Home > Bay-Hermann-Berger Bank > Securities
Bay-Hermann-Berger Bank, Securities
| 2010-12-31 | Rank | |
| Total securities | $13,417,000 | 5,244 |
| U.S. Government securities | $3,108,000 | 6,354 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,108,000 | 6,231 |
| Securities issued by states & political subdivisions | $10,309,000 | 2,415 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,946,000 | 4,513 |
| Mortgage-backed securities | $2,389,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $2,362,000 | 4,112 |
| Issued or guaranteed by U.S. | $2,362,000 | 4,103 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,000 | 3,738 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,420 |
| 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) | $13,417,000 | 4,806 |
| Total debt securities | $13,417,000 | 5,206 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $719,000 | 2,643 |
| 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 | $11,592,000 | 5,432 |
| U.S. Government securities | $1,959,000 | 6,733 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,959,000 | 6,616 |
| Securities issued by states & political subdivisions | $9,633,000 | 2,438 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,070,000 | 4,540 |
| Mortgage-backed securities | $1,209,000 | 5,112 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 4,638 |
| Issued or guaranteed by U.S. | $1,115,000 | 4,630 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $94,000 | 3,622 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,301 |
| 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) | $11,592,000 | 4,990 |
| Total debt securities | $11,591,000 | 5,401 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,664 |
| Fair value | $750,000 | 2,694 |
| 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 | $10,357,000 | 5,668 |
| U.S. Government securities | $1,564,000 | 6,960 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,564,000 | 6,851 |
| Securities issued by states & political subdivisions | $8,793,000 | 2,451 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,044,000 | 4,592 |
| Mortgage-backed securities | $1,564,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $1,419,000 | 4,550 |
| Issued or guaranteed by U.S. | $1,419,000 | 4,543 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $145,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,176 |
| 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) | $10,357,000 | 5,204 |
| Total debt securities | $10,357,000 | 5,628 |
| 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 | $9,763,000 | 5,847 |
| U.S. Government securities | $1,803,000 | 6,992 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,803,000 | 6,885 |
| Securities issued by states & political subdivisions | $7,960,000 | 2,571 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,575,000 | 4,821 |
| Mortgage-backed securities | $1,803,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $1,652,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,652,000 | 4,558 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $151,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,143 |
| 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) | $9,763,000 | 5,358 |
| Total debt securities | $9,763,000 | 5,807 |
| 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 | $9,101,000 | 5,957 |
| U.S. Government securities | $2,026,000 | 6,962 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,026,000 | 6,861 |
| Securities issued by states & political subdivisions | $7,075,000 | 2,757 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,370,000 | 4,926 |
| Mortgage-backed securities | $2,026,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,576 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,568 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $195,000 | 3,452 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 3,108 |
| 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) | $9,101,000 | 5,473 |
| Total debt securities | $9,101,000 | 5,918 |
| 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 | $8,972,000 | 6,011 |
| U.S. Government securities | $2,939,000 | 6,741 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,939,000 | 6,646 |
| Securities issued by states & political subdivisions | $6,033,000 | 2,991 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,578,000 | 4,872 |
| Mortgage-backed securities | $2,184,000 | 5,021 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 4,612 |
| Issued or guaranteed by U.S. | $1,972,000 | 4,603 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $212,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 3,092 |
| 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) | $8,972,000 | 5,497 |
| Total debt securities | $8,972,000 | 5,968 |
| 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 | $9,000,000 | 6,006 |
| U.S. Government securities | $3,170,000 | 6,696 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,170,000 | 6,606 |
| Securities issued by states & political subdivisions | $5,830,000 | 2,990 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,504,000 | 4,920 |
| Mortgage-backed securities | $2,409,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $2,155,000 | 4,587 |
| Issued or guaranteed by U.S. | $2,155,000 | 4,574 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $254,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,048 |
| 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) | $9,000,000 | 5,506 |
| Total debt securities | $9,000,000 | 5,952 |
| 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 | $10,131,000 | 5,856 |
| U.S. Government securities | $4,386,000 | 6,469 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,386,000 | 6,388 |
| Securities issued by states & political subdivisions | $5,745,000 | 2,959 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,050,000 | 5,130 |
| Mortgage-backed securities | $2,606,000 | 5,011 |
| Certificates of participation in pools of residential mortgages | $2,339,000 | 4,614 |
| Issued or guaranteed by U.S. | $2,339,000 | 4,603 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $267,000 | 3,420 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 3,049 |
| 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) | $10,131,000 | 5,347 |
| Total debt securities | $10,131,000 | 5,804 |
| Structured notes | ||
| Amortized cost | $515,000 | 1,267 |
| Fair value | $513,000 | 1,275 |
| 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 | $11,191,000 | 5,708 |
| U.S. Government securities | $5,211,000 | 6,338 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,211,000 | 6,253 |
| Securities issued by states & political subdivisions | $5,980,000 | 2,874 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,281,000 | 5,104 |
| Mortgage-backed securities | $2,965,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $2,698,000 | 4,470 |
| Issued or guaranteed by U.S. | $2,698,000 | 4,457 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $267,000 | 3,378 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 3,042 |
| 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) | $11,191,000 | 5,193 |
| Total debt securities | $11,191,000 | 5,667 |
| Structured notes | ||
| Amortized cost | $715,000 | 1,219 |
| Fair value | $717,000 | 1,216 |
| 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 | $12,814,000 | 5,387 |
| U.S. Government securities | $5,869,000 | 6,126 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,869,000 | 6,038 |
| Securities issued by states & political subdivisions | $6,945,000 | 2,618 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,693,000 | 5,362 |
| Mortgage-backed securities | $3,662,000 | 4,592 |
| Certificates of participation in pools of residential mortgages | $3,396,000 | 4,150 |
| Issued or guaranteed by U.S. | $3,396,000 | 4,139 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $266,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 2,957 |
| 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) | $12,814,000 | 4,870 |
| Total debt securities | $12,814,000 | 5,349 |
| Structured notes | ||
| Amortized cost | $715,000 | 1,189 |
| Fair value | $706,000 | 1,189 |
| 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 | $14,649,000 | 5,173 |
| U.S. Government securities | $6,931,000 | 5,888 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,931,000 | 5,805 |
| Securities issued by states & political subdivisions | $7,718,000 | 2,476 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,455,000 | 5,045 |
| Mortgage-backed securities | $2,978,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $2,709,000 | 4,404 |
| Issued or guaranteed by U.S. | $2,709,000 | 4,388 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $269,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 2,962 |
| 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) | $14,649,000 | 4,668 |
| Total debt securities | $14,651,000 | 5,114 |
| Structured notes | ||
| Amortized cost | $1,164,000 | 926 |
| Fair value | $1,174,000 | 924 |
| 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 | $13,063,000 | 5,406 |
| U.S. Government securities | $5,590,000 | 6,278 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,590,000 | 6,184 |
| Securities issued by states & political subdivisions | $7,473,000 | 2,547 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,654,000 | 4,939 |
| Mortgage-backed securities | $2,507,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,518 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,498 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $279,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 2,931 |
| 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) | $13,063,000 | 4,913 |
| Total debt securities | $13,063,000 | 5,336 |
| Structured notes | ||
| Amortized cost | $665,000 | 1,397 |
| Fair value | $670,000 | 1,396 |
| 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 | $10,681,000 | 5,906 |
| U.S. Government securities | $4,644,000 | 6,704 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,644,000 | 6,596 |
| Securities issued by states & political subdivisions | $6,037,000 | 2,844 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,323,000 | 4,722 |
| Mortgage-backed securities | $100,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $100,000 | 5,849 |
| Issued or guaranteed by U.S. | $100,000 | 5,827 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $10,681,000 | 5,333 |
| Total debt securities | $10,681,000 | 5,840 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 1,424 |
| Fair value | $1,203,000 | 1,419 |
| 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 | $11,157,000 | 5,873 |
| U.S. Government securities | $5,631,000 | 6,502 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,631,000 | 6,392 |
| Securities issued by states & political subdivisions | $5,526,000 | 2,933 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,303,000 | 4,448 |
| Mortgage-backed securities | $103,000 | 6,120 |
| Certificates of participation in pools of residential mortgages | $103,000 | 5,796 |
| Issued or guaranteed by U.S. | $103,000 | 5,773 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $11,157,000 | 5,281 |
| Total debt securities | $11,157,000 | 5,812 |
| Structured notes | ||
| Amortized cost | $2,399,000 | 1,125 |
| Fair value | $2,401,000 | 1,118 |
| 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 | $11,042,000 | 5,904 |
| U.S. Government securities | $5,590,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,590,000 | 6,414 |
| Securities issued by states & political subdivisions | $5,452,000 | 2,950 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,370,000 | 4,170 |
| Mortgage-backed securities | $107,000 | 6,128 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,801 |
| Issued or guaranteed by U.S. | $107,000 | 5,780 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,042,000 | 5,302 |
| Total debt securities | $11,042,000 | 5,847 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 1,094 |
| Fair value | $2,738,000 | 1,086 |
| 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 | $11,673,000 | 5,791 |
| U.S. Government securities | $6,115,000 | 6,428 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,115,000 | 6,307 |
| Securities issued by states & political subdivisions | $5,558,000 | 2,931 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,472,000 | 3,919 |
| Mortgage-backed securities | $112,000 | 6,133 |
| Certificates of participation in pools of residential mortgages | $112,000 | 5,804 |
| Issued or guaranteed by U.S. | $112,000 | 5,780 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $11,673,000 | 5,183 |
| Total debt securities | $11,673,000 | 5,738 |
| Structured notes | ||
| Amortized cost | $2,749,000 | 1,135 |
| Fair value | $2,741,000 | 1,133 |
| 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 | $12,692,000 | 5,657 |
| U.S. Government securities | $6,668,000 | 6,324 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,668,000 | 6,194 |
| Securities issued by states & political subdivisions | $6,024,000 | 2,830 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,008,000 | 4,035 |
| Mortgage-backed securities | $115,000 | 6,155 |
| Certificates of participation in pools of residential mortgages | $115,000 | 5,819 |
| Issued or guaranteed by U.S. | $115,000 | 5,795 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,692,000 | 5,052 |
| Total debt securities | $12,692,000 | 5,615 |
| Structured notes | ||
| Amortized cost | $2,948,000 | 1,181 |
| Fair value | $2,936,000 | 1,166 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,917,000 | 5,667 |
| U.S. Government securities | $7,505,000 | 6,119 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,505,000 | 5,996 |
| Securities issued by states & political subdivisions | $5,412,000 | 2,954 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,903,000 | 4,072 |
| Mortgage-backed securities | $117,000 | 6,190 |
| Certificates of participation in pools of residential mortgages | $117,000 | 5,854 |
| Issued or guaranteed by U.S. | $117,000 | 5,825 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,917,000 | 5,025 |
| Total debt securities | $12,917,000 | 5,616 |
| Structured notes | ||
| Amortized cost | $3,147,000 | 1,164 |
| Fair value | $3,127,000 | 1,160 |
| 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 | $12,684,000 | 5,738 |
| U.S. Government securities | $7,418,000 | 6,156 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,418,000 | 6,027 |
| Securities issued by states & political subdivisions | $5,266,000 | 2,994 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,045,000 | 4,296 |
| Mortgage-backed securities | $122,000 | 6,229 |
| Certificates of participation in pools of residential mortgages | $122,000 | 5,883 |
| Issued or guaranteed by U.S. | $122,000 | 5,856 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $12,684,000 | 5,092 |
| Total debt securities | $12,684,000 | 5,687 |
| Structured notes | ||
| Amortized cost | $3,295,000 | 1,186 |
| Fair value | $3,243,000 | 1,183 |
| 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 | $11,664,000 | 5,943 |
| U.S. Government securities | $7,661,000 | 6,159 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,661,000 | 6,012 |
| Securities issued by states & political subdivisions | $4,003,000 | 3,403 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,262,000 | 4,242 |
| Mortgage-backed securities | $129,000 | 6,249 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,893 |
| Issued or guaranteed by U.S. | $129,000 | 5,869 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,664,000 | 5,272 |
| Total debt securities | $11,664,000 | 5,887 |
| Structured notes | ||
| Amortized cost | $3,295,000 | 1,212 |
| Fair value | $3,262,000 | 1,209 |
| 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 | $12,125,000 | 5,886 |
| U.S. Government securities | $7,375,000 | 6,243 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,375,000 | 6,106 |
| Securities issued by states & political subdivisions | $4,750,000 | 3,164 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,586,000 | 3,871 |
| Mortgage-backed securities | $134,000 | 6,309 |
| Certificates of participation in pools of residential mortgages | $134,000 | 5,941 |
| Issued or guaranteed by U.S. | $134,000 | 5,915 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $12,125,000 | 5,204 |
| Total debt securities | $12,125,000 | 5,833 |
| Structured notes | ||
| Amortized cost | $2,849,000 | 1,356 |
| Fair value | $2,824,000 | 1,352 |
| 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 | $8,016,000 | 6,767 |
| U.S. Government securities | $4,296,000 | 7,181 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,296,000 | 7,036 |
| Securities issued by states & political subdivisions | $3,720,000 | 3,522 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,610,000 | 4,421 |
| Mortgage-backed securities | $143,000 | 6,331 |
| Certificates of participation in pools of residential mortgages | $143,000 | 5,957 |
| Issued or guaranteed by U.S. | $143,000 | 5,937 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $8,016,000 | 6,039 |
| Total debt securities | $8,016,000 | 6,708 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,966 |
| Fair value | $1,238,000 | 1,962 |
| 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 | $9,013,000 | 6,578 |
| U.S. Government securities | $4,825,000 | 7,056 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,825,000 | 6,914 |
| Securities issued by states & political subdivisions | $4,188,000 | 3,326 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,445,000 | 4,130 |
| Mortgage-backed securities | $154,000 | 6,358 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,986 |
| Issued or guaranteed by U.S. | $154,000 | 5,958 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,013,000 | 5,834 |
| Total debt securities | $9,013,000 | 6,520 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,725 |
| Fair value | $1,743,000 | 1,718 |
| 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 | $8,992,000 | 6,643 |
| U.S. Government securities | $4,325,000 | 7,294 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,325,000 | 7,124 |
| Securities issued by states & political subdivisions | $4,667,000 | 3,138 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,547,000 | 4,142 |
| Mortgage-backed securities | $383,000 | 6,124 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,703 |
| Issued or guaranteed by U.S. | $383,000 | 5,683 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $8,992,000 | 5,896 |
| Total debt securities | $8,992,000 | 6,586 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,889 |
| Fair value | $1,332,000 | 1,888 |
| 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 | $9,128,000 | 6,651 |
| U.S. Government securities | $4,215,000 | 7,355 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,215,000 | 7,193 |
| Securities issued by states & political subdivisions | $4,913,000 | 3,102 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,812,000 | 4,067 |
| Mortgage-backed securities | $412,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,710 |
| Issued or guaranteed by U.S. | $412,000 | 5,692 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,128,000 | 5,889 |
| Total debt securities | $9,128,000 | 6,594 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,278 |
| Fair value | $896,000 | 2,283 |
| 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 | $9,793,000 | 6,551 |
| U.S. Government securities | $4,921,000 | 7,156 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,921,000 | 7,005 |
| Securities issued by states & political subdivisions | $4,872,000 | 3,109 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,037,000 | 4,254 |
| Mortgage-backed securities | $445,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $445,000 | 5,699 |
| Issued or guaranteed by U.S. | $445,000 | 5,683 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,793,000 | 5,800 |
| Total debt securities | $9,793,000 | 6,486 |
| Structured notes | ||
| Amortized cost | $1,551,000 | 1,706 |
| Fair value | $1,553,000 | 1,706 |
| 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 | $10,837,000 | 6,403 |
| U.S. Government securities | $5,721,000 | 6,979 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,721,000 | 6,813 |
| Securities issued by states & political subdivisions | $5,116,000 | 3,030 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,699,000 | 4,061 |
| Mortgage-backed securities | $494,000 | 6,160 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,697 |
| Issued or guaranteed by U.S. | $494,000 | 5,683 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,837,000 | 5,652 |
| Total debt securities | $10,837,000 | 6,327 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,332 |
| Fair value | $2,448,000 | 1,352 |
| 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 | $10,293,000 | 6,507 |
| U.S. Government securities | $4,868,000 | 7,208 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,868,000 | 7,050 |
| Securities issued by states & political subdivisions | $5,425,000 | 2,946 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,297,000 | 3,843 |
| Mortgage-backed securities | $571,000 | 6,118 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,640 |
| Issued or guaranteed by U.S. | $571,000 | 5,623 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,293,000 | 5,764 |
| Total debt securities | $10,303,000 | 6,420 |
| Structured notes | ||
| Amortized cost | $1,802,000 | 1,438 |
| Fair value | $1,808,000 | 1,438 |
| 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 | $10,818,000 | 6,437 |
| U.S. Government securities | $5,357,000 | 7,121 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,357,000 | 6,929 |
| Securities issued by states & political subdivisions | $5,461,000 | 2,963 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,596,000 | 3,452 |
| Mortgage-backed securities | $651,000 | 6,060 |
| Certificates of participation in pools of residential mortgages | $651,000 | 5,593 |
| Issued or guaranteed by U.S. | $651,000 | 5,574 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $10,818,000 | 5,697 |
| Total debt securities | $10,818,000 | 6,347 |
| Structured notes | ||
| Amortized cost | $1,902,000 | 1,315 |
| Fair value | $1,901,000 | 1,314 |
| 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 | $11,286,000 | 6,267 |
| U.S. Government securities | $5,418,000 | 7,009 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,418,000 | 6,827 |
| Securities issued by states & political subdivisions | $5,868,000 | 2,813 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,784,000 | 3,334 |
| Mortgage-backed securities | $790,000 | 5,992 |
| Certificates of participation in pools of residential mortgages | $790,000 | 5,483 |
| Issued or guaranteed by U.S. | $790,000 | 5,459 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $11,286,000 | 5,542 |
| Total debt securities | $11,286,000 | 6,178 |
| Structured notes | ||
| Amortized cost | $1,304,000 | 1,291 |
| Fair value | $1,277,000 | 1,294 |
| 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 | $10,942,000 | 6,261 |
| U.S. Government securities | $4,984,000 | 7,098 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,984,000 | 6,917 |
| Securities issued by states & political subdivisions | $5,956,000 | 2,760 |
| Other domestic debt securities | $2,000 | 4,017 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,004,000 | 3,499 |
| Mortgage-backed securities | $811,000 | 6,076 |
| Certificates of participation in pools of residential mortgages | $809,000 | 5,550 |
| Issued or guaranteed by U.S. | $809,000 | 5,528 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,000 | 4,297 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $2,000 | 1,174 |
| 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) | $10,942,000 | 5,526 |
| Total debt securities | $10,942,000 | 6,178 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,428 |
| Fair value | $852,000 | 1,431 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,535,000 | 6,593 |
| U.S. Government securities | $4,078,000 | 7,491 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,078,000 | 7,292 |
| Securities issued by states & political subdivisions | $5,448,000 | 2,797 |
| Other domestic debt securities | $9,000 | 4,020 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,719,000 | 3,826 |
| Mortgage-backed securities | $755,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $716,000 | 5,641 |
| Issued or guaranteed by U.S. | $716,000 | 5,623 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $39,000 | 4,207 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 4,034 |
| Privately issued | $9,000 | 1,125 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $9,535,000 | 5,815 |
| Total debt securities | $9,535,000 | 6,498 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,225 |
| Fair value | $704,000 | 1,229 |
| 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 | $8,524,000 | 6,883 |
| U.S. Government securities | $3,857,000 | 7,600 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,857,000 | 7,394 |
| Securities issued by states & political subdivisions | $4,657,000 | 3,040 |
| Other domestic debt securities | $10,000 | 4,055 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,063,000 | 4,393 |
| Mortgage-backed securities | $1,012,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $925,000 | 5,422 |
| Issued or guaranteed by U.S. | $925,000 | 5,403 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $87,000 | 4,146 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,982 |
| Privately issued | $10,000 | 1,144 |
| 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) | $8,524,000 | 6,072 |
| Total debt securities | $8,524,000 | 6,779 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,532 |
| Fair value | $102,000 | 1,539 |
| 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 | $10,362,000 | 6,425 |
| U.S. Government securities | $5,565,000 | 7,003 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,565,000 | 6,767 |
| Securities issued by states & political subdivisions | $4,783,000 | 2,939 |
| Other domestic debt securities | $14,000 | 4,120 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,236,000 | 4,714 |
| Mortgage-backed securities | $2,075,000 | 5,213 |
| Certificates of participation in pools of residential mortgages | $1,625,000 | 4,745 |
| Issued or guaranteed by U.S. | $1,625,000 | 4,721 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $450,000 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 3,654 |
| Privately issued | $14,000 | 1,234 |
| 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) | $10,362,000 | 5,537 |
| Total debt securities | $10,362,000 | 6,325 |
| 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 | $8,169,000 | 7,314 |
| U.S. Government securities | $3,661,000 | 8,339 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,661,000 | 7,997 |
| Securities issued by states & political subdivisions | $4,460,000 | 3,015 |
| Other domestic debt securities | $18,000 | 3,834 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,350 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,880,000 | 5,174 |
| Mortgage-backed securities | $1,459,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,634 |
| Issued or guaranteed by U.S. | $399,000 | 5,614 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,060,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,636 |
| Privately issued | $18,000 | 1,173 |
| 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) | $8,169,000 | 6,213 |
| Total debt securities | $8,139,000 | 7,204 |
| Structured notes | ||
| Amortized cost | $199,000 | 845 |
| Fair value | $200,000 | 828 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,942,000 | 7,669 |
| U.S. Government securities | $4,055,000 | 8,475 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,055,000 | 7,965 |
| Securities issued by states & political subdivisions | $3,834,000 | 3,435 |
| Other domestic debt securities | $23,000 | 3,773 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,703,000 | 5,261 |
| Mortgage-backed securities | $1,766,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $460,000 | 5,818 |
| Issued or guaranteed by U.S. | $460,000 | 5,805 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,306,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $1,283,000 | 2,671 |
| Privately issued | $23,000 | 1,229 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $7,942,000 | 6,457 |
| Total debt securities | $7,912,000 | 7,547 |
| 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 | $11,854,000 | 6,565 |
| U.S. Government securities | $6,612,000 | 7,296 |
| U.S. Treasury securities | $769,000 | 5,458 |
| U.S. Government agency obligations | $5,843,000 | 6,788 |
| Securities issued by states & political subdivisions | $5,178,000 | 2,909 |
| Other domestic debt securities | $33,000 | 3,731 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,440 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,532,000 | 5,056 |
| Mortgage-backed securities | $2,201,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $579,000 | 5,845 |
| Issued or guaranteed by U.S. | $579,000 | 5,831 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,622,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $1,589,000 | 2,721 |
| Privately issued | $33,000 | 1,235 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,457,000 | 3,607 |
| Available-for-sale securities (fair market value) | $7,397,000 | 6,555 |
| Total debt securities | $11,823,000 | 6,448 |
| 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 | $9,046,000 | 7,726 |
| U.S. Government securities | $5,917,000 | 8,126 |
| U.S. Treasury securities | $805,000 | 6,734 |
| U.S. Government agency obligations | $5,112,000 | 7,217 |
| Securities issued by states & political subdivisions | $3,020,000 | 3,816 |
| Other domestic debt securities | $78,000 | 3,415 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $756,000 | 7,829 |
| Mortgage-backed securities | $2,113,000 | 5,331 |
| Certificates of participation in pools of residential mortgages | $339,000 | 6,511 |
| Issued or guaranteed by U.S. | $339,000 | 6,489 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,774,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $1,696,000 | 2,775 |
| Privately issued | $78,000 | 1,092 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,719,000 | 5,194 |
| Available-for-sale securities (fair market value) | $6,327,000 | 6,949 |
| Total debt securities | $9,015,000 | 7,612 |
| 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 | $6,892,000 | 9,026 |
| U.S. Government securities | $4,727,000 | 9,307 |
| U.S. Treasury securities | $851,000 | 7,543 |
| U.S. Government agency obligations | $3,876,000 | 8,299 |
| Securities issued by states & political subdivisions | $1,993,000 | 4,810 |
| Other domestic debt securities | $141,000 | 3,618 |
| Privately issued residential mortgage-backed securities | $141,000 | 1,444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 7,841 |
| Mortgage-backed securities | $2,364,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $587,000 | 6,497 |
| Issued or guaranteed by U.S. | $587,000 | 6,481 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,777,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $1,636,000 | 3,180 |
| Privately issued | $141,000 | 1,189 |
| 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) | $1,993,000 | 6,312 |
| Available-for-sale securities (fair market value) | $4,899,000 | 7,820 |
| Total debt securities | $6,861,000 | 8,935 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,178 |
| Fair value | $250,000 | 3,193 |
| 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 | $7,096,000 | 9,350 |
| U.S. Government securities | $5,688,000 | 9,215 |
| U.S. Treasury securities | $1,804,000 | 7,394 |
| U.S. Government agency obligations | $3,884,000 | 8,401 |
| Securities issued by states & political subdivisions | $1,125,000 | 6,130 |
| Other domestic debt securities | $252,000 | 3,814 |
| Privately issued residential mortgage-backed securities | $252,000 | 1,489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,841,000 | 6,106 |
| Mortgage-backed securities | $1,410,000 | 6,824 |
| Certificates of participation in pools of residential mortgages | $649,000 | 6,693 |
| Issued or guaranteed by U.S. | $649,000 | 6,661 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $761,000 | 4,535 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 4,668 |
| Privately issued | $252,000 | 1,205 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,024,000 | 7,354 |
| Available-for-sale securities (fair market value) | $6,072,000 | 7,537 |
| Total debt securities | $7,065,000 | 9,249 |
| Structured notes | ||
| Amortized cost | $491,000 | 3,763 |
| Fair value | $492,000 | 3,653 |
| 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 | $10,929,000 | 8,424 |
| U.S. Government securities | $9,095,000 | 8,141 |
| U.S. Treasury securities | $1,966,000 | 8,357 |
| U.S. Government agency obligations | $7,129,000 | 6,588 |
| Securities issued by states & political subdivisions | $1,504,000 | 5,841 |
| Other domestic debt securities | $330,000 | 4,070 |
| Privately issued residential mortgage-backed securities | $330,000 | 1,532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,320,000 | 7,951 |
| Mortgage-backed securities | $2,340,000 | 6,360 |
| Certificates of participation in pools of residential mortgages | $1,510,000 | 5,731 |
| Issued or guaranteed by U.S. | $1,510,000 | 5,704 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $830,000 | 4,788 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,006 |
| Privately issued | $330,000 | 1,259 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,872,000 | 6,969 |
| Available-for-sale securities (fair market value) | $4,057,000 | 7,407 |
| Total debt securities | $10,929,000 | 8,311 |
| 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 | $9,572,000 | 9,242 |
| U.S. Government securities | $6,978,000 | 9,433 |
| U.S. Treasury securities | $810,000 | 10,322 |
| U.S. Government agency obligations | $6,168,000 | 7,255 |
| Securities issued by states & political subdivisions | $1,749,000 | 5,642 |
| Other domestic debt securities | $845,000 | 3,574 |
| Privately issued residential mortgage-backed securities | $845,000 | 1,330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,895,000 | 7,181 |
| Mortgage-backed securities | $3,255,000 | 6,251 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 5,858 |
| Issued or guaranteed by U.S. | $1,902,000 | 5,808 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,353,000 | 4,600 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 5,396 |
| Privately issued | $845,000 | 1,031 |
| 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 | $9,572,000 | 9,109 |
| 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 | $8,291,000 | 9,883 |
| U.S. Government securities | $4,856,000 | 10,886 |
| U.S. Treasury securities | $600,000 | 11,104 |
| U.S. Government agency obligations | $4,256,000 | 8,505 |
| Securities issued by states & political subdivisions | $1,611,000 | 5,516 |
| Other domestic debt securities | $1,824,000 | 3,084 |
| Privately issued residential mortgage-backed securities | $1,538,000 | 1,403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $286,000 | 4,435 |
| 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 | $2,497,000 | 6,527 |
| Mortgage-backed securities | $4,091,000 | 5,981 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 5,559 |
| Issued or guaranteed by U.S. | $2,553,000 | 5,494 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,538,000 | 4,421 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $1,538,000 | 1,101 |
| 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 | $8,291,000 | 9,753 |
| 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 |