Home > Panhandle State Bank > Securities
Panhandle State Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $300,633,000 | 511 |
| U.S. Government securities | $194,964,000 | 537 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $194,964,000 | 521 |
| Securities issued by states & political subdivisions | $95,126,000 | 323 |
| Other domestic debt securities | $10,543,000 | 586 |
| Privately issued residential mortgage-backed securities | $8,579,000 | 160 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,964,000 | 1,093 |
| 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 | $105,493,000 | 605 |
| Mortgage-backed securities | $177,393,000 | 424 |
| Certificates of participation in pools of residential mortgages | $118,666,000 | 376 |
| Issued or guaranteed by U.S. | $118,666,000 | 376 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $48,096,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $39,517,000 | 526 |
| Privately issued | $8,579,000 | 152 |
| Commercial mortgage-backed securities | $10,631,000 | 313 |
| Commercial mortgage pass-through securities | $4,725,000 | 292 |
| Other commercial mortgage-backed securities | $5,906,000 | 238 |
| Held to maturity securities (book value) | $24,693,000 | 700 |
| Available-for-sale securities (fair market value) | $275,940,000 | 474 |
| Total debt securities | $300,634,000 | 505 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $287,299,000 | 538 |
| U.S. Government securities | $185,626,000 | 569 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $185,626,000 | 549 |
| Securities issued by states & political subdivisions | $90,660,000 | 339 |
| Other domestic debt securities | $11,013,000 | 593 |
| Privately issued residential mortgage-backed securities | $9,019,000 | 162 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,994,000 | 1,124 |
| 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 | $109,170,000 | 593 |
| Mortgage-backed securities | $167,190,000 | 453 |
| Certificates of participation in pools of residential mortgages | $103,884,000 | 440 |
| Issued or guaranteed by U.S. | $103,884,000 | 439 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $52,255,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $43,236,000 | 506 |
| Privately issued | $9,019,000 | 156 |
| Commercial mortgage-backed securities | $11,051,000 | 296 |
| Commercial mortgage pass-through securities | $5,123,000 | 277 |
| Other commercial mortgage-backed securities | $5,928,000 | 233 |
| Held to maturity securities (book value) | $26,109,000 | 674 |
| Available-for-sale securities (fair market value) | $261,190,000 | 500 |
| Total debt securities | $287,299,000 | 528 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $287,271,000 | 537 |
| U.S. Government securities | $189,240,000 | 561 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $189,240,000 | 540 |
| Securities issued by states & political subdivisions | $86,930,000 | 358 |
| Other domestic debt securities | $11,101,000 | 612 |
| Privately issued residential mortgage-backed securities | $7,120,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,981,000 | 807 |
| 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 | $100,563,000 | 637 |
| Mortgage-backed securities | $170,406,000 | 446 |
| Certificates of participation in pools of residential mortgages | $119,553,000 | 370 |
| Issued or guaranteed by U.S. | $119,553,000 | 370 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $39,611,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $32,491,000 | 625 |
| Privately issued | $7,120,000 | 171 |
| Commercial mortgage-backed securities | $11,242,000 | 269 |
| Commercial mortgage pass-through securities | $5,483,000 | 245 |
| Other commercial mortgage-backed securities | $5,759,000 | 224 |
| Held to maturity securities (book value) | $26,174,000 | 659 |
| Available-for-sale securities (fair market value) | $261,097,000 | 508 |
| Total debt securities | $287,270,000 | 528 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $279,924,000 | 543 |
| U.S. Government securities | $190,240,000 | 552 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $190,240,000 | 533 |
| Securities issued by states & political subdivisions | $78,325,000 | 399 |
| Other domestic debt securities | $11,359,000 | 632 |
| Privately issued residential mortgage-backed securities | $7,445,000 | 192 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,914,000 | 836 |
| 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 | $113,177,000 | 576 |
| Mortgage-backed securities | $170,858,000 | 447 |
| Certificates of participation in pools of residential mortgages | $105,504,000 | 414 |
| Issued or guaranteed by U.S. | $105,504,000 | 414 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $52,377,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $44,932,000 | 493 |
| Privately issued | $7,445,000 | 181 |
| Commercial mortgage-backed securities | $12,977,000 | 236 |
| Commercial mortgage pass-through securities | $5,550,000 | 228 |
| Other commercial mortgage-backed securities | $7,427,000 | 187 |
| Held to maturity securities (book value) | $28,286,000 | 616 |
| Available-for-sale securities (fair market value) | $251,638,000 | 534 |
| Total debt securities | $279,925,000 | 533 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $291,241,000 | 529 |
| U.S. Government securities | $198,835,000 | 539 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $198,835,000 | 521 |
| Securities issued by states & political subdivisions | $76,149,000 | 420 |
| Other domestic debt securities | $16,257,000 | 522 |
| Privately issued residential mortgage-backed securities | $10,259,000 | 171 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,998,000 | 646 |
| 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 | $83,294,000 | 728 |
| Mortgage-backed securities | $184,740,000 | 426 |
| Certificates of participation in pools of residential mortgages | $108,121,000 | 413 |
| Issued or guaranteed by U.S. | $108,121,000 | 412 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $61,895,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $51,636,000 | 447 |
| Privately issued | $10,259,000 | 161 |
| Commercial mortgage-backed securities | $14,724,000 | 215 |
| Commercial mortgage pass-through securities | $7,085,000 | 182 |
| Other commercial mortgage-backed securities | $7,639,000 | 184 |
| Held to maturity securities (book value) | $26,241,000 | 629 |
| Available-for-sale securities (fair market value) | $265,000,000 | 508 |
| Total debt securities | $291,240,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $279,607,000 | 556 |
| U.S. Government securities | $190,279,000 | 562 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $190,279,000 | 543 |
| Securities issued by states & political subdivisions | $72,457,000 | 453 |
| Other domestic debt securities | $16,871,000 | 506 |
| Privately issued residential mortgage-backed securities | $10,927,000 | 171 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,944,000 | 668 |
| 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 | $103,087,000 | 599 |
| Mortgage-backed securities | $176,137,000 | 444 |
| Certificates of participation in pools of residential mortgages | $91,014,000 | 494 |
| Issued or guaranteed by U.S. | $91,014,000 | 493 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $69,440,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $58,513,000 | 405 |
| Privately issued | $10,927,000 | 162 |
| Commercial mortgage-backed securities | $15,683,000 | 202 |
| Commercial mortgage pass-through securities | $7,438,000 | 175 |
| Other commercial mortgage-backed securities | $8,245,000 | 156 |
| Held to maturity securities (book value) | $22,991,000 | 639 |
| Available-for-sale securities (fair market value) | $256,616,000 | 532 |
| Total debt securities | $279,607,000 | 546 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $297,564,000 | 528 |
| U.S. Government securities | $204,384,000 | 539 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $204,384,000 | 522 |
| Securities issued by states & political subdivisions | $81,645,000 | 375 |
| Other domestic debt securities | $11,535,000 | 652 |
| Privately issued residential mortgage-backed securities | $11,535,000 | 175 |
| 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 | $93,186,000 | 666 |
| Mortgage-backed securities | $190,152,000 | 428 |
| Certificates of participation in pools of residential mortgages | $95,782,000 | 481 |
| Issued or guaranteed by U.S. | $95,782,000 | 480 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $69,100,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $57,565,000 | 432 |
| Privately issued | $11,535,000 | 169 |
| Commercial mortgage-backed securities | $25,270,000 | 136 |
| Commercial mortgage pass-through securities | $13,866,000 | 109 |
| Other commercial mortgage-backed securities | $11,404,000 | 113 |
| Held to maturity securities (book value) | $14,795,000 | 796 |
| Available-for-sale securities (fair market value) | $282,769,000 | 495 |
| Total debt securities | $297,562,000 | 521 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $294,995,000 | 513 |
| U.S. Government securities | $202,837,000 | 527 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $202,837,000 | 507 |
| Securities issued by states & political subdivisions | $78,475,000 | 384 |
| Other domestic debt securities | $13,683,000 | 578 |
| Privately issued residential mortgage-backed securities | $13,683,000 | 170 |
| 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 | $87,974,000 | 696 |
| Mortgage-backed securities | $196,199,000 | 407 |
| Certificates of participation in pools of residential mortgages | $98,353,000 | 461 |
| Issued or guaranteed by U.S. | $98,353,000 | 459 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $78,386,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $64,703,000 | 393 |
| Privately issued | $13,683,000 | 165 |
| Commercial mortgage-backed securities | $19,460,000 | 142 |
| Commercial mortgage pass-through securities | $14,028,000 | 90 |
| Other commercial mortgage-backed securities | $5,432,000 | 141 |
| Held to maturity securities (book value) | $14,826,000 | 800 |
| Available-for-sale securities (fair market value) | $280,169,000 | 485 |
| Total debt securities | $294,994,000 | 506 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $305,154,000 | 510 |
| U.S. Government securities | $219,488,000 | 510 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $219,488,000 | 494 |
| Securities issued by states & political subdivisions | $68,760,000 | 438 |
| Other domestic debt securities | $16,906,000 | 515 |
| Privately issued residential mortgage-backed securities | $16,906,000 | 153 |
| 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 | $74,148,000 | 794 |
| Mortgage-backed securities | $215,271,000 | 400 |
| Certificates of participation in pools of residential mortgages | $105,754,000 | 456 |
| Issued or guaranteed by U.S. | $105,754,000 | 455 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $89,786,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $72,880,000 | 387 |
| Privately issued | $16,906,000 | 148 |
| Commercial mortgage-backed securities | $19,731,000 | 132 |
| Commercial mortgage pass-through securities | $13,834,000 | 80 |
| Other commercial mortgage-backed securities | $5,897,000 | 142 |
| Held to maturity securities (book value) | $14,843,000 | 808 |
| Available-for-sale securities (fair market value) | $290,311,000 | 482 |
| Total debt securities | $305,155,000 | 501 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $300,084,000 | 518 |
| U.S. Government securities | $214,749,000 | 511 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $214,749,000 | 496 |
| Securities issued by states & political subdivisions | $68,185,000 | 422 |
| Other domestic debt securities | $17,150,000 | 514 |
| Privately issued residential mortgage-backed securities | $17,150,000 | 164 |
| 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 | $80,868,000 | 759 |
| Mortgage-backed securities | $210,593,000 | 401 |
| Certificates of participation in pools of residential mortgages | $105,317,000 | 467 |
| Issued or guaranteed by U.S. | $105,317,000 | 465 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $85,385,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $68,235,000 | 412 |
| Privately issued | $17,150,000 | 160 |
| Commercial mortgage-backed securities | $19,891,000 | 123 |
| Commercial mortgage pass-through securities | $13,997,000 | 76 |
| Other commercial mortgage-backed securities | $5,894,000 | 130 |
| Held to maturity securities (book value) | $14,990,000 | 798 |
| Available-for-sale securities (fair market value) | $285,094,000 | 487 |
| Total debt securities | $300,086,000 | 508 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $279,337,000 | 570 |
| U.S. Government securities | $204,983,000 | 552 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $204,983,000 | 534 |
| Securities issued by states & political subdivisions | $56,433,000 | 513 |
| Other domestic debt securities | $17,921,000 | 496 |
| Privately issued residential mortgage-backed securities | $17,921,000 | 166 |
| 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 | $98,511,000 | 647 |
| Mortgage-backed securities | $204,568,000 | 419 |
| Certificates of participation in pools of residential mortgages | $95,415,000 | 510 |
| Issued or guaranteed by U.S. | $95,415,000 | 509 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $89,097,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $71,176,000 | 423 |
| Privately issued | $17,921,000 | 160 |
| Commercial mortgage-backed securities | $20,056,000 | 111 |
| Commercial mortgage pass-through securities | $13,984,000 | 69 |
| Other commercial mortgage-backed securities | $6,072,000 | 115 |
| Held to maturity securities (book value) | $15,024,000 | 810 |
| Available-for-sale securities (fair market value) | $264,313,000 | 543 |
| Total debt securities | $279,337,000 | 559 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $235,182,000 | 640 |
| U.S. Government securities | $163,281,000 | 649 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $163,281,000 | 631 |
| Securities issued by states & political subdivisions | $53,278,000 | 539 |
| Other domestic debt securities | $18,623,000 | 505 |
| Privately issued residential mortgage-backed securities | $18,623,000 | 210 |
| 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 | $108,387,000 | 556 |
| Mortgage-backed securities | $181,904,000 | 456 |
| Certificates of participation in pools of residential mortgages | $65,706,000 | 691 |
| Issued or guaranteed by U.S. | $65,706,000 | 689 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $95,876,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $77,253,000 | 381 |
| Privately issued | $18,623,000 | 204 |
| Commercial mortgage-backed securities | $20,322,000 | 88 |
| Commercial mortgage pass-through securities | $14,228,000 | 43 |
| Other commercial mortgage-backed securities | $6,094,000 | 92 |
| Held to maturity securities (book value) | $16,143,000 | 794 |
| Available-for-sale securities (fair market value) | $219,039,000 | 616 |
| Total debt securities | $235,184,000 | 632 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $214,879,000 | 687 |
| U.S. Government securities | $156,190,000 | 671 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $156,190,000 | 648 |
| Securities issued by states & political subdivisions | $29,650,000 | 1,038 |
| Other domestic debt securities | $29,039,000 | 363 |
| Privately issued residential mortgage-backed securities | $29,039,000 | 171 |
| 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 | $101,023,000 | 571 |
| Mortgage-backed securities | $176,789,000 | 445 |
| Certificates of participation in pools of residential mortgages | $67,816,000 | 640 |
| Issued or guaranteed by U.S. | $67,816,000 | 636 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $94,485,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $65,446,000 | 422 |
| Privately issued | $29,039,000 | 165 |
| Commercial mortgage-backed securities | $14,488,000 | 89 |
| Commercial mortgage pass-through securities | $14,488,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $21,670,000 | 631 |
| Available-for-sale securities (fair market value) | $193,209,000 | 675 |
| Total debt securities | $214,877,000 | 677 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $232,218,000 | 633 |
| U.S. Government securities | $169,212,000 | 628 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $169,212,000 | 611 |
| Securities issued by states & political subdivisions | $29,698,000 | 987 |
| Other domestic debt securities | $33,308,000 | 318 |
| Privately issued residential mortgage-backed securities | $33,308,000 | 163 |
| 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 | $129,766,000 | 478 |
| Mortgage-backed securities | $190,644,000 | 398 |
| Certificates of participation in pools of residential mortgages | $70,116,000 | 601 |
| Issued or guaranteed by U.S. | $70,116,000 | 599 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $106,217,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $72,909,000 | 372 |
| Privately issued | $33,308,000 | 158 |
| Commercial mortgage-backed securities | $14,311,000 | 80 |
| Commercial mortgage pass-through securities | $14,311,000 | 40 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $22,154,000 | 629 |
| Available-for-sale securities (fair market value) | $210,064,000 | 620 |
| Total debt securities | $232,216,000 | 625 |
| Structured notes | ||
| Amortized cost | $3,990,000 | 1,405 |
| Fair value | $3,883,000 | 1,422 |
| 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 | $193,849,000 | 757 |
| U.S. Government securities | $133,180,000 | 783 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $133,180,000 | 752 |
| Securities issued by states & political subdivisions | $29,408,000 | 981 |
| Other domestic debt securities | $31,261,000 | 342 |
| Privately issued residential mortgage-backed securities | $31,261,000 | 177 |
| 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 | $127,775,000 | 475 |
| Mortgage-backed securities | $160,626,000 | 458 |
| Certificates of participation in pools of residential mortgages | $38,984,000 | 974 |
| Issued or guaranteed by U.S. | $38,984,000 | 971 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $107,425,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $76,164,000 | 343 |
| Privately issued | $31,261,000 | 171 |
| Commercial mortgage-backed securities | $14,217,000 | 71 |
| Commercial mortgage pass-through securities | $14,217,000 | 36 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $22,188,000 | 625 |
| Available-for-sale securities (fair market value) | $171,661,000 | 756 |
| Total debt securities | $193,848,000 | 744 |
| Structured notes | ||
| Amortized cost | $3,990,000 | 1,474 |
| Fair value | $3,789,000 | 1,493 |
| 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 | $205,298,000 | 688 |
| U.S. Government securities | $128,667,000 | 784 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $128,667,000 | 747 |
| Securities issued by states & political subdivisions | $27,446,000 | 1,021 |
| Other domestic debt securities | $49,185,000 | 270 |
| Privately issued residential mortgage-backed securities | $33,605,000 | 180 |
| Commercial mortgage-backed securities - Total | $15,580,000 | 58 |
| 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 | $128,447,000 | 462 |
| Mortgage-backed securities | $173,927,000 | 408 |
| Certificates of participation in pools of residential mortgages | $39,103,000 | 941 |
| Issued or guaranteed by U.S. | $39,103,000 | 933 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $119,244,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $85,639,000 | 308 |
| Privately issued | $33,605,000 | 175 |
| Commercial mortgage-backed securities | $15,580,000 | 58 |
| Commercial mortgage pass-through securities | $15,580,000 | 30 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $22,217,000 | 607 |
| Available-for-sale securities (fair market value) | $183,081,000 | 682 |
| Total debt securities | $205,298,000 | 675 |
| Structured notes | ||
| Amortized cost | $3,989,000 | 1,358 |
| Fair value | $3,894,000 | 1,358 |
| 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 | $198,299,000 | 688 |
| U.S. Government securities | $124,503,000 | 783 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $124,503,000 | 745 |
| Securities issued by states & political subdivisions | $22,234,000 | 1,238 |
| Other domestic debt securities | $51,562,000 | 257 |
| Privately issued residential mortgage-backed securities | $35,552,000 | 180 |
| Commercial mortgage-backed securities - Total | $16,010,000 | 54 |
| 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 | $106,407,000 | 542 |
| Mortgage-backed securities | $172,029,000 | 404 |
| Certificates of participation in pools of residential mortgages | $30,620,000 | 1,116 |
| Issued or guaranteed by U.S. | $30,620,000 | 1,105 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $125,399,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $89,847,000 | 299 |
| Privately issued | $35,552,000 | 174 |
| Commercial mortgage-backed securities | $16,010,000 | 54 |
| Commercial mortgage pass-through securities | $16,010,000 | 26 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $22,234,000 | 626 |
| Available-for-sale securities (fair market value) | $176,065,000 | 678 |
| Total debt securities | $198,298,000 | 668 |
| Structured notes | ||
| Amortized cost | $3,988,000 | 1,354 |
| Fair value | $4,000,000 | 1,354 |
| 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 | $201,995,000 | 667 |
| U.S. Government securities | $126,245,000 | 771 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $126,245,000 | 737 |
| Securities issued by states & political subdivisions | $23,050,000 | 1,108 |
| Other domestic debt securities | $52,700,000 | 255 |
| Privately issued residential mortgage-backed securities | $34,550,000 | 191 |
| Commercial mortgage-backed securities - Total | $18,150,000 | 46 |
| 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 | $128,191,000 | 455 |
| Mortgage-backed securities | $178,904,000 | 381 |
| Certificates of participation in pools of residential mortgages | $27,720,000 | 1,193 |
| Issued or guaranteed by U.S. | $27,720,000 | 1,187 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $133,034,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $98,484,000 | 266 |
| Privately issued | $34,550,000 | 186 |
| Commercial mortgage-backed securities | $18,150,000 | 46 |
| Commercial mortgage pass-through securities | $18,150,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $23,050,000 | 627 |
| Available-for-sale securities (fair market value) | $178,945,000 | 653 |
| Total debt securities | $201,995,000 | 657 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $202,584,000 | 648 |
| U.S. Government securities | $129,371,000 | 737 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $129,371,000 | 705 |
| Securities issued by states & political subdivisions | $15,153,000 | 1,657 |
| Other domestic debt securities | $58,060,000 | 250 |
| Privately issued residential mortgage-backed securities | $34,386,000 | 208 |
| Commercial mortgage-backed securities - Total | $23,674,000 | 40 |
| 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 | $120,661,000 | 512 |
| Mortgage-backed securities | $187,385,000 | 384 |
| Certificates of participation in pools of residential mortgages | $22,623,000 | 1,476 |
| Issued or guaranteed by U.S. | $22,623,000 | 1,472 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $141,088,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $106,702,000 | 244 |
| Privately issued | $34,386,000 | 202 |
| Commercial mortgage-backed securities | $23,674,000 | 40 |
| Commercial mortgage pass-through securities | $23,674,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $15,153,000 | 851 |
| Available-for-sale securities (fair market value) | $187,431,000 | 621 |
| Total debt securities | $202,584,000 | 634 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $196,960,000 | 658 |
| U.S. Government securities | $112,333,000 | 811 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $112,333,000 | 783 |
| Securities issued by states & political subdivisions | $15,177,000 | 1,642 |
| Other domestic debt securities | $69,450,000 | 223 |
| Privately issued residential mortgage-backed securities | $36,747,000 | 203 |
| Commercial mortgage-backed securities - Total | $32,703,000 | 36 |
| 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 | $125,446,000 | 484 |
| Mortgage-backed securities | $181,732,000 | 392 |
| Certificates of participation in pools of residential mortgages | $24,733,000 | 1,436 |
| Issued or guaranteed by U.S. | $24,733,000 | 1,428 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $124,296,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $87,549,000 | 271 |
| Privately issued | $36,747,000 | 197 |
| Commercial mortgage-backed securities | $32,703,000 | 36 |
| Commercial mortgage pass-through securities | $32,703,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $15,177,000 | 859 |
| Available-for-sale securities (fair market value) | $181,783,000 | 622 |
| Total debt securities | $196,959,000 | 645 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $195,997,000 | 663 |
| U.S. Government securities | $116,236,000 | 769 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $116,236,000 | 745 |
| Securities issued by states & political subdivisions | $15,189,000 | 1,625 |
| Other domestic debt securities | $64,572,000 | 255 |
| Privately issued residential mortgage-backed securities | $38,064,000 | 217 |
| Commercial mortgage-backed securities - Total | $26,508,000 | 45 |
| 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 | $115,922,000 | 506 |
| Mortgage-backed securities | $180,752,000 | 418 |
| Certificates of participation in pools of residential mortgages | $26,569,000 | 1,391 |
| Issued or guaranteed by U.S. | $26,569,000 | 1,383 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $127,675,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $89,611,000 | 256 |
| Privately issued | $38,064,000 | 212 |
| Commercial mortgage-backed securities | $26,508,000 | 45 |
| Commercial mortgage pass-through securities | $26,508,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $15,189,000 | 886 |
| Available-for-sale securities (fair market value) | $180,808,000 | 612 |
| Total debt securities | $195,997,000 | 649 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $201,563,000 | 627 |
| U.S. Government securities | $122,239,000 | 718 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $122,239,000 | 691 |
| Securities issued by states & political subdivisions | $17,395,000 | 1,380 |
| Other domestic debt securities | $61,929,000 | 280 |
| Privately issued residential mortgage-backed securities | $33,294,000 | 253 |
| Commercial mortgage-backed securities - Total | $28,635,000 | 45 |
| 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 | $128,452,000 | 455 |
| Mortgage-backed securities | $184,107,000 | 407 |
| Certificates of participation in pools of residential mortgages | $52,753,000 | 785 |
| Issued or guaranteed by U.S. | $52,753,000 | 774 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $102,719,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $69,425,000 | 283 |
| Privately issued | $33,294,000 | 244 |
| Commercial mortgage-backed securities | $28,635,000 | 45 |
| Commercial mortgage pass-through securities | $28,635,000 | 19 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $17,395,000 | 823 |
| Available-for-sale securities (fair market value) | $184,168,000 | 588 |
| Total debt securities | $201,560,000 | 608 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $213,555,000 | 578 |
| U.S. Government securities | $157,582,000 | 575 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $157,582,000 | 559 |
| Securities issued by states & political subdivisions | $17,575,000 | 1,314 |
| Other domestic debt securities | $38,398,000 | 371 |
| Privately issued residential mortgage-backed securities | $38,398,000 | 245 |
| 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 | $103,395,000 | 557 |
| Mortgage-backed securities | $193,913,000 | 395 |
| Certificates of participation in pools of residential mortgages | $86,959,000 | 515 |
| Issued or guaranteed by U.S. | $86,959,000 | 508 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $106,954,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $68,556,000 | 279 |
| Privately issued | $38,398,000 | 233 |
| 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) | $17,575,000 | 817 |
| Available-for-sale securities (fair market value) | $195,980,000 | 536 |
| Total debt securities | $213,564,000 | 567 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $165,223,000 | 743 |
| U.S. Government securities | $105,908,000 | 796 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $105,908,000 | 777 |
| Securities issued by states & political subdivisions | $17,604,000 | 1,282 |
| Other domestic debt securities | $41,711,000 | 337 |
| Privately issued residential mortgage-backed securities | $41,711,000 | 226 |
| 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 | $116,256,000 | 499 |
| Mortgage-backed securities | $140,002,000 | 494 |
| Certificates of participation in pools of residential mortgages | $51,400,000 | 807 |
| Issued or guaranteed by U.S. | $51,400,000 | 798 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $88,602,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $46,891,000 | 351 |
| Privately issued | $41,711,000 | 216 |
| 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) | $17,604,000 | 813 |
| Available-for-sale securities (fair market value) | $147,619,000 | 707 |
| Total debt securities | $165,219,000 | 732 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $148,121,000 | 795 |
| U.S. Government securities | $95,326,000 | 868 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $95,326,000 | 848 |
| Securities issued by states & political subdivisions | $16,110,000 | 1,380 |
| Other domestic debt securities | $36,685,000 | 366 |
| Privately issued residential mortgage-backed securities | $36,685,000 | 257 |
| 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 | $100,671,000 | 569 |
| Mortgage-backed securities | $114,937,000 | 552 |
| Certificates of participation in pools of residential mortgages | $41,167,000 | 949 |
| Issued or guaranteed by U.S. | $41,167,000 | 939 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $73,770,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $37,085,000 | 400 |
| Privately issued | $36,685,000 | 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) | $16,110,000 | 872 |
| Available-for-sale securities (fair market value) | $132,011,000 | 769 |
| Total debt securities | $148,120,000 | 779 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $142,592,000 | 848 |
| U.S. Government securities | $91,233,000 | 923 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $91,233,000 | 898 |
| Securities issued by states & political subdivisions | $11,274,000 | 1,884 |
| Other domestic debt securities | $40,085,000 | 362 |
| Privately issued residential mortgage-backed securities | $40,085,000 | 250 |
| 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 | $122,245,000 | 455 |
| Mortgage-backed securities | $118,185,000 | 540 |
| Certificates of participation in pools of residential mortgages | $41,578,000 | 935 |
| Issued or guaranteed by U.S. | $41,578,000 | 923 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $76,607,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $36,522,000 | 393 |
| Privately issued | $40,085,000 | 236 |
| 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) | $11,274,000 | 1,061 |
| Available-for-sale securities (fair market value) | $131,318,000 | 788 |
| Total debt securities | $142,593,000 | 824 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $154,812,000 | 775 |
| U.S. Government securities | $101,025,000 | 829 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $101,025,000 | 810 |
| Securities issued by states & political subdivisions | $11,293,000 | 1,881 |
| Other domestic debt securities | $42,494,000 | 346 |
| Privately issued residential mortgage-backed securities | $42,494,000 | 237 |
| 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 | $122,330,000 | 456 |
| Mortgage-backed securities | $92,135,000 | 640 |
| Certificates of participation in pools of residential mortgages | $19,357,000 | 1,664 |
| Issued or guaranteed by U.S. | $19,357,000 | 1,655 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $72,778,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $30,284,000 | 443 |
| Privately issued | $42,494,000 | 224 |
| 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) | $11,293,000 | 1,068 |
| Available-for-sale securities (fair market value) | $143,519,000 | 718 |
| Total debt securities | $154,812,000 | 753 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 588 |
| Fair value | $2,504,000 | 601 |
| 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 | $170,115,000 | 696 |
| U.S. Government securities | $114,184,000 | 726 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $114,184,000 | 706 |
| Securities issued by states & political subdivisions | $11,424,000 | 1,846 |
| Other domestic debt securities | $44,507,000 | 331 |
| Privately issued residential mortgage-backed securities | $44,507,000 | 215 |
| 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 | $122,219,000 | 451 |
| Mortgage-backed securities | $95,646,000 | 584 |
| Certificates of participation in pools of residential mortgages | $19,868,000 | 1,407 |
| Issued or guaranteed by U.S. | $19,868,000 | 1,400 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $75,778,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $31,271,000 | 416 |
| Privately issued | $44,507,000 | 205 |
| 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) | $11,324,000 | 1,124 |
| Available-for-sale securities (fair market value) | $158,791,000 | 639 |
| Total debt securities | $170,114,000 | 679 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 357 |
| Fair value | $6,995,000 | 361 |
| 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 | $159,634,000 | 739 |
| U.S. Government securities | $113,731,000 | 751 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $113,731,000 | 734 |
| Securities issued by states & political subdivisions | $11,654,000 | 1,780 |
| Other domestic debt securities | $34,249,000 | 366 |
| Privately issued residential mortgage-backed securities | $34,249,000 | 239 |
| 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 | $110,277,000 | 483 |
| Mortgage-backed securities | $85,559,000 | 609 |
| Certificates of participation in pools of residential mortgages | $19,290,000 | 1,364 |
| Issued or guaranteed by U.S. | $19,290,000 | 1,353 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $66,269,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $32,020,000 | 403 |
| Privately issued | $34,249,000 | 228 |
| 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) | $11,553,000 | 1,153 |
| Available-for-sale securities (fair market value) | $148,081,000 | 675 |
| Total debt securities | $159,633,000 | 719 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 447 |
| Fair value | $6,970,000 | 447 |
| 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 | $122,006,000 | 980 |
| U.S. Government securities | $114,402,000 | 741 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $114,402,000 | 725 |
| Securities issued by states & political subdivisions | $7,149,000 | 2,538 |
| Other domestic debt securities | $455,000 | 2,374 |
| Privately issued residential mortgage-backed securities | $455,000 | 1,085 |
| 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 | $114,753,000 | 468 |
| Mortgage-backed securities | $35,347,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $33,762,000 | 878 |
| Issued or guaranteed by U.S. | $33,762,000 | 870 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,585,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $1,130,000 | 2,197 |
| Privately issued | $455,000 | 1,023 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,949,000 | 1,526 |
| Available-for-sale securities (fair market value) | $115,057,000 | 896 |
| Total debt securities | $122,004,000 | 957 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 483 |
| Fair value | $6,882,000 | 483 |
| 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 | $106,798,000 | 1,145 |
| U.S. Government securities | $99,444,000 | 858 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $99,444,000 | 832 |
| Securities issued by states & political subdivisions | $6,868,000 | 2,617 |
| Other domestic debt securities | $486,000 | 2,365 |
| Privately issued residential mortgage-backed securities | $486,000 | 1,043 |
| 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 | $99,783,000 | 530 |
| Mortgage-backed securities | $37,774,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $36,083,000 | 832 |
| Issued or guaranteed by U.S. | $36,083,000 | 823 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,691,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $1,205,000 | 2,134 |
| Privately issued | $486,000 | 978 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,667,000 | 1,565 |
| Available-for-sale securities (fair market value) | $100,131,000 | 1,049 |
| Total debt securities | $106,799,000 | 1,119 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 521 |
| Fair value | $6,893,000 | 527 |
| 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 | $125,210,000 | 985 |
| U.S. Government securities | $117,673,000 | 752 |
| U.S. Treasury securities | $15,020,000 | 212 |
| U.S. Government agency obligations | $102,653,000 | 833 |
| Securities issued by states & political subdivisions | $7,021,000 | 2,581 |
| Other domestic debt securities | $516,000 | 2,258 |
| Privately issued residential mortgage-backed securities | $516,000 | 997 |
| 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 | $118,065,000 | 470 |
| Mortgage-backed securities | $39,403,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | $37,633,000 | 828 |
| Issued or guaranteed by U.S. | $37,633,000 | 818 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,770,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $1,254,000 | 2,116 |
| Privately issued | $516,000 | 939 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,719,000 | 1,609 |
| Available-for-sale securities (fair market value) | $118,491,000 | 882 |
| Total debt securities | $125,209,000 | 954 |
| Structured notes | ||
| Amortized cost | $8,998,000 | 410 |
| Fair value | $8,818,000 | 416 |
| 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 | $113,160,000 | 1,110 |
| U.S. Government securities | $105,476,000 | 858 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $105,476,000 | 829 |
| Securities issued by states & political subdivisions | $7,139,000 | 2,540 |
| Other domestic debt securities | $545,000 | 2,265 |
| Privately issued residential mortgage-backed securities | $545,000 | 974 |
| 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 | $105,458,000 | 515 |
| Mortgage-backed securities | $41,176,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $39,317,000 | 814 |
| Issued or guaranteed by U.S. | $39,317,000 | 802 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,859,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $1,314,000 | 2,061 |
| Privately issued | $545,000 | 908 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,837,000 | 1,651 |
| Available-for-sale securities (fair market value) | $106,323,000 | 1,003 |
| Total debt securities | $113,160,000 | 1,085 |
| Structured notes | ||
| Amortized cost | $8,998,000 | 449 |
| Fair value | $8,808,000 | 453 |
| 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 | $83,508,000 | 1,457 |
| U.S. Government securities | $75,298,000 | 1,198 |
| U.S. Treasury securities | $996,000 | 1,058 |
| U.S. Government agency obligations | $74,302,000 | 1,187 |
| Securities issued by states & political subdivisions | $7,651,000 | 2,419 |
| Other domestic debt securities | $559,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $559,000 | 952 |
| 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 | $61,157,000 | 841 |
| Mortgage-backed securities | $42,380,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $40,468,000 | 798 |
| Issued or guaranteed by U.S. | $40,468,000 | 788 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,912,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $1,353,000 | 2,029 |
| Privately issued | $559,000 | 892 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,350,000 | 1,615 |
| Available-for-sale securities (fair market value) | $76,158,000 | 1,360 |
| Total debt securities | $83,508,000 | 1,429 |
| Structured notes | ||
| Amortized cost | $8,998,000 | 483 |
| Fair value | $8,671,000 | 490 |
| 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 | $86,951,000 | 1,423 |
| U.S. Government securities | $77,718,000 | 1,177 |
| U.S. Treasury securities | $2,979,000 | 734 |
| U.S. Government agency obligations | $74,739,000 | 1,177 |
| Securities issued by states & political subdivisions | $7,671,000 | 2,407 |
| Other domestic debt securities | $1,562,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $589,000 | 940 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $973,000 | 1,569 |
| 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 | $76,714,000 | 684 |
| Mortgage-backed securities | $28,526,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $26,490,000 | 1,096 |
| Issued or guaranteed by U.S. | $26,490,000 | 1,088 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,036,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $1,447,000 | 2,003 |
| Privately issued | $589,000 | 881 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,368,000 | 1,635 |
| Available-for-sale securities (fair market value) | $79,583,000 | 1,333 |
| Total debt securities | $86,950,000 | 1,390 |
| Structured notes | ||
| Amortized cost | $8,998,000 | 504 |
| Fair value | $8,686,000 | 509 |
| 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 | $90,596,000 | 1,356 |
| U.S. Government securities | $81,926,000 | 1,105 |
| U.S. Treasury securities | $4,975,000 | 564 |
| U.S. Government agency obligations | $76,951,000 | 1,125 |
| Securities issued by states & political subdivisions | $7,054,000 | 2,514 |
| Other domestic debt securities | $1,616,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $647,000 | 887 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $969,000 | 1,681 |
| 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 | $62,848,000 | 807 |
| Mortgage-backed securities | $30,521,000 | 1,351 |
| Certificates of participation in pools of residential mortgages | $28,321,000 | 1,056 |
| Issued or guaranteed by U.S. | $28,321,000 | 1,047 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,200,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 1,978 |
| Privately issued | $647,000 | 828 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,749,000 | 1,723 |
| Available-for-sale securities (fair market value) | $83,847,000 | 1,245 |
| Total debt securities | $90,595,000 | 1,327 |
| Structured notes | ||
| Amortized cost | $8,996,000 | 506 |
| Fair value | $8,752,000 | 508 |
| 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 | $111,475,000 | 1,107 |
| U.S. Government securities | $102,629,000 | 890 |
| U.S. Treasury securities | $21,402,000 | 189 |
| U.S. Government agency obligations | $81,227,000 | 1,069 |
| Securities issued by states & political subdivisions | $7,165,000 | 2,476 |
| Other domestic debt securities | $1,681,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $709,000 | 859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $972,000 | 1,740 |
| 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 | $82,806,000 | 624 |
| Mortgage-backed securities | $33,262,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $30,881,000 | 1,011 |
| Issued or guaranteed by U.S. | $30,881,000 | 1,001 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,381,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $1,672,000 | 1,945 |
| Privately issued | $709,000 | 803 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,857,000 | 1,726 |
| Available-for-sale securities (fair market value) | $104,618,000 | 1,014 |
| Total debt securities | $111,475,000 | 1,080 |
| Structured notes | ||
| Amortized cost | $8,994,000 | 498 |
| Fair value | $8,789,000 | 500 |
| 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 | $112,206,000 | 1,107 |
| U.S. Government securities | $102,837,000 | 897 |
| U.S. Treasury securities | $17,354,000 | 235 |
| U.S. Government agency obligations | $85,483,000 | 1,024 |
| Securities issued by states & political subdivisions | $7,603,000 | 2,353 |
| Other domestic debt securities | $1,766,000 | 1,787 |
| Privately issued residential mortgage-backed securities | $793,000 | 836 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $973,000 | 1,817 |
| 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 | $71,863,000 | 705 |
| Mortgage-backed securities | $37,188,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $34,463,000 | 950 |
| Issued or guaranteed by U.S. | $34,463,000 | 941 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,725,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $1,932,000 | 1,907 |
| Privately issued | $793,000 | 777 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,294,000 | 1,706 |
| Available-for-sale securities (fair market value) | $104,912,000 | 1,024 |
| Total debt securities | $112,207,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $8,993,000 | 487 |
| Fair value | $8,832,000 | 493 |
| 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 | $103,653,000 | 1,217 |
| U.S. Government securities | $93,477,000 | 1,000 |
| U.S. Treasury securities | $2,984,000 | 840 |
| U.S. Government agency obligations | $90,493,000 | 992 |
| Securities issued by states & political subdivisions | $7,612,000 | 2,359 |
| Other domestic debt securities | $2,564,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $868,000 | 801 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,696,000 | 1,479 |
| 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 | $40,278,000 | 1,133 |
| Mortgage-backed securities | $40,769,000 | 1,188 |
| Certificates of participation in pools of residential mortgages | $37,397,000 | 934 |
| Issued or guaranteed by U.S. | $37,397,000 | 925 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,372,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $2,504,000 | 1,783 |
| Privately issued | $868,000 | 747 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,306,000 | 1,719 |
| Available-for-sale securities (fair market value) | $96,347,000 | 1,111 |
| Total debt securities | $103,654,000 | 1,187 |
| Structured notes | ||
| Amortized cost | $8,991,000 | 479 |
| Fair value | $8,730,000 | 487 |
| 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 | $108,137,000 | 1,185 |
| U.S. Government securities | $99,459,000 | 952 |
| U.S. Treasury securities | $3,018,000 | 857 |
| U.S. Government agency obligations | $96,441,000 | 948 |
| Securities issued by states & political subdivisions | $5,721,000 | 2,839 |
| Other domestic debt securities | $2,957,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $957,000 | 769 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,429 |
| 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 | $33,068,000 | 1,349 |
| Mortgage-backed securities | $39,784,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $37,850,000 | 939 |
| Issued or guaranteed by U.S. | $37,850,000 | 931 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,934,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 2,439 |
| Privately issued | $957,000 | 717 |
| 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) | $5,409,000 | 1,967 |
| Available-for-sale securities (fair market value) | $102,728,000 | 1,065 |
| Total debt securities | $108,138,000 | 1,151 |
| Structured notes | ||
| Amortized cost | $8,990,000 | 476 |
| Fair value | $8,872,000 | 476 |
| 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 | $93,131,000 | 1,378 |
| U.S. Government securities | $86,782,000 | 1,085 |
| U.S. Treasury securities | $2,538,000 | 898 |
| U.S. Government agency obligations | $84,244,000 | 1,071 |
| Securities issued by states & political subdivisions | $3,609,000 | 3,582 |
| Other domestic debt securities | $2,740,000 | 1,581 |
| 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 | $2,740,000 | 1,246 |
| 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 | $26,425,000 | 1,594 |
| Mortgage-backed securities | $35,894,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $34,453,000 | 1,011 |
| Issued or guaranteed by U.S. | $34,453,000 | 1,004 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,441,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $1,441,000 | 2,193 |
| 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) | $3,609,000 | 2,325 |
| Available-for-sale securities (fair market value) | $89,522,000 | 1,214 |
| Total debt securities | $93,131,000 | 1,334 |
| Structured notes | ||
| Amortized cost | $8,988,000 | 487 |
| Fair value | $8,877,000 | 489 |
| 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 | $90,929,000 | 1,435 |
| U.S. Government securities | $83,656,000 | 1,138 |
| U.S. Treasury securities | $2,550,000 | 949 |
| U.S. Government agency obligations | $81,106,000 | 1,122 |
| Securities issued by states & political subdivisions | $3,264,000 | 3,710 |
| Other domestic debt securities | $4,009,000 | 1,339 |
| 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 | $4,009,000 | 1,019 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,905,000 | 1,672 |
| Mortgage-backed securities | $36,878,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $35,288,000 | 997 |
| Issued or guaranteed by U.S. | $35,288,000 | 991 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,590,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $1,590,000 | 2,185 |
| 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) | $3,264,000 | 2,419 |
| Available-for-sale securities (fair market value) | $87,665,000 | 1,266 |
| Total debt securities | $90,927,000 | 1,394 |
| Structured notes | ||
| Amortized cost | $8,986,000 | 481 |
| Fair value | $8,689,000 | 482 |
| 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 | $95,690,000 | 1,375 |
| U.S. Government securities | $87,768,000 | 1,077 |
| U.S. Treasury securities | $2,544,000 | 917 |
| U.S. Government agency obligations | $85,224,000 | 1,067 |
| Securities issued by states & political subdivisions | $3,293,000 | 3,700 |
| Other domestic debt securities | $4,629,000 | 1,331 |
| 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 | $4,629,000 | 1,007 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,358,000 | 1,700 |
| Mortgage-backed securities | $42,964,000 | 1,202 |
| Certificates of participation in pools of residential mortgages | $41,229,000 | 898 |
| Issued or guaranteed by U.S. | $41,229,000 | 892 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,735,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $1,735,000 | 2,194 |
| 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) | $3,293,000 | 2,397 |
| Available-for-sale securities (fair market value) | $92,397,000 | 1,216 |
| Total debt securities | $95,690,000 | 1,327 |
| Structured notes | ||
| Amortized cost | $6,497,000 | 569 |
| Fair value | $6,515,000 | 568 |
| 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 | $79,937,000 | 1,666 |
| U.S. Government securities | $71,000,000 | 1,386 |
| U.S. Treasury securities | $2,574,000 | 980 |
| U.S. Government agency obligations | $68,426,000 | 1,379 |
| Securities issued by states & political subdivisions | $3,336,000 | 3,726 |
| Other domestic debt securities | $5,601,000 | 1,190 |
| 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 | $5,601,000 | 959 |
| 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 | $22,152,000 | 1,794 |
| Mortgage-backed securities | $34,032,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $32,190,000 | 1,102 |
| Issued or guaranteed by U.S. | $32,190,000 | 1,094 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,842,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,842,000 | 2,251 |
| 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) | $3,336,000 | 2,433 |
| Available-for-sale securities (fair market value) | $76,601,000 | 1,476 |
| Total debt securities | $79,939,000 | 1,617 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 536 |
| Fair value | $5,964,000 | 537 |
| 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 | $85,795,000 | 1,533 |
| U.S. Government securities | $74,914,000 | 1,300 |
| U.S. Treasury securities | $2,605,000 | 975 |
| U.S. Government agency obligations | $72,309,000 | 1,288 |
| Securities issued by states & political subdivisions | $3,206,000 | 3,755 |
| Other domestic debt securities | $7,675,000 | 1,054 |
| 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 | $7,675,000 | 835 |
| 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 | $18,803,000 | 1,984 |
| Mortgage-backed securities | $34,412,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $32,510,000 | 1,090 |
| Issued or guaranteed by U.S. | $32,510,000 | 1,086 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,902,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $1,902,000 | 2,251 |
| 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) | $3,206,000 | 2,470 |
| Available-for-sale securities (fair market value) | $82,589,000 | 1,348 |
| Total debt securities | $85,795,000 | 1,477 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 611 |
| Fair value | $4,025,000 | 611 |
| 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 | $64,539,000 | 1,925 |
| U.S. Government securities | $55,268,000 | 1,639 |
| U.S. Treasury securities | $2,638,000 | 977 |
| U.S. Government agency obligations | $52,630,000 | 1,647 |
| Securities issued by states & political subdivisions | $3,570,000 | 3,586 |
| Other domestic debt securities | $5,701,000 | 1,280 |
| 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 | $5,701,000 | 1,026 |
| 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 | $22,219,000 | 1,691 |
| Mortgage-backed securities | $27,874,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $25,269,000 | 1,292 |
| Issued or guaranteed by U.S. | $25,269,000 | 1,285 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,605,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,605,000 | 2,155 |
| 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) | $3,570,000 | 2,391 |
| Available-for-sale securities (fair market value) | $60,969,000 | 1,719 |
| Total debt securities | $64,532,000 | 1,856 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,004,000 | 1,286 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $82,245,000 | 1,519 |
| U.S. Government securities | $74,673,000 | 1,240 |
| U.S. Treasury securities | $2,661,000 | 1,004 |
| U.S. Government agency obligations | $72,012,000 | 1,219 |
| Securities issued by states & political subdivisions | $2,955,000 | 3,786 |
| Other domestic debt securities | $4,617,000 | 1,473 |
| 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 | $4,617,000 | 1,202 |
| 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 | $25,104,000 | 1,501 |
| Mortgage-backed securities | $30,715,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $27,520,000 | 1,193 |
| Issued or guaranteed by U.S. | $27,520,000 | 1,188 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,195,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $3,195,000 | 2,059 |
| 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) | $2,955,000 | 2,613 |
| Available-for-sale securities (fair market value) | $79,290,000 | 1,340 |
| Total debt securities | $82,246,000 | 1,484 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 354 |
| Fair value | $4,016,000 | 368 |
| 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 | $54,654,000 | 2,160 |
| U.S. Government securities | $48,136,000 | 1,808 |
| U.S. Treasury securities | $2,682,000 | 1,062 |
| U.S. Government agency obligations | $45,454,000 | 1,809 |
| Securities issued by states & political subdivisions | $2,962,000 | 3,773 |
| Other domestic debt securities | $3,556,000 | 1,686 |
| 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 | $3,556,000 | 1,437 |
| 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 | $20,661,000 | 1,795 |
| Mortgage-backed securities | $12,798,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $12,798,000 | 1,995 |
| Issued or guaranteed by U.S. | $12,798,000 | 1,984 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,962,000 | 2,667 |
| Available-for-sale securities (fair market value) | $51,692,000 | 1,925 |
| Total debt securities | $54,653,000 | 2,082 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 337 |
| Fair value | $3,016,000 | 358 |
| 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 | $58,678,000 | 1,909 |
| U.S. Government securities | $39,683,000 | 1,991 |
| U.S. Treasury securities | $3,680,000 | 975 |
| U.S. Government agency obligations | $36,003,000 | 2,041 |
| Securities issued by states & political subdivisions | $3,853,000 | 3,316 |
| Other domestic debt securities | $15,142,000 | 716 |
| 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 | $15,142,000 | 528 |
| 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 | $18,626,000 | 1,845 |
| Mortgage-backed securities | $3,675,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $3,675,000 | 3,594 |
| Issued or guaranteed by U.S. | $3,675,000 | 3,577 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,853,000 | 2,542 |
| Available-for-sale securities (fair market value) | $54,825,000 | 1,682 |
| Total debt securities | $58,678,000 | 1,839 |
| 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 | $61,836,000 | 1,775 |
| U.S. Government securities | $45,058,000 | 1,777 |
| U.S. Treasury securities | $4,082,000 | 1,212 |
| U.S. Government agency obligations | $40,976,000 | 1,815 |
| Securities issued by states & political subdivisions | $4,304,000 | 3,081 |
| Other domestic debt securities | $12,000,000 | 732 |
| 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 | $12,000,000 | 592 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $474,000 | 3,956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,495,000 | 4,068 |
| Mortgage-backed securities | $4,707,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $4,707,000 | 2,713 |
| Issued or guaranteed by U.S. | $4,707,000 | 2,693 |
| 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) | $4,154,000 | 3,012 |
| Available-for-sale securities (fair market value) | $57,682,000 | 1,480 |
| Total debt securities | $61,362,000 | 1,713 |
| 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 | $61,053,000 | 1,881 |
| U.S. Government securities | $45,139,000 | 1,859 |
| U.S. Treasury securities | $4,571,000 | 1,670 |
| U.S. Government agency obligations | $40,568,000 | 1,863 |
| Securities issued by states & political subdivisions | $5,440,000 | 2,774 |
| Other domestic debt securities | $10,030,000 | 819 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,030,000 | 655 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $444,000 | 3,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,505,000 | 6,715 |
| Mortgage-backed securities | $6,390,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $6,390,000 | 2,457 |
| Issued or guaranteed by U.S. | $6,390,000 | 2,444 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,289,000 | 2,997 |
| Available-for-sale securities (fair market value) | $55,764,000 | 1,555 |
| Total debt securities | $60,609,000 | 1,809 |
| 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 | $63,464,000 | 1,841 |
| U.S. Government securities | $48,651,000 | 1,789 |
| U.S. Treasury securities | $4,878,000 | 2,314 |
| U.S. Government agency obligations | $43,773,000 | 1,689 |
| Securities issued by states & political subdivisions | $6,620,000 | 2,412 |
| Other domestic debt securities | $8,193,000 | 867 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,193,000 | 680 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,818,000 | 5,525 |
| Mortgage-backed securities | $10,126,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $10,126,000 | 1,964 |
| Issued or guaranteed by U.S. | $10,126,000 | 1,948 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,157,000 | 3,069 |
| Available-for-sale securities (fair market value) | $57,307,000 | 1,523 |
| Total debt securities | $63,464,000 | 1,775 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| 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 | $37,634,000 | 2,997 |
| U.S. Government securities | $29,497,000 | 2,959 |
| U.S. Treasury securities | $5,067,000 | 3,126 |
| U.S. Government agency obligations | $24,430,000 | 2,742 |
| Securities issued by states & political subdivisions | $6,535,000 | 2,218 |
| Other domestic debt securities | $1,602,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,602,000 | 1,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,265,000 | 5,468 |
| Mortgage-backed securities | $1,771,000 | 5,585 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 4,563 |
| Issued or guaranteed by U.S. | $1,771,000 | 4,547 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,062,000 | 3,776 |
| Available-for-sale securities (fair market value) | $31,572,000 | 2,504 |
| Total debt securities | $37,634,000 | 2,908 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $28,643,000 | 4,049 |
| U.S. Government securities | $20,653,000 | 4,368 |
| U.S. Treasury securities | $3,230,000 | 4,864 |
| U.S. Government agency obligations | $17,423,000 | 3,722 |
| Securities issued by states & political subdivisions | $5,985,000 | 2,450 |
| Other domestic debt securities | $2,005,000 | 1,507 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,005,000 | 1,107 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,021,000 | 7,778 |
| Mortgage-backed securities | $2,112,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $2,112,000 | 4,656 |
| Issued or guaranteed by U.S. | $2,112,000 | 4,632 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,516,000 | 4,466 |
| Available-for-sale securities (fair market value) | $23,127,000 | 3,388 |
| Total debt securities | $28,643,000 | 3,963 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $25,058,000 | 4,696 |
| U.S. Government securities | $17,033,000 | 5,251 |
| U.S. Treasury securities | $2,644,000 | 6,365 |
| U.S. Government agency obligations | $14,389,000 | 4,311 |
| Securities issued by states & political subdivisions | $5,903,000 | 2,468 |
| Other domestic debt securities | $2,122,000 | 1,732 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,122,000 | 1,333 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,334,000 | 6,542 |
| Mortgage-backed securities | $2,494,000 | 5,857 |
| Certificates of participation in pools of residential mortgages | $2,494,000 | 4,515 |
| Issued or guaranteed by U.S. | $2,494,000 | 4,489 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,433,000 | 4,816 |
| Available-for-sale securities (fair market value) | $19,625,000 | 4,025 |
| Total debt securities | $25,058,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $17,354,000 | 6,495 |
| U.S. Government securities | $9,645,000 | 7,900 |
| U.S. Treasury securities | $942,000 | 9,869 |
| U.S. Government agency obligations | $8,703,000 | 5,888 |
| Securities issued by states & political subdivisions | $4,356,000 | 3,255 |
| Other domestic debt securities | $3,353,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,353,000 | 1,169 |
| 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 | $2,501,000 | 6,535 |
| Mortgage-backed securities | $3,239,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $3,239,000 | 4,208 |
| Issued or guaranteed by U.S. | $3,239,000 | 4,182 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,758,000 | 5,750 |
| Available-for-sale securities (fair market value) | $7,596,000 | 5,610 |
| Total debt securities | $17,354,000 | 6,386 |
| 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 | $15,943,000 | 7,109 |
| U.S. Government securities | $5,738,000 | 10,075 |
| U.S. Treasury securities | $806,000 | 10,332 |
| U.S. Government agency obligations | $4,932,000 | 7,972 |
| Securities issued by states & political subdivisions | $5,133,000 | 2,949 |
| Other domestic debt securities | $5,072,000 | 1,389 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,072,000 | 1,033 |
| 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 | $857,000 | 8,835 |
| Mortgage-backed securities | $3,474,000 | 6,123 |
| Certificates of participation in pools of residential mortgages | $3,474,000 | 4,553 |
| Issued or guaranteed by U.S. | $3,474,000 | 4,515 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,943,000 | 6,984 |
| 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 | $13,674,000 | 7,766 |
| U.S. Government securities | $5,780,000 | 10,294 |
| U.S. Treasury securities | $604,000 | 11,079 |
| U.S. Government agency obligations | $5,176,000 | 7,873 |
| Securities issued by states & political subdivisions | $3,630,000 | 3,564 |
| Other domestic debt securities | $4,264,000 | 1,874 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,264,000 | 1,325 |
| 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 | $200,000 | 10,489 |
| Mortgage-backed securities | $3,027,000 | 6,737 |
| Certificates of participation in pools of residential mortgages | $3,027,000 | 5,160 |
| Issued or guaranteed by U.S. | $3,027,000 | 5,103 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,674,000 | 7,647 |
| 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 |