Home > Banks of Wisconsin > Securities
Banks of Wisconsin, Securities
| 2013-03-31 | Rank | |
| Total securities | $24,352,000 | 4,146 |
| U.S. Government securities | $18,698,000 | 3,664 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $18,698,000 | 3,576 |
| Securities issued by states & political subdivisions | $4,851,000 | 3,800 |
| Other domestic debt securities | $542,000 | 2,270 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $542,000 | 1,758 |
| Foreign debt securities | $261,000 | 268 |
| 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 | $2,844,000 | 4,905 |
| Mortgage-backed securities | $16,278,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $6,776,000 | 3,171 |
| Issued or guaranteed by U.S. | $6,776,000 | 3,170 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,502,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $9,502,000 | 1,389 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $24,352,000 | 3,826 |
| Total debt securities | $24,352,000 | 4,119 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $25,603,000 | 3,995 |
| U.S. Government securities | $19,726,000 | 3,514 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,726,000 | 3,433 |
| Securities issued by states & political subdivisions | $4,797,000 | 3,802 |
| Other domestic debt securities | $818,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $818,000 | 1,611 |
| Foreign debt securities | $262,000 | 265 |
| 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 | $2,905,000 | 4,896 |
| Mortgage-backed securities | $17,289,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $7,364,000 | 3,059 |
| Issued or guaranteed by U.S. | $7,364,000 | 3,058 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,925,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $9,925,000 | 1,414 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $25,603,000 | 3,684 |
| Total debt securities | $25,603,000 | 3,964 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $501,000 | 2,046 |
| 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 | $22,699,000 | 4,276 |
| U.S. Government securities | $19,767,000 | 3,603 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,767,000 | 3,525 |
| Securities issued by states & political subdivisions | $1,850,000 | 4,628 |
| Other domestic debt securities | $819,000 | 2,180 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $819,000 | 1,668 |
| Foreign debt securities | $263,000 | 253 |
| 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 | $2,948,000 | 4,937 |
| Mortgage-backed securities | $17,312,000 | 2,716 |
| Certificates of participation in pools of residential mortgages | $8,053,000 | 3,095 |
| Issued or guaranteed by U.S. | $8,053,000 | 3,094 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,259,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $9,259,000 | 1,542 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $22,699,000 | 3,928 |
| Total debt securities | $22,699,000 | 4,247 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $501,000 | 2,254 |
| 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 | $28,361,000 | 3,827 |
| U.S. Government securities | $23,524,000 | 3,307 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,524,000 | 3,239 |
| Securities issued by states & political subdivisions | $3,778,000 | 3,989 |
| Other domestic debt securities | $802,000 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $802,000 | 1,667 |
| Foreign debt securities | $257,000 | 247 |
| 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 | $2,976,000 | 4,972 |
| Mortgage-backed securities | $21,023,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $12,340,000 | 2,548 |
| Issued or guaranteed by U.S. | $12,340,000 | 2,545 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,683,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $8,683,000 | 1,605 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $28,361,000 | 3,551 |
| Total debt securities | $28,362,000 | 3,796 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $501,000 | 2,493 |
| 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 | $10,288,000 | 5,694 |
| U.S. Government securities | $7,270,000 | 5,454 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,270,000 | 5,353 |
| Securities issued by states & political subdivisions | $2,733,000 | 4,230 |
| Other domestic debt securities | $285,000 | 2,553 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $285,000 | 1,991 |
| 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 | $1,610,000 | 5,506 |
| Mortgage-backed securities | $5,715,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $3,548,000 | 4,061 |
| Issued or guaranteed by U.S. | $3,548,000 | 4,057 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,167,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $2,167,000 | 2,628 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $10,288,000 | 5,302 |
| Total debt securities | $10,288,000 | 5,667 |
| 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 | $28,382,000 | 3,807 |
| U.S. Government securities | $10,893,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,893,000 | 4,697 |
| Securities issued by states & political subdivisions | $17,138,000 | 1,830 |
| Other domestic debt securities | $351,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $351,000 | 1,867 |
| 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 | $4,497,000 | 4,328 |
| Mortgage-backed securities | $9,074,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $7,603,000 | 3,080 |
| Issued or guaranteed by U.S. | $7,603,000 | 3,080 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,471,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $1,471,000 | 2,730 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,382,000 | 3,509 |
| Total debt securities | $28,382,000 | 3,784 |
| Structured notes | ||
| Amortized cost | $779,000 | 2,429 |
| Fair value | $814,000 | 2,404 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $29,554,000 | 3,643 |
| U.S. Government securities | $11,902,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,902,000 | 4,516 |
| Securities issued by states & political subdivisions | $17,296,000 | 1,753 |
| Other domestic debt securities | $356,000 | 2,473 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $356,000 | 1,838 |
| 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 | $4,478,000 | 4,347 |
| Mortgage-backed securities | $10,023,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $8,416,000 | 2,902 |
| Issued or guaranteed by U.S. | $8,416,000 | 2,898 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,607,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $1,607,000 | 2,669 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $29,554,000 | 3,360 |
| Total debt securities | $29,554,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $824,000 | 2,475 |
| Fair value | $868,000 | 2,467 |
| 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 | $30,339,000 | 3,611 |
| U.S. Government securities | $12,661,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,661,000 | 4,501 |
| Securities issued by states & political subdivisions | $17,318,000 | 1,698 |
| Other domestic debt securities | $360,000 | 2,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $360,000 | 1,766 |
| 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 | $4,379,000 | 4,397 |
| Mortgage-backed securities | $10,721,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $9,008,000 | 2,781 |
| Issued or guaranteed by U.S. | $9,008,000 | 2,774 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,713,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $1,713,000 | 2,574 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $30,339,000 | 3,313 |
| Total debt securities | $30,340,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $871,000 | 2,643 |
| Fair value | $923,000 | 2,625 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $31,033,000 | 3,546 |
| U.S. Government securities | $13,390,000 | 4,482 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,390,000 | 4,356 |
| Securities issued by states & political subdivisions | $17,279,000 | 1,671 |
| Other domestic debt securities | $364,000 | 2,473 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $364,000 | 1,810 |
| 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 | $6,838,000 | 3,794 |
| Mortgage-backed securities | $11,408,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $9,610,000 | 2,621 |
| Issued or guaranteed by U.S. | $9,610,000 | 2,617 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,798,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $1,798,000 | 2,492 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $31,033,000 | 3,255 |
| Total debt securities | $31,033,000 | 3,516 |
| Structured notes | ||
| Amortized cost | $925,000 | 2,679 |
| Fair value | $977,000 | 2,637 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $28,949,000 | 3,589 |
| U.S. Government securities | $10,306,000 | 4,809 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,306,000 | 4,689 |
| Securities issued by states & political subdivisions | $17,764,000 | 1,591 |
| Other domestic debt securities | $879,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $879,000 | 1,472 |
| 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 | $7,381,000 | 3,648 |
| Mortgage-backed securities | $9,258,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $8,342,000 | 2,697 |
| Issued or guaranteed by U.S. | $8,342,000 | 2,689 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $916,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 2,776 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $28,949,000 | 3,289 |
| Total debt securities | $28,949,000 | 3,562 |
| Structured notes | ||
| Amortized cost | $992,000 | 2,525 |
| Fair value | $1,048,000 | 2,305 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $31,908,000 | 3,339 |
| U.S. Government securities | $12,350,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,350,000 | 4,313 |
| Securities issued by states & political subdivisions | $18,668,000 | 1,464 |
| Other domestic debt securities | $890,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $890,000 | 1,476 |
| 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 | $5,692,000 | 4,047 |
| Mortgage-backed securities | $10,679,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $9,567,000 | 2,484 |
| Issued or guaranteed by U.S. | $9,567,000 | 2,478 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,112,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,639 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $31,908,000 | 3,038 |
| Total debt securities | $31,908,000 | 3,312 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 2,332 |
| Fair value | $1,166,000 | 2,320 |
| 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 | $32,913,000 | 3,278 |
| U.S. Government securities | $13,599,000 | 4,304 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,599,000 | 4,191 |
| Securities issued by states & political subdivisions | $18,422,000 | 1,408 |
| Other domestic debt securities | $892,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $892,000 | 1,435 |
| 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 | $8,358,000 | 3,551 |
| Mortgage-backed securities | $11,846,000 | 2,917 |
| Certificates of participation in pools of residential mortgages | $10,308,000 | 2,383 |
| Issued or guaranteed by U.S. | $10,308,000 | 2,377 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,538,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $1,538,000 | 2,377 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $32,913,000 | 2,964 |
| Total debt securities | $32,913,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $1,169,000 | 2,408 |
| Fair value | $1,243,000 | 2,388 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $33,811,000 | 3,241 |
| U.S. Government securities | $14,503,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $14,503,000 | 4,112 |
| Securities issued by states & political subdivisions | $18,406,000 | 1,384 |
| Other domestic debt securities | $902,000 | 2,320 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $902,000 | 1,453 |
| 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 | $8,436,000 | 3,610 |
| Mortgage-backed securities | $12,640,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $10,955,000 | 2,394 |
| Issued or guaranteed by U.S. | $10,955,000 | 2,390 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,685,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $1,685,000 | 2,273 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $33,811,000 | 2,921 |
| Total debt securities | $33,809,000 | 3,213 |
| Structured notes | ||
| Amortized cost | $1,274,000 | 2,159 |
| Fair value | $1,348,000 | 2,142 |
| 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 | $35,806,000 | 3,093 |
| U.S. Government securities | $16,604,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,604,000 | 3,826 |
| Securities issued by states & political subdivisions | $18,299,000 | 1,376 |
| Other domestic debt securities | $903,000 | 2,377 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $903,000 | 1,486 |
| 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 | $5,231,000 | 4,340 |
| Mortgage-backed securities | $14,168,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $11,826,000 | 2,363 |
| Issued or guaranteed by U.S. | $11,826,000 | 2,356 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,342,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $2,342,000 | 2,054 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $35,806,000 | 2,769 |
| Total debt securities | $35,806,000 | 3,065 |
| Structured notes | ||
| Amortized cost | $1,337,000 | 1,861 |
| Fair value | $1,412,000 | 1,837 |
| 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 | $36,763,000 | 3,042 |
| U.S. Government securities | $17,305,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,305,000 | 3,738 |
| Securities issued by states & political subdivisions | $18,555,000 | 1,358 |
| Other domestic debt securities | $903,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $903,000 | 1,574 |
| 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 | $5,840,000 | 4,164 |
| Mortgage-backed securities | $14,278,000 | 2,818 |
| Certificates of participation in pools of residential mortgages | $12,625,000 | 2,329 |
| Issued or guaranteed by U.S. | $12,625,000 | 2,321 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,653,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $1,653,000 | 2,238 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $36,763,000 | 2,716 |
| Total debt securities | $36,760,000 | 3,016 |
| Structured notes | ||
| Amortized cost | $1,408,000 | 1,397 |
| Fair value | $1,490,000 | 1,372 |
| 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 | $37,517,000 | 2,939 |
| U.S. Government securities | $18,446,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,446,000 | 3,575 |
| Securities issued by states & political subdivisions | $17,393,000 | 1,381 |
| Other domestic debt securities | $1,678,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,678,000 | 1,235 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $15,316,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $13,511,000 | 2,290 |
| Issued or guaranteed by U.S. | $13,511,000 | 2,282 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,805,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $1,805,000 | 2,199 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $37,517,000 | 2,622 |
| Total debt securities | $37,443,000 | 2,908 |
| Structured notes | ||
| Amortized cost | $1,524,000 | 928 |
| Fair value | $1,581,000 | 919 |
| 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 | $41,152,000 | 2,721 |
| U.S. Government securities | $22,519,000 | 3,255 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,519,000 | 3,194 |
| Securities issued by states & political subdivisions | $17,081,000 | 1,363 |
| Other domestic debt securities | $1,552,000 | 2,045 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,552,000 | 1,291 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $18,258,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $15,445,000 | 2,161 |
| Issued or guaranteed by U.S. | $15,445,000 | 2,149 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,813,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $2,813,000 | 1,909 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $41,152,000 | 2,435 |
| Total debt securities | $41,105,000 | 2,698 |
| Structured notes | ||
| Amortized cost | $1,657,000 | 711 |
| Fair value | $1,697,000 | 703 |
| 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 | $43,231,000 | 2,594 |
| U.S. Government securities | $24,388,000 | 3,078 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $24,388,000 | 3,017 |
| Securities issued by states & political subdivisions | $17,091,000 | 1,328 |
| Other domestic debt securities | $1,741,000 | 1,923 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,741,000 | 1,206 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $11,000 | 1,568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $19,538,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $16,592,000 | 2,006 |
| Issued or guaranteed by U.S. | $16,592,000 | 1,992 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,946,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $2,946,000 | 1,845 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $43,231,000 | 2,306 |
| Total debt securities | $43,173,000 | 2,567 |
| Structured notes | ||
| Amortized cost | $1,733,000 | 736 |
| Fair value | $1,763,000 | 725 |
| 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 | $41,150,000 | 2,660 |
| U.S. Government securities | $23,801,000 | 3,076 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $23,801,000 | 3,013 |
| Securities issued by states & political subdivisions | $15,631,000 | 1,426 |
| Other domestic debt securities | $1,698,000 | 1,906 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,698,000 | 1,202 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $20,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $18,346,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $15,291,000 | 2,049 |
| Issued or guaranteed by U.S. | $15,291,000 | 2,036 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,055,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $3,055,000 | 1,744 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $41,150,000 | 2,344 |
| Total debt securities | $41,030,000 | 2,640 |
| Structured notes | ||
| Amortized cost | $1,773,000 | 710 |
| Fair value | $1,791,000 | 706 |
| 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 | $39,470,000 | 2,815 |
| U.S. Government securities | $22,358,000 | 3,273 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $22,358,000 | 3,213 |
| Securities issued by states & political subdivisions | $15,073,000 | 1,471 |
| Other domestic debt securities | $2,039,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,039,000 | 1,170 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $15,342,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $12,151,000 | 2,349 |
| Issued or guaranteed by U.S. | $12,151,000 | 2,337 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,191,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $3,191,000 | 1,725 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $39,470,000 | 2,486 |
| Total debt securities | $39,470,000 | 2,778 |
| Structured notes | ||
| Amortized cost | $1,823,000 | 738 |
| Fair value | $1,826,000 | 733 |
| 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 | $41,202,000 | 2,689 |
| U.S. Government securities | $23,945,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,945,000 | 3,054 |
| Securities issued by states & political subdivisions | $15,218,000 | 1,475 |
| Other domestic debt securities | $2,039,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,039,000 | 1,117 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $16,213,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $12,722,000 | 2,208 |
| Issued or guaranteed by U.S. | $12,722,000 | 2,198 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,491,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $3,491,000 | 1,639 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $41,202,000 | 2,388 |
| Total debt securities | $41,202,000 | 2,651 |
| Structured notes | ||
| Amortized cost | $1,893,000 | 798 |
| Fair value | $1,950,000 | 790 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $38,937,000 | 2,829 |
| U.S. Government securities | $23,242,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $23,242,000 | 3,157 |
| Securities issued by states & political subdivisions | $14,104,000 | 1,561 |
| Other domestic debt securities | $1,590,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,590,000 | 1,181 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $15,125,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $12,041,000 | 2,055 |
| Issued or guaranteed by U.S. | $12,041,000 | 2,045 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,084,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $3,084,000 | 1,642 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $38,937,000 | 2,496 |
| Total debt securities | $38,936,000 | 2,786 |
| Structured notes | ||
| Amortized cost | $1,955,000 | 1,132 |
| Fair value | $1,949,000 | 1,134 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $35,854,000 | 3,010 |
| U.S. Government securities | $21,632,000 | 3,429 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,632,000 | 3,360 |
| Securities issued by states & political subdivisions | $12,550,000 | 1,684 |
| Other domestic debt securities | $1,557,000 | 1,717 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,557,000 | 1,170 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $115,000 | 1,534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 6,597 |
| Mortgage-backed securities | $13,559,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $10,345,000 | 2,088 |
| Issued or guaranteed by U.S. | $10,345,000 | 2,079 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,214,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $3,214,000 | 1,575 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $35,854,000 | 2,628 |
| Total debt securities | $35,739,000 | 2,975 |
| Structured notes | ||
| Amortized cost | $1,461,000 | 1,525 |
| Fair value | $1,451,000 | 1,528 |
| 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 | $32,540,000 | 3,248 |
| U.S. Government securities | $19,961,000 | 3,653 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,961,000 | 3,560 |
| Securities issued by states & political subdivisions | $11,354,000 | 1,801 |
| Other domestic debt securities | $1,099,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,099,000 | 1,269 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $126,000 | 1,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,248,000 | 6,104 |
| Mortgage-backed securities | $11,947,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $9,375,000 | 2,156 |
| Issued or guaranteed by U.S. | $9,375,000 | 2,146 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,572,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $2,572,000 | 1,700 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $32,540,000 | 2,838 |
| Total debt securities | $32,414,000 | 3,219 |
| Structured notes | ||
| Amortized cost | $1,507,000 | 1,515 |
| Fair value | $1,481,000 | 1,570 |
| 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 | $31,000,000 | 3,374 |
| U.S. Government securities | $19,546,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,546,000 | 3,623 |
| Securities issued by states & political subdivisions | $10,337,000 | 1,953 |
| Other domestic debt securities | $1,117,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,117,000 | 1,288 |
| 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 | $1,261,000 | 6,111 |
| Mortgage-backed securities | $11,365,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $8,584,000 | 2,268 |
| Issued or guaranteed by U.S. | $8,584,000 | 2,256 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,781,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,781,000 | 1,647 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $31,000,000 | 2,936 |
| Total debt securities | $31,000,000 | 3,333 |
| Structured notes | ||
| Amortized cost | $1,560,000 | 1,580 |
| Fair value | $1,569,000 | 1,577 |
| 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 | $27,980,000 | 3,638 |
| U.S. Government securities | $17,399,000 | 4,093 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,399,000 | 3,991 |
| Securities issued by states & political subdivisions | $9,462,000 | 2,103 |
| Other domestic debt securities | $1,119,000 | 1,846 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,119,000 | 1,304 |
| 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 | $1,263,000 | 6,129 |
| Mortgage-backed securities | $9,148,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $6,217,000 | 2,699 |
| Issued or guaranteed by U.S. | $6,217,000 | 2,686 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,931,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $2,931,000 | 1,624 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $27,980,000 | 3,188 |
| Total debt securities | $27,981,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $1,623,000 | 1,665 |
| Fair value | $1,630,000 | 1,658 |
| 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 | $25,959,000 | 3,853 |
| U.S. Government securities | $16,001,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,001,000 | 4,248 |
| Securities issued by states & political subdivisions | $8,839,000 | 2,202 |
| Other domestic debt securities | $1,119,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,119,000 | 1,324 |
| 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 | $999,000 | 6,336 |
| Mortgage-backed securities | $7,809,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $5,959,000 | 2,780 |
| Issued or guaranteed by U.S. | $5,959,000 | 2,767 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,850,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $1,850,000 | 1,864 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $25,959,000 | 3,367 |
| Total debt securities | $25,960,000 | 3,792 |
| Structured notes | ||
| Amortized cost | $2,188,000 | 1,451 |
| Fair value | $2,189,000 | 1,441 |
| 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 | $22,525,000 | 4,233 |
| U.S. Government securities | $13,674,000 | 4,768 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,674,000 | 4,631 |
| Securities issued by states & political subdivisions | $7,546,000 | 2,439 |
| Other domestic debt securities | $1,099,000 | 1,889 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,099,000 | 1,364 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $206,000 | 1,588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 6,398 |
| Mortgage-backed securities | $7,035,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $5,095,000 | 2,992 |
| Issued or guaranteed by U.S. | $5,095,000 | 2,980 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,940,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $1,940,000 | 1,829 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $22,525,000 | 3,682 |
| Total debt securities | $22,319,000 | 4,196 |
| Structured notes | ||
| Amortized cost | $2,753,000 | 1,333 |
| Fair value | $2,705,000 | 1,330 |
| 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 | $19,864,000 | 4,638 |
| U.S. Government securities | $11,643,000 | 5,222 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,643,000 | 5,085 |
| Securities issued by states & political subdivisions | $7,103,000 | 2,518 |
| Other domestic debt securities | $1,117,000 | 1,922 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,117,000 | 1,413 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,000 | 2,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 6,418 |
| Mortgage-backed securities | $6,395,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $4,318,000 | 3,260 |
| Issued or guaranteed by U.S. | $4,318,000 | 3,247 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,077,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $2,077,000 | 1,795 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,864,000 | 4,022 |
| Total debt securities | $19,861,000 | 4,584 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 1,665 |
| Fair value | $1,964,000 | 1,617 |
| 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 | $16,922,000 | 5,066 |
| U.S. Government securities | $10,149,000 | 5,541 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,149,000 | 5,401 |
| Securities issued by states & political subdivisions | $6,134,000 | 2,735 |
| Other domestic debt securities | $595,000 | 2,407 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $595,000 | 1,894 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $44,000 | 1,866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $982,000 | 6,458 |
| Mortgage-backed securities | $6,322,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $4,113,000 | 3,344 |
| Issued or guaranteed by U.S. | $4,113,000 | 3,332 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,209,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $2,209,000 | 1,769 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $16,922,000 | 4,397 |
| Total debt securities | $16,879,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $2,033,000 | 1,531 |
| Fair value | $2,015,000 | 1,530 |
| 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 | $15,556,000 | 5,290 |
| U.S. Government securities | $11,082,000 | 5,305 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,082,000 | 5,152 |
| Securities issued by states & political subdivisions | $4,047,000 | 3,399 |
| Other domestic debt securities | $213,000 | 2,983 |
| 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 | $213,000 | 2,454 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $214,000 | 1,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 6,475 |
| Mortgage-backed securities | $6,860,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $4,436,000 | 3,293 |
| Issued or guaranteed by U.S. | $4,436,000 | 3,280 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,424,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $2,424,000 | 1,725 |
| 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) | $15,556,000 | 4,617 |
| Total debt securities | $15,341,000 | 5,269 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $986,000 | 2,248 |
| 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 | $12,494,000 | 5,856 |
| U.S. Government securities | $10,520,000 | 5,488 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,520,000 | 5,348 |
| Securities issued by states & political subdivisions | $1,394,000 | 4,755 |
| Other domestic debt securities | $417,000 | 2,793 |
| 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 | $417,000 | 2,316 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $163,000 | 1,714 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 6,473 |
| Mortgage-backed securities | $6,264,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $4,390,000 | 3,376 |
| Issued or guaranteed by U.S. | $4,390,000 | 3,361 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,874,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $1,874,000 | 1,929 |
| 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) | $12,494,000 | 5,146 |
| Total debt securities | $12,331,000 | 5,827 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $990,000 | 2,227 |
| 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 | $11,043,000 | 6,234 |
| U.S. Government securities | $10,496,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,496,000 | 5,414 |
| Securities issued by states & political subdivisions | $128,000 | 6,271 |
| Other domestic debt securities | $419,000 | 2,847 |
| 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 | $419,000 | 2,391 |
| 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 | $975,000 | 6,547 |
| Mortgage-backed securities | $5,806,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $4,314,000 | 3,479 |
| Issued or guaranteed by U.S. | $4,314,000 | 3,469 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,492,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $1,492,000 | 2,111 |
| 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) | $11,043,000 | 5,493 |
| Total debt securities | $11,037,000 | 6,171 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $975,000 | 2,258 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,613,000 | 6,163 |
| U.S. Government securities | $11,054,000 | 5,473 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,054,000 | 5,302 |
| Securities issued by states & political subdivisions | $130,000 | 6,308 |
| Other domestic debt securities | $428,000 | 2,875 |
| 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 | $428,000 | 2,434 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,000 | 2,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $988,000 | 6,541 |
| Mortgage-backed securities | $6,267,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $4,647,000 | 3,422 |
| Issued or guaranteed by U.S. | $4,647,000 | 3,411 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,620,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 2,099 |
| 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) | $11,613,000 | 5,396 |
| Total debt securities | $11,611,000 | 6,095 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $988,000 | 2,188 |
| 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 | $10,957,000 | 6,301 |
| U.S. Government securities | $10,301,000 | 5,632 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,301,000 | 5,474 |
| Securities issued by states & political subdivisions | $132,000 | 6,349 |
| Other domestic debt securities | $435,000 | 2,910 |
| 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 | $435,000 | 2,495 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $89,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,000 | 6,574 |
| Mortgage-backed securities | $5,469,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $4,227,000 | 3,591 |
| Issued or guaranteed by U.S. | $4,227,000 | 3,584 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,242,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,302 |
| 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) | $10,957,000 | 5,546 |
| Total debt securities | $10,868,000 | 6,253 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $992,000 | 2,205 |
| 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 | $9,378,000 | 6,712 |
| U.S. Government securities | $8,744,000 | 6,093 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,744,000 | 5,934 |
| Securities issued by states & political subdivisions | $132,000 | 6,394 |
| Other domestic debt securities | $435,000 | 3,002 |
| 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 | $435,000 | 2,604 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $67,000 | 2,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,245,000 | 6,384 |
| Mortgage-backed securities | $4,745,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $3,778,000 | 3,815 |
| Issued or guaranteed by U.S. | $3,778,000 | 3,806 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $967,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $967,000 | 2,494 |
| 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) | $9,378,000 | 5,950 |
| Total debt securities | $9,311,000 | 6,659 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $968,000 | 2,179 |
| 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 | $7,804,000 | 7,043 |
| U.S. Government securities | $7,114,000 | 6,480 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,114,000 | 6,324 |
| Securities issued by states & political subdivisions | $136,000 | 6,386 |
| Other domestic debt securities | $452,000 | 3,082 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $452,000 | 2,673 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $102,000 | 1,957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,649,000 | 4,677 |
| Mortgage-backed securities | $3,799,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $3,161,000 | 4,076 |
| Issued or guaranteed by U.S. | $3,161,000 | 4,067 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $638,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,759 |
| 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) | $7,804,000 | 6,276 |
| Total debt securities | $7,702,000 | 6,989 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,013,000 | 1,774 |
| 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 | $7,438,000 | 7,211 |
| U.S. Government securities | $5,962,000 | 6,936 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,962,000 | 6,759 |
| Securities issued by states & political subdivisions | $136,000 | 6,469 |
| Other domestic debt securities | $1,340,000 | 2,327 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,340,000 | 2,029 |
| 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 | $3,670,000 | 4,981 |
| Mortgage-backed securities | $4,050,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $3,324,000 | 3,973 |
| Issued or guaranteed by U.S. | $3,324,000 | 3,961 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $726,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,842 |
| 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) | $7,438,000 | 6,390 |
| Total debt securities | $7,438,000 | 7,130 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $496,000 | 2,187 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,621,000 | 7,095 |
| U.S. Government securities | $5,981,000 | 6,823 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,981,000 | 6,646 |
| Securities issued by states & political subdivisions | $137,000 | 6,509 |
| Other domestic debt securities | $1,349,000 | 2,439 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,349,000 | 2,139 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $154,000 | 1,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,058,000 | 4,811 |
| Mortgage-backed securities | $4,413,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $3,514,000 | 3,903 |
| Issued or guaranteed by U.S. | $3,514,000 | 3,890 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $899,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $899,000 | 2,762 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,621,000 | 6,303 |
| Total debt securities | $7,465,000 | 7,038 |
| 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 | $5,738,000 | 7,562 |
| U.S. Government securities | $4,122,000 | 7,396 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,122,000 | 7,209 |
| Securities issued by states & political subdivisions | $140,000 | 6,513 |
| Other domestic debt securities | $1,375,000 | 2,492 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,375,000 | 2,183 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $101,000 | 2,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,711,000 | 5,435 |
| Mortgage-backed securities | $2,327,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $1,294,000 | 5,115 |
| Issued or guaranteed by U.S. | $1,294,000 | 5,097 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,033,000 | 2,968 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 2,819 |
| 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) | $5,738,000 | 6,743 |
| Total debt securities | $5,637,000 | 7,490 |
| 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 | $6,110,000 | 7,503 |
| U.S. Government securities | $4,647,000 | 7,280 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,647,000 | 7,076 |
| Securities issued by states & political subdivisions | $137,000 | 6,505 |
| Other domestic debt securities | $1,324,000 | 2,552 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,324,000 | 2,222 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,751,000 | 5,441 |
| Mortgage-backed securities | $2,728,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $1,569,000 | 4,925 |
| Issued or guaranteed by U.S. | $1,569,000 | 4,910 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,159,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $1,159,000 | 2,861 |
| 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) | $6,110,000 | 6,668 |
| Total debt securities | $6,102,000 | 7,412 |
| 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 | $8,115,000 | 6,986 |
| U.S. Government securities | $6,891,000 | 6,509 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,891,000 | 6,317 |
| Securities issued by states & political subdivisions | $138,000 | 6,523 |
| Other domestic debt securities | $1,081,000 | 2,722 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,081,000 | 2,383 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,000 | 2,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,185,000 | 5,760 |
| Mortgage-backed securities | $4,401,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $2,405,000 | 4,425 |
| Issued or guaranteed by U.S. | $2,405,000 | 4,409 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,996,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $1,996,000 | 2,508 |
| 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) | $8,115,000 | 6,167 |
| Total debt securities | $8,110,000 | 6,894 |
| 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 | $10,352,000 | 6,428 |
| U.S. Government securities | $9,169,000 | 5,740 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,169,000 | 5,508 |
| Securities issued by states & political subdivisions | $129,000 | 6,697 |
| Other domestic debt securities | $1,051,000 | 2,826 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,051,000 | 2,428 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,000 | 2,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $934,000 | 6,844 |
| Mortgage-backed securities | $6,096,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 3,823 |
| Issued or guaranteed by U.S. | $3,142,000 | 3,807 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,954,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $2,954,000 | 2,233 |
| 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) | $10,352,000 | 5,540 |
| Total debt securities | $10,352,000 | 6,329 |
| 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 | $8,757,000 | 7,162 |
| U.S. Government securities | $7,945,000 | 6,546 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,945,000 | 6,193 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $812,000 | 2,640 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $812,000 | 2,321 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $4,748,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $1,929,000 | 4,016 |
| Issued or guaranteed by U.S. | $1,929,000 | 3,992 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,819,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,819,000 | 1,852 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,757,000 | 6,059 |
| Total debt securities | $8,758,000 | 7,040 |
| 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 |