Home > Simmons First Bank of South Arkansas > Securities
Simmons First Bank of South Arkansas, Securities
| 2014-06-30 | Rank | |
| Total securities | $53,113,000 | 2,550 |
| U.S. Government securities | $40,190,000 | 2,242 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $40,190,000 | 2,170 |
| Securities issued by states & political subdivisions | $12,923,000 | 2,506 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,387,000 | 1,507 |
| Mortgage-backed securities | $11,000 | 5,396 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,210 |
| Issued or guaranteed by U.S. | $10,000 | 5,205 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,446 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $39,431,000 | 510 |
| Available-for-sale securities (fair market value) | $13,682,000 | 4,603 |
| Total debt securities | $53,113,000 | 2,529 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 262 |
| Fair value | $15,647,000 | 266 |
| 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 | $54,769,000 | 2,497 |
| U.S. Government securities | $40,104,000 | 2,263 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $40,104,000 | 2,192 |
| Securities issued by states & political subdivisions | $14,665,000 | 2,333 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,706,000 | 1,443 |
| Mortgage-backed securities | $17,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $16,000 | 5,244 |
| Issued or guaranteed by U.S. | $16,000 | 5,236 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,000 | 3,623 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,483 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $41,179,000 | 481 |
| Available-for-sale securities (fair market value) | $13,590,000 | 4,663 |
| Total debt securities | $54,769,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 283 |
| Fair value | $15,394,000 | 288 |
| 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 | $54,437,000 | 2,504 |
| U.S. Government securities | $39,958,000 | 2,245 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,958,000 | 2,182 |
| Securities issued by states & political subdivisions | $14,479,000 | 2,352 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,303,000 | 1,810 |
| Mortgage-backed securities | $19,000 | 5,465 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,284 |
| Issued or guaranteed by U.S. | $18,000 | 5,276 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,489 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $40,995,000 | 473 |
| Available-for-sale securities (fair market value) | $13,442,000 | 4,688 |
| Total debt securities | $54,437,000 | 2,481 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 271 |
| Fair value | $15,148,000 | 271 |
| 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 | $54,876,000 | 2,507 |
| U.S. Government securities | $40,009,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $40,009,000 | 2,200 |
| Securities issued by states & political subdivisions | $14,867,000 | 2,313 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,367,000 | 1,343 |
| Mortgage-backed securities | $20,000 | 5,515 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,335 |
| Issued or guaranteed by U.S. | $19,000 | 5,327 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,526 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $41,384,000 | 451 |
| Available-for-sale securities (fair market value) | $13,492,000 | 4,739 |
| Total debt securities | $54,877,000 | 2,482 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 270 |
| Fair value | $15,263,000 | 269 |
| 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 | $55,427,000 | 2,480 |
| U.S. Government securities | $40,062,000 | 2,241 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $40,062,000 | 2,176 |
| Securities issued by states & political subdivisions | $15,365,000 | 2,235 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,200,000 | 2,425 |
| Mortgage-backed securities | $22,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,336 |
| Issued or guaranteed by U.S. | $21,000 | 5,328 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,546 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $41,884,000 | 417 |
| Available-for-sale securities (fair market value) | $13,543,000 | 4,744 |
| Total debt securities | $55,427,000 | 2,456 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 257 |
| Fair value | $15,405,000 | 259 |
| 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 | $55,361,000 | 2,498 |
| U.S. Government securities | $40,461,000 | 2,260 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $40,461,000 | 2,196 |
| Securities issued by states & political subdivisions | $14,900,000 | 2,270 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,247,000 | 2,445 |
| Mortgage-backed securities | $24,000 | 5,580 |
| Certificates of participation in pools of residential mortgages | $23,000 | 5,377 |
| Issued or guaranteed by U.S. | $23,000 | 5,371 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,000 | 3,744 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,577 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $41,420,000 | 402 |
| Available-for-sale securities (fair market value) | $13,941,000 | 4,748 |
| Total debt securities | $55,361,000 | 2,471 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 312 |
| Fair value | $13,932,000 | 317 |
| 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 | $46,352,000 | 2,799 |
| U.S. Government securities | $30,490,000 | 2,702 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $30,490,000 | 2,637 |
| Securities issued by states & political subdivisions | $15,862,000 | 2,147 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,749,000 | 2,159 |
| Mortgage-backed securities | $26,000 | 5,621 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,404 |
| Issued or guaranteed by U.S. | $25,000 | 5,399 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,000 | 3,787 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,623 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $34,384,000 | 454 |
| Available-for-sale securities (fair market value) | $11,968,000 | 4,932 |
| Total debt securities | $46,352,000 | 2,768 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 499 |
| Fair value | $7,969,000 | 516 |
| 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 | $48,809,000 | 2,734 |
| U.S. Government securities | $33,532,000 | 2,609 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $33,532,000 | 2,550 |
| Securities issued by states & political subdivisions | $15,277,000 | 2,165 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,400,000 | 2,075 |
| Mortgage-backed securities | $27,000 | 5,715 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,503 |
| Issued or guaranteed by U.S. | $26,000 | 5,494 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,000 | 3,864 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,692 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $36,803,000 | 432 |
| Available-for-sale securities (fair market value) | $12,006,000 | 5,006 |
| Total debt securities | $48,809,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 330 |
| Fair value | $14,013,000 | 329 |
| 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 | $46,281,000 | 2,856 |
| U.S. Government securities | $31,027,000 | 2,772 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $31,027,000 | 2,712 |
| Securities issued by states & political subdivisions | $15,254,000 | 2,117 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,401,000 | 2,096 |
| Mortgage-backed securities | $29,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,544 |
| Issued or guaranteed by U.S. | $28,000 | 5,535 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,000 | 3,875 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,698 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $36,282,000 | 439 |
| Available-for-sale securities (fair market value) | $9,999,000 | 5,305 |
| Total debt securities | $46,280,000 | 2,834 |
| Structured notes | ||
| Amortized cost | $17,000,000 | 288 |
| Fair value | $17,007,000 | 293 |
| 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 | $49,428,000 | 2,692 |
| U.S. Government securities | $33,516,000 | 2,665 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,516,000 | 2,608 |
| Securities issued by states & political subdivisions | $15,912,000 | 1,983 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,553,000 | 2,100 |
| Mortgage-backed securities | $30,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,574 |
| Issued or guaranteed by U.S. | $29,000 | 5,566 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,000 | 3,894 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,712 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $37,941,000 | 430 |
| Available-for-sale securities (fair market value) | $11,487,000 | 5,146 |
| Total debt securities | $49,426,000 | 2,672 |
| Structured notes | ||
| Amortized cost | $19,500,000 | 303 |
| Fair value | $19,518,000 | 301 |
| 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 | $50,907,000 | 2,560 |
| U.S. Government securities | $34,544,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $34,544,000 | 2,450 |
| Securities issued by states & political subdivisions | $16,363,000 | 1,904 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,733,000 | 1,970 |
| Mortgage-backed securities | $32,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,562 |
| Issued or guaranteed by U.S. | $31,000 | 5,550 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,000 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,573 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $38,394,000 | 427 |
| Available-for-sale securities (fair market value) | $12,513,000 | 4,988 |
| Total debt securities | $50,907,000 | 2,539 |
| Structured notes | ||
| Amortized cost | $25,500,000 | 204 |
| Fair value | $25,579,000 | 205 |
| 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 | $47,819,000 | 2,626 |
| U.S. Government securities | $31,578,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $31,578,000 | 2,562 |
| Securities issued by states & political subdivisions | $16,241,000 | 1,867 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,504,000 | 1,891 |
| Mortgage-backed securities | $34,000 | 5,820 |
| Certificates of participation in pools of residential mortgages | $33,000 | 5,572 |
| Issued or guaranteed by U.S. | $33,000 | 5,560 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,000 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,561 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $39,274,000 | 404 |
| Available-for-sale securities (fair market value) | $8,545,000 | 5,500 |
| Total debt securities | $47,819,000 | 2,598 |
| Structured notes | ||
| Amortized cost | $24,500,000 | 207 |
| Fair value | $24,636,000 | 207 |
| 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 | $39,151,000 | 3,062 |
| U.S. Government securities | $22,602,000 | 3,383 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,602,000 | 3,289 |
| Securities issued by states & political subdivisions | $16,549,000 | 1,784 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,873,000 | 1,664 |
| Mortgage-backed securities | $35,000 | 5,846 |
| Certificates of participation in pools of residential mortgages | $34,000 | 5,590 |
| Issued or guaranteed by U.S. | $34,000 | 5,584 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,000 | 3,845 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,550 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $25,583,000 | 567 |
| Available-for-sale securities (fair market value) | $13,568,000 | 4,876 |
| Total debt securities | $39,149,000 | 3,037 |
| Structured notes | ||
| Amortized cost | $17,500,000 | 397 |
| Fair value | $17,650,000 | 395 |
| 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 | $46,738,000 | 2,664 |
| U.S. Government securities | $30,596,000 | 2,742 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $30,596,000 | 2,659 |
| Securities issued by states & political subdivisions | $16,142,000 | 1,778 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,009,000 | 1,516 |
| Mortgage-backed securities | $37,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,595 |
| Issued or guaranteed by U.S. | $36,000 | 5,585 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,524 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $37,678,000 | 432 |
| Available-for-sale securities (fair market value) | $9,060,000 | 5,494 |
| Total debt securities | $46,738,000 | 2,638 |
| Structured notes | ||
| Amortized cost | $25,500,000 | 259 |
| Fair value | $25,690,000 | 253 |
| 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 | $44,070,000 | 2,694 |
| U.S. Government securities | $28,608,000 | 2,750 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,608,000 | 2,665 |
| Securities issued by states & political subdivisions | $15,462,000 | 1,792 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,014,000 | 1,512 |
| Mortgage-backed securities | $38,000 | 5,887 |
| Certificates of participation in pools of residential mortgages | $37,000 | 5,583 |
| Issued or guaranteed by U.S. | $37,000 | 5,573 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,508 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $36,999,000 | 423 |
| Available-for-sale securities (fair market value) | $7,071,000 | 5,697 |
| Total debt securities | $44,070,000 | 2,665 |
| Structured notes | ||
| Amortized cost | $25,500,000 | 237 |
| Fair value | $25,762,000 | 225 |
| 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 | $44,131,000 | 2,656 |
| U.S. Government securities | $30,656,000 | 2,595 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $30,656,000 | 2,508 |
| Securities issued by states & political subdivisions | $13,475,000 | 1,928 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,537,000 | 1,672 |
| Mortgage-backed securities | $39,000 | 5,944 |
| Certificates of participation in pools of residential mortgages | $38,000 | 5,614 |
| Issued or guaranteed by U.S. | $38,000 | 5,601 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,497 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $35,013,000 | 445 |
| Available-for-sale securities (fair market value) | $9,118,000 | 5,351 |
| Total debt securities | $44,130,000 | 2,626 |
| Structured notes | ||
| Amortized cost | $25,500,000 | 198 |
| Fair value | $25,866,000 | 198 |
| 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 | $48,378,000 | 2,437 |
| U.S. Government securities | $34,678,000 | 2,390 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $34,678,000 | 2,308 |
| Securities issued by states & political subdivisions | $13,700,000 | 1,813 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,525,000 | 1,675 |
| Mortgage-backed securities | $41,000 | 5,975 |
| Certificates of participation in pools of residential mortgages | $40,000 | 5,664 |
| Issued or guaranteed by U.S. | $40,000 | 5,653 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,424 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $34,740,000 | 464 |
| Available-for-sale securities (fair market value) | $13,638,000 | 4,732 |
| Total debt securities | $48,378,000 | 2,412 |
| Structured notes | ||
| Amortized cost | $26,500,000 | 221 |
| Fair value | $26,873,000 | 218 |
| 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 | $47,102,000 | 2,515 |
| U.S. Government securities | $33,562,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $33,562,000 | 2,418 |
| Securities issued by states & political subdivisions | $13,540,000 | 1,810 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,520,000 | 1,764 |
| Mortgage-backed securities | $43,000 | 6,072 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,765 |
| Issued or guaranteed by U.S. | $42,000 | 5,755 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,409 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $38,082,000 | 438 |
| Available-for-sale securities (fair market value) | $9,020,000 | 5,496 |
| Total debt securities | $47,103,000 | 2,489 |
| Structured notes | ||
| Amortized cost | $26,500,000 | 177 |
| Fair value | $26,637,000 | 176 |
| 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 | $48,317,000 | 2,436 |
| U.S. Government securities | $34,574,000 | 2,394 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,574,000 | 2,324 |
| Securities issued by states & political subdivisions | $13,743,000 | 1,787 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,902,000 | 1,471 |
| Mortgage-backed securities | $45,000 | 6,124 |
| Certificates of participation in pools of residential mortgages | $44,000 | 5,827 |
| Issued or guaranteed by U.S. | $44,000 | 5,813 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,406 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $38,787,000 | 441 |
| Available-for-sale securities (fair market value) | $9,530,000 | 5,404 |
| Total debt securities | $48,317,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 177 |
| Fair value | $19,998,000 | 173 |
| 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 | $46,863,000 | 2,508 |
| U.S. Government securities | $32,638,000 | 2,508 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $32,638,000 | 2,445 |
| Securities issued by states & political subdivisions | $14,225,000 | 1,733 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,079,000 | 1,560 |
| Mortgage-backed securities | $47,000 | 6,191 |
| Certificates of participation in pools of residential mortgages | $46,000 | 5,905 |
| Issued or guaranteed by U.S. | $46,000 | 5,885 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,400 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $34,271,000 | 506 |
| Available-for-sale securities (fair market value) | $12,592,000 | 4,939 |
| Total debt securities | $46,863,000 | 2,476 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 146 |
| Fair value | $16,048,000 | 144 |
| 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 | $53,806,000 | 2,189 |
| U.S. Government securities | $34,063,000 | 2,346 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,063,000 | 2,296 |
| Securities issued by states & political subdivisions | $13,743,000 | 1,739 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $6,000,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,566,000 | 1,683 |
| Mortgage-backed securities | $50,000 | 6,241 |
| Certificates of participation in pools of residential mortgages | $48,000 | 5,953 |
| Issued or guaranteed by U.S. | $48,000 | 5,931 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,379 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $29,291,000 | 576 |
| Available-for-sale securities (fair market value) | $24,515,000 | 3,525 |
| Total debt securities | $47,805,000 | 2,377 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 153 |
| Fair value | $9,904,000 | 162 |
| 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 | $64,497,000 | 1,875 |
| U.S. Government securities | $32,691,000 | 2,473 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,691,000 | 2,414 |
| Securities issued by states & political subdivisions | $9,696,000 | 2,177 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $22,110,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,770,000 | 1,532 |
| Mortgage-backed securities | $52,000 | 6,287 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,999 |
| Issued or guaranteed by U.S. | $50,000 | 5,981 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,379 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,746,000 | 960 |
| Available-for-sale securities (fair market value) | $50,751,000 | 2,024 |
| Total debt securities | $42,387,000 | 2,628 |
| 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 | $61,373,000 | 1,923 |
| U.S. Government securities | $40,068,000 | 2,081 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $40,068,000 | 2,035 |
| Securities issued by states & political subdivisions | $9,196,000 | 2,208 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $12,109,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,750,000 | 1,535 |
| Mortgage-backed securities | $54,000 | 6,307 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,022 |
| Issued or guaranteed by U.S. | $52,000 | 6,001 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,382 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,248,000 | 973 |
| Available-for-sale securities (fair market value) | $48,125,000 | 2,095 |
| Total debt securities | $49,264,000 | 2,311 |
| 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 | $48,461,000 | 2,322 |
| U.S. Government securities | $39,358,000 | 2,051 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $39,358,000 | 2,007 |
| Securities issued by states & political subdivisions | $9,103,000 | 2,199 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,329,000 | 1,595 |
| Mortgage-backed securities | $56,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,042 |
| Issued or guaranteed by U.S. | $54,000 | 6,021 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,332 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,157,000 | 984 |
| Available-for-sale securities (fair market value) | $35,304,000 | 2,660 |
| Total debt securities | $48,463,000 | 2,296 |
| 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 | $51,541,000 | 2,249 |
| U.S. Government securities | $42,438,000 | 1,949 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $42,438,000 | 1,905 |
| Securities issued by states & political subdivisions | $9,103,000 | 2,233 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,469,000 | 1,613 |
| Mortgage-backed securities | $57,000 | 6,343 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,063 |
| Issued or guaranteed by U.S. | $55,000 | 6,036 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,369 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,158,000 | 971 |
| Available-for-sale securities (fair market value) | $38,383,000 | 2,542 |
| Total debt securities | $51,541,000 | 2,202 |
| 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 | $50,936,000 | 2,273 |
| U.S. Government securities | $42,301,000 | 1,944 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $42,301,000 | 1,904 |
| Securities issued by states & political subdivisions | $8,635,000 | 2,296 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,990,000 | 1,607 |
| Mortgage-backed securities | $60,000 | 6,332 |
| Certificates of participation in pools of residential mortgages | $58,000 | 6,039 |
| Issued or guaranteed by U.S. | $58,000 | 6,010 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,366 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,693,000 | 1,006 |
| Available-for-sale securities (fair market value) | $38,243,000 | 2,558 |
| Total debt securities | $50,936,000 | 2,218 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $37,183,000 | 2,937 |
| U.S. Government securities | $29,733,000 | 2,696 |
| U.S. Treasury securities | $3,009,000 | 456 |
| U.S. Government agency obligations | $26,724,000 | 2,856 |
| Securities issued by states & political subdivisions | $7,450,000 | 2,517 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,163,000 | 1,594 |
| Mortgage-backed securities | $62,000 | 6,262 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,959 |
| Issued or guaranteed by U.S. | $60,000 | 5,939 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,325 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,510,000 | 1,113 |
| Available-for-sale securities (fair market value) | $25,673,000 | 3,384 |
| Total debt securities | $37,183,000 | 2,893 |
| Structured notes | ||
| Amortized cost | $6,546,000 | 382 |
| Fair value | $6,547,000 | 382 |
| 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 | $35,832,000 | 3,013 |
| U.S. Government securities | $29,838,000 | 2,708 |
| U.S. Treasury securities | $3,006,000 | 466 |
| U.S. Government agency obligations | $26,832,000 | 2,879 |
| Securities issued by states & political subdivisions | $5,994,000 | 2,818 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,426,000 | 1,637 |
| Mortgage-backed securities | $65,000 | 6,217 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,917 |
| Issued or guaranteed by U.S. | $62,000 | 5,894 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,276 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,056,000 | 1,240 |
| Available-for-sale securities (fair market value) | $25,776,000 | 3,356 |
| Total debt securities | $35,832,000 | 2,969 |
| Structured notes | ||
| Amortized cost | $12,315,000 | 210 |
| Fair value | $12,301,000 | 207 |
| 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 | $40,400,000 | 2,748 |
| U.S. Government securities | $34,572,000 | 2,371 |
| U.S. Treasury securities | $4,484,000 | 423 |
| U.S. Government agency obligations | $30,088,000 | 2,609 |
| Securities issued by states & political subdivisions | $5,828,000 | 2,856 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,068,000 | 1,650 |
| Mortgage-backed securities | $71,000 | 6,226 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,925 |
| Issued or guaranteed by U.S. | $65,000 | 5,904 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,240 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,893,000 | 1,260 |
| Available-for-sale securities (fair market value) | $30,507,000 | 2,988 |
| Total debt securities | $40,398,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $12,315,000 | 236 |
| Fair value | $12,184,000 | 231 |
| 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 | $43,911,000 | 2,567 |
| U.S. Government securities | $38,602,000 | 2,166 |
| U.S. Treasury securities | $4,463,000 | 445 |
| U.S. Government agency obligations | $34,139,000 | 2,353 |
| Securities issued by states & political subdivisions | $5,309,000 | 2,999 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,916,000 | 1,775 |
| Mortgage-backed securities | $79,000 | 6,223 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,929 |
| Issued or guaranteed by U.S. | $70,000 | 5,905 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,235 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,378,000 | 993 |
| Available-for-sale securities (fair market value) | $28,533,000 | 3,102 |
| Total debt securities | $43,914,000 | 2,529 |
| Structured notes | ||
| Amortized cost | $12,315,000 | 264 |
| Fair value | $12,221,000 | 261 |
| 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 | $37,721,000 | 2,953 |
| U.S. Government securities | $32,562,000 | 2,566 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $32,562,000 | 2,499 |
| Securities issued by states & political subdivisions | $5,159,000 | 3,073 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,363,000 | 1,818 |
| Mortgage-backed securities | $86,000 | 6,228 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,939 |
| Issued or guaranteed by U.S. | $73,000 | 5,914 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,234 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,230,000 | 1,025 |
| Available-for-sale securities (fair market value) | $22,491,000 | 3,683 |
| Total debt securities | $37,721,000 | 2,910 |
| Structured notes | ||
| Amortized cost | $12,315,000 | 282 |
| Fair value | $12,158,000 | 278 |
| 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 | $29,431,000 | 3,538 |
| U.S. Government securities | $23,521,000 | 3,323 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $23,521,000 | 3,228 |
| Securities issued by states & political subdivisions | $5,910,000 | 2,851 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,926,000 | 2,035 |
| Mortgage-backed securities | $94,000 | 6,247 |
| Certificates of participation in pools of residential mortgages | $76,000 | 5,969 |
| Issued or guaranteed by U.S. | $76,000 | 5,937 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $18,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,203 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,986,000 | 1,356 |
| Available-for-sale securities (fair market value) | $19,445,000 | 4,074 |
| Total debt securities | $29,431,000 | 3,486 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 432 |
| Fair value | $9,141,000 | 433 |
| 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 | $28,134,000 | 3,649 |
| U.S. Government securities | $22,225,000 | 3,490 |
| U.S. Treasury securities | $997,000 | 1,049 |
| U.S. Government agency obligations | $21,228,000 | 3,486 |
| Securities issued by states & political subdivisions | $5,909,000 | 2,823 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,903,000 | 1,944 |
| Mortgage-backed securities | $102,000 | 6,269 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,996 |
| Issued or guaranteed by U.S. | $80,000 | 5,967 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,187 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,989,000 | 1,767 |
| Available-for-sale securities (fair market value) | $22,145,000 | 3,717 |
| Total debt securities | $28,134,000 | 3,595 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 463 |
| Fair value | $8,969,000 | 466 |
| 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 | $36,134,000 | 3,095 |
| U.S. Government securities | $29,340,000 | 2,863 |
| U.S. Treasury securities | $991,000 | 1,163 |
| U.S. Government agency obligations | $28,349,000 | 2,838 |
| Securities issued by states & political subdivisions | $6,794,000 | 2,587 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,995,000 | 1,920 |
| Mortgage-backed securities | $111,000 | 6,292 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,018 |
| Issued or guaranteed by U.S. | $83,000 | 5,993 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $28,000 | 3,509 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,171 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,377,000 | 1,741 |
| Available-for-sale securities (fair market value) | $29,757,000 | 3,103 |
| Total debt securities | $36,134,000 | 3,052 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 482 |
| Fair value | $9,056,000 | 485 |
| 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 | $28,512,000 | 3,696 |
| U.S. Government securities | $21,434,000 | 3,603 |
| U.S. Treasury securities | $987,000 | 1,209 |
| U.S. Government agency obligations | $20,447,000 | 3,601 |
| Securities issued by states & political subdivisions | $7,078,000 | 2,506 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,237,000 | 1,959 |
| Mortgage-backed securities | $119,000 | 6,343 |
| Certificates of participation in pools of residential mortgages | $85,000 | 6,066 |
| Issued or guaranteed by U.S. | $85,000 | 6,040 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $34,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,169 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,663,000 | 1,733 |
| Available-for-sale securities (fair market value) | $21,849,000 | 3,782 |
| Total debt securities | $28,512,000 | 3,638 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 487 |
| Fair value | $9,086,000 | 489 |
| 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 | $30,933,000 | 3,459 |
| U.S. Government securities | $24,559,000 | 3,234 |
| U.S. Treasury securities | $3,979,000 | 624 |
| U.S. Government agency obligations | $20,580,000 | 3,556 |
| Securities issued by states & political subdivisions | $6,374,000 | 2,673 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,083,000 | 1,785 |
| Mortgage-backed securities | $123,000 | 6,376 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,091 |
| Issued or guaranteed by U.S. | $89,000 | 6,070 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $34,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,187 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,962,000 | 1,827 |
| Available-for-sale securities (fair market value) | $24,971,000 | 3,470 |
| Total debt securities | $30,933,000 | 3,399 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 483 |
| Fair value | $9,149,000 | 486 |
| 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 | $33,351,000 | 3,313 |
| U.S. Government securities | $26,742,000 | 3,068 |
| U.S. Treasury securities | $3,970,000 | 651 |
| U.S. Government agency obligations | $22,772,000 | 3,349 |
| Securities issued by states & political subdivisions | $6,609,000 | 2,578 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,418,000 | 1,587 |
| Mortgage-backed securities | $129,000 | 6,415 |
| Certificates of participation in pools of residential mortgages | $94,000 | 6,135 |
| Issued or guaranteed by U.S. | $94,000 | 6,109 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $35,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,219 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,202,000 | 1,819 |
| Available-for-sale securities (fair market value) | $27,149,000 | 3,317 |
| Total debt securities | $33,350,000 | 3,265 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 472 |
| Fair value | $9,245,000 | 473 |
| 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 | $40,470,000 | 2,856 |
| U.S. Government securities | $33,461,000 | 2,611 |
| U.S. Treasury securities | $4,954,000 | 623 |
| U.S. Government agency obligations | $28,507,000 | 2,853 |
| Securities issued by states & political subdivisions | $7,009,000 | 2,487 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,286,000 | 1,576 |
| Mortgage-backed securities | $135,000 | 6,473 |
| Certificates of participation in pools of residential mortgages | $100,000 | 6,198 |
| Issued or guaranteed by U.S. | $100,000 | 6,175 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $35,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,273 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,607,000 | 1,685 |
| Available-for-sale securities (fair market value) | $32,863,000 | 2,919 |
| Total debt securities | $40,470,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 461 |
| Fair value | $9,129,000 | 460 |
| 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 | $33,217,000 | 3,362 |
| U.S. Government securities | $25,328,000 | 3,245 |
| U.S. Treasury securities | $5,965,000 | 556 |
| U.S. Government agency obligations | $19,363,000 | 3,819 |
| Securities issued by states & political subdivisions | $7,889,000 | 2,342 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,683,000 | 1,487 |
| Mortgage-backed securities | $140,000 | 6,511 |
| Certificates of participation in pools of residential mortgages | $105,000 | 6,229 |
| Issued or guaranteed by U.S. | $105,000 | 6,212 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $35,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,296 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,491,000 | 1,516 |
| Available-for-sale securities (fair market value) | $23,726,000 | 3,712 |
| Total debt securities | $33,216,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 456 |
| Fair value | $9,260,000 | 455 |
| 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 | $31,479,000 | 3,490 |
| U.S. Government securities | $23,421,000 | 3,447 |
| U.S. Treasury securities | $5,494,000 | 568 |
| U.S. Government agency obligations | $17,927,000 | 3,953 |
| Securities issued by states & political subdivisions | $8,058,000 | 2,305 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,460,000 | 1,507 |
| Mortgage-backed securities | $147,000 | 6,544 |
| Certificates of participation in pools of residential mortgages | $111,000 | 6,242 |
| Issued or guaranteed by U.S. | $111,000 | 6,227 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $36,000 | 3,649 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,320 |
| 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) | $11,165,000 | 1,407 |
| Available-for-sale securities (fair market value) | $20,314,000 | 4,044 |
| Total debt securities | $31,478,000 | 3,425 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 466 |
| Fair value | $9,286,000 | 467 |
| 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 | $31,127,000 | 3,571 |
| U.S. Government securities | $23,073,000 | 3,562 |
| U.S. Treasury securities | $5,491,000 | 595 |
| U.S. Government agency obligations | $17,582,000 | 4,090 |
| Securities issued by states & political subdivisions | $8,054,000 | 2,289 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,133,000 | 1,505 |
| Mortgage-backed securities | $156,000 | 6,600 |
| Certificates of participation in pools of residential mortgages | $119,000 | 6,294 |
| Issued or guaranteed by U.S. | $119,000 | 6,277 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $37,000 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,390 |
| 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) | $11,182,000 | 1,403 |
| Available-for-sale securities (fair market value) | $19,945,000 | 4,178 |
| Total debt securities | $31,127,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 448 |
| Fair value | $9,042,000 | 454 |
| 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 | $29,769,000 | 3,678 |
| U.S. Government securities | $21,610,000 | 3,644 |
| U.S. Treasury securities | $6,548,000 | 507 |
| U.S. Government agency obligations | $15,062,000 | 4,488 |
| Securities issued by states & political subdivisions | $8,159,000 | 2,289 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,992,000 | 1,502 |
| Mortgage-backed securities | $165,000 | 6,601 |
| Certificates of participation in pools of residential mortgages | $128,000 | 6,285 |
| Issued or guaranteed by U.S. | $128,000 | 6,264 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $37,000 | 3,794 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,460 |
| 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) | $11,301,000 | 1,352 |
| Available-for-sale securities (fair market value) | $18,468,000 | 4,358 |
| Total debt securities | $29,768,000 | 3,601 |
| Structured notes | ||
| Amortized cost | $9,315,000 | 384 |
| Fair value | $9,331,000 | 386 |
| 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 | $32,122,000 | 3,526 |
| U.S. Government securities | $24,320,000 | 3,405 |
| U.S. Treasury securities | $6,549,000 | 546 |
| U.S. Government agency obligations | $17,771,000 | 4,079 |
| Securities issued by states & political subdivisions | $7,702,000 | 2,392 |
| Other domestic debt securities | $100,000 | 3,629 |
| 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 | $100,000 | 3,226 |
| 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 | $28,356,000 | 1,464 |
| Mortgage-backed securities | $174,000 | 6,628 |
| Certificates of participation in pools of residential mortgages | $136,000 | 6,324 |
| Issued or guaranteed by U.S. | $136,000 | 6,300 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $38,000 | 3,848 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,667 |
| 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) | $10,958,000 | 1,390 |
| Available-for-sale securities (fair market value) | $21,164,000 | 4,049 |
| Total debt securities | $32,122,000 | 3,462 |
| Structured notes | ||
| Amortized cost | $9,305,000 | 340 |
| Fair value | $9,067,000 | 345 |
| 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 | $27,393,000 | 3,885 |
| U.S. Government securities | $20,364,000 | 3,744 |
| U.S. Treasury securities | $2,523,000 | 998 |
| U.S. Government agency obligations | $17,841,000 | 3,939 |
| Securities issued by states & political subdivisions | $6,929,000 | 2,556 |
| Other domestic debt securities | $100,000 | 3,736 |
| 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 | $100,000 | 3,334 |
| 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 | $19,992,000 | 1,875 |
| Mortgage-backed securities | $193,000 | 6,644 |
| Certificates of participation in pools of residential mortgages | $153,000 | 6,333 |
| Issued or guaranteed by U.S. | $153,000 | 6,305 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $40,000 | 3,942 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,745 |
| 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) | $8,163,000 | 1,630 |
| Available-for-sale securities (fair market value) | $19,230,000 | 4,225 |
| Total debt securities | $27,393,000 | 3,811 |
| Structured notes | ||
| Amortized cost | $9,295,000 | 272 |
| Fair value | $9,098,000 | 273 |
| 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 | $25,830,000 | 3,954 |
| U.S. Government securities | $18,658,000 | 3,875 |
| U.S. Treasury securities | $2,532,000 | 998 |
| U.S. Government agency obligations | $16,126,000 | 4,104 |
| Securities issued by states & political subdivisions | $7,072,000 | 2,481 |
| Other domestic debt securities | $100,000 | 3,789 |
| 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 | $100,000 | 3,363 |
| 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 | $21,142,000 | 1,768 |
| Mortgage-backed securities | $214,000 | 6,664 |
| Certificates of participation in pools of residential mortgages | $172,000 | 6,314 |
| Issued or guaranteed by U.S. | $172,000 | 6,291 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $42,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,919 |
| 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) | $8,319,000 | 1,595 |
| Available-for-sale securities (fair market value) | $17,511,000 | 4,408 |
| Total debt securities | $25,830,000 | 3,876 |
| Structured notes | ||
| Amortized cost | $5,313,000 | 365 |
| Fair value | $5,319,000 | 368 |
| 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 | $28,262,000 | 3,685 |
| U.S. Government securities | $20,373,000 | 3,649 |
| U.S. Treasury securities | $2,537,000 | 1,031 |
| U.S. Government agency obligations | $17,836,000 | 3,844 |
| Securities issued by states & political subdivisions | $7,789,000 | 2,254 |
| Other domestic debt securities | $100,000 | 3,839 |
| 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 | $100,000 | 3,403 |
| 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 | $18,342,000 | 1,998 |
| Mortgage-backed securities | $266,000 | 6,613 |
| Certificates of participation in pools of residential mortgages | $194,000 | 6,271 |
| Issued or guaranteed by U.S. | $194,000 | 6,252 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $72,000 | 4,129 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,938 |
| 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) | $16,054,000 | 1,086 |
| Available-for-sale securities (fair market value) | $12,208,000 | 5,277 |
| Total debt securities | $28,262,000 | 3,614 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $22,684,000 | 4,286 |
| U.S. Government securities | $14,460,000 | 4,573 |
| U.S. Treasury securities | $1,547,000 | 1,371 |
| U.S. Government agency obligations | $12,913,000 | 4,710 |
| Securities issued by states & political subdivisions | $8,124,000 | 2,147 |
| Other domestic debt securities | $100,000 | 3,887 |
| 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 | $100,000 | 3,433 |
| 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 | $17,415,000 | 2,061 |
| Mortgage-backed securities | $323,000 | 6,545 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,226 |
| Issued or guaranteed by U.S. | $212,000 | 6,207 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $111,000 | 4,098 |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 3,915 |
| 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) | $11,412,000 | 1,386 |
| Available-for-sale securities (fair market value) | $11,272,000 | 5,442 |
| Total debt securities | $22,684,000 | 4,193 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 482 |
| Fair value | $2,001,000 | 544 |
| 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 | $26,688,000 | 3,671 |
| U.S. Government securities | $16,529,000 | 4,085 |
| U.S. Treasury securities | $3,254,000 | 1,047 |
| U.S. Government agency obligations | $13,275,000 | 4,501 |
| Securities issued by states & political subdivisions | $10,059,000 | 1,713 |
| Other domestic debt securities | $100,000 | 3,936 |
| 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 | $100,000 | 3,406 |
| 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 | $16,398,000 | 2,066 |
| Mortgage-backed securities | $436,000 | 6,424 |
| Certificates of participation in pools of residential mortgages | $283,000 | 6,072 |
| Issued or guaranteed by U.S. | $283,000 | 6,049 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $153,000 | 4,178 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 3,991 |
| 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) | $14,179,000 | 1,213 |
| Available-for-sale securities (fair market value) | $12,509,000 | 5,055 |
| Total debt securities | $26,687,000 | 3,581 |
| 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 | $23,583,000 | 4,109 |
| U.S. Government securities | $16,516,000 | 4,213 |
| U.S. Treasury securities | $5,006,000 | 1,077 |
| U.S. Government agency obligations | $11,510,000 | 5,067 |
| Securities issued by states & political subdivisions | $6,773,000 | 2,256 |
| Other domestic debt securities | $80,000 | 3,687 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 3,257 |
| Foreign debt securities | NA | NA |
| Equity securities | $214,000 | 5,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,946,000 | 2,243 |
| Mortgage-backed securities | $595,000 | 5,972 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,625 |
| Issued or guaranteed by U.S. | $402,000 | 5,604 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $193,000 | 3,783 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 3,661 |
| Privately issued | $30,000 | 1,127 |
| 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) | $11,741,000 | 1,719 |
| Available-for-sale securities (fair market value) | $11,842,000 | 5,258 |
| Total debt securities | $23,369,000 | 4,025 |
| 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 | $22,052,000 | 4,517 |
| U.S. Government securities | $16,584,000 | 4,439 |
| U.S. Treasury securities | $5,710,000 | 1,408 |
| U.S. Government agency obligations | $10,874,000 | 5,318 |
| Securities issued by states & political subdivisions | $5,384,000 | 2,789 |
| Other domestic debt securities | $84,000 | 3,588 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $51,000 | 3,103 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,034,000 | 3,129 |
| Mortgage-backed securities | $701,000 | 6,187 |
| Certificates of participation in pools of residential mortgages | $500,000 | 5,740 |
| Issued or guaranteed by U.S. | $500,000 | 5,725 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $201,000 | 3,990 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 3,876 |
| Privately issued | $33,000 | 1,185 |
| 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) | $11,452,000 | 1,964 |
| Available-for-sale securities (fair market value) | $10,600,000 | 5,706 |
| Total debt securities | $22,052,000 | 4,403 |
| 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 | $19,193,000 | 4,950 |
| U.S. Government securities | $13,197,000 | 5,190 |
| U.S. Treasury securities | $5,269,000 | 2,138 |
| U.S. Government agency obligations | $7,928,000 | 5,932 |
| Securities issued by states & political subdivisions | $4,929,000 | 2,992 |
| Other domestic debt securities | $1,067,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,412 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,027,000 | 1,764 |
| Foreign debt securities | NA | NA |
| 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 | $6,875,000 | 3,602 |
| Mortgage-backed securities | $975,000 | 6,136 |
| Certificates of participation in pools of residential mortgages | $667,000 | 5,710 |
| Issued or guaranteed by U.S. | $667,000 | 5,693 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $308,000 | 4,066 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 3,959 |
| Privately issued | $40,000 | 1,208 |
| 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) | $9,266,000 | 2,449 |
| Available-for-sale securities (fair market value) | $9,927,000 | 5,793 |
| Total debt securities | $19,193,000 | 4,853 |
| 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 | $20,940,000 | 4,748 |
| U.S. Government securities | $14,507,000 | 5,168 |
| U.S. Treasury securities | $7,017,000 | 2,470 |
| U.S. Government agency obligations | $7,490,000 | 6,161 |
| Securities issued by states & political subdivisions | $5,902,000 | 2,413 |
| Other domestic debt securities | $531,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $378,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $153,000 | 2,429 |
| 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 | $7,984,000 | 3,436 |
| Mortgage-backed securities | $1,347,000 | 5,967 |
| Certificates of participation in pools of residential mortgages | $969,000 | 5,429 |
| Issued or guaranteed by U.S. | $969,000 | 5,407 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $378,000 | 4,209 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $378,000 | 704 |
| 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) | $11,372,000 | 2,561 |
| Available-for-sale securities (fair market value) | $9,568,000 | 5,866 |
| Total debt securities | $20,940,000 | 4,641 |
| Structured notes | ||
| Amortized cost | $197,000 | 2,768 |
| Fair value | $197,000 | 2,728 |
| 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 | $20,878,000 | 5,166 |
| U.S. Government securities | $15,052,000 | 5,482 |
| U.S. Treasury securities | $9,350,000 | 2,365 |
| U.S. Government agency obligations | $5,702,000 | 7,268 |
| Securities issued by states & political subdivisions | $5,243,000 | 2,726 |
| Other domestic debt securities | $583,000 | 2,522 |
| Privately issued residential mortgage-backed securities | $410,000 | 1,057 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $173,000 | 2,710 |
| 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 | $7,056,000 | 3,770 |
| Mortgage-backed securities | $1,818,000 | 6,034 |
| Certificates of participation in pools of residential mortgages | $1,408,000 | 5,295 |
| Issued or guaranteed by U.S. | $1,408,000 | 5,279 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $410,000 | 4,628 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $410,000 | 834 |
| 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) | $12,869,000 | 2,666 |
| Available-for-sale securities (fair market value) | $8,009,000 | 6,621 |
| Total debt securities | $20,878,000 | 5,057 |
| 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 | $11,982,000 | 7,605 |
| U.S. Government securities | $7,742,000 | 8,300 |
| U.S. Treasury securities | $6,022,000 | 4,055 |
| U.S. Government agency obligations | $1,720,000 | 9,966 |
| Securities issued by states & political subdivisions | $4,240,000 | 3,198 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| 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 | $1,959,000 | 6,960 |
| Mortgage-backed securities | $166,000 | 8,784 |
| Certificates of participation in pools of residential mortgages | $166,000 | 7,983 |
| Issued or guaranteed by U.S. | $166,000 | 7,951 |
| 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) | $8,361,000 | 3,811 |
| Available-for-sale securities (fair market value) | $3,621,000 | 8,655 |
| Total debt securities | $11,982,000 | 7,477 |
| 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 | $11,831,000 | 8,108 |
| U.S. Government securities | $8,004,000 | 8,658 |
| U.S. Treasury securities | $6,496,000 | 4,679 |
| U.S. Government agency obligations | $1,508,000 | 10,385 |
| Securities issued by states & political subdivisions | $3,827,000 | 3,588 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,967,000 | 4,782 |
| Mortgage-backed securities | $207,000 | 9,212 |
| Certificates of participation in pools of residential mortgages | $207,000 | 8,320 |
| Issued or guaranteed by U.S. | $207,000 | 8,293 |
| 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) | $10,830,000 | 5,404 |
| Available-for-sale securities (fair market value) | $1,001,000 | 9,654 |
| Total debt securities | $11,831,000 | 7,990 |
| 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 | $10,748,000 | 8,817 |
| U.S. Government securities | $6,878,000 | 9,466 |
| U.S. Treasury securities | $6,014,000 | 5,095 |
| U.S. Government agency obligations | $864,000 | 11,342 |
| Securities issued by states & political subdivisions | $3,870,000 | 3,641 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,512,000 | 4,904 |
| Mortgage-backed securities | $264,000 | 9,773 |
| Certificates of participation in pools of residential mortgages | $264,000 | 8,773 |
| Issued or guaranteed by U.S. | $264,000 | 8,719 |
| 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 | $10,748,000 | 8,675 |
| 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 | $10,965,000 | 8,760 |
| U.S. Government securities | $8,620,000 | 8,688 |
| U.S. Treasury securities | $7,429,000 | 4,432 |
| U.S. Government agency obligations | $1,191,000 | 11,357 |
| Securities issued by states & political subdivisions | $2,345,000 | 4,666 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,853,000 | 7,344 |
| Mortgage-backed securities | $326,000 | 10,157 |
| Certificates of participation in pools of residential mortgages | $326,000 | 9,068 |
| Issued or guaranteed by U.S. | $326,000 | 8,997 |
| 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 | $10,965,000 | 8,635 |
| 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 |