Home > South Central Bank of Daviess County, Inc. > Securities
South Central Bank of Daviess County, Inc., Securities
| 2014-12-31 | Rank | |
| Total securities | $59,733,000 | 2,282 |
| U.S. Government securities | $50,823,000 | 1,786 |
| U.S. Treasury securities | $3,141,000 | 681 |
| U.S. Government agency obligations | $47,682,000 | 1,822 |
| Securities issued by states & political subdivisions | $8,910,000 | 2,994 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,198,000 | 1,171 |
| Mortgage-backed securities | $7,626,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $471,000 | 4,655 |
| Issued or guaranteed by U.S. | $471,000 | 4,650 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,155,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $7,155,000 | 1,474 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $59,733,000 | 2,068 |
| Total debt securities | $59,733,000 | 2,262 |
| Structured notes | ||
| Amortized cost | $6,701,000 | 514 |
| Fair value | $6,672,000 | 511 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $56,344,000 | 2,424 |
| U.S. Government securities | $47,732,000 | 1,929 |
| U.S. Treasury securities | $3,066,000 | 681 |
| U.S. Government agency obligations | $44,666,000 | 1,958 |
| Securities issued by states & political subdivisions | $8,612,000 | 3,075 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,375,000 | 2,620 |
| Mortgage-backed securities | $8,290,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $510,000 | 4,722 |
| Issued or guaranteed by U.S. | $510,000 | 4,718 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,780,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $7,780,000 | 1,440 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $56,344,000 | 2,190 |
| Total debt securities | $56,344,000 | 2,402 |
| Structured notes | ||
| Amortized cost | $5,448,000 | 659 |
| Fair value | $5,362,000 | 658 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $55,090,000 | 2,482 |
| U.S. Government securities | $46,488,000 | 1,993 |
| U.S. Treasury securities | $3,050,000 | 639 |
| U.S. Government agency obligations | $43,438,000 | 2,037 |
| Securities issued by states & political subdivisions | $8,602,000 | 3,120 |
| 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 | $15,298,000 | 2,632 |
| Mortgage-backed securities | $9,022,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $535,000 | 4,751 |
| Issued or guaranteed by U.S. | $535,000 | 4,749 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,487,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $8,487,000 | 1,405 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $55,090,000 | 2,253 |
| Total debt securities | $55,090,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $4,948,000 | 752 |
| Fair value | $4,864,000 | 741 |
| 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 | $49,230,000 | 2,714 |
| U.S. Government securities | $41,426,000 | 2,209 |
| U.S. Treasury securities | $3,016,000 | 594 |
| U.S. Government agency obligations | $38,410,000 | 2,277 |
| Securities issued by states & political subdivisions | $7,804,000 | 3,247 |
| 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 | $16,747,000 | 2,522 |
| Mortgage-backed securities | $5,974,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $580,000 | 4,776 |
| Issued or guaranteed by U.S. | $580,000 | 4,772 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,394,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $5,394,000 | 1,717 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $49,230,000 | 2,471 |
| Total debt securities | $49,230,000 | 2,686 |
| Structured notes | ||
| Amortized cost | $5,298,000 | 700 |
| Fair value | $5,183,000 | 694 |
| 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 | $50,099,000 | 2,678 |
| U.S. Government securities | $42,343,000 | 2,162 |
| U.S. Treasury securities | $2,970,000 | 587 |
| U.S. Government agency obligations | $39,373,000 | 2,212 |
| Securities issued by states & political subdivisions | $7,756,000 | 3,258 |
| 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 | $43,372,000 | 1,316 |
| Mortgage-backed securities | $6,516,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $636,000 | 4,782 |
| Issued or guaranteed by U.S. | $636,000 | 4,778 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,880,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $5,880,000 | 1,653 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $50,099,000 | 2,435 |
| Total debt securities | $50,099,000 | 2,655 |
| Structured notes | ||
| Amortized cost | $3,898,000 | 884 |
| Fair value | $3,732,000 | 866 |
| 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 | $47,920,000 | 2,789 |
| U.S. Government securities | $40,777,000 | 2,229 |
| U.S. Treasury securities | $2,507,000 | 595 |
| U.S. Government agency obligations | $38,270,000 | 2,272 |
| Securities issued by states & political subdivisions | $7,143,000 | 3,359 |
| 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 | $11,365,000 | 3,085 |
| Mortgage-backed securities | $7,187,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $665,000 | 4,806 |
| Issued or guaranteed by U.S. | $665,000 | 4,801 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,522,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $6,522,000 | 1,596 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $47,920,000 | 2,539 |
| Total debt securities | $47,920,000 | 2,761 |
| Structured notes | ||
| Amortized cost | $3,100,000 | 963 |
| Fair value | $2,950,000 | 977 |
| 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 | $49,050,000 | 2,721 |
| U.S. Government securities | $41,899,000 | 2,148 |
| U.S. Treasury securities | $2,943,000 | 577 |
| U.S. Government agency obligations | $38,956,000 | 2,232 |
| Securities issued by states & political subdivisions | $7,151,000 | 3,361 |
| 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 | $11,491,000 | 3,058 |
| Mortgage-backed securities | $8,154,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $759,000 | 4,746 |
| Issued or guaranteed by U.S. | $759,000 | 4,742 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,395,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $7,395,000 | 1,540 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $49,050,000 | 2,485 |
| Total debt securities | $49,050,000 | 2,691 |
| Structured notes | ||
| Amortized cost | $3,602,000 | 883 |
| Fair value | $3,496,000 | 882 |
| 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 | $50,886,000 | 2,672 |
| U.S. Government securities | $43,550,000 | 2,125 |
| U.S. Treasury securities | $1,986,000 | 712 |
| U.S. Government agency obligations | $41,564,000 | 2,155 |
| Securities issued by states & political subdivisions | $7,336,000 | 3,309 |
| 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 | $11,777,000 | 3,058 |
| Mortgage-backed securities | $9,360,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $889,000 | 4,741 |
| Issued or guaranteed by U.S. | $889,000 | 4,739 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,471,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $8,471,000 | 1,484 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $50,886,000 | 2,470 |
| Total debt securities | $50,886,000 | 2,645 |
| Structured notes | ||
| Amortized cost | $5,008,000 | 697 |
| Fair value | $5,011,000 | 705 |
| 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 | $49,880,000 | 2,653 |
| U.S. Government securities | $42,398,000 | 2,124 |
| U.S. Treasury securities | $984,000 | 885 |
| U.S. Government agency obligations | $41,414,000 | 2,113 |
| Securities issued by states & political subdivisions | $7,482,000 | 3,243 |
| 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 | $45,901,000 | 1,216 |
| Mortgage-backed securities | $10,273,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 4,713 |
| Issued or guaranteed by U.S. | $1,011,000 | 4,712 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,262,000 | 1,563 |
| CMOs issued by government agencies or sponsored agencies | $9,262,000 | 1,463 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $49,880,000 | 2,445 |
| Total debt securities | $49,880,000 | 2,630 |
| Structured notes | ||
| Amortized cost | $10,766,000 | 397 |
| Fair value | $10,786,000 | 397 |
| 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 | $42,989,000 | 2,988 |
| U.S. Government securities | $35,460,000 | 2,507 |
| U.S. Treasury securities | $403,000 | 964 |
| U.S. Government agency obligations | $35,057,000 | 2,470 |
| Securities issued by states & political subdivisions | $7,529,000 | 3,210 |
| 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 | $11,838,000 | 3,051 |
| Mortgage-backed securities | $11,116,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $1,138,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,138,000 | 4,759 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,978,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $9,978,000 | 1,482 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $42,989,000 | 2,759 |
| Total debt securities | $42,989,000 | 2,964 |
| Structured notes | ||
| Amortized cost | $10,775,000 | 408 |
| Fair value | $10,802,000 | 407 |
| 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 | $43,095,000 | 3,001 |
| U.S. Government securities | $35,576,000 | 2,530 |
| U.S. Treasury securities | $403,000 | 944 |
| U.S. Government agency obligations | $35,173,000 | 2,495 |
| Securities issued by states & political subdivisions | $7,519,000 | 3,160 |
| 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 | $12,179,000 | 3,040 |
| Mortgage-backed securities | $11,857,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 4,740 |
| Issued or guaranteed by U.S. | $1,272,000 | 4,738 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,585,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $10,585,000 | 1,452 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $43,095,000 | 2,767 |
| Total debt securities | $43,095,000 | 2,977 |
| Structured notes | ||
| Amortized cost | $12,901,000 | 393 |
| Fair value | $12,932,000 | 394 |
| 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 | $44,330,000 | 2,948 |
| U.S. Government securities | $36,888,000 | 2,491 |
| U.S. Treasury securities | $404,000 | 1,018 |
| U.S. Government agency obligations | $36,484,000 | 2,458 |
| Securities issued by states & political subdivisions | $7,442,000 | 3,082 |
| 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 | $13,567,000 | 2,856 |
| Mortgage-backed securities | $12,680,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $1,442,000 | 4,696 |
| Issued or guaranteed by U.S. | $1,442,000 | 4,693 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,238,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $11,238,000 | 1,434 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $44,330,000 | 2,706 |
| Total debt securities | $44,330,000 | 2,925 |
| Structured notes | ||
| Amortized cost | $14,413,000 | 409 |
| Fair value | $14,426,000 | 408 |
| 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 | $45,478,000 | 2,802 |
| U.S. Government securities | $38,005,000 | 2,328 |
| U.S. Treasury securities | $405,000 | 946 |
| U.S. Government agency obligations | $37,600,000 | 2,287 |
| Securities issued by states & political subdivisions | $7,473,000 | 3,051 |
| 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 | $40,108,000 | 1,276 |
| Mortgage-backed securities | $13,386,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 4,602 |
| Issued or guaranteed by U.S. | $1,566,000 | 4,595 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,820,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $11,820,000 | 1,308 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $45,478,000 | 2,561 |
| Total debt securities | $45,478,000 | 2,782 |
| Structured notes | ||
| Amortized cost | $10,991,000 | 505 |
| Fair value | $11,038,000 | 500 |
| 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 | $37,340,000 | 3,146 |
| U.S. Government securities | $30,380,000 | 2,701 |
| U.S. Treasury securities | $406,000 | 994 |
| U.S. Government agency obligations | $29,974,000 | 2,661 |
| Securities issued by states & political subdivisions | $6,960,000 | 3,079 |
| 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 | $13,510,000 | 2,713 |
| Mortgage-backed securities | $14,191,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $1,745,000 | 4,504 |
| Issued or guaranteed by U.S. | $1,745,000 | 4,491 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $12,446,000 | 1,424 |
| CMOs issued by government agencies or sponsored agencies | $12,446,000 | 1,263 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $37,340,000 | 2,878 |
| Total debt securities | $37,339,000 | 3,124 |
| Structured notes | ||
| Amortized cost | $5,947,000 | 921 |
| Fair value | $5,990,000 | 915 |
| 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 | $37,780,000 | 3,139 |
| U.S. Government securities | $30,977,000 | 2,735 |
| U.S. Treasury securities | $405,000 | 1,087 |
| U.S. Government agency obligations | $30,572,000 | 2,683 |
| Securities issued by states & political subdivisions | $6,803,000 | 3,069 |
| 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 | $10,357,000 | 3,150 |
| Mortgage-backed securities | $13,517,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 4,360 |
| Issued or guaranteed by U.S. | $2,076,000 | 4,349 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,441,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $11,441,000 | 1,283 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $37,780,000 | 2,867 |
| Total debt securities | $37,780,000 | 3,116 |
| Structured notes | ||
| Amortized cost | $5,675,000 | 1,078 |
| Fair value | $5,710,000 | 1,080 |
| 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 | $31,419,000 | 3,516 |
| U.S. Government securities | $27,385,000 | 2,974 |
| U.S. Treasury securities | $401,000 | 1,135 |
| U.S. Government agency obligations | $26,984,000 | 2,908 |
| Securities issued by states & political subdivisions | $4,034,000 | 3,695 |
| 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 | $9,812,000 | 3,251 |
| Mortgage-backed securities | $12,962,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $6,409,000 | 3,158 |
| Issued or guaranteed by U.S. | $6,409,000 | 3,151 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,553,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $6,553,000 | 1,628 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $31,419,000 | 3,230 |
| Total debt securities | $31,419,000 | 3,486 |
| Structured notes | ||
| Amortized cost | $10,301,000 | 701 |
| Fair value | $10,210,000 | 697 |
| 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 | $44,793,000 | 2,647 |
| U.S. Government securities | $40,814,000 | 2,064 |
| U.S. Treasury securities | $20,399,000 | 208 |
| U.S. Government agency obligations | $20,415,000 | 3,332 |
| Securities issued by states & political subdivisions | $3,979,000 | 3,728 |
| 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 | $44,793,000 | 1,139 |
| Mortgage-backed securities | $11,530,000 | 2,969 |
| Certificates of participation in pools of residential mortgages | $7,012,000 | 2,931 |
| Issued or guaranteed by U.S. | $7,012,000 | 2,924 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,518,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $4,518,000 | 1,846 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $44,793,000 | 2,377 |
| Total debt securities | $44,793,000 | 2,620 |
| Structured notes | ||
| Amortized cost | $7,450,000 | 846 |
| Fair value | $7,344,000 | 844 |
| 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 | $28,254,000 | 3,609 |
| U.S. Government securities | $24,165,000 | 3,043 |
| U.S. Treasury securities | $404,000 | 1,039 |
| U.S. Government agency obligations | $23,761,000 | 2,981 |
| Securities issued by states & political subdivisions | $4,089,000 | 3,603 |
| 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 | $10,904,000 | 3,070 |
| Mortgage-backed securities | $11,921,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $8,034,000 | 2,714 |
| Issued or guaranteed by U.S. | $8,034,000 | 2,706 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,887,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $3,887,000 | 1,920 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $28,254,000 | 3,304 |
| Total debt securities | $28,254,000 | 3,582 |
| Structured notes | ||
| Amortized cost | $5,400,000 | 1,055 |
| Fair value | $5,432,000 | 1,059 |
| 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 | $26,456,000 | 3,751 |
| U.S. Government securities | $22,471,000 | 3,245 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,471,000 | 3,161 |
| Securities issued by states & political subdivisions | $3,985,000 | 3,571 |
| 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 | $14,940,000 | 2,607 |
| Mortgage-backed securities | $12,831,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $9,038,000 | 2,579 |
| Issued or guaranteed by U.S. | $9,038,000 | 2,573 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,793,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $3,793,000 | 1,849 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $26,456,000 | 3,438 |
| Total debt securities | $26,456,000 | 3,720 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 2,155 |
| Fair value | $1,805,000 | 2,164 |
| 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 | $33,676,000 | 3,250 |
| U.S. Government securities | $29,636,000 | 2,735 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,636,000 | 2,666 |
| Securities issued by states & political subdivisions | $4,040,000 | 3,542 |
| 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 | $21,440,000 | 2,125 |
| Mortgage-backed securities | $14,097,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $9,955,000 | 2,538 |
| Issued or guaranteed by U.S. | $9,955,000 | 2,531 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,142,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $4,142,000 | 1,734 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $33,676,000 | 2,928 |
| Total debt securities | $33,676,000 | 3,219 |
| Structured notes | ||
| Amortized cost | $7,999,000 | 659 |
| Fair value | $8,000,000 | 656 |
| 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 | $47,210,000 | 2,493 |
| U.S. Government securities | $43,244,000 | 1,983 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $43,244,000 | 1,918 |
| Securities issued by states & political subdivisions | $3,966,000 | 3,583 |
| 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 | $36,906,000 | 1,427 |
| Mortgage-backed securities | $15,690,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $10,701,000 | 2,490 |
| Issued or guaranteed by U.S. | $10,701,000 | 2,484 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,989,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $4,989,000 | 1,583 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $47,210,000 | 2,207 |
| Total debt securities | $47,210,000 | 2,464 |
| Structured notes | ||
| Amortized cost | $9,998,000 | 429 |
| Fair value | $9,976,000 | 426 |
| 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 | $34,740,000 | 3,166 |
| U.S. Government securities | $30,748,000 | 2,628 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,748,000 | 2,565 |
| Securities issued by states & political subdivisions | $3,992,000 | 3,571 |
| 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 | $24,638,000 | 1,936 |
| Mortgage-backed securities | $17,127,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $11,524,000 | 2,472 |
| Issued or guaranteed by U.S. | $11,524,000 | 2,462 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,603,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $5,603,000 | 1,456 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $34,740,000 | 2,841 |
| Total debt securities | $34,740,000 | 3,131 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $35,555,000 | 3,064 |
| U.S. Government securities | $31,771,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $31,771,000 | 2,443 |
| Securities issued by states & political subdivisions | $3,784,000 | 3,604 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,935,000 | 1,961 |
| Mortgage-backed securities | $18,172,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $12,442,000 | 2,394 |
| Issued or guaranteed by U.S. | $12,442,000 | 2,384 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,730,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $5,730,000 | 1,422 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $35,555,000 | 2,743 |
| Total debt securities | $35,556,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $30,576,000 | 3,426 |
| U.S. Government securities | $26,730,000 | 2,906 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,730,000 | 2,839 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,510 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,893,000 | 2,123 |
| Mortgage-backed securities | $20,024,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $14,014,000 | 2,279 |
| Issued or guaranteed by U.S. | $14,014,000 | 2,266 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,010,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $6,010,000 | 1,393 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $30,576,000 | 3,055 |
| Total debt securities | $30,576,000 | 3,391 |
| 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 | $42,994,000 | 2,606 |
| U.S. Government securities | $39,281,000 | 2,123 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $39,281,000 | 2,076 |
| Securities issued by states & political subdivisions | $3,713,000 | 3,514 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,938,000 | 1,387 |
| Mortgage-backed securities | $16,623,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $15,053,000 | 2,150 |
| Issued or guaranteed by U.S. | $15,053,000 | 2,138 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,570,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $1,570,000 | 2,251 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $42,994,000 | 2,314 |
| Total debt securities | $42,993,000 | 2,577 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,005,000 | 978 |
| 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 | $30,938,000 | 3,314 |
| U.S. Government securities | $27,250,000 | 2,795 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,250,000 | 2,741 |
| Securities issued by states & political subdivisions | $3,688,000 | 3,494 |
| 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 | $6,637,000 | 4,103 |
| Mortgage-backed securities | $14,743,000 | 2,710 |
| Certificates of participation in pools of residential mortgages | $13,128,000 | 2,258 |
| Issued or guaranteed by U.S. | $13,128,000 | 2,246 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,615,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $1,615,000 | 2,155 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $30,938,000 | 2,949 |
| Total debt securities | $30,938,000 | 3,283 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $992,000 | 1,012 |
| 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 | $32,234,000 | 3,262 |
| U.S. Government securities | $28,490,000 | 2,728 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,490,000 | 2,682 |
| Securities issued by states & political subdivisions | $3,744,000 | 3,490 |
| 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 | $8,797,000 | 3,589 |
| Mortgage-backed securities | $14,500,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $12,855,000 | 2,264 |
| Issued or guaranteed by U.S. | $12,855,000 | 2,251 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,645,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $1,645,000 | 2,148 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $32,234,000 | 2,918 |
| Total debt securities | $32,233,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $1,970,000 | 720 |
| Fair value | $1,978,000 | 680 |
| 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 | $32,022,000 | 3,295 |
| U.S. Government securities | $30,989,000 | 2,560 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,989,000 | 2,503 |
| Securities issued by states & political subdivisions | $1,033,000 | 4,849 |
| 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 | $10,240,000 | 3,327 |
| Mortgage-backed securities | $15,673,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $13,873,000 | 2,098 |
| Issued or guaranteed by U.S. | $13,873,000 | 2,087 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,800,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $1,800,000 | 2,084 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $32,022,000 | 2,924 |
| Total debt securities | $32,022,000 | 3,245 |
| Structured notes | ||
| Amortized cost | $1,967,000 | 791 |
| Fair value | $2,007,000 | 722 |
| 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 | $38,640,000 | 2,853 |
| U.S. Government securities | $37,658,000 | 2,166 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $37,658,000 | 2,127 |
| Securities issued by states & political subdivisions | $982,000 | 4,911 |
| 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 | $13,379,000 | 2,877 |
| Mortgage-backed securities | $3,615,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $3,615,000 | 3,670 |
| Issued or guaranteed by U.S. | $3,615,000 | 3,655 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $38,640,000 | 2,509 |
| Total debt securities | $38,640,000 | 2,811 |
| Structured notes | ||
| Amortized cost | $2,922,000 | 835 |
| Fair value | $3,003,000 | 771 |
| 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 | $17,008,000 | 4,884 |
| U.S. Government securities | $16,040,000 | 4,205 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,040,000 | 4,117 |
| Securities issued by states & political subdivisions | $968,000 | 4,935 |
| 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 | $8,371,000 | 3,713 |
| Mortgage-backed securities | $4,162,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $4,162,000 | 3,304 |
| Issued or guaranteed by U.S. | $4,162,000 | 3,290 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,008,000 | 4,329 |
| Total debt securities | $17,009,000 | 4,840 |
| Structured notes | ||
| Amortized cost | $2,916,000 | 998 |
| Fair value | $2,953,000 | 984 |
| 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 | $14,003,000 | 5,374 |
| U.S. Government securities | $13,046,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,046,000 | 4,662 |
| Securities issued by states & political subdivisions | $957,000 | 4,965 |
| 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 | $6,321,000 | 4,180 |
| Mortgage-backed securities | $3,318,000 | 4,189 |
| Certificates of participation in pools of residential mortgages | $3,318,000 | 3,570 |
| Issued or guaranteed by U.S. | $3,318,000 | 3,556 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,003,000 | 4,776 |
| Total debt securities | $14,002,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $2,910,000 | 1,061 |
| Fair value | $2,883,000 | 1,056 |
| 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 | $15,409,000 | 5,191 |
| U.S. Government securities | $14,414,000 | 4,526 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,414,000 | 4,411 |
| Securities issued by states & political subdivisions | $995,000 | 4,966 |
| 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 | $7,537,000 | 3,902 |
| Mortgage-backed securities | $3,575,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $3,575,000 | 3,458 |
| Issued or guaranteed by U.S. | $3,575,000 | 3,439 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $15,409,000 | 4,590 |
| Total debt securities | $15,410,000 | 5,148 |
| Structured notes | ||
| Amortized cost | $2,900,000 | 1,107 |
| Fair value | $2,938,000 | 1,096 |
| 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 | $37,524,000 | 2,969 |
| U.S. Government securities | $37,524,000 | 2,274 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $37,524,000 | 2,214 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,723,000 | 1,451 |
| Mortgage-backed securities | $2,808,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $2,808,000 | 3,793 |
| Issued or guaranteed by U.S. | $2,808,000 | 3,781 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $37,524,000 | 2,573 |
| Total debt securities | $37,524,000 | 2,924 |
| Structured notes | ||
| Amortized cost | $2,889,000 | 1,192 |
| Fair value | $2,922,000 | 1,178 |
| 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 | $12,728,000 | 5,706 |
| U.S. Government securities | $12,728,000 | 4,962 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,728,000 | 4,832 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,868,000 | 3,849 |
| Mortgage-backed securities | $2,972,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $2,972,000 | 3,704 |
| Issued or guaranteed by U.S. | $2,972,000 | 3,682 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,728,000 | 5,066 |
| Total debt securities | $12,727,000 | 5,657 |
| Structured notes | ||
| Amortized cost | $2,878,000 | 1,272 |
| Fair value | $2,903,000 | 1,263 |
| 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 | $8,979,000 | 6,458 |
| U.S. Government securities | $8,979,000 | 5,777 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,979,000 | 5,648 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $7,989,000 | 3,810 |
| Mortgage-backed securities | $3,155,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $3,155,000 | 3,636 |
| Issued or guaranteed by U.S. | $3,155,000 | 3,622 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,979,000 | 5,752 |
| Total debt securities | $8,978,000 | 6,394 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,312,000 | 6,462 |
| U.S. Government securities | $9,312,000 | 5,764 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,312,000 | 5,622 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $8,316,000 | 3,737 |
| Mortgage-backed securities | $3,450,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $3,450,000 | 3,546 |
| Issued or guaranteed by U.S. | $3,450,000 | 3,530 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,312,000 | 5,750 |
| Total debt securities | $9,312,000 | 6,400 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $34,445,000 | 3,181 |
| U.S. Government securities | $34,445,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $34,445,000 | 2,396 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $33,485,000 | 1,374 |
| Mortgage-backed securities | $3,675,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $3,675,000 | 3,491 |
| Issued or guaranteed by U.S. | $3,675,000 | 3,475 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $34,445,000 | 2,747 |
| Total debt securities | $34,446,000 | 3,138 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,918,000 | 6,340 |
| U.S. Government securities | $9,918,000 | 5,581 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,918,000 | 5,451 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $4,981,000 | 4,607 |
| Mortgage-backed securities | $3,989,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $3,989,000 | 3,423 |
| Issued or guaranteed by U.S. | $3,989,000 | 3,408 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,918,000 | 5,611 |
| Total debt securities | $9,919,000 | 6,277 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $10,433,000 | 6,284 |
| U.S. Government securities | $10,433,000 | 5,508 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,433,000 | 5,367 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $5,133,000 | 4,538 |
| Mortgage-backed securities | $4,485,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $4,485,000 | 3,344 |
| Issued or guaranteed by U.S. | $4,485,000 | 3,329 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,433,000 | 5,545 |
| Total debt securities | $10,434,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $988,000 | 2,254 |
| 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 | $10,681,000 | 6,318 |
| U.S. Government securities | $10,681,000 | 5,528 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,681,000 | 5,382 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $5,192,000 | 4,550 |
| Mortgage-backed securities | $4,787,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $4,787,000 | 3,328 |
| Issued or guaranteed by U.S. | $4,787,000 | 3,320 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $10,681,000 | 5,573 |
| Total debt securities | $10,681,000 | 6,247 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,227 |
| Fair value | $975,000 | 2,258 |
| 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 | $39,046,000 | 2,965 |
| U.S. Government securities | $39,046,000 | 2,277 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $39,046,000 | 2,193 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $35,075,000 | 1,285 |
| Mortgage-backed securities | $5,102,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $5,102,000 | 3,268 |
| Issued or guaranteed by U.S. | $5,102,000 | 3,257 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $39,046,000 | 2,539 |
| Total debt securities | $39,047,000 | 2,913 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $993,000 | 2,137 |
| 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 | $8,395,000 | 6,840 |
| U.S. Government securities | $8,395,000 | 6,092 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,395,000 | 5,948 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $6,875,000 | 4,044 |
| Mortgage-backed securities | $4,391,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $4,391,000 | 3,525 |
| Issued or guaranteed by U.S. | $4,391,000 | 3,518 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $8,395,000 | 6,066 |
| Total debt securities | $8,395,000 | 6,782 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,196 |
| Fair value | $999,000 | 2,118 |
| 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 | $8,657,000 | 6,869 |
| U.S. Government securities | $8,657,000 | 6,116 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,657,000 | 5,960 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $6,017,000 | 4,240 |
| Mortgage-backed securities | $4,730,000 | 4,101 |
| Certificates of participation in pools of residential mortgages | $4,730,000 | 3,481 |
| Issued or guaranteed by U.S. | $4,730,000 | 3,474 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,657,000 | 6,121 |
| Total debt securities | $8,657,000 | 6,796 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,177 |
| Fair value | $973,000 | 2,161 |
| 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 | $8,916,000 | 6,795 |
| U.S. Government securities | $8,916,000 | 6,003 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,916,000 | 5,847 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $5,872,000 | 4,248 |
| Mortgage-backed securities | $5,393,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $5,393,000 | 3,326 |
| Issued or guaranteed by U.S. | $5,393,000 | 3,316 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $8,916,000 | 6,042 |
| Total debt securities | $8,916,000 | 6,718 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,970 |
| Fair value | $1,011,000 | 1,786 |
| 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 | $34,046,000 | 3,388 |
| U.S. Government securities | $34,046,000 | 2,628 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $34,046,000 | 2,541 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,708,000 | 1,542 |
| Mortgage-backed securities | $3,592,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $3,592,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,592,000 | 3,869 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $34,046,000 | 2,912 |
| Total debt securities | $34,046,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,294 |
| Fair value | $1,971,000 | 1,272 |
| 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 | $7,919,000 | 7,027 |
| U.S. Government securities | $7,919,000 | 6,195 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,919,000 | 6,009 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,038,000 | 4,411 |
| Mortgage-backed securities | $3,924,000 | 4,381 |
| Certificates of participation in pools of residential mortgages | $3,924,000 | 3,761 |
| Issued or guaranteed by U.S. | $3,924,000 | 3,749 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,919,000 | 6,234 |
| Total debt securities | $7,919,000 | 6,940 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,117 |
| Fair value | $1,989,000 | 1,065 |
| 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 | $8,951,000 | 6,743 |
| U.S. Government securities | $8,951,000 | 5,826 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,951,000 | 5,644 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,022,000 | 3,748 |
| Mortgage-backed securities | $4,928,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $4,928,000 | 3,457 |
| Issued or guaranteed by U.S. | $4,928,000 | 3,446 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $8,951,000 | 5,974 |
| Total debt securities | $8,951,000 | 6,640 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,504,000 | 6,599 |
| U.S. Government securities | $9,504,000 | 5,697 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,504,000 | 5,522 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,517,000 | 4,607 |
| Mortgage-backed securities | $4,487,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $4,487,000 | 3,580 |
| Issued or guaranteed by U.S. | $4,487,000 | 3,570 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $9,504,000 | 5,822 |
| Total debt securities | $9,504,000 | 6,505 |
| 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 | $11,608,000 | 6,154 |
| U.S. Government securities | $11,608,000 | 5,212 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,608,000 | 5,032 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,527,000 | 4,611 |
| Mortgage-backed securities | $3,569,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $3,569,000 | 3,907 |
| Issued or guaranteed by U.S. | $3,569,000 | 3,893 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $11,608,000 | 5,367 |
| Total debt securities | $11,608,000 | 6,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,796,000 | 6,812 |
| U.S. Government securities | $8,796,000 | 5,844 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,796,000 | 5,610 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,699,000 | 4,133 |
| Mortgage-backed securities | $83,000 | 7,036 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,561 |
| Issued or guaranteed by U.S. | $83,000 | 6,538 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,796,000 | 5,932 |
| Total debt securities | $8,796,000 | 6,702 |
| 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 | $10,929,000 | 6,518 |
| U.S. Government securities | $10,550,000 | 5,671 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,550,000 | 5,361 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $379,000 | 4,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,224,000 | 4,560 |
| Mortgage-backed securities | $166,000 | 6,710 |
| Certificates of participation in pools of residential mortgages | $166,000 | 6,165 |
| Issued or guaranteed by U.S. | $166,000 | 6,143 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,929,000 | 5,483 |
| Total debt securities | $10,550,000 | 6,498 |
| 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 | $7,915,000 | 7,675 |
| U.S. Government securities | $7,203,000 | 7,091 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,203,000 | 6,564 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $400,000 | 3,010 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,572 |
| Foreign debt securities | NA | NA |
| Equity securities | $312,000 | 4,773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,496,000 | 5,385 |
| Mortgage-backed securities | $377,000 | 6,649 |
| Certificates of participation in pools of residential mortgages | $377,000 | 5,979 |
| Issued or guaranteed by U.S. | $377,000 | 5,966 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $7,915,000 | 6,462 |
| Total debt securities | $7,603,000 | 7,663 |
| 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 | $6,442,000 | 8,227 |
| U.S. Government securities | $5,763,000 | 7,688 |
| U.S. Treasury securities | $505,000 | 5,870 |
| U.S. Government agency obligations | $5,258,000 | 7,079 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $393,000 | 2,908 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $393,000 | 2,422 |
| Foreign debt securities | NA | NA |
| Equity securities | $286,000 | 4,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,386,000 | 5,851 |
| Mortgage-backed securities | $638,000 | 6,502 |
| Certificates of participation in pools of residential mortgages | $638,000 | 5,750 |
| Issued or guaranteed by U.S. | $638,000 | 5,734 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,442,000 | 6,847 |
| Total debt securities | $6,156,000 | 8,209 |
| 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 | $6,283,000 | 8,715 |
| U.S. Government securities | $6,283,000 | 7,967 |
| U.S. Treasury securities | $1,502,000 | 5,717 |
| U.S. Government agency obligations | $4,781,000 | 7,420 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| 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 | $0 | 8,806 |
| Mortgage-backed securities | $671,000 | 6,733 |
| Certificates of participation in pools of residential mortgages | $671,000 | 5,863 |
| Issued or guaranteed by U.S. | $671,000 | 5,844 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 6,770 |
| Available-for-sale securities (fair market value) | $5,783,000 | 7,144 |
| Total debt securities | $6,283,000 | 8,588 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,584,000 | 10,335 |
| U.S. Government securities | $3,584,000 | 9,853 |
| U.S. Treasury securities | $1,000,000 | 7,265 |
| U.S. Government agency obligations | $2,584,000 | 9,080 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| 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 | $0 | 9,225 |
| Mortgage-backed securities | $499,000 | 7,558 |
| Certificates of participation in pools of residential mortgages | $499,000 | 6,672 |
| Issued or guaranteed by U.S. | $499,000 | 6,653 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $501,000 | 7,421 |
| Available-for-sale securities (fair market value) | $3,083,000 | 8,564 |
| Total debt securities | $3,584,000 | 10,238 |
| 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 | $3,096,000 | 10,990 |
| U.S. Government securities | $3,096,000 | 10,523 |
| U.S. Treasury securities | $501,000 | 9,389 |
| U.S. Government agency obligations | $2,595,000 | 9,295 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| 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) | $2,501,000 | 6,308 |
| Available-for-sale securities (fair market value) | $595,000 | 10,192 |
| Total debt securities | $3,096,000 | 10,882 |
| 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 |