38,971,000 | 2,839 |
| U.S. Government securities | $32,771,000 | 2,478 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $32,771,000 | 2,426 |
| Securities issued by states & political subdivisions | $6,200,000 | 2,806 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,996,000 | 1,838 |
| Mortgage-backed securities | $26,034,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $23,482,000 | 1,578 |
| Issued or guaranteed by U.S. | $23,482,000 | 1,568 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,552,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $2,552,000 | 1,936 |
| Privately issued | $0 | 1,555 |
| 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) | $38,971,000 | 2,528 |
| Total debt securities | $38,974,000 | 2,804 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $38,708,000 | 2,806 |
| U.S. Government securities | $31,984,000 | 2,461 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,984,000 | 2,409 |
| Securities issued by states & political subdivisions | $6,724,000 | 2,673 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,285,000 | 1,987 |
| Mortgage-backed securities | $26,521,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $23,843,000 | 1,481 |
| Issued or guaranteed by U.S. | $23,843,000 | 1,470 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,678,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $2,678,000 | 1,822 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $38,708,000 | 2,473 |
| Total debt securities | $38,711,000 | 2,768 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $38,492,000 | 2,859 |
| U.S. Government securities | $28,340,000 | 2,743 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,340,000 | 2,697 |
| Securities issued by states & political subdivisions | $10,150,000 | 2,047 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,000 | 1,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,648,000 | 1,984 |
| Mortgage-backed securities | $24,311,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $22,009,000 | 1,568 |
| Issued or guaranteed by U.S. | $22,009,000 | 1,560 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,302,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $2,302,000 | 1,934 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $38,492,000 | 2,533 |
| Total debt securities | $38,490,000 | 2,822 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $41,260,000 | 2,685 |
| U.S. Government securities | $30,536,000 | 2,588 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,536,000 | 2,535 |
| Securities issued by states & political subdivisions | $10,724,000 | 1,949 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,196,000 | 1,943 |
| Mortgage-backed securities | $26,396,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $23,921,000 | 1,411 |
| Issued or guaranteed by U.S. | $23,921,000 | 1,400 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,475,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $2,475,000 | 1,872 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $41,260,000 | 2,384 |
| Total debt securities | $41,258,000 | 2,647 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $41,346,000 | 2,699 |
| U.S. Government securities | $30,079,000 | 2,663 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $30,079,000 | 2,606 |
| Securities issued by states & political subdivisions | $11,267,000 | 1,862 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,997,000 | 1,810 |
| Mortgage-backed securities | $26,081,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $23,552,000 | 1,249 |
| Issued or guaranteed by U.S. | $23,552,000 | 1,237 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,529,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $2,529,000 | 1,772 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $41,346,000 | 2,365 |
| Total debt securities | $41,345,000 | 2,662 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $43,626,000 | 2,580 |
| U.S. Government securities | $32,048,000 | 2,549 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $32,048,000 | 2,494 |
| Securities issued by states & political subdivisions | $11,578,000 | 1,787 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,568,000 | 1,999 |
| Mortgage-backed securities | $25,579,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $22,965,000 | 1,176 |
| Issued or guaranteed by U.S. | $22,965,000 | 1,170 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,614,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $2,614,000 | 1,705 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $43,626,000 | 2,251 |
| Total debt securities | $43,626,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $43,952,000 | 2,544 |
| U.S. Government securities | $32,804,000 | 2,493 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $32,804,000 | 2,421 |
| Securities issued by states & political subdivisions | $11,148,000 | 1,820 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,931,000 | 1,816 |
| Mortgage-backed securities | $26,406,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $23,708,000 | 1,136 |
| Issued or guaranteed by U.S. | $23,708,000 | 1,129 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,698,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $2,698,000 | 1,667 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $43,952,000 | 2,212 |
| Total debt securities | $43,953,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $46,113,000 | 2,466 |
| U.S. Government securities | $34,816,000 | 2,387 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $34,816,000 | 2,315 |
| Securities issued by states & political subdivisions | $11,297,000 | 1,810 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,853,000 | 1,627 |
| Mortgage-backed securities | $28,358,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $25,493,000 | 1,068 |
| Issued or guaranteed by U.S. | $25,493,000 | 1,060 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,865,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $2,865,000 | 1,620 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $46,113,000 | 2,141 |
| Total debt securities | $46,113,000 | 2,423 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $47,416,000 | 2,440 |
| U.S. Government securities | $36,038,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $36,038,000 | 2,296 |
| Securities issued by states & political subdivisions | $11,378,000 | 1,796 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,375,000 | 1,596 |
| Mortgage-backed securities | $29,582,000 | 1,341 |
| Certificates of participation in pools of residential mortgages | $26,612,000 | 1,053 |
| Issued or guaranteed by U.S. | $26,612,000 | 1,044 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,970,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $2,970,000 | 1,610 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $47,416,000 | 2,110 |
| Total debt securities | $47,415,000 | 2,391 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $48,787,000 | 2,388 |
| U.S. Government securities | $37,190,000 | 2,313 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,190,000 | 2,246 |
| Securities issued by states & political subdivisions | $11,597,000 | 1,752 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,585,000 | 1,599 |
| Mortgage-backed securities | $30,757,000 | 1,306 |
| Certificates of participation in pools of residential mortgages | $27,664,000 | 1,030 |
| Issued or guaranteed by U.S. | $27,664,000 | 1,018 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,093,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $3,093,000 | 1,573 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $48,787,000 | 2,059 |
| Total debt securities | $48,787,000 | 2,344 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $45,552,000 | 2,522 |
| U.S. Government securities | $30,739,000 | 2,701 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $30,739,000 | 2,618 |
| Securities issued by states & political subdivisions | $11,617,000 | 1,700 |
| Other domestic debt securities | $3,196,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $3,196,000 | 595 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,053,000 | 1,935 |
| Mortgage-backed securities | $31,536,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $28,340,000 | 1,019 |
| Issued or guaranteed by U.S. | $28,340,000 | 1,008 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,196,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $3,196,000 | 557 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $45,552,000 | 2,168 |
| Total debt securities | $45,552,000 | 2,476 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $48,269,000 | 2,432 |
| U.S. Government securities | $36,069,000 | 2,408 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $36,069,000 | 2,343 |
| Securities issued by states & political subdivisions | $12,200,000 | 1,627 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,786,000 | 1,750 |
| Mortgage-backed securities | $33,645,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $30,266,000 | 982 |
| Issued or guaranteed by U.S. | $30,266,000 | 973 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,379,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $3,379,000 | 1,507 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $48,269,000 | 2,088 |
| Total debt securities | $48,269,000 | 2,382 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $50,741,000 | 2,337 |
| U.S. Government securities | $38,349,000 | 2,268 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $38,349,000 | 2,199 |
| Securities issued by states & political subdivisions | $12,392,000 | 1,601 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,535,000 | 1,747 |
| Mortgage-backed securities | $35,419,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $31,871,000 | 969 |
| Issued or guaranteed by U.S. | $31,871,000 | 963 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,548,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $3,548,000 | 1,482 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $50,741,000 | 1,978 |
| Total debt securities | $50,740,000 | 2,292 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $54,389,000 | 2,168 |
| U.S. Government securities | $41,382,000 | 2,100 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $41,382,000 | 2,034 |
| Securities issued by states & political subdivisions | $13,007,000 | 1,529 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,263,000 | 1,846 |
| Mortgage-backed securities | $37,924,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | $34,118,000 | 937 |
| Issued or guaranteed by U.S. | $34,118,000 | 931 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,806,000 | 1,657 |
| CMOs issued by government agencies or sponsored agencies | $3,806,000 | 1,438 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $54,389,000 | 1,830 |
| Total debt securities | $54,390,000 | 2,122 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $499,000 | 2,543 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $57,166,000 | 2,087 |
| U.S. Government securities | $44,054,000 | 2,011 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $44,054,000 | 1,937 |
| Securities issued by states & political subdivisions | $13,112,000 | 1,512 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,502,000 | 1,635 |
| Mortgage-backed securities | $40,581,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $36,494,000 | 915 |
| Issued or guaranteed by U.S. | $36,494,000 | 908 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,087,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $4,087,000 | 1,430 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $57,166,000 | 1,765 |
| Total debt securities | $57,166,000 | 2,043 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $500,000 | 2,521 |
| 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 | $63,986,000 | 1,932 |
| U.S. Government securities | $49,287,000 | 1,857 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $49,287,000 | 1,791 |
| Securities issued by states & political subdivisions | $14,630,000 | 1,345 |
| Other domestic debt securities | $69,000 | 3,317 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,097 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,042,000 | 1,075 |
| Mortgage-backed securities | $45,946,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $40,596,000 | 862 |
| Issued or guaranteed by U.S. | $40,596,000 | 855 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,350,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $5,281,000 | 1,310 |
| Privately issued | $69,000 | 1,009 |
| 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) | $63,986,000 | 1,631 |
| Total debt securities | $63,986,000 | 1,870 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $497,000 | 2,529 |
| 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 | $73,512,000 | 1,702 |
| U.S. Government securities | $58,356,000 | 1,587 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $58,356,000 | 1,525 |
| Securities issued by states & political subdivisions | $15,076,000 | 1,309 |
| Other domestic debt securities | $80,000 | 3,364 |
| Privately issued residential mortgage-backed securities | $80,000 | 1,084 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,359,000 | 1,107 |
| Mortgage-backed securities | $54,463,000 | 966 |
| Certificates of participation in pools of residential mortgages | $48,446,000 | 769 |
| Issued or guaranteed by U.S. | $48,446,000 | 764 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,017,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $5,937,000 | 1,246 |
| Privately issued | $80,000 | 999 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $73,512,000 | 1,444 |
| Total debt securities | $73,512,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $499,000 | 2,503 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $76,992,000 | 1,629 |
| U.S. Government securities | $63,485,000 | 1,453 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $63,485,000 | 1,396 |
| Securities issued by states & political subdivisions | $13,416,000 | 1,471 |
| Other domestic debt securities | $91,000 | 3,412 |
| Privately issued residential mortgage-backed securities | $91,000 | 1,024 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,958,000 | 1,060 |
| Mortgage-backed securities | $58,584,000 | 910 |
| Certificates of participation in pools of residential mortgages | $51,784,000 | 723 |
| Issued or guaranteed by U.S. | $51,784,000 | 719 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,800,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $6,709,000 | 1,183 |
| Privately issued | $91,000 | 941 |
| 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) | $76,992,000 | 1,385 |
| Total debt securities | $76,992,000 | 1,588 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $1,001,000 | 2,039 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $79,620,000 | 1,608 |
| U.S. Government securities | $66,085,000 | 1,435 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $66,085,000 | 1,383 |
| Securities issued by states & political subdivisions | $13,426,000 | 1,455 |
| Other domestic debt securities | $109,000 | 3,442 |
| Privately issued residential mortgage-backed securities | $109,000 | 1,006 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,780,000 | 1,141 |
| Mortgage-backed securities | $60,318,000 | 896 |
| Certificates of participation in pools of residential mortgages | $52,713,000 | 726 |
| Issued or guaranteed by U.S. | $52,713,000 | 722 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,605,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $7,496,000 | 1,131 |
| Privately issued | $109,000 | 930 |
| 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) | $79,620,000 | 1,366 |
| Total debt securities | $79,620,000 | 1,561 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,145 |
| Fair value | $984,000 | 2,100 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $88,267,000 | 1,482 |
| U.S. Government securities | $73,872,000 | 1,273 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $73,872,000 | 1,225 |
| Securities issued by states & political subdivisions | $14,234,000 | 1,388 |
| Other domestic debt securities | $161,000 | 3,482 |
| Privately issued residential mortgage-backed securities | $132,000 | 1,057 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,000 | 361 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,428,000 | 1,179 |
| Mortgage-backed securities | $66,936,000 | 851 |
| Certificates of participation in pools of residential mortgages | $58,120,000 | 685 |
| Issued or guaranteed by U.S. | $58,120,000 | 679 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,816,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $8,684,000 | 1,081 |
| Privately issued | $132,000 | 972 |
| 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) | $88,267,000 | 1,267 |
| Total debt securities | $88,267,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,933 |
| Fair value | $1,001,000 | 1,923 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $77,254,000 | 1,719 |
| U.S. Government securities | $62,104,000 | 1,576 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $62,104,000 | 1,516 |
| Securities issued by states & political subdivisions | $14,842,000 | 1,332 |
| Other domestic debt securities | $308,000 | 3,294 |
| Privately issued residential mortgage-backed securities | $205,000 | 860 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $103,000 | 373 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,854,000 | 1,296 |
| Mortgage-backed securities | $55,781,000 | 987 |
| Certificates of participation in pools of residential mortgages | $47,241,000 | 818 |
| Issued or guaranteed by U.S. | $47,241,000 | 811 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,540,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $8,335,000 | 1,152 |
| Privately issued | $205,000 | 748 |
| 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) | $77,254,000 | 1,470 |
| Total debt securities | $77,254,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,788 |
| Fair value | $991,000 | 1,799 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $72,310,000 | 1,788 |
| U.S. Government securities | $56,141,000 | 1,675 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $56,141,000 | 1,621 |
| Securities issued by states & political subdivisions | $15,459,000 | 1,270 |
| Other domestic debt securities | $710,000 | 2,946 |
| Privately issued residential mortgage-backed securities | $392,000 | 837 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $318,000 | 341 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,661,000 | 1,344 |
| Mortgage-backed securities | $52,466,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $45,591,000 | 840 |
| Issued or guaranteed by U.S. | $45,591,000 | 835 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,875,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $6,483,000 | 1,322 |
| Privately issued | $392,000 | 729 |
| 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) | $72,310,000 | 1,521 |
| Total debt securities | $72,310,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $75,448,000 | 1,664 |
| U.S. Government securities | $58,149,000 | 1,557 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $58,149,000 | 1,500 |
| Securities issued by states & political subdivisions | $15,937,000 | 1,195 |
| Other domestic debt securities | $1,362,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $858,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $504,000 | 313 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,768,000 | 1,211 |
| Mortgage-backed securities | $54,897,000 | 992 |
| Certificates of participation in pools of residential mortgages | $39,645,000 | 909 |
| Issued or guaranteed by U.S. | $39,645,000 | 905 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $15,252,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $14,394,000 | 929 |
| Privately issued | $858,000 | 634 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $75,448,000 | 1,420 |
| Total debt securities | $75,448,000 | 1,611 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $82,626,000 | 1,513 |
| U.S. Government securities | $64,740,000 | 1,409 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $64,740,000 | 1,353 |
| Securities issued by states & political subdivisions | $15,929,000 | 1,142 |
| Other domestic debt securities | $1,957,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $1,225,000 | 647 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $732,000 | 296 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,156,000 | 1,163 |
| Mortgage-backed securities | $60,829,000 | 913 |
| Certificates of participation in pools of residential mortgages | $36,369,000 | 955 |
| Issued or guaranteed by U.S. | $36,369,000 | 951 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $24,460,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $23,235,000 | 701 |
| Privately issued | $1,225,000 | 575 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $82,626,000 | 1,290 |
| Total debt securities | $82,626,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $88,373,000 | 1,395 |
| U.S. Government securities | $70,078,000 | 1,282 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $70,078,000 | 1,214 |
| Securities issued by states & political subdivisions | $15,845,000 | 1,132 |
| Other domestic debt securities | $2,450,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $1,549,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $901,000 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,739,000 | 1,207 |
| Mortgage-backed securities | $65,329,000 | 837 |
| Certificates of participation in pools of residential mortgages | $29,658,000 | 1,080 |
| Issued or guaranteed by U.S. | $29,658,000 | 1,073 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $35,671,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $34,122,000 | 543 |
| Privately issued | $1,549,000 | 540 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $88,373,000 | 1,174 |
| Total debt securities | $88,373,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $67,413,000 | 1,662 |
| U.S. Government securities | $46,827,000 | 1,719 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $46,827,000 | 1,619 |
| Securities issued by states & political subdivisions | $16,070,000 | 1,059 |
| Other domestic debt securities | $4,516,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $3,441,000 | 487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,075,000 | 282 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,774,000 | 1,669 |
| Mortgage-backed securities | $43,702,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $8,992,000 | 2,251 |
| Issued or guaranteed by U.S. | $8,992,000 | 2,236 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $34,710,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $31,269,000 | 555 |
| Privately issued | $3,441,000 | 436 |
| 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) | $67,413,000 | 1,373 |
| Total debt securities | $67,413,000 | 1,615 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $58,474,000 | 1,879 |
| U.S. Government securities | $35,910,000 | 2,237 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $35,910,000 | 2,065 |
| Securities issued by states & political subdivisions | $15,256,000 | 1,069 |
| Other domestic debt securities | $6,282,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $5,179,000 | 381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,103,000 | 2,064 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,026,000 | 2,476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,874,000 | 1,323 |
| Mortgage-backed securities | $22,794,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $6,554,000 | 2,260 |
| Issued or guaranteed by U.S. | $6,554,000 | 2,246 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $16,240,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $11,061,000 | 844 |
| Privately issued | $5,179,000 | 337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $58,474,000 | 1,455 |
| Total debt securities | $57,448,000 | 1,831 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $64,097,000 | 1,780 |
| U.S. Government securities | $40,503,000 | 2,066 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $40,503,000 | 1,865 |
| Securities issued by states & political subdivisions | $16,229,000 | 1,011 |
| Other domestic debt securities | $6,393,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $5,288,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,105,000 | 1,904 |
| Foreign debt securities | NA | NA |
| Equity securities | $972,000 | 2,461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,786,000 | 1,542 |
| Mortgage-backed securities | $28,296,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $9,613,000 | 1,923 |
| Issued or guaranteed by U.S. | $9,613,000 | 1,912 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $18,683,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $13,395,000 | 820 |
| Privately issued | $5,288,000 | 345 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $64,097,000 | 1,352 |
| Total debt securities | $63,125,000 | 1,736 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $66,724,000 | 1,769 |
| U.S. Government securities | $41,250,000 | 2,108 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $41,250,000 | 1,785 |
| Securities issued by states & political subdivisions | $22,560,000 | 692 |
| Other domestic debt securities | $1,942,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $1,942,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $972,000 | 2,371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,519,000 | 1,642 |
| Mortgage-backed securities | $24,563,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $14,806,000 | 1,510 |
| Issued or guaranteed by U.S. | $14,806,000 | 1,497 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,757,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $7,815,000 | 1,291 |
| Privately issued | $1,942,000 | 488 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $66,724,000 | 1,319 |
| Total debt securities | $65,752,000 | 1,720 |
| Structured notes | ||
| Amortized cost | $598,000 | 897 |
| Fair value | $589,000 | 898 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $53,284,000 | 2,160 |
| U.S. Government securities | $40,845,000 | 2,209 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $40,845,000 | 1,724 |
| Securities issued by states & political subdivisions | $12,126,000 | 1,180 |
| Other domestic debt securities | $33,000 | 3,616 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $280,000 | 4,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,523,000 | 1,898 |
| Mortgage-backed securities | $14,041,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $12,571,000 | 1,668 |
| Issued or guaranteed by U.S. | $12,571,000 | 1,657 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,470,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $1,437,000 | 2,935 |
| Privately issued | $33,000 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $53,284,000 | 1,502 |
| Total debt securities | $53,004,000 | 2,115 |
| Structured notes | ||
| Amortized cost | $2,240,000 | 652 |
| Fair value | $2,229,000 | 645 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $57,304,000 | 2,130 |
| U.S. Government securities | $48,314,000 | 2,010 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $48,314,000 | 1,513 |
| Securities issued by states & political subdivisions | $8,442,000 | 1,733 |
| Other domestic debt securities | $175,000 | 3,504 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,902 |
| Foreign debt securities | NA | NA |
| Equity securities | $373,000 | 4,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,941,000 | 1,781 |
| Mortgage-backed securities | $23,385,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $21,117,000 | 1,276 |
| Issued or guaranteed by U.S. | $21,117,000 | 1,260 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,268,000 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $2,193,000 | 2,831 |
| Privately issued | $75,000 | 1,364 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $57,304,000 | 1,416 |
| Total debt securities | $56,931,000 | 2,064 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 838 |
| Fair value | $2,453,000 | 880 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $55,127,000 | 2,278 |
| U.S. Government securities | $45,430,000 | 2,219 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $45,430,000 | 1,555 |
| Securities issued by states & political subdivisions | $8,896,000 | 1,658 |
| Other domestic debt securities | $428,000 | 3,368 |
| Privately issued residential mortgage-backed securities | $327,000 | 1,364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 3,434 |
| Foreign debt securities | NA | NA |
| Equity securities | $373,000 | 3,842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,728,000 | 2,587 |
| Mortgage-backed securities | $31,757,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $27,050,000 | 1,085 |
| Issued or guaranteed by U.S. | $27,050,000 | 1,062 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,707,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $4,380,000 | 2,213 |
| Privately issued | $327,000 | 1,094 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $55,127,000 | 1,530 |
| Total debt securities | $54,754,000 | 2,221 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,450,000 | 2,142 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $51,201,000 | 2,568 |
| U.S. Government securities | $41,296,000 | 2,529 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $41,296,000 | 1,645 |
| Securities issued by states & political subdivisions | $8,721,000 | 1,752 |
| Other domestic debt securities | $1,175,000 | 2,601 |
| Privately issued residential mortgage-backed securities | $1,076,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 4,089 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,494,000 | 3,059 |
| Mortgage-backed securities | $37,229,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $30,775,000 | 994 |
| Issued or guaranteed by U.S. | $30,775,000 | 974 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,454,000 | 1,959 |
| CMOs issued by government agencies or sponsored agencies | $5,378,000 | 2,097 |
| Privately issued | $1,076,000 | 701 |
| 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) | $31,253,000 | 2,334 |
| Available-for-sale securities (fair market value) | $19,948,000 | 2,808 |
| Total debt securities | $51,192,000 | 2,510 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $50,539,000 | 2,737 |
| U.S. Government securities | $38,510,000 | 2,836 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $38,510,000 | 1,823 |
| Securities issued by states & political subdivisions | $7,704,000 | 2,012 |
| Other domestic debt securities | $1,869,000 | 2,479 |
| Privately issued residential mortgage-backed securities | $1,869,000 | 879 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,456,000 | 1,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,287,000 | 2,480 |
| Mortgage-backed securities | $40,076,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $31,147,000 | 1,062 |
| Issued or guaranteed by U.S. | $31,147,000 | 1,034 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,929,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $7,060,000 | 1,991 |
| Privately issued | $1,869,000 | 629 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $48,083,000 | 2,817 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $42,913,000 | 3,173 |
| U.S. Government securities | $34,024,000 | 3,160 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $34,024,000 | 1,991 |
| Securities issued by states & political subdivisions | $5,934,000 | 2,355 |
| Other domestic debt securities | $2,091,000 | 2,840 |
| Privately issued residential mortgage-backed securities | $2,091,000 | 1,170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $864,000 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,783,000 | 2,520 |
| Mortgage-backed securities | $36,115,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $23,592,000 | 1,323 |
| Issued or guaranteed by U.S. | $23,592,000 | 1,290 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $12,523,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $10,432,000 | 1,443 |
| Privately issued | $2,091,000 | 881 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $42,049,000 | 3,160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |