Home > Peoples Bank of Commerce > Securities
Peoples Bank of Commerce, Securities
| 2017-09-30 | Rank | |
| Total securities | $98,597,000 | 1,363 |
| U.S. Government securities | $47,389,000 | 1,615 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $47,389,000 | 1,554 |
| Securities issued by states & political subdivisions | $45,242,000 | 899 |
| Other domestic debt securities | $5,966,000 | 764 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $5,966,000 | 581 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,122,000 | 1,309 |
| Mortgage-backed securities | $46,409,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $33,876,000 | 994 |
| Issued or guaranteed by U.S. | $33,876,000 | 993 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,542,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $8,542,000 | 1,177 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,991,000 | 765 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $3,991,000 | 474 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $98,597,000 | 1,215 |
| Total debt securities | $98,597,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 335 |
| Fair value | $2,962,000 | 358 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $95,089,000 | 1,429 |
| U.S. Government securities | $42,070,000 | 1,804 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $42,070,000 | 1,726 |
| Securities issued by states & political subdivisions | $47,022,000 | 874 |
| Other domestic debt securities | $5,997,000 | 777 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $5,997,000 | 587 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,218,000 | 1,418 |
| Mortgage-backed securities | $40,086,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $31,076,000 | 1,084 |
| Issued or guaranteed by U.S. | $31,076,000 | 1,083 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,010,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $9,010,000 | 1,158 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $95,089,000 | 1,277 |
| Total debt securities | $95,089,000 | 1,411 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 356 |
| Fair value | $2,971,000 | 375 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $96,947,000 | 1,422 |
| U.S. Government securities | $44,511,000 | 1,765 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $44,511,000 | 1,679 |
| Securities issued by states & political subdivisions | $46,449,000 | 891 |
| Other domestic debt securities | $5,987,000 | 786 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $5,987,000 | 595 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,717,000 | 1,380 |
| Mortgage-backed securities | $42,547,000 | 1,251 |
| Certificates of participation in pools of residential mortgages | $32,194,000 | 1,081 |
| Issued or guaranteed by U.S. | $32,194,000 | 1,080 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,347,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $9,347,000 | 1,131 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,006,000 | 1,107 |
| Commercial mortgage pass-through securities | $1,006,000 | 752 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $96,947,000 | 1,268 |
| Total debt securities | $96,947,000 | 1,406 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 373 |
| Fair value | $2,947,000 | 396 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $98,367,000 | 1,399 |
| U.S. Government securities | $44,145,000 | 1,753 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $44,145,000 | 1,670 |
| Securities issued by states & political subdivisions | $48,146,000 | 850 |
| Other domestic debt securities | $6,076,000 | 779 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $62,000 | 343 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $6,014,000 | 583 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,220,000 | 1,330 |
| Mortgage-backed securities | $43,210,000 | 1,225 |
| Certificates of participation in pools of residential mortgages | $33,474,000 | 1,037 |
| Issued or guaranteed by U.S. | $33,474,000 | 1,036 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,729,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $8,729,000 | 1,156 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,007,000 | 1,078 |
| Commercial mortgage pass-through securities | $1,007,000 | 725 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $98,367,000 | 1,239 |
| Total debt securities | $98,367,000 | 1,376 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 358 |
| Fair value | $2,959,000 | 371 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $104,875,000 | 1,294 |
| U.S. Government securities | $49,912,000 | 1,580 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $49,912,000 | 1,511 |
| Securities issued by states & political subdivisions | $48,700,000 | 845 |
| Other domestic debt securities | $6,263,000 | 765 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $134,000 | 336 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $6,129,000 | 575 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,669,000 | 1,254 |
| Mortgage-backed securities | $48,917,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $36,422,000 | 992 |
| Issued or guaranteed by U.S. | $36,422,000 | 991 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,478,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $11,478,000 | 1,015 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,017,000 | 1,056 |
| Commercial mortgage pass-through securities | $1,017,000 | 694 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $104,875,000 | 1,146 |
| Total debt securities | $104,875,000 | 1,268 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 348 |
| Fair value | $3,026,000 | 350 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $108,869,000 | 1,265 |
| U.S. Government securities | $52,141,000 | 1,562 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $52,141,000 | 1,494 |
| Securities issued by states & political subdivisions | $49,348,000 | 832 |
| Other domestic debt securities | $7,380,000 | 716 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $211,000 | 329 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,169,000 | 530 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,604,000 | 1,304 |
| Mortgage-backed securities | $52,141,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $39,808,000 | 939 |
| Issued or guaranteed by U.S. | $39,808,000 | 936 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,314,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $11,314,000 | 1,042 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,019,000 | 999 |
| Commercial mortgage pass-through securities | $1,019,000 | 649 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $108,869,000 | 1,114 |
| Total debt securities | $108,869,000 | 1,243 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 400 |
| Fair value | $3,045,000 | 398 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $106,767,000 | 1,313 |
| U.S. Government securities | $52,875,000 | 1,606 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $52,875,000 | 1,534 |
| Securities issued by states & political subdivisions | $45,462,000 | 889 |
| Other domestic debt securities | $8,430,000 | 664 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $290,000 | 311 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,140,000 | 498 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,221,000 | 1,303 |
| Mortgage-backed securities | $52,875,000 | 1,094 |
| Certificates of participation in pools of residential mortgages | $39,751,000 | 942 |
| Issued or guaranteed by U.S. | $39,751,000 | 942 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,104,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $12,104,000 | 1,000 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,020,000 | 961 |
| Commercial mortgage pass-through securities | $1,020,000 | 618 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $106,767,000 | 1,155 |
| Total debt securities | $106,767,000 | 1,295 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 496 |
| Fair value | $3,000,000 | 506 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $114,804,000 | 1,237 |
| U.S. Government securities | $55,753,000 | 1,547 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $55,753,000 | 1,475 |
| Securities issued by states & political subdivisions | $49,228,000 | 809 |
| Other domestic debt securities | $9,823,000 | 602 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $370,000 | 310 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,453,000 | 437 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,336,000 | 1,250 |
| Mortgage-backed securities | $54,372,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $39,795,000 | 947 |
| Issued or guaranteed by U.S. | $39,795,000 | 946 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,669,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $11,669,000 | 1,029 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,908,000 | 676 |
| Commercial mortgage pass-through securities | $2,838,000 | 406 |
| Other commercial mortgage-backed securities | $70,000 | 714 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $114,804,000 | 1,087 |
| Total debt securities | $114,804,000 | 1,219 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $107,101,000 | 1,320 |
| U.S. Government securities | $51,891,000 | 1,645 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $51,891,000 | 1,579 |
| Securities issued by states & political subdivisions | $46,246,000 | 865 |
| Other domestic debt securities | $8,964,000 | 633 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $446,000 | 312 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,518,000 | 469 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,043,000 | 1,343 |
| Mortgage-backed securities | $50,489,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $36,964,000 | 993 |
| Issued or guaranteed by U.S. | $36,964,000 | 993 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,577,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $10,577,000 | 1,096 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,948,000 | 648 |
| Commercial mortgage pass-through securities | $2,872,000 | 392 |
| Other commercial mortgage-backed securities | $76,000 | 679 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $107,101,000 | 1,161 |
| Total debt securities | $107,101,000 | 1,299 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $103,437,000 | 1,394 |
| U.S. Government securities | $51,394,000 | 1,721 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $51,394,000 | 1,647 |
| Securities issued by states & political subdivisions | $40,502,000 | 969 |
| Other domestic debt securities | $11,541,000 | 549 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $523,000 | 305 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $11,018,000 | 386 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,465,000 | 1,409 |
| Mortgage-backed securities | $49,978,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $35,539,000 | 1,062 |
| Issued or guaranteed by U.S. | $35,539,000 | 1,061 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,167,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $11,167,000 | 1,115 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $3,272,000 | 586 |
| Commercial mortgage pass-through securities | $3,136,000 | 356 |
| Other commercial mortgage-backed securities | $136,000 | 653 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $103,437,000 | 1,228 |
| Total debt securities | $103,437,000 | 1,374 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $102,363,000 | 1,404 |
| U.S. Government securities | $51,403,000 | 1,770 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $51,403,000 | 1,693 |
| Securities issued by states & political subdivisions | $39,211,000 | 980 |
| Other domestic debt securities | $11,749,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $605,000 | 307 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $11,144,000 | 383 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,717,000 | 1,418 |
| Mortgage-backed securities | $49,973,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $35,493,000 | 1,065 |
| Issued or guaranteed by U.S. | $35,493,000 | 1,064 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,734,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $10,734,000 | 1,182 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,746,000 | 548 |
| Commercial mortgage pass-through securities | $3,165,000 | 340 |
| Other commercial mortgage-backed securities | $581,000 | 576 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $102,363,000 | 1,244 |
| Total debt securities | $102,363,000 | 1,380 |
| Structured notes | ||
| Amortized cost | $81,000 | 2,063 |
| Fair value | $91,000 | 2,060 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $104,574,000 | 1,367 |
| U.S. Government securities | $50,243,000 | 1,806 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $50,243,000 | 1,732 |
| Securities issued by states & political subdivisions | $41,026,000 | 954 |
| Other domestic debt securities | $13,305,000 | 513 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $681,000 | 305 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $12,624,000 | 359 |
| 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 | $38,064,000 | 1,417 |
| Mortgage-backed securities | $48,809,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $33,668,000 | 1,136 |
| Issued or guaranteed by U.S. | $33,668,000 | 1,134 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,209,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $11,209,000 | 1,183 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,932,000 | 523 |
| Commercial mortgage pass-through securities | $3,166,000 | 340 |
| Other commercial mortgage-backed securities | $766,000 | 533 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $104,574,000 | 1,201 |
| Total debt securities | $104,574,000 | 1,342 |
| Structured notes | ||
| Amortized cost | $88,000 | 2,156 |
| Fair value | $98,000 | 2,151 |
| 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 | $106,931,000 | 1,362 |
| U.S. Government securities | $52,251,000 | 1,795 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $52,251,000 | 1,728 |
| Securities issued by states & political subdivisions | $41,251,000 | 941 |
| Other domestic debt securities | $13,429,000 | 514 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $760,000 | 303 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $12,669,000 | 368 |
| 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 | $37,633,000 | 1,424 |
| Mortgage-backed securities | $50,802,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $35,012,000 | 1,133 |
| Issued or guaranteed by U.S. | $35,012,000 | 1,133 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,815,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $11,815,000 | 1,158 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,975,000 | 503 |
| Commercial mortgage pass-through securities | $3,190,000 | 340 |
| Other commercial mortgage-backed securities | $785,000 | 502 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $106,931,000 | 1,197 |
| Total debt securities | $106,931,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $97,000 | 2,254 |
| Fair value | $107,000 | 2,249 |
| 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 | $107,087,000 | 1,395 |
| U.S. Government securities | $52,320,000 | 1,800 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $52,320,000 | 1,735 |
| Securities issued by states & political subdivisions | $41,160,000 | 941 |
| Other domestic debt securities | $13,607,000 | 520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $829,000 | 323 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $12,778,000 | 367 |
| 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 | $40,227,000 | 1,377 |
| Mortgage-backed securities | $50,850,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $34,387,000 | 1,181 |
| Issued or guaranteed by U.S. | $34,387,000 | 1,181 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,441,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $12,441,000 | 1,145 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $4,022,000 | 501 |
| Commercial mortgage pass-through securities | $3,217,000 | 347 |
| Other commercial mortgage-backed securities | $805,000 | 488 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $107,087,000 | 1,222 |
| Total debt securities | $107,087,000 | 1,378 |
| Structured notes | ||
| Amortized cost | $106,000 | 2,310 |
| Fair value | $117,000 | 2,310 |
| 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 | $98,993,000 | 1,509 |
| U.S. Government securities | $53,014,000 | 1,781 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $53,014,000 | 1,723 |
| Securities issued by states & political subdivisions | $37,723,000 | 1,025 |
| Other domestic debt securities | $8,256,000 | 718 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $902,000 | 329 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $7,354,000 | 541 |
| 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 | $42,589,000 | 1,328 |
| Mortgage-backed securities | $51,538,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $34,439,000 | 1,180 |
| Issued or guaranteed by U.S. | $34,439,000 | 1,180 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,030,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $13,030,000 | 1,121 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $4,069,000 | 471 |
| Commercial mortgage pass-through securities | $2,233,000 | 378 |
| Other commercial mortgage-backed securities | $1,836,000 | 392 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $98,993,000 | 1,337 |
| Total debt securities | $98,993,000 | 1,490 |
| Structured notes | ||
| Amortized cost | $1,129,000 | 1,547 |
| Fair value | $1,130,000 | 1,540 |
| 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 | $102,603,000 | 1,444 |
| U.S. Government securities | $56,158,000 | 1,688 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $56,158,000 | 1,629 |
| Securities issued by states & political subdivisions | $36,101,000 | 1,057 |
| Other domestic debt securities | $10,344,000 | 669 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $982,000 | 319 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $9,362,000 | 474 |
| 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 | $48,852,000 | 1,188 |
| Mortgage-backed securities | $51,418,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $33,607,000 | 1,199 |
| Issued or guaranteed by U.S. | $33,607,000 | 1,199 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,517,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $13,517,000 | 1,104 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $4,294,000 | 440 |
| Commercial mortgage pass-through securities | $2,253,000 | 338 |
| Other commercial mortgage-backed securities | $2,041,000 | 345 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $102,603,000 | 1,278 |
| Total debt securities | $102,603,000 | 1,425 |
| Structured notes | ||
| Amortized cost | $1,142,000 | 1,533 |
| Fair value | $1,131,000 | 1,526 |
| 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 | $101,814,000 | 1,467 |
| U.S. Government securities | $58,961,000 | 1,634 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $58,961,000 | 1,581 |
| Securities issued by states & political subdivisions | $32,439,000 | 1,199 |
| Other domestic debt securities | $10,414,000 | 689 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,050,000 | 311 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,364,000 | 485 |
| 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 | $50,207,000 | 1,152 |
| Mortgage-backed securities | $54,179,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $35,542,000 | 1,136 |
| Issued or guaranteed by U.S. | $35,542,000 | 1,135 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,284,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $14,284,000 | 1,078 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $4,353,000 | 423 |
| Commercial mortgage pass-through securities | $2,276,000 | 321 |
| Other commercial mortgage-backed securities | $2,077,000 | 338 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $101,814,000 | 1,307 |
| Total debt securities | $101,814,000 | 1,449 |
| Structured notes | ||
| Amortized cost | $1,161,000 | 1,515 |
| Fair value | $1,155,000 | 1,508 |
| 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 | $101,689,000 | 1,471 |
| U.S. Government securities | $60,109,000 | 1,608 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $60,109,000 | 1,556 |
| Securities issued by states & political subdivisions | $31,104,000 | 1,226 |
| Other domestic debt securities | $10,476,000 | 685 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,126,000 | 313 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,350,000 | 487 |
| 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 | $49,755,000 | 1,135 |
| Mortgage-backed securities | $55,300,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $35,759,000 | 1,134 |
| Issued or guaranteed by U.S. | $35,759,000 | 1,134 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,145,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $15,145,000 | 1,062 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $4,396,000 | 403 |
| Commercial mortgage pass-through securities | $2,293,000 | 315 |
| Other commercial mortgage-backed securities | $2,103,000 | 309 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $101,689,000 | 1,321 |
| Total debt securities | $101,689,000 | 1,453 |
| Structured notes | ||
| Amortized cost | $1,188,000 | 1,495 |
| Fair value | $1,171,000 | 1,494 |
| 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 | $93,828,000 | 1,629 |
| U.S. Government securities | $57,829,000 | 1,691 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $57,829,000 | 1,640 |
| Securities issued by states & political subdivisions | $25,727,000 | 1,444 |
| Other domestic debt securities | $10,272,000 | 700 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,212,000 | 300 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $9,060,000 | 503 |
| 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 | $49,245,000 | 1,145 |
| Mortgage-backed securities | $52,942,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | $31,917,000 | 1,278 |
| Issued or guaranteed by U.S. | $31,917,000 | 1,276 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,372,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $16,372,000 | 1,056 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $4,653,000 | 344 |
| Commercial mortgage pass-through securities | $2,330,000 | 293 |
| Other commercial mortgage-backed securities | $2,323,000 | 242 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $93,828,000 | 1,469 |
| Total debt securities | $93,828,000 | 1,607 |
| Structured notes | ||
| Amortized cost | $1,218,000 | 1,513 |
| Fair value | $1,250,000 | 1,504 |
| 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 | $96,192,000 | 1,540 |
| U.S. Government securities | $63,740,000 | 1,528 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $63,740,000 | 1,478 |
| Securities issued by states & political subdivisions | $22,060,000 | 1,648 |
| Other domestic debt securities | $10,392,000 | 678 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,294,000 | 281 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $9,098,000 | 482 |
| 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 | $55,436,000 | 1,031 |
| Mortgage-backed securities | $58,816,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $36,902,000 | 1,103 |
| Issued or guaranteed by U.S. | $36,902,000 | 1,101 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,394,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $17,394,000 | 1,033 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $4,520,000 | 294 |
| Commercial mortgage pass-through securities | $2,354,000 | 250 |
| Other commercial mortgage-backed securities | $2,166,000 | 198 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $96,192,000 | 1,391 |
| Total debt securities | $96,192,000 | 1,521 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $96,897,000 | 1,529 |
| U.S. Government securities | $65,403,000 | 1,535 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $65,403,000 | 1,484 |
| Securities issued by states & political subdivisions | $21,031,000 | 1,667 |
| Other domestic debt securities | $10,463,000 | 695 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,357,000 | 266 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $9,106,000 | 512 |
| 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 | $48,717,000 | 1,150 |
| Mortgage-backed securities | $60,439,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $40,072,000 | 1,089 |
| Issued or guaranteed by U.S. | $40,072,000 | 1,087 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,820,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $15,820,000 | 1,146 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $4,547,000 | 275 |
| Commercial mortgage pass-through securities | $2,363,000 | 228 |
| Other commercial mortgage-backed securities | $2,184,000 | 194 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $96,897,000 | 1,387 |
| Total debt securities | $96,897,000 | 1,511 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $87,521,000 | 1,677 |
| U.S. Government securities | $60,914,000 | 1,648 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $60,914,000 | 1,611 |
| Securities issued by states & political subdivisions | $17,383,000 | 1,921 |
| Other domestic debt securities | $9,224,000 | 776 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,428,000 | 230 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $7,796,000 | 563 |
| 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 | $46,835,000 | 1,200 |
| Mortgage-backed securities | $55,942,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $40,716,000 | 1,102 |
| Issued or guaranteed by U.S. | $40,716,000 | 1,101 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,397,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $11,397,000 | 1,394 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $3,829,000 | 285 |
| Commercial mortgage pass-through securities | $2,700,000 | 196 |
| Other commercial mortgage-backed securities | $1,129,000 | 217 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $87,521,000 | 1,532 |
| Total debt securities | $87,521,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $79,515,000 | 1,840 |
| U.S. Government securities | $55,421,000 | 1,804 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $55,421,000 | 1,762 |
| Securities issued by states & political subdivisions | $14,815,000 | 2,097 |
| Other domestic debt securities | $9,279,000 | 767 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,492,000 | 190 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $7,787,000 | 567 |
| 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 | $43,947,000 | 1,272 |
| Mortgage-backed securities | $50,439,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $38,659,000 | 1,131 |
| Issued or guaranteed by U.S. | $38,659,000 | 1,131 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,928,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $7,928,000 | 1,676 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $3,852,000 | 253 |
| Commercial mortgage pass-through securities | $2,750,000 | 175 |
| Other commercial mortgage-backed securities | $1,102,000 | 194 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $79,515,000 | 1,681 |
| Total debt securities | $79,515,000 | 1,826 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $79,435,000 | 1,761 |
| U.S. Government securities | $55,374,000 | 1,745 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $55,374,000 | 1,700 |
| Securities issued by states & political subdivisions | $14,860,000 | 2,053 |
| Other domestic debt securities | $9,201,000 | 771 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,205 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,607,000 | 136 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $7,562,000 | 536 |
| 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 | $44,493,000 | 1,169 |
| Mortgage-backed securities | $50,410,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $41,384,000 | 1,020 |
| Issued or guaranteed by U.S. | $41,384,000 | 1,020 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,122,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $5,090,000 | 1,928 |
| Privately issued | $32,000 | 1,143 |
| Commercial mortgage-backed securities | $3,904,000 | 199 |
| Commercial mortgage pass-through securities | $2,800,000 | 138 |
| Other commercial mortgage-backed securities | $1,104,000 | 155 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $79,435,000 | 1,606 |
| Total debt securities | $79,435,000 | 1,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $75,863,000 | 1,809 |
| U.S. Government securities | $51,478,000 | 1,795 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $51,478,000 | 1,748 |
| Securities issued by states & political subdivisions | $14,827,000 | 1,987 |
| Other domestic debt securities | $9,558,000 | 742 |
| Privately issued residential mortgage-backed securities | $95,000 | 1,178 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,713,000 | 125 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $7,750,000 | 491 |
| 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 | $41,603,000 | 1,221 |
| Mortgage-backed securities | $46,532,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $38,012,000 | 1,047 |
| Issued or guaranteed by U.S. | $38,012,000 | 1,044 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,531,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $4,436,000 | 1,999 |
| Privately issued | $95,000 | 1,114 |
| Commercial mortgage-backed securities | $3,989,000 | 166 |
| Commercial mortgage pass-through securities | $2,879,000 | 126 |
| Other commercial mortgage-backed securities | $1,110,000 | 130 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $75,863,000 | 1,643 |
| Total debt securities | $75,863,000 | 1,791 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $58,596,000 | 2,237 |
| U.S. Government securities | $42,008,000 | 2,122 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $42,008,000 | 2,061 |
| Securities issued by states & political subdivisions | $13,479,000 | 2,081 |
| Other domestic debt securities | $3,109,000 | 1,264 |
| Privately issued residential mortgage-backed securities | $157,000 | 1,157 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,801,000 | 117 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,151,000 | 1,259 |
| 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 | $42,158,000 | 1,225 |
| Mortgage-backed securities | $37,213,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $29,662,000 | 1,237 |
| Issued or guaranteed by U.S. | $29,662,000 | 1,231 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,671,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $3,514,000 | 2,125 |
| Privately issued | $157,000 | 1,102 |
| Commercial mortgage-backed securities | $3,880,000 | 152 |
| Commercial mortgage pass-through securities | $2,842,000 | 108 |
| Other commercial mortgage-backed securities | $1,038,000 | 109 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $58,596,000 | 2,013 |
| Total debt securities | $58,596,000 | 2,215 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $53,742,000 | 2,390 |
| U.S. Government securities | $37,320,000 | 2,331 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $37,320,000 | 2,263 |
| Securities issued by states & political subdivisions | $14,229,000 | 1,962 |
| Other domestic debt securities | $2,193,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $295,000 | 1,109 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $1,898,000 | 115 |
| 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 | $38,211,000 | 1,326 |
| Mortgage-backed securities | $31,235,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $23,551,000 | 1,446 |
| Issued or guaranteed by U.S. | $23,551,000 | 1,441 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,803,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $3,508,000 | 2,051 |
| Privately issued | $295,000 | 1,056 |
| Commercial mortgage-backed securities | $3,881,000 | 143 |
| Commercial mortgage pass-through securities | $2,843,000 | 105 |
| Other commercial mortgage-backed securities | $1,038,000 | 107 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $53,742,000 | 2,161 |
| Total debt securities | $53,742,000 | 2,366 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $44,371,000 | 2,675 |
| U.S. Government securities | $26,413,000 | 2,891 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $26,413,000 | 2,800 |
| Securities issued by states & political subdivisions | $12,614,000 | 2,105 |
| Other domestic debt securities | $5,344,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $474,000 | 1,082 |
| Commercial mortgage-backed securities - Total | $2,884,000 | 142 |
| Asset backed securities | $1,986,000 | 101 |
| 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 | $36,538,000 | 1,361 |
| Mortgage-backed securities | $23,372,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $16,435,000 | 1,813 |
| Issued or guaranteed by U.S. | $16,435,000 | 1,809 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,053,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $3,579,000 | 1,999 |
| Privately issued | $474,000 | 1,025 |
| Commercial mortgage-backed securities | $2,884,000 | 142 |
| Commercial mortgage pass-through securities | $2,884,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $44,371,000 | 2,400 |
| Total debt securities | $44,371,000 | 2,646 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $42,116,000 | 2,753 |
| U.S. Government securities | $24,214,000 | 3,035 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,214,000 | 2,937 |
| Securities issued by states & political subdivisions | $14,380,000 | 1,824 |
| Other domestic debt securities | $3,522,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $608,000 | 1,110 |
| Commercial mortgage-backed securities - Total | $931,000 | 238 |
| Asset backed securities | $1,983,000 | 102 |
| 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 | $37,816,000 | 1,329 |
| Mortgage-backed securities | $19,204,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | $16,120,000 | 1,789 |
| Issued or guaranteed by U.S. | $16,120,000 | 1,783 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,153,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $1,545,000 | 2,480 |
| Privately issued | $608,000 | 1,057 |
| Commercial mortgage-backed securities | $931,000 | 238 |
| Commercial mortgage pass-through securities | $931,000 | 171 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $42,116,000 | 2,473 |
| Total debt securities | $42,116,000 | 2,720 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $45,195,000 | 2,593 |
| U.S. Government securities | $24,802,000 | 3,037 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,802,000 | 2,951 |
| Securities issued by states & political subdivisions | $16,670,000 | 1,547 |
| Other domestic debt securities | $3,723,000 | 1,325 |
| Privately issued residential mortgage-backed securities | $758,000 | 1,088 |
| Commercial mortgage-backed securities - Total | $984,000 | 228 |
| Asset backed securities | $1,981,000 | 95 |
| 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 | $39,689,000 | 1,284 |
| Mortgage-backed securities | $20,129,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $16,860,000 | 1,754 |
| Issued or guaranteed by U.S. | $16,860,000 | 1,748 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,285,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $1,527,000 | 2,383 |
| Privately issued | $758,000 | 1,045 |
| Commercial mortgage-backed securities | $984,000 | 228 |
| Commercial mortgage pass-through securities | $984,000 | 161 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $45,195,000 | 2,311 |
| Total debt securities | $45,195,000 | 2,559 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $44,575,000 | 2,637 |
| U.S. Government securities | $22,321,000 | 3,311 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $22,321,000 | 3,227 |
| Securities issued by states & political subdivisions | $18,624,000 | 1,368 |
| Other domestic debt securities | $3,630,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $876,000 | 1,103 |
| Commercial mortgage-backed securities - Total | $775,000 | 255 |
| Asset backed securities | $1,979,000 | 97 |
| 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 | $35,475,000 | 1,479 |
| Mortgage-backed securities | $23,972,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $20,763,000 | 1,579 |
| Issued or guaranteed by U.S. | $20,763,000 | 1,575 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,434,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $1,558,000 | 2,314 |
| Privately issued | $876,000 | 1,058 |
| Commercial mortgage-backed securities | $775,000 | 255 |
| Commercial mortgage pass-through securities | $775,000 | 178 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $44,575,000 | 2,353 |
| Total debt securities | $44,575,000 | 2,610 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $48,470,000 | 2,432 |
| U.S. Government securities | $22,610,000 | 3,259 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,610,000 | 3,181 |
| Securities issued by states & political subdivisions | $17,675,000 | 1,429 |
| Other domestic debt securities | $8,185,000 | 953 |
| Privately issued residential mortgage-backed securities | $968,000 | 1,110 |
| Commercial mortgage-backed securities - Total | $913,000 | 232 |
| Asset backed securities | $1,976,000 | 111 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,328,000 | 668 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,945,000 | 1,468 |
| Mortgage-backed securities | $24,491,000 | 2,022 |
| Certificates of participation in pools of residential mortgages | $22,012,000 | 1,567 |
| Issued or guaranteed by U.S. | $22,012,000 | 1,560 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,566,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 2,775 |
| Privately issued | $968,000 | 1,068 |
| Commercial mortgage-backed securities | $913,000 | 232 |
| Commercial mortgage pass-through securities | $913,000 | 160 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $48,470,000 | 2,160 |
| Total debt securities | $48,470,000 | 2,401 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $47,967,000 | 2,466 |
| U.S. Government securities | $22,517,000 | 3,245 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $22,517,000 | 3,173 |
| Securities issued by states & political subdivisions | $12,866,000 | 1,901 |
| Other domestic debt securities | $12,584,000 | 777 |
| Privately issued residential mortgage-backed securities | $1,055,000 | 1,148 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $1,956,000 | 119 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $9,573,000 | 391 |
| 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 | $35,649,000 | 1,423 |
| Mortgage-backed securities | $23,572,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $21,891,000 | 1,621 |
| Issued or guaranteed by U.S. | $21,891,000 | 1,613 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,681,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $626,000 | 2,751 |
| Privately issued | $1,055,000 | 1,101 |
| 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) | $47,967,000 | 2,181 |
| Total debt securities | $47,967,000 | 2,434 |
| 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 | $46,342,000 | 2,478 |
| U.S. Government securities | $23,601,000 | 3,104 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,601,000 | 3,033 |
| Securities issued by states & political subdivisions | $9,664,000 | 2,251 |
| Other domestic debt securities | $13,077,000 | 771 |
| Privately issued residential mortgage-backed securities | $1,056,000 | 1,177 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $1,952,000 | 133 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $10,069,000 | 388 |
| 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 | $32,912,000 | 1,535 |
| Mortgage-backed securities | $24,657,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $22,582,000 | 1,616 |
| Issued or guaranteed by U.S. | $22,582,000 | 1,609 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,075,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,496 |
| Privately issued | $1,056,000 | 1,124 |
| 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) | $46,342,000 | 2,183 |
| Total debt securities | $46,342,000 | 2,449 |
| 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 | $43,599,000 | 2,600 |
| U.S. Government securities | $22,760,000 | 3,220 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,760,000 | 3,162 |
| Securities issued by states & political subdivisions | $7,974,000 | 2,451 |
| Other domestic debt securities | $12,865,000 | 736 |
| Privately issued residential mortgage-backed securities | $1,156,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,948,000 | 173 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,761,000 | 401 |
| 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 | $33,640,000 | 1,538 |
| Mortgage-backed securities | $23,916,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $20,808,000 | 1,761 |
| Issued or guaranteed by U.S. | $20,808,000 | 1,750 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,108,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 2,149 |
| Privately issued | $1,156,000 | 1,130 |
| 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) | $43,599,000 | 2,321 |
| Total debt securities | $43,599,000 | 2,567 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $43,902,000 | 2,573 |
| U.S. Government securities | $26,329,000 | 2,929 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $26,329,000 | 2,875 |
| Securities issued by states & political subdivisions | $7,520,000 | 2,504 |
| Other domestic debt securities | $10,053,000 | 827 |
| Privately issued residential mortgage-backed securities | $1,178,000 | 1,130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,945,000 | 158 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,930,000 | 512 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,046,000 | 1,893 |
| Mortgage-backed securities | $27,507,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $23,836,000 | 1,553 |
| Issued or guaranteed by U.S. | $23,836,000 | 1,544 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,671,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $2,493,000 | 1,954 |
| Privately issued | $1,178,000 | 1,079 |
| 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) | $43,902,000 | 2,286 |
| Total debt securities | $43,902,000 | 2,543 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $44,125,000 | 2,516 |
| U.S. Government securities | $26,489,000 | 2,843 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,489,000 | 2,792 |
| Securities issued by states & political subdivisions | $8,615,000 | 2,291 |
| Other domestic debt securities | $9,021,000 | 872 |
| Privately issued residential mortgage-backed securities | $1,179,000 | 1,106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,943,000 | 160 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,899,000 | 560 |
| 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 | $27,298,000 | 1,804 |
| Mortgage-backed securities | $27,663,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $23,829,000 | 1,483 |
| Issued or guaranteed by U.S. | $23,829,000 | 1,472 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,834,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $2,655,000 | 1,825 |
| Privately issued | $1,179,000 | 1,056 |
| 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) | $44,125,000 | 2,220 |
| Total debt securities | $44,125,000 | 2,483 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $35,841,000 | 3,009 |
| U.S. Government securities | $26,109,000 | 2,921 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,109,000 | 2,871 |
| Securities issued by states & political subdivisions | $8,799,000 | 2,280 |
| Other domestic debt securities | $933,000 | 2,329 |
| Privately issued residential mortgage-backed securities | $933,000 | 1,147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,073,000 | 1,636 |
| Mortgage-backed securities | $26,247,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $22,457,000 | 1,548 |
| Issued or guaranteed by U.S. | $22,457,000 | 1,540 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,790,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $2,857,000 | 1,785 |
| Privately issued | $933,000 | 1,085 |
| 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) | $35,841,000 | 2,690 |
| Total debt securities | $35,841,000 | 2,975 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $36,950,000 | 2,942 |
| U.S. Government securities | $28,055,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $28,055,000 | 2,705 |
| Securities issued by states & political subdivisions | $7,937,000 | 2,440 |
| Other domestic debt securities | $958,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $958,000 | 1,123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,773,000 | 1,621 |
| Mortgage-backed securities | $28,205,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $24,033,000 | 1,404 |
| Issued or guaranteed by U.S. | $24,033,000 | 1,393 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,172,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $3,214,000 | 1,693 |
| Privately issued | $958,000 | 1,062 |
| 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) | $36,950,000 | 2,620 |
| Total debt securities | $36,950,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $33,389,000 | 3,198 |
| U.S. Government securities | $24,451,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $24,451,000 | 3,042 |
| Securities issued by states & political subdivisions | $7,971,000 | 2,403 |
| Other domestic debt securities | $967,000 | 2,054 |
| Privately issued residential mortgage-backed securities | $967,000 | 1,028 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,345,000 | 1,837 |
| Mortgage-backed securities | $23,084,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $18,765,000 | 1,460 |
| Issued or guaranteed by U.S. | $18,765,000 | 1,452 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,319,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $3,352,000 | 1,596 |
| Privately issued | $967,000 | 977 |
| 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) | $33,389,000 | 2,809 |
| Total debt securities | $33,389,000 | 3,159 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $30,825,000 | 3,388 |
| U.S. Government securities | $20,869,000 | 3,525 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,869,000 | 3,454 |
| Securities issued by states & political subdivisions | $9,004,000 | 2,206 |
| Other domestic debt securities | $952,000 | 2,035 |
| Privately issued residential mortgage-backed securities | $952,000 | 996 |
| 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 | $20,912,000 | 2,105 |
| Mortgage-backed securities | $19,472,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $15,160,000 | 1,620 |
| Issued or guaranteed by U.S. | $15,160,000 | 1,611 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,312,000 | 1,668 |
| CMOs issued by government agencies or sponsored agencies | $3,360,000 | 1,548 |
| Privately issued | $952,000 | 947 |
| 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) | $30,825,000 | 2,975 |
| Total debt securities | $30,825,000 | 3,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $30,588,000 | 3,385 |
| U.S. Government securities | $20,257,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $20,257,000 | 3,521 |
| Securities issued by states & political subdivisions | $9,386,000 | 2,115 |
| Other domestic debt securities | $945,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $945,000 | 949 |
| 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 | $20,168,000 | 2,166 |
| Mortgage-backed securities | $19,722,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $15,416,000 | 1,549 |
| Issued or guaranteed by U.S. | $15,416,000 | 1,542 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,306,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $3,361,000 | 1,541 |
| Privately issued | $945,000 | 896 |
| 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) | $30,588,000 | 2,978 |
| Total debt securities | $30,588,000 | 3,345 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $31,445,000 | 3,333 |
| U.S. Government securities | $20,361,000 | 3,617 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,361,000 | 3,523 |
| Securities issued by states & political subdivisions | $10,116,000 | 1,991 |
| Other domestic debt securities | $968,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $968,000 | 910 |
| 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 | $20,266,000 | 2,173 |
| Mortgage-backed securities | $19,854,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $15,449,000 | 1,559 |
| Issued or guaranteed by U.S. | $15,449,000 | 1,553 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,405,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $3,437,000 | 1,518 |
| Privately issued | $968,000 | 852 |
| 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) | $31,445,000 | 2,906 |
| Total debt securities | $31,445,000 | 3,296 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $32,645,000 | 3,261 |
| U.S. Government securities | $19,287,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,287,000 | 3,715 |
| Securities issued by states & political subdivisions | $10,582,000 | 1,894 |
| Other domestic debt securities | $2,776,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $963,000 | 892 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,813,000 | 1,109 |
| 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 | $20,628,000 | 2,150 |
| Mortgage-backed securities | $18,281,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $14,874,000 | 1,611 |
| Issued or guaranteed by U.S. | $14,874,000 | 1,602 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,407,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $2,444,000 | 1,750 |
| Privately issued | $963,000 | 843 |
| 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) | $32,645,000 | 2,834 |
| Total debt securities | $32,645,000 | 3,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $33,374,000 | 3,264 |
| U.S. Government securities | $19,934,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,934,000 | 3,670 |
| Securities issued by states & political subdivisions | $10,669,000 | 1,886 |
| Other domestic debt securities | $2,771,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $959,000 | 876 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,812,000 | 1,112 |
| 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 | $19,304,000 | 2,247 |
| Mortgage-backed securities | $18,930,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $15,543,000 | 1,587 |
| Issued or guaranteed by U.S. | $15,543,000 | 1,576 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,387,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $2,428,000 | 1,720 |
| Privately issued | $959,000 | 817 |
| 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) | $33,374,000 | 2,823 |
| Total debt securities | $33,374,000 | 3,223 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $33,591,000 | 3,229 |
| U.S. Government securities | $20,153,000 | 3,746 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,153,000 | 3,634 |
| Securities issued by states & political subdivisions | $10,689,000 | 1,837 |
| Other domestic debt securities | $2,749,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $951,000 | 854 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,798,000 | 1,140 |
| 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 | $20,125,000 | 2,148 |
| Mortgage-backed securities | $19,154,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $15,806,000 | 1,585 |
| Issued or guaranteed by U.S. | $15,806,000 | 1,576 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,348,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $2,397,000 | 1,713 |
| Privately issued | $951,000 | 798 |
| 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) | $33,591,000 | 2,788 |
| Total debt securities | $33,589,000 | 3,190 |
| 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 | $34,921,000 | 3,159 |
| U.S. Government securities | $21,307,000 | 3,629 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $21,307,000 | 3,515 |
| Securities issued by states & political subdivisions | $10,836,000 | 1,823 |
| Other domestic debt securities | $2,778,000 | 1,372 |
| Privately issued residential mortgage-backed securities | $962,000 | 857 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,816,000 | 1,198 |
| 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 | $20,564,000 | 2,101 |
| Mortgage-backed securities | $20,308,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $16,924,000 | 1,531 |
| Issued or guaranteed by U.S. | $16,924,000 | 1,522 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,384,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $2,422,000 | 1,712 |
| Privately issued | $962,000 | 801 |
| 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) | $34,921,000 | 2,730 |
| Total debt securities | $34,919,000 | 3,107 |
| 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 | $36,226,000 | 3,062 |
| U.S. Government securities | $22,060,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $22,060,000 | 3,394 |
| Securities issued by states & political subdivisions | $11,375,000 | 1,736 |
| Other domestic debt securities | $2,791,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $966,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,825,000 | 1,260 |
| 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 | $20,674,000 | 2,070 |
| Mortgage-backed securities | $21,060,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $17,675,000 | 1,494 |
| Issued or guaranteed by U.S. | $17,675,000 | 1,482 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,385,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $2,419,000 | 1,713 |
| Privately issued | $966,000 | 771 |
| 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) | $36,226,000 | 2,644 |
| Total debt securities | $36,227,000 | 3,017 |
| 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 | $36,789,000 | 3,007 |
| U.S. Government securities | $23,446,000 | 3,355 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $23,446,000 | 3,229 |
| Securities issued by states & political subdivisions | $11,501,000 | 1,698 |
| Other domestic debt securities | $1,842,000 | 1,722 |
| 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 | $1,842,000 | 1,295 |
| 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 | $20,501,000 | 2,047 |
| Mortgage-backed securities | $21,463,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $19,003,000 | 1,447 |
| Issued or guaranteed by U.S. | $19,003,000 | 1,437 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,460,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $2,460,000 | 1,716 |
| 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) | $36,789,000 | 2,580 |
| Total debt securities | $36,789,000 | 2,954 |
| 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 | $36,272,000 | 3,088 |
| U.S. Government securities | $24,070,000 | 3,335 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,070,000 | 3,219 |
| Securities issued by states & political subdivisions | $10,345,000 | 1,868 |
| Other domestic debt securities | $1,857,000 | 1,748 |
| 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 | $1,857,000 | 1,342 |
| 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 | $20,542,000 | 2,041 |
| Mortgage-backed securities | $22,085,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $19,623,000 | 1,457 |
| Issued or guaranteed by U.S. | $19,623,000 | 1,443 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,462,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,462,000 | 1,765 |
| 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) | $36,272,000 | 2,651 |
| Total debt securities | $36,272,000 | 3,037 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $36,889,000 | 3,083 |
| U.S. Government securities | $24,953,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,953,000 | 3,162 |
| Securities issued by states & political subdivisions | $10,091,000 | 1,903 |
| Other domestic debt securities | $1,845,000 | 1,808 |
| 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 | $1,845,000 | 1,422 |
| 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 | $19,850,000 | 2,096 |
| Mortgage-backed securities | $22,970,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $20,526,000 | 1,440 |
| Issued or guaranteed by U.S. | $20,526,000 | 1,428 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,444,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $2,444,000 | 1,802 |
| 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) | $36,889,000 | 2,642 |
| Total debt securities | $36,889,000 | 3,033 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $38,582,000 | 2,994 |
| U.S. Government securities | $26,206,000 | 3,154 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,206,000 | 3,027 |
| Securities issued by states & political subdivisions | $10,488,000 | 1,861 |
| Other domestic debt securities | $1,888,000 | 1,854 |
| 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 | $1,888,000 | 1,478 |
| 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 | $23,665,000 | 1,806 |
| Mortgage-backed securities | $24,195,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $21,711,000 | 1,404 |
| Issued or guaranteed by U.S. | $21,711,000 | 1,393 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,484,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,484,000 | 1,811 |
| 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) | $38,582,000 | 2,568 |
| Total debt securities | $38,582,000 | 2,941 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $37,470,000 | 3,057 |
| U.S. Government securities | $25,295,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $25,295,000 | 3,109 |
| Securities issued by states & political subdivisions | $10,269,000 | 1,896 |
| Other domestic debt securities | $1,906,000 | 1,852 |
| 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 | $1,906,000 | 1,516 |
| 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 | $24,289,000 | 1,717 |
| Mortgage-backed securities | $23,266,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $20,785,000 | 1,445 |
| Issued or guaranteed by U.S. | $20,785,000 | 1,434 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,481,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $2,481,000 | 1,823 |
| 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) | $37,470,000 | 2,608 |
| Total debt securities | $37,470,000 | 2,993 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $36,009,000 | 3,197 |
| U.S. Government securities | $23,854,000 | 3,478 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,854,000 | 3,348 |
| Securities issued by states & political subdivisions | $10,289,000 | 1,861 |
| Other domestic debt securities | $1,866,000 | 1,949 |
| 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 | $1,866,000 | 1,609 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,456,000 | 1,705 |
| Mortgage-backed securities | $21,855,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $19,445,000 | 1,543 |
| Issued or guaranteed by U.S. | $19,445,000 | 1,532 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,410,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $2,410,000 | 1,875 |
| 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) | $36,009,000 | 2,758 |
| Total debt securities | $36,009,000 | 3,130 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $36,777,000 | 3,135 |
| U.S. Government securities | $23,309,000 | 3,459 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $23,309,000 | 3,339 |
| Securities issued by states & political subdivisions | $10,947,000 | 1,798 |
| Other domestic debt securities | $2,521,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,000 | 357 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,486,000 | 1,459 |
| 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 | $25,090,000 | 1,660 |
| Mortgage-backed securities | $21,235,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $18,740,000 | 1,613 |
| Issued or guaranteed by U.S. | $18,740,000 | 1,603 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,495,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $2,495,000 | 1,901 |
| 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) | $36,777,000 | 2,704 |
| Total debt securities | $36,777,000 | 3,069 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $36,829,000 | 3,184 |
| U.S. Government securities | $22,691,000 | 3,587 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,691,000 | 3,461 |
| Securities issued by states & political subdivisions | $11,575,000 | 1,719 |
| Other domestic debt securities | $2,563,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $108,000 | 369 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,455,000 | 1,573 |
| 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 | $20,456,000 | 1,919 |
| Mortgage-backed securities | $20,136,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $17,750,000 | 1,694 |
| Issued or guaranteed by U.S. | $17,750,000 | 1,681 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,386,000 | 2,154 |
| CMOs issued by government agencies or sponsored agencies | $2,386,000 | 2,023 |
| 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) | $36,829,000 | 2,746 |
| Total debt securities | $36,829,000 | 3,126 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $33,917,000 | 3,327 |
| U.S. Government securities | $18,425,000 | 4,001 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,425,000 | 3,847 |
| Securities issued by states & political subdivisions | $11,828,000 | 1,684 |
| Other domestic debt securities | $3,664,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $189,000 | 371 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,475,000 | 1,369 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,837,000 | 1,980 |
| Mortgage-backed securities | $15,855,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $13,459,000 | 2,011 |
| Issued or guaranteed by U.S. | $13,459,000 | 2,001 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,396,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $2,396,000 | 2,063 |
| 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) | $33,917,000 | 2,872 |
| Total debt securities | $33,917,000 | 3,260 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $29,333,000 | 3,614 |
| U.S. Government securities | $16,181,000 | 4,252 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $16,181,000 | 4,097 |
| Securities issued by states & political subdivisions | $9,304,000 | 2,035 |
| Other domestic debt securities | $3,848,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $282,000 | 370 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,566,000 | 1,426 |
| 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 | $15,153,000 | 2,279 |
| Mortgage-backed securities | $12,807,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $9,717,000 | 2,454 |
| Issued or guaranteed by U.S. | $9,717,000 | 2,440 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,090,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $3,090,000 | 2,008 |
| 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) | $29,333,000 | 3,123 |
| Total debt securities | $29,333,000 | 3,538 |
| 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 | $30,019,000 | 3,512 |
| U.S. Government securities | $17,440,000 | 4,066 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,440,000 | 3,905 |
| Securities issued by states & political subdivisions | $8,776,000 | 2,060 |
| Other domestic debt securities | $3,803,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $383,000 | 357 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,420,000 | 1,457 |
| 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 | $14,979,000 | 2,314 |
| Mortgage-backed securities | $14,122,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $8,607,000 | 2,596 |
| Issued or guaranteed by U.S. | $8,607,000 | 2,581 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,515,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $5,515,000 | 1,608 |
| 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) | $30,019,000 | 3,033 |
| Total debt securities | $30,019,000 | 3,436 |
| 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 | $29,233,000 | 3,581 |
| U.S. Government securities | $16,184,000 | 4,255 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,184,000 | 4,081 |
| Securities issued by states & political subdivisions | $9,110,000 | 1,969 |
| Other domestic debt securities | $3,939,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $500,000 | 345 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,439,000 | 1,461 |
| 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 | $13,437,000 | 2,506 |
| Mortgage-backed securities | $14,324,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $9,344,000 | 2,432 |
| Issued or guaranteed by U.S. | $9,344,000 | 2,418 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,980,000 | 1,828 |
| CMOs issued by government agencies or sponsored agencies | $4,980,000 | 1,730 |
| 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) | $29,233,000 | 3,067 |
| Total debt securities | $29,233,000 | 3,511 |
| 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 | $23,492,000 | 4,045 |
| U.S. Government securities | $9,988,000 | 5,526 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,988,000 | 5,275 |
| Securities issued by states & political subdivisions | $10,175,000 | 1,698 |
| Other domestic debt securities | $3,329,000 | 1,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $515,000 | 375 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,814,000 | 1,646 |
| 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 | $12,058,000 | 2,625 |
| Mortgage-backed securities | $8,153,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $2,663,000 | 4,082 |
| Issued or guaranteed by U.S. | $2,663,000 | 4,064 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,490,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $5,490,000 | 1,662 |
| 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) | $23,492,000 | 3,421 |
| Total debt securities | $23,492,000 | 3,967 |
| 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 | $27,382,000 | 3,685 |
| U.S. Government securities | $12,348,000 | 5,180 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,348,000 | 4,854 |
| Securities issued by states & political subdivisions | $10,909,000 | 1,533 |
| Other domestic debt securities | $3,689,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 726 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,689,000 | 1,422 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $436,000 | 4,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,722,000 | 2,388 |
| Mortgage-backed securities | $11,579,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $3,345,000 | 3,226 |
| Issued or guaranteed by U.S. | $3,345,000 | 3,211 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $8,234,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $7,234,000 | 1,117 |
| Privately issued | $1,000,000 | 638 |
| 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) | $27,382,000 | 2,963 |
| Total debt securities | $26,946,000 | 3,629 |
| 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 | $25,614,000 | 4,058 |
| U.S. Government securities | $11,809,000 | 5,564 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,809,000 | 5,054 |
| Securities issued by states & political subdivisions | $10,134,000 | 1,660 |
| Other domestic debt securities | $3,272,000 | 1,481 |
| Privately issued residential mortgage-backed securities | $432,000 | 974 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,840,000 | 1,301 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $399,000 | 4,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,074,000 | 2,607 |
| Mortgage-backed securities | $11,750,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $3,528,000 | 3,327 |
| Issued or guaranteed by U.S. | $3,528,000 | 3,314 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,222,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $7,790,000 | 1,151 |
| Privately issued | $432,000 | 855 |
| 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) | $25,614,000 | 3,203 |
| Total debt securities | $25,215,000 | 4,001 |
| 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 | $32,765,000 | 3,370 |
| U.S. Government securities | $14,591,000 | 4,857 |
| U.S. Treasury securities | $1,000,000 | 5,224 |
| U.S. Government agency obligations | $13,591,000 | 4,394 |
| Securities issued by states & political subdivisions | $11,923,000 | 1,410 |
| Other domestic debt securities | $5,921,000 | 1,020 |
| 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 | $5,921,000 | 807 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $330,000 | 4,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,088,000 | 2,414 |
| Mortgage-backed securities | $12,533,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $3,269,000 | 3,678 |
| Issued or guaranteed by U.S. | $3,269,000 | 3,661 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,264,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $9,264,000 | 1,147 |
| 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) | $32,765,000 | 2,563 |
| Total debt securities | $32,435,000 | 3,307 |
| 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 | $17,320,000 | 5,459 |
| U.S. Government securities | $8,550,000 | 7,023 |
| U.S. Treasury securities | $993,000 | 6,575 |
| U.S. Government agency obligations | $7,557,000 | 6,136 |
| Securities issued by states & political subdivisions | $7,496,000 | 1,974 |
| Other domestic debt securities | $501,000 | 2,331 |
| 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 | $501,000 | 1,854 |
| Foreign debt securities | NA | NA |
| Equity securities | $773,000 | 2,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,581,000 | 3,540 |
| Mortgage-backed securities | $5,425,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $1,606,000 | 4,725 |
| Issued or guaranteed by U.S. | $1,606,000 | 4,709 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,819,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $3,819,000 | 1,911 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $17,320,000 | 4,020 |
| Total debt securities | $16,547,000 | 5,505 |
| 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 | $18,440,000 | 5,603 |
| U.S. Government securities | $9,182,000 | 7,331 |
| U.S. Treasury securities | $1,990,000 | 6,094 |
| U.S. Government agency obligations | $7,192,000 | 6,612 |
| Securities issued by states & political subdivisions | $7,357,000 | 2,015 |
| Other domestic debt securities | $1,398,000 | 1,784 |
| 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 | $1,398,000 | 1,323 |
| Foreign debt securities | NA | NA |
| Equity securities | $503,000 | 3,512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,915,000 | 3,504 |
| Mortgage-backed securities | $4,113,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $887,000 | 5,995 |
| Issued or guaranteed by U.S. | $887,000 | 5,980 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,226,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $3,226,000 | 2,357 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $18,440,000 | 4,074 |
| Total debt securities | $17,937,000 | 5,603 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,178 |
| Fair value | $249,000 | 3,233 |
| 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 | $21,410,000 | 5,293 |
| U.S. Government securities | $11,064,000 | 6,892 |
| U.S. Treasury securities | $3,048,000 | 5,925 |
| U.S. Government agency obligations | $8,016,000 | 6,252 |
| Securities issued by states & political subdivisions | $8,431,000 | 1,747 |
| Other domestic debt securities | $1,422,000 | 2,110 |
| 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 | $1,422,000 | 1,633 |
| Foreign debt securities | NA | NA |
| Equity securities | $493,000 | 3,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,750,000 | 3,551 |
| Mortgage-backed securities | $4,510,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $1,527,000 | 5,417 |
| Issued or guaranteed by U.S. | $1,527,000 | 5,389 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,983,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $2,983,000 | 2,729 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $21,410,000 | 3,738 |
| Total debt securities | $20,917,000 | 5,286 |
| Structured notes | ||
| Amortized cost | $750,000 | 3,114 |
| Fair value | $740,000 | 3,145 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $22,565,000 | 5,389 |
| U.S. Government securities | $11,835,000 | 7,027 |
| U.S. Treasury securities | $5,915,000 | 5,006 |
| U.S. Government agency obligations | $5,920,000 | 7,203 |
| Securities issued by states & political subdivisions | $8,871,000 | 1,715 |
| Other domestic debt securities | $1,366,000 | 2,433 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,366,000 | 1,907 |
| Foreign debt securities | NA | NA |
| Equity securities | $493,000 | 3,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,825,000 | 2,541 |
| Mortgage-backed securities | $1,616,000 | 7,029 |
| Certificates of participation in pools of residential mortgages | $692,000 | 6,970 |
| Issued or guaranteed by U.S. | $692,000 | 6,944 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $924,000 | 4,660 |
| CMOs issued by government agencies or sponsored agencies | $924,000 | 4,470 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,871,000 | 6,124 |
| Available-for-sale securities (fair market value) | $13,694,000 | 3,835 |
| Total debt securities | $22,072,000 | 5,387 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $24,585,000 | 5,286 |
| U.S. Government securities | $14,487,000 | 6,409 |
| U.S. Treasury securities | $7,516,000 | 4,365 |
| U.S. Government agency obligations | $6,971,000 | 6,828 |
| Securities issued by states & political subdivisions | $6,596,000 | 2,371 |
| Other domestic debt securities | $3,502,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,502,000 | 1,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,394,000 | 2,286 |
| Mortgage-backed securities | $492,000 | 9,266 |
| Certificates of participation in pools of residential mortgages | $492,000 | 8,104 |
| Issued or guaranteed by U.S. | $492,000 | 8,051 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $24,585,000 | 5,166 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $19,409,000 | 6,228 |
| U.S. Government securities | $14,240,000 | 6,507 |
| U.S. Treasury securities | $7,518,000 | 4,398 |
| U.S. Government agency obligations | $6,722,000 | 6,957 |
| Securities issued by states & political subdivisions | $3,179,000 | 3,915 |
| Other domestic debt securities | $1,990,000 | 2,954 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,990,000 | 2,097 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,294,000 | 2,114 |
| Mortgage-backed securities | $786,000 | 9,282 |
| Certificates of participation in pools of residential mortgages | $786,000 | 7,931 |
| Issued or guaranteed by U.S. | $786,000 | 7,872 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $19,409,000 | 6,115 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |