Home > Highland Community Bank > Securities
Highland Community Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $19,501,000 | 4,322 |
| U.S. Government securities | $19,501,000 | 3,385 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $19,501,000 | 3,274 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,052,000 | 2,563 |
| Mortgage-backed securities | $11,378,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $7,783,000 | 2,815 |
| Issued or guaranteed by U.S. | $7,783,000 | 2,813 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,595,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $3,595,000 | 1,961 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $19,501,000 | 3,964 |
| Total debt securities | $19,501,000 | 4,303 |
| Structured notes | ||
| Amortized cost | $5,314,000 | 614 |
| Fair value | $5,169,000 | 618 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $19,674,000 | 4,393 |
| U.S. Government securities | $19,674,000 | 3,462 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,674,000 | 3,357 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $16,306,000 | 2,533 |
| Mortgage-backed securities | $11,726,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $7,988,000 | 2,868 |
| Issued or guaranteed by U.S. | $7,988,000 | 2,866 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,738,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $3,738,000 | 1,962 |
| 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) | $19,674,000 | 4,035 |
| Total debt securities | $19,674,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $5,312,000 | 666 |
| Fair value | $5,034,000 | 680 |
| 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 | $20,174,000 | 4,410 |
| U.S. Government securities | $20,174,000 | 3,455 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $20,174,000 | 3,355 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $16,813,000 | 2,499 |
| Mortgage-backed securities | $12,249,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $8,334,000 | 2,872 |
| Issued or guaranteed by U.S. | $8,334,000 | 2,872 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,915,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $3,915,000 | 1,958 |
| 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) | $20,174,000 | 4,040 |
| Total debt securities | $20,174,000 | 4,389 |
| Structured notes | ||
| Amortized cost | $5,310,000 | 697 |
| Fair value | $5,008,000 | 714 |
| 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 | $20,460,000 | 4,405 |
| U.S. Government securities | $20,460,000 | 3,440 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,460,000 | 3,341 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $17,129,000 | 2,487 |
| Mortgage-backed securities | $12,644,000 | 2,902 |
| Certificates of participation in pools of residential mortgages | $8,597,000 | 2,854 |
| Issued or guaranteed by U.S. | $8,597,000 | 2,854 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,047,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $4,047,000 | 1,926 |
| 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) | $20,460,000 | 4,037 |
| Total debt securities | $20,460,000 | 4,384 |
| Structured notes | ||
| Amortized cost | $5,309,000 | 699 |
| Fair value | $4,928,000 | 729 |
| 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 | $20,682,000 | 4,413 |
| U.S. Government securities | $20,682,000 | 3,432 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,682,000 | 3,337 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $20,682,000 | 2,189 |
| Mortgage-backed securities | $13,062,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $8,884,000 | 2,817 |
| Issued or guaranteed by U.S. | $8,884,000 | 2,816 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,178,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $4,178,000 | 1,915 |
| 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) | $20,682,000 | 4,041 |
| Total debt securities | $20,682,000 | 4,392 |
| Structured notes | ||
| Amortized cost | $5,307,000 | 695 |
| Fair value | $4,773,000 | 728 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $20,903,000 | 4,415 |
| U.S. Government securities | $20,903,000 | 3,430 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,903,000 | 3,346 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $20,903,000 | 2,171 |
| Mortgage-backed securities | $12,242,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $9,255,000 | 2,755 |
| Issued or guaranteed by U.S. | $9,255,000 | 2,752 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,987,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $2,987,000 | 2,142 |
| 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) | $20,903,000 | 4,045 |
| Total debt securities | $20,903,000 | 4,386 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 804 |
| Fair value | $3,787,000 | 851 |
| 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 | $20,925,000 | 4,420 |
| U.S. Government securities | $20,925,000 | 3,422 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,925,000 | 3,337 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $20,925,000 | 2,149 |
| Mortgage-backed securities | $12,910,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $9,734,000 | 2,675 |
| Issued or guaranteed by U.S. | $9,734,000 | 2,673 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,176,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $3,176,000 | 2,142 |
| 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) | $20,925,000 | 4,073 |
| Total debt securities | $20,925,000 | 4,387 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 795 |
| Fair value | $4,018,000 | 809 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $19,463,000 | 4,571 |
| U.S. Government securities | $19,463,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,463,000 | 3,499 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $19,463,000 | 2,266 |
| Mortgage-backed securities | $11,165,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $7,784,000 | 2,991 |
| Issued or guaranteed by U.S. | $7,784,000 | 2,990 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,381,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $3,381,000 | 2,141 |
| 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) | $19,463,000 | 4,216 |
| Total debt securities | $19,463,000 | 4,539 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 786 |
| Fair value | $4,247,000 | 787 |
| 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 | $18,924,000 | 4,574 |
| U.S. Government securities | $18,924,000 | 3,603 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,924,000 | 3,513 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $18,924,000 | 2,288 |
| Mortgage-backed securities | $10,650,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $7,094,000 | 3,103 |
| Issued or guaranteed by U.S. | $7,094,000 | 3,102 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,556,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $3,556,000 | 2,175 |
| 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) | $18,924,000 | 4,221 |
| Total debt securities | $18,924,000 | 4,541 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 829 |
| Fair value | $4,201,000 | 831 |
| 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 | $18,884,000 | 4,635 |
| U.S. Government securities | $18,884,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,884,000 | 3,611 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $18,884,000 | 2,312 |
| Mortgage-backed securities | $11,269,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $7,520,000 | 3,174 |
| Issued or guaranteed by U.S. | $7,520,000 | 3,173 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,749,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $3,749,000 | 2,231 |
| 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) | $18,884,000 | 4,287 |
| Total debt securities | $18,884,000 | 4,602 |
| Structured notes | ||
| Amortized cost | $4,050,000 | 889 |
| Fair value | $4,030,000 | 897 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $19,352,000 | 4,626 |
| U.S. Government securities | $19,352,000 | 3,700 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,352,000 | 3,631 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $19,352,000 | 2,319 |
| Mortgage-backed securities | $11,699,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $7,766,000 | 3,161 |
| Issued or guaranteed by U.S. | $7,766,000 | 3,161 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,933,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $3,933,000 | 2,210 |
| 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) | $19,352,000 | 4,271 |
| Total debt securities | $19,352,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $4,050,000 | 1,021 |
| Fair value | $4,063,000 | 1,021 |
| 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 | $27,120,000 | 3,959 |
| U.S. Government securities | $27,120,000 | 3,068 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,120,000 | 3,011 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $18,542,000 | 2,393 |
| Mortgage-backed securities | $9,956,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $5,927,000 | 3,503 |
| Issued or guaranteed by U.S. | $5,927,000 | 3,500 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,029,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $4,029,000 | 2,202 |
| 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) | $27,120,000 | 3,646 |
| Total debt securities | $27,120,000 | 3,928 |
| Structured notes | ||
| Amortized cost | $13,548,000 | 440 |
| Fair value | $13,598,000 | 440 |
| 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 | $28,177,000 | 3,828 |
| U.S. Government securities | $28,177,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $28,177,000 | 2,874 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $26,178,000 | 1,785 |
| Mortgage-backed securities | $10,545,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $6,275,000 | 3,351 |
| Issued or guaranteed by U.S. | $6,275,000 | 3,350 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,270,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $4,270,000 | 2,060 |
| 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) | $28,177,000 | 3,528 |
| Total debt securities | $28,177,000 | 3,802 |
| Structured notes | ||
| Amortized cost | $15,530,000 | 364 |
| Fair value | $15,554,000 | 366 |
| 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 | $29,727,000 | 3,629 |
| U.S. Government securities | $29,727,000 | 2,751 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,727,000 | 2,682 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $25,938,000 | 1,757 |
| Mortgage-backed securities | $6,050,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $4,125,000 | 3,754 |
| Issued or guaranteed by U.S. | $4,125,000 | 3,744 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,925,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 2,579 |
| 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) | $29,727,000 | 3,345 |
| Total debt securities | $29,727,000 | 3,598 |
| Structured notes | ||
| Amortized cost | $23,579,000 | 215 |
| Fair value | $23,677,000 | 216 |
| 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 | $27,923,000 | 3,784 |
| U.S. Government securities | $27,923,000 | 2,943 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,923,000 | 2,858 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $25,269,000 | 1,832 |
| Mortgage-backed securities | $1,925,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $1,925,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,925,000 | 4,406 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $27,923,000 | 3,489 |
| Total debt securities | $27,924,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $25,965,000 | 231 |
| Fair value | $25,998,000 | 232 |
| 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 | $28,708,000 | 3,723 |
| U.S. Government securities | $28,708,000 | 2,874 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,708,000 | 2,787 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $25,074,000 | 1,848 |
| Mortgage-backed securities | $1,970,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 4,345 |
| Issued or guaranteed by U.S. | $1,970,000 | 4,335 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $28,708,000 | 3,423 |
| Total debt securities | $28,708,000 | 3,692 |
| Structured notes | ||
| Amortized cost | $26,960,000 | 244 |
| Fair value | $26,738,000 | 243 |
| 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 | $28,722,000 | 3,609 |
| U.S. Government securities | $28,722,000 | 2,745 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,722,000 | 2,661 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,915,000 | 1,837 |
| Mortgage-backed securities | $2,063,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $2,063,000 | 4,211 |
| Issued or guaranteed by U.S. | $2,063,000 | 4,205 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $28,722,000 | 3,309 |
| Total debt securities | $28,722,000 | 3,581 |
| Structured notes | ||
| Amortized cost | $26,960,000 | 213 |
| Fair value | $26,659,000 | 214 |
| 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 | $31,557,000 | 3,359 |
| U.S. Government securities | $31,557,000 | 2,527 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $31,557,000 | 2,446 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,386,000 | 1,811 |
| Mortgage-backed securities | $2,134,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $2,134,000 | 4,177 |
| Issued or guaranteed by U.S. | $2,134,000 | 4,169 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $31,557,000 | 3,059 |
| Total debt securities | $31,557,000 | 3,329 |
| Structured notes | ||
| Amortized cost | $29,245,000 | 172 |
| Fair value | $29,423,000 | 172 |
| 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 | $38,619,000 | 2,908 |
| U.S. Government securities | $38,619,000 | 2,183 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $38,619,000 | 2,112 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,780,000 | 1,618 |
| Mortgage-backed securities | $2,215,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $2,215,000 | 4,211 |
| Issued or guaranteed by U.S. | $2,215,000 | 4,202 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $38,619,000 | 2,615 |
| Total debt securities | $38,619,000 | 2,881 |
| Structured notes | ||
| Amortized cost | $32,339,000 | 165 |
| Fair value | $32,407,000 | 168 |
| 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 | $32,667,000 | 3,314 |
| U.S. Government securities | $32,667,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $32,667,000 | 2,468 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,230,000 | 1,694 |
| Mortgage-backed securities | $7,841,000 | 3,529 |
| Certificates of participation in pools of residential mortgages | $7,841,000 | 2,846 |
| Issued or guaranteed by U.S. | $7,841,000 | 2,839 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| 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) | $32,667,000 | 2,992 |
| Total debt securities | $32,667,000 | 3,281 |
| Structured notes | ||
| Amortized cost | $18,350,000 | 290 |
| Fair value | $18,319,000 | 290 |
| 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 | $34,737,000 | 3,143 |
| U.S. Government securities | $34,737,000 | 2,388 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,737,000 | 2,318 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,078,000 | 1,704 |
| Mortgage-backed securities | $8,367,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $8,367,000 | 2,831 |
| Issued or guaranteed by U.S. | $8,367,000 | 2,825 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $34,737,000 | 2,823 |
| Total debt securities | $34,737,000 | 3,114 |
| Structured notes | ||
| Amortized cost | $15,003,000 | 261 |
| Fair value | $14,923,000 | 265 |
| 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 | $37,931,000 | 2,974 |
| U.S. Government securities | $37,931,000 | 2,203 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $37,931,000 | 2,143 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $29,695,000 | 1,672 |
| Mortgage-backed securities | $8,841,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $8,841,000 | 2,828 |
| Issued or guaranteed by U.S. | $8,841,000 | 2,818 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $37,931,000 | 2,646 |
| Total debt securities | $37,931,000 | 2,945 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 162 |
| Fair value | $15,027,000 | 164 |
| 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 | $31,987,000 | 3,302 |
| U.S. Government securities | $31,987,000 | 2,478 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $31,987,000 | 2,422 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $29,677,000 | 1,676 |
| Mortgage-backed securities | $10,874,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $10,874,000 | 2,591 |
| Issued or guaranteed by U.S. | $10,874,000 | 2,581 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $31,987,000 | 2,952 |
| Total debt securities | $31,987,000 | 3,267 |
| Structured notes | ||
| Amortized cost | $6,510,000 | 240 |
| Fair value | $6,510,000 | 239 |
| 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 | $32,939,000 | 3,244 |
| U.S. Government securities | $32,939,000 | 2,453 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,939,000 | 2,396 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $32,939,000 | 1,567 |
| Mortgage-backed securities | $9,830,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $9,830,000 | 2,793 |
| Issued or guaranteed by U.S. | $9,830,000 | 2,777 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $32,939,000 | 2,878 |
| Total debt securities | $32,939,000 | 3,209 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,004,000 | 916 |
| 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 | $32,629,000 | 3,259 |
| U.S. Government securities | $32,629,000 | 2,492 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $32,629,000 | 2,438 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $32,629,000 | 1,582 |
| Mortgage-backed securities | $9,541,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $9,541,000 | 2,791 |
| Issued or guaranteed by U.S. | $9,541,000 | 2,775 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $32,629,000 | 2,901 |
| Total debt securities | $32,629,000 | 3,220 |
| Structured notes | ||
| Amortized cost | $14,469,000 | 82 |
| Fair value | $14,579,000 | 82 |
| 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 | $31,733,000 | 3,259 |
| U.S. Government securities | $31,733,000 | 2,479 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,733,000 | 2,425 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $31,733,000 | 1,579 |
| Mortgage-backed securities | $9,636,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $9,636,000 | 2,716 |
| Issued or guaranteed by U.S. | $9,636,000 | 2,700 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $31,733,000 | 2,900 |
| Total debt securities | $31,733,000 | 3,229 |
| Structured notes | ||
| Amortized cost | $14,468,000 | 74 |
| Fair value | $14,003,000 | 75 |
| 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 | $30,836,000 | 3,376 |
| U.S. Government securities | $30,836,000 | 2,569 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $30,836,000 | 2,523 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,836,000 | 1,594 |
| Mortgage-backed securities | $8,364,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $8,364,000 | 2,895 |
| Issued or guaranteed by U.S. | $8,364,000 | 2,881 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $30,836,000 | 3,004 |
| Total debt securities | $30,836,000 | 3,334 |
| Structured notes | ||
| Amortized cost | $14,466,000 | 83 |
| Fair value | $14,286,000 | 81 |
| 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 | $31,111,000 | 3,357 |
| U.S. Government securities | $31,111,000 | 2,551 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,111,000 | 2,494 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $31,111,000 | 1,552 |
| Mortgage-backed securities | $9,124,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $9,124,000 | 2,671 |
| Issued or guaranteed by U.S. | $9,124,000 | 2,660 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $31,111,000 | 2,978 |
| Total debt securities | $31,111,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $13,465,000 | 88 |
| Fair value | $13,523,000 | 86 |
| 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 | $32,447,000 | 3,272 |
| U.S. Government securities | $32,447,000 | 2,501 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,447,000 | 2,444 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $31,086,000 | 1,555 |
| Mortgage-backed securities | $9,724,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $9,724,000 | 2,316 |
| Issued or guaranteed by U.S. | $9,724,000 | 2,302 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $32,447,000 | 2,882 |
| Total debt securities | $32,447,000 | 3,228 |
| 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 | $34,139,000 | 3,146 |
| U.S. Government securities | $34,139,000 | 2,411 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,139,000 | 2,358 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $29,788,000 | 1,573 |
| Mortgage-backed securities | $9,215,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $9,215,000 | 2,223 |
| Issued or guaranteed by U.S. | $9,215,000 | 2,213 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $34,139,000 | 2,752 |
| Total debt securities | $34,139,000 | 3,101 |
| Structured notes | ||
| Amortized cost | $2,480,000 | 1,108 |
| Fair value | $2,473,000 | 1,101 |
| 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 | $31,769,000 | 3,297 |
| U.S. Government securities | $31,769,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,769,000 | 2,490 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $26,329,000 | 1,738 |
| Mortgage-backed securities | $9,963,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $9,963,000 | 2,070 |
| Issued or guaranteed by U.S. | $9,963,000 | 2,063 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $31,769,000 | 2,887 |
| Total debt securities | $31,769,000 | 3,256 |
| Structured notes | ||
| Amortized cost | $2,480,000 | 1,177 |
| Fair value | $2,464,000 | 1,158 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $34,575,000 | 3,120 |
| U.S. Government securities | $34,575,000 | 2,401 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $34,575,000 | 2,329 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $27,010,000 | 1,713 |
| Mortgage-backed securities | $19,812,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $19,812,000 | 1,297 |
| Issued or guaranteed by U.S. | $19,812,000 | 1,288 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $34,575,000 | 2,703 |
| Total debt securities | $34,575,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $7,979,000 | 452 |
| Fair value | $7,921,000 | 448 |
| 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 | $34,909,000 | 3,120 |
| U.S. Government securities | $34,909,000 | 2,434 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $34,909,000 | 2,364 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $26,727,000 | 1,735 |
| Mortgage-backed securities | $21,179,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $21,179,000 | 1,252 |
| Issued or guaranteed by U.S. | $21,179,000 | 1,243 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $34,909,000 | 2,712 |
| Total debt securities | $34,909,000 | 3,083 |
| Structured notes | ||
| Amortized cost | $8,749,000 | 426 |
| Fair value | $8,670,000 | 423 |
| 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 | $34,208,000 | 3,198 |
| U.S. Government securities | $34,208,000 | 2,478 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $34,208,000 | 2,408 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $28,007,000 | 1,630 |
| Mortgage-backed securities | $23,023,000 | 1,589 |
| Certificates of participation in pools of residential mortgages | $23,023,000 | 1,191 |
| Issued or guaranteed by U.S. | $23,023,000 | 1,179 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $34,208,000 | 2,770 |
| Total debt securities | $34,208,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $8,749,000 | 462 |
| Fair value | $8,634,000 | 459 |
| 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 | $37,501,000 | 2,974 |
| U.S. Government securities | $35,901,000 | 2,387 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $35,901,000 | 2,317 |
| Securities issued by states & political subdivisions | $1,600,000 | 4,559 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $26,085,000 | 1,725 |
| Mortgage-backed securities | $24,873,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $24,873,000 | 1,139 |
| Issued or guaranteed by U.S. | $24,873,000 | 1,132 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $37,501,000 | 2,562 |
| Total debt securities | $37,501,000 | 2,940 |
| Structured notes | ||
| Amortized cost | $8,748,000 | 500 |
| Fair value | $8,514,000 | 503 |
| 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 | $41,545,000 | 2,768 |
| U.S. Government securities | $39,945,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $39,945,000 | 2,135 |
| Securities issued by states & political subdivisions | $1,600,000 | 4,584 |
| 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 | $26,001,000 | 1,731 |
| Mortgage-backed securities | $27,343,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $27,343,000 | 1,058 |
| Issued or guaranteed by U.S. | $27,343,000 | 1,050 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $41,545,000 | 2,377 |
| Total debt securities | $41,545,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $10,238,000 | 430 |
| Fair value | $10,062,000 | 429 |
| 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 | $46,616,000 | 2,515 |
| U.S. Government securities | $45,188,000 | 1,976 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $45,188,000 | 1,906 |
| Securities issued by states & political subdivisions | $1,428,000 | 4,746 |
| 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 | $26,125,000 | 1,718 |
| Mortgage-backed securities | $30,603,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $30,603,000 | 995 |
| Issued or guaranteed by U.S. | $30,603,000 | 987 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $46,616,000 | 2,157 |
| Total debt securities | $46,616,000 | 2,469 |
| Structured notes | ||
| Amortized cost | $12,232,000 | 351 |
| Fair value | $12,043,000 | 351 |
| 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 | $49,861,000 | 2,349 |
| U.S. Government securities | $48,433,000 | 1,841 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $48,433,000 | 1,773 |
| Securities issued by states & political subdivisions | $1,428,000 | 4,747 |
| 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 | $26,505,000 | 1,644 |
| Mortgage-backed securities | $33,756,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $33,756,000 | 944 |
| Issued or guaranteed by U.S. | $33,756,000 | 938 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $49,861,000 | 1,983 |
| Total debt securities | $49,861,000 | 2,305 |
| Structured notes | ||
| Amortized cost | $12,231,000 | 347 |
| Fair value | $12,107,000 | 347 |
| 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 | $53,798,000 | 2,204 |
| U.S. Government securities | $52,554,000 | 1,729 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $52,554,000 | 1,666 |
| Securities issued by states & political subdivisions | $1,244,000 | 4,876 |
| 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 | $28,467,000 | 1,533 |
| Mortgage-backed securities | $37,824,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $37,824,000 | 888 |
| Issued or guaranteed by U.S. | $37,824,000 | 881 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $53,798,000 | 1,849 |
| Total debt securities | $53,798,000 | 2,157 |
| Structured notes | ||
| Amortized cost | $12,230,000 | 350 |
| Fair value | $12,145,000 | 350 |
| 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 | $56,628,000 | 2,159 |
| U.S. Government securities | $55,629,000 | 1,667 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $55,629,000 | 1,598 |
| Securities issued by states & political subdivisions | $999,000 | 5,110 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $25,578,000 | 1,708 |
| Mortgage-backed securities | $41,638,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $41,638,000 | 843 |
| Issued or guaranteed by U.S. | $41,638,000 | 837 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $56,628,000 | 1,816 |
| Total debt securities | $56,628,000 | 2,110 |
| Structured notes | ||
| Amortized cost | $12,630,000 | 334 |
| Fair value | $12,432,000 | 334 |
| 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 | $56,371,000 | 2,190 |
| U.S. Government securities | $55,871,000 | 1,655 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $55,871,000 | 1,597 |
| Securities issued by states & political subdivisions | $500,000 | 5,660 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $55,871,000 | 857 |
| Mortgage-backed securities | $44,237,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $44,237,000 | 826 |
| Issued or guaranteed by U.S. | $44,237,000 | 821 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $56,371,000 | 1,841 |
| Total debt securities | $56,371,000 | 2,141 |
| Structured notes | ||
| Amortized cost | $10,088,000 | 413 |
| Fair value | $10,045,000 | 413 |
| 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 | $58,782,000 | 2,092 |
| U.S. Government securities | $58,638,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $58,638,000 | 1,533 |
| Securities issued by states & political subdivisions | $144,000 | 6,325 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $58,638,000 | 827 |
| Mortgage-backed securities | $41,183,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $41,183,000 | 873 |
| Issued or guaranteed by U.S. | $41,183,000 | 868 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $58,782,000 | 1,750 |
| Total debt securities | $58,782,000 | 2,038 |
| Structured notes | ||
| Amortized cost | $14,268,000 | 289 |
| Fair value | $14,260,000 | 289 |
| 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 | $54,843,000 | 2,250 |
| U.S. Government securities | $54,783,000 | 1,714 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $54,783,000 | 1,653 |
| Securities issued by states & political subdivisions | $60,000 | 6,541 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $54,783,000 | 853 |
| Mortgage-backed securities | $42,303,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $42,303,000 | 867 |
| Issued or guaranteed by U.S. | $42,303,000 | 860 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $54,843,000 | 1,901 |
| Total debt securities | $54,843,000 | 2,196 |
| Structured notes | ||
| Amortized cost | $8,378,000 | 506 |
| Fair value | $8,347,000 | 495 |
| 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 | $56,905,000 | 2,175 |
| U.S. Government securities | $56,854,000 | 1,640 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $56,854,000 | 1,581 |
| Securities issued by states & political subdivisions | $51,000 | 6,552 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $56,854,000 | 812 |
| Mortgage-backed securities | $44,637,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $44,637,000 | 850 |
| Issued or guaranteed by U.S. | $44,637,000 | 844 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $56,905,000 | 1,860 |
| Total debt securities | $56,905,000 | 2,108 |
| Structured notes | ||
| Amortized cost | $6,192,000 | 585 |
| Fair value | $6,261,000 | 585 |
| 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 | $54,854,000 | 2,299 |
| U.S. Government securities | $54,854,000 | 1,740 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $54,854,000 | 1,678 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,854,000 | 823 |
| Mortgage-backed securities | $39,606,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $39,403,000 | 962 |
| Issued or guaranteed by U.S. | $39,403,000 | 953 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $203,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 3,358 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $54,854,000 | 1,954 |
| Total debt securities | $54,854,000 | 2,244 |
| Structured notes | ||
| Amortized cost | $9,166,000 | 344 |
| Fair value | $9,261,000 | 334 |
| 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 | $55,059,000 | 2,266 |
| U.S. Government securities | $55,059,000 | 1,705 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $55,059,000 | 1,648 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,059,000 | 791 |
| Mortgage-backed securities | $40,690,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $40,461,000 | 926 |
| Issued or guaranteed by U.S. | $40,461,000 | 921 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $229,000 | 3,587 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 3,410 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $55,059,000 | 1,919 |
| Total debt securities | $55,059,000 | 2,212 |
| Structured notes | ||
| Amortized cost | $8,192,000 | 313 |
| Fair value | $8,327,000 | 301 |
| 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 | $53,144,000 | 2,277 |
| U.S. Government securities | $53,144,000 | 1,696 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $53,144,000 | 1,624 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| 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 | $53,144,000 | 794 |
| Mortgage-backed securities | $39,498,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $39,238,000 | 919 |
| Issued or guaranteed by U.S. | $39,238,000 | 915 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $260,000 | 3,723 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,551 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $53,144,000 | 1,937 |
| Total debt securities | $53,144,000 | 2,208 |
| Structured notes | ||
| Amortized cost | $4,450,000 | 452 |
| Fair value | $4,620,000 | 435 |
| 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 | $53,359,000 | 2,249 |
| U.S. Government securities | $53,359,000 | 1,661 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $53,359,000 | 1,594 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $53,359,000 | 793 |
| Mortgage-backed securities | $37,657,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $37,229,000 | 935 |
| Issued or guaranteed by U.S. | $37,229,000 | 931 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $428,000 | 3,650 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 3,484 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $53,359,000 | 1,891 |
| Total debt securities | $53,359,000 | 2,171 |
| Structured notes | ||
| Amortized cost | $4,450,000 | 328 |
| Fair value | $4,600,000 | 311 |
| 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 | $49,874,000 | 2,352 |
| U.S. Government securities | $49,874,000 | 1,748 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $49,874,000 | 1,670 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,874,000 | 816 |
| Mortgage-backed securities | $33,523,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $32,663,000 | 1,000 |
| Issued or guaranteed by U.S. | $32,663,000 | 993 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $860,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $860,000 | 3,138 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $49,874,000 | 1,988 |
| Total debt securities | $49,874,000 | 2,285 |
| Structured notes | ||
| Amortized cost | $4,450,000 | 241 |
| Fair value | $4,674,000 | 228 |
| 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 | $42,383,000 | 2,544 |
| U.S. Government securities | $42,383,000 | 1,877 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $42,383,000 | 1,775 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,383,000 | 904 |
| Mortgage-backed securities | $17,627,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $16,574,000 | 1,501 |
| Issued or guaranteed by U.S. | $16,574,000 | 1,494 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,053,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 3,067 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $42,383,000 | 2,121 |
| Total debt securities | $42,383,000 | 2,479 |
| 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 | $46,393,000 | 2,349 |
| U.S. Government securities | $45,475,000 | 1,760 |
| U.S. Treasury securities | $1,003,000 | 2,705 |
| U.S. Government agency obligations | $44,472,000 | 1,670 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $918,000 | 2,657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,988,000 | 884 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $46,393,000 | 1,874 |
| Total debt securities | $45,475,000 | 2,303 |
| 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 | $80,130,000 | 1,432 |
| U.S. Government securities | $52,871,000 | 1,599 |
| U.S. Treasury securities | $6,933,000 | 1,211 |
| U.S. Government agency obligations | $45,938,000 | 1,637 |
| Securities issued by states & political subdivisions | $26,339,000 | 573 |
| Other domestic debt securities | $50,000 | 3,668 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $870,000 | 2,670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,420,000 | 571 |
| Mortgage-backed securities | $155,000 | 7,084 |
| Certificates of participation in pools of residential mortgages | $105,000 | 6,723 |
| Issued or guaranteed by U.S. | $105,000 | 6,705 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $50,000 | 4,318 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $50,000 | 1,137 |
| 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) | $80,130,000 | 1,092 |
| Total debt securities | $79,260,000 | 1,383 |
| 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 | $92,340,000 | 1,262 |
| U.S. Government securities | $53,184,000 | 1,634 |
| U.S. Treasury securities | $13,261,000 | 1,001 |
| U.S. Government agency obligations | $39,923,000 | 1,848 |
| Securities issued by states & political subdivisions | $38,305,000 | 333 |
| Other domestic debt securities | $92,000 | 3,531 |
| Privately issued residential mortgage-backed securities | $92,000 | 1,252 |
| 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 | $0 | 363 |
| Equity securities | $759,000 | 2,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,613,000 | 544 |
| Mortgage-backed securities | $5,977,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $5,885,000 | 2,722 |
| Issued or guaranteed by U.S. | $5,885,000 | 2,706 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $92,000 | 4,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $92,000 | 1,067 |
| 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) | $92,340,000 | 932 |
| Total debt securities | $91,581,000 | 1,216 |
| Structured notes | ||
| Amortized cost | $1,404,000 | 510 |
| Fair value | $1,410,000 | 505 |
| 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 | $91,868,000 | 1,253 |
| U.S. Government securities | $59,935,000 | 1,508 |
| U.S. Treasury securities | $20,900,000 | 922 |
| U.S. Government agency obligations | $39,035,000 | 1,797 |
| Securities issued by states & political subdivisions | $31,207,000 | 375 |
| Other domestic debt securities | $143,000 | 3,099 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,147 |
| 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 | $0 | 390 |
| Equity securities | $583,000 | 3,288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,897,000 | 508 |
| Mortgage-backed securities | $12,679,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $12,536,000 | 1,676 |
| Issued or guaranteed by U.S. | $12,536,000 | 1,664 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $143,000 | 4,659 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $143,000 | 934 |
| 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) | $91,868,000 | 896 |
| Total debt securities | $91,285,000 | 1,219 |
| Structured notes | ||
| Amortized cost | $2,099,000 | 667 |
| Fair value | $2,118,000 | 657 |
| 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 | $84,988,000 | 1,420 |
| U.S. Government securities | $59,221,000 | 1,639 |
| U.S. Treasury securities | $23,733,000 | 990 |
| U.S. Government agency obligations | $35,488,000 | 2,016 |
| Securities issued by states & political subdivisions | $24,997,000 | 476 |
| Other domestic debt securities | $196,000 | 3,463 |
| Privately issued residential mortgage-backed securities | $196,000 | 1,335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $574,000 | 3,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,760,000 | 480 |
| Mortgage-backed securities | $23,109,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $20,504,000 | 1,306 |
| Issued or guaranteed by U.S. | $20,504,000 | 1,290 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,605,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $2,409,000 | 2,711 |
| Privately issued | $196,000 | 1,084 |
| 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) | $84,988,000 | 968 |
| Total debt securities | $84,414,000 | 1,384 |
| Structured notes | ||
| Amortized cost | $3,083,000 | 648 |
| Fair value | $3,137,000 | 627 |
| 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 | $82,245,000 | 1,541 |
| U.S. Government securities | $60,842,000 | 1,666 |
| U.S. Treasury securities | $15,855,000 | 1,778 |
| U.S. Government agency obligations | $44,987,000 | 1,569 |
| Securities issued by states & political subdivisions | $20,794,000 | 587 |
| Other domestic debt securities | $271,000 | 3,746 |
| Privately issued residential mortgage-backed securities | $271,000 | 1,453 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $338,000 | 4,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,228,000 | 538 |
| Mortgage-backed securities | $25,233,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $23,462,000 | 1,196 |
| Issued or guaranteed by U.S. | $23,462,000 | 1,173 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,771,000 | 3,621 |
| CMOs issued by government agencies or sponsored agencies | $1,500,000 | 3,636 |
| Privately issued | $271,000 | 1,170 |
| 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) | $82,245,000 | 1,027 |
| Total debt securities | $81,907,000 | 1,504 |
| Structured notes | ||
| Amortized cost | $5,438,000 | 615 |
| Fair value | $5,482,000 | 591 |
| 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 | $55,053,000 | 2,382 |
| U.S. Government securities | $47,498,000 | 2,211 |
| U.S. Treasury securities | $14,705,000 | 2,404 |
| U.S. Government agency obligations | $32,793,000 | 2,069 |
| Securities issued by states & political subdivisions | $7,218,000 | 2,122 |
| Other domestic debt securities | $337,000 | 4,056 |
| Privately issued residential mortgage-backed securities | $337,000 | 1,522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,053,000 | 628 |
| Mortgage-backed securities | $15,837,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $15,500,000 | 1,669 |
| Issued or guaranteed by U.S. | $15,500,000 | 1,650 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $337,000 | 5,584 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $337,000 | 1,251 |
| 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) | $24,877,000 | 2,882 |
| Available-for-sale securities (fair market value) | $30,176,000 | 1,910 |
| Total debt securities | $55,053,000 | 2,325 |
| 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 | $48,704,000 | 2,854 |
| U.S. Government securities | $45,961,000 | 2,387 |
| U.S. Treasury securities | $10,045,000 | 3,481 |
| U.S. Government agency obligations | $35,916,000 | 1,937 |
| Securities issued by states & political subdivisions | $2,301,000 | 4,953 |
| Other domestic debt securities | $442,000 | 4,450 |
| Privately issued residential mortgage-backed securities | $442,000 | 1,824 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,496,000 | 691 |
| Mortgage-backed securities | $29,534,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $25,638,000 | 1,242 |
| Issued or guaranteed by U.S. | $25,638,000 | 1,214 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,896,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $3,454,000 | 3,019 |
| Privately issued | $442,000 | 1,478 |
| 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 | $48,704,000 | 2,767 |
| 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 | $41,586,000 | 3,296 |
| U.S. Government securities | $35,480,000 | 3,044 |
| U.S. Treasury securities | $12,479,000 | 2,922 |
| U.S. Government agency obligations | $23,001,000 | 2,875 |
| Securities issued by states & political subdivisions | $3,208,000 | 3,892 |
| Other domestic debt securities | $2,898,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $2,898,000 | 956 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,234,000 | 986 |
| Mortgage-backed securities | $18,612,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $9,042,000 | 2,727 |
| Issued or guaranteed by U.S. | $9,042,000 | 2,681 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,570,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $6,672,000 | 1,996 |
| Privately issued | $2,898,000 | 703 |
| 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 | $41,586,000 | 3,207 |
| 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 |