Home > Citizens State Bank > Securities
Citizens State Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $47,022,000 | 2,755 |
| U.S. Government securities | $18,208,000 | 3,594 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $18,208,000 | 3,474 |
| Securities issued by states & political subdivisions | $27,902,000 | 1,369 |
| Other domestic debt securities | $912,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $912,000 | 1,440 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,535,000 | 4,058 |
| Mortgage-backed securities | $9,591,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $9,591,000 | 2,635 |
| Issued or guaranteed by U.S. | $9,591,000 | 2,633 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $47,022,000 | 2,510 |
| Total debt securities | $47,022,000 | 2,726 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $47,079,000 | 2,798 |
| U.S. Government securities | $18,798,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,798,000 | 3,465 |
| Securities issued by states & political subdivisions | $27,360,000 | 1,403 |
| Other domestic debt securities | $921,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $921,000 | 1,481 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,668,000 | 4,279 |
| Mortgage-backed securities | $9,961,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $9,961,000 | 2,631 |
| Issued or guaranteed by U.S. | $9,961,000 | 2,631 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $47,079,000 | 2,542 |
| Total debt securities | $47,079,000 | 2,769 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $44,641,000 | 2,909 |
| U.S. Government securities | $17,580,000 | 3,728 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,580,000 | 3,629 |
| Securities issued by states & political subdivisions | $26,133,000 | 1,464 |
| Other domestic debt securities | $928,000 | 1,911 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $928,000 | 1,516 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,638,000 | 4,314 |
| Mortgage-backed securities | $9,012,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $9,012,000 | 2,781 |
| Issued or guaranteed by U.S. | $9,012,000 | 2,781 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $44,641,000 | 2,652 |
| Total debt securities | $44,640,000 | 2,883 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $43,475,000 | 2,964 |
| U.S. Government securities | $17,425,000 | 3,737 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,425,000 | 3,637 |
| Securities issued by states & political subdivisions | $25,121,000 | 1,506 |
| Other domestic debt securities | $929,000 | 1,956 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $929,000 | 1,549 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,086,000 | 4,212 |
| Mortgage-backed securities | $8,539,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $8,539,000 | 2,864 |
| Issued or guaranteed by U.S. | $8,539,000 | 2,863 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $43,475,000 | 2,698 |
| Total debt securities | $43,474,000 | 2,935 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $44,033,000 | 2,972 |
| U.S. Government securities | $18,498,000 | 3,666 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,498,000 | 3,571 |
| Securities issued by states & political subdivisions | $24,600,000 | 1,544 |
| Other domestic debt securities | $935,000 | 2,010 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $935,000 | 1,584 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,462,000 | 4,672 |
| Mortgage-backed securities | $8,617,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $8,617,000 | 2,857 |
| Issued or guaranteed by U.S. | $8,617,000 | 2,854 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $44,033,000 | 2,709 |
| Total debt securities | $44,033,000 | 2,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $43,547,000 | 2,956 |
| U.S. Government securities | $18,184,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,184,000 | 3,595 |
| Securities issued by states & political subdivisions | $24,433,000 | 1,534 |
| Other domestic debt securities | $930,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $930,000 | 1,627 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,450,000 | 4,671 |
| Mortgage-backed securities | $8,543,000 | 3,420 |
| Certificates of participation in pools of residential mortgages | $8,543,000 | 2,830 |
| Issued or guaranteed by U.S. | $8,543,000 | 2,828 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $43,547,000 | 2,711 |
| Total debt securities | $43,547,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $44,465,000 | 2,932 |
| U.S. Government securities | $18,783,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $18,783,000 | 3,571 |
| Securities issued by states & political subdivisions | $24,727,000 | 1,499 |
| Other domestic debt securities | $955,000 | 2,061 |
| 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 | $955,000 | 1,593 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,515,000 | 4,694 |
| Mortgage-backed securities | $8,583,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $8,583,000 | 2,872 |
| Issued or guaranteed by U.S. | $8,583,000 | 2,871 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $44,465,000 | 2,718 |
| Total debt securities | $44,465,000 | 2,905 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $43,492,000 | 2,936 |
| U.S. Government securities | $18,851,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,851,000 | 3,521 |
| Securities issued by states & political subdivisions | $23,685,000 | 1,528 |
| Other domestic debt securities | $956,000 | 2,051 |
| 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 | $956,000 | 1,568 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,597,000 | 4,387 |
| Mortgage-backed securities | $8,995,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $8,995,000 | 2,803 |
| Issued or guaranteed by U.S. | $8,995,000 | 2,801 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $43,492,000 | 2,716 |
| Total debt securities | $43,493,000 | 2,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $42,528,000 | 3,017 |
| U.S. Government securities | $19,128,000 | 3,662 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,128,000 | 3,583 |
| Securities issued by states & political subdivisions | $22,441,000 | 1,571 |
| Other domestic debt securities | $959,000 | 2,114 |
| 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 | $959,000 | 1,618 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,531,000 | 5,446 |
| Mortgage-backed securities | $10,033,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $10,033,000 | 2,778 |
| Issued or guaranteed by U.S. | $10,033,000 | 2,776 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $42,528,000 | 2,786 |
| Total debt securities | $42,529,000 | 2,994 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,396 |
| Fair value | $400,000 | 2,405 |
| 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 | $39,883,000 | 3,146 |
| U.S. Government securities | $18,416,000 | 3,803 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,416,000 | 3,731 |
| Securities issued by states & political subdivisions | $21,059,000 | 1,636 |
| Other domestic debt securities | $408,000 | 2,465 |
| 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 | $408,000 | 1,920 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,000 | 6,126 |
| Mortgage-backed securities | $9,840,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $9,840,000 | 2,855 |
| Issued or guaranteed by U.S. | $9,840,000 | 2,855 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $39,883,000 | 2,906 |
| Total debt securities | $39,883,000 | 3,119 |
| Structured notes | ||
| Amortized cost | $772,000 | 2,280 |
| Fair value | $774,000 | 2,279 |
| 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 | $34,663,000 | 3,467 |
| U.S. Government securities | $16,468,000 | 4,105 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,468,000 | 4,014 |
| Securities issued by states & political subdivisions | $17,878,000 | 1,807 |
| Other domestic debt securities | $317,000 | 2,510 |
| 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 | $317,000 | 1,959 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $10,321,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $9,872,000 | 2,851 |
| Issued or guaranteed by U.S. | $9,872,000 | 2,849 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $449,000 | 477 |
| Commercial mortgage pass-through securities | $449,000 | 333 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $34,663,000 | 3,202 |
| Total debt securities | $34,663,000 | 3,439 |
| Structured notes | ||
| Amortized cost | $472,000 | 2,852 |
| Fair value | $473,000 | 2,850 |
| 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 | $33,492,000 | 3,438 |
| U.S. Government securities | $15,479,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,479,000 | 4,066 |
| Securities issued by states & political subdivisions | $17,466,000 | 1,799 |
| Other domestic debt securities | $547,000 | 2,270 |
| 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 | $547,000 | 1,673 |
| 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 | $2,633,000 | 4,891 |
| Mortgage-backed securities | $9,673,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $9,210,000 | 2,832 |
| Issued or guaranteed by U.S. | $9,210,000 | 2,832 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $463,000 | 409 |
| Commercial mortgage pass-through securities | $463,000 | 282 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $33,492,000 | 3,166 |
| Total debt securities | $33,491,000 | 3,415 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 1,881 |
| Fair value | $1,492,000 | 1,955 |
| 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 | $34,692,000 | 3,320 |
| U.S. Government securities | $16,453,000 | 3,983 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $16,453,000 | 3,894 |
| Securities issued by states & political subdivisions | $17,692,000 | 1,713 |
| Other domestic debt securities | $547,000 | 2,252 |
| 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 | $547,000 | 1,635 |
| 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 | $507,000 | 5,716 |
| Mortgage-backed securities | $10,063,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $10,053,000 | 2,659 |
| Issued or guaranteed by U.S. | $10,053,000 | 2,654 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,516 |
| 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) | $34,692,000 | 3,030 |
| Total debt securities | $34,691,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 1,989 |
| Fair value | $1,509,000 | 2,007 |
| 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 | $32,508,000 | 3,468 |
| U.S. Government securities | $16,149,000 | 4,126 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,149,000 | 4,019 |
| Securities issued by states & political subdivisions | $15,798,000 | 1,851 |
| Other domestic debt securities | $561,000 | 2,181 |
| 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 | $561,000 | 1,543 |
| 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 | $511,000 | 5,762 |
| Mortgage-backed securities | $8,802,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $8,773,000 | 2,804 |
| Issued or guaranteed by U.S. | $8,773,000 | 2,796 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $29,000 | 3,755 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,466 |
| 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) | $32,508,000 | 3,181 |
| Total debt securities | $32,507,000 | 3,437 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 2,192 |
| Fair value | $1,484,000 | 2,270 |
| 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 | $31,525,000 | 3,507 |
| U.S. Government securities | $14,442,000 | 4,316 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,442,000 | 4,193 |
| Securities issued by states & political subdivisions | $15,794,000 | 1,814 |
| Other domestic debt securities | $542,000 | 2,249 |
| 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 | $542,000 | 1,598 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $747,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $513,000 | 5,802 |
| Mortgage-backed securities | $8,263,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $8,214,000 | 2,822 |
| Issued or guaranteed by U.S. | $8,214,000 | 2,815 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $49,000 | 3,688 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,395 |
| 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) | $31,525,000 | 3,221 |
| Total debt securities | $30,778,000 | 3,538 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $31,231,000 | 3,417 |
| U.S. Government securities | $14,120,000 | 4,187 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,120,000 | 4,067 |
| Securities issued by states & political subdivisions | $15,840,000 | 1,756 |
| Other domestic debt securities | $524,000 | 2,420 |
| 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 | $524,000 | 1,624 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $747,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,632,000 | 4,631 |
| Mortgage-backed securities | $9,847,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $9,760,000 | 2,480 |
| Issued or guaranteed by U.S. | $9,760,000 | 2,475 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $87,000 | 3,637 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 3,324 |
| 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) | $31,231,000 | 3,130 |
| Total debt securities | $30,484,000 | 3,432 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $30,581,000 | 3,430 |
| U.S. Government securities | $13,853,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,853,000 | 4,086 |
| Securities issued by states & political subdivisions | $15,484,000 | 1,725 |
| Other domestic debt securities | $497,000 | 2,596 |
| 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 | $497,000 | 1,751 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $747,000 | 700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $519,000 | 5,947 |
| Mortgage-backed securities | $10,182,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $10,047,000 | 2,405 |
| Issued or guaranteed by U.S. | $10,047,000 | 2,401 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $135,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 3,261 |
| 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) | $30,581,000 | 3,131 |
| Total debt securities | $29,833,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $27,436,000 | 3,667 |
| U.S. Government securities | $12,660,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,660,000 | 4,345 |
| Securities issued by states & political subdivisions | $14,776,000 | 1,708 |
| 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 | $567,000 | 5,963 |
| Mortgage-backed securities | $8,794,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $8,626,000 | 2,638 |
| Issued or guaranteed by U.S. | $8,626,000 | 2,631 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $168,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 3,149 |
| 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) | $27,436,000 | 3,353 |
| Total debt securities | $27,435,000 | 3,639 |
| 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 | $26,313,000 | 3,798 |
| U.S. Government securities | $12,029,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,029,000 | 4,501 |
| Securities issued by states & political subdivisions | $14,284,000 | 1,731 |
| 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 | $605,000 | 6,027 |
| Mortgage-backed securities | $9,032,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $8,833,000 | 2,693 |
| Issued or guaranteed by U.S. | $8,833,000 | 2,687 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $199,000 | 3,430 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,094 |
| 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) | $26,313,000 | 3,454 |
| Total debt securities | $26,313,000 | 3,768 |
| 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 | $27,021,000 | 3,706 |
| U.S. Government securities | $13,115,000 | 4,418 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,115,000 | 4,328 |
| Securities issued by states & political subdivisions | $13,906,000 | 1,760 |
| 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 | $2,755,000 | 5,161 |
| Mortgage-backed securities | $8,813,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $8,536,000 | 2,798 |
| Issued or guaranteed by U.S. | $8,536,000 | 2,791 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $277,000 | 3,358 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 3,018 |
| 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) | $27,021,000 | 3,348 |
| Total debt securities | $27,020,000 | 3,669 |
| 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 | $27,747,000 | 3,673 |
| U.S. Government securities | $14,577,000 | 4,194 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,577,000 | 4,113 |
| Securities issued by states & political subdivisions | $13,170,000 | 1,862 |
| 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 | $612,000 | 6,097 |
| Mortgage-backed securities | $8,840,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $8,485,000 | 2,883 |
| Issued or guaranteed by U.S. | $8,485,000 | 2,873 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $355,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 2,958 |
| 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) | $27,747,000 | 3,321 |
| Total debt securities | $27,747,000 | 3,633 |
| 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 | $26,913,000 | 3,708 |
| U.S. Government securities | $14,952,000 | 4,118 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,952,000 | 4,026 |
| Securities issued by states & political subdivisions | $11,961,000 | 1,961 |
| 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 | $582,000 | 6,145 |
| Mortgage-backed securities | $9,129,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $8,673,000 | 2,925 |
| Issued or guaranteed by U.S. | $8,673,000 | 2,911 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $456,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,870 |
| 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) | $26,913,000 | 3,340 |
| Total debt securities | $26,913,000 | 3,667 |
| 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 | $24,569,000 | 3,939 |
| U.S. Government securities | $13,340,000 | 4,458 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,340,000 | 4,376 |
| Securities issued by states & political subdivisions | $11,229,000 | 1,952 |
| 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 | $266,000 | 6,385 |
| Mortgage-backed securities | $6,574,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $5,999,000 | 3,517 |
| Issued or guaranteed by U.S. | $5,999,000 | 3,506 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $575,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 2,807 |
| 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) | $24,569,000 | 3,537 |
| Total debt securities | $24,568,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $25,725,000 | 3,825 |
| U.S. Government securities | $14,348,000 | 4,339 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,348,000 | 4,262 |
| Securities issued by states & political subdivisions | $10,877,000 | 1,951 |
| 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 | $500,000 | 938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $875,000 | 6,117 |
| Mortgage-backed securities | $6,991,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $6,311,000 | 3,416 |
| Issued or guaranteed by U.S. | $6,311,000 | 3,404 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $680,000 | 3,058 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 2,728 |
| 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) | $25,725,000 | 3,418 |
| Total debt securities | $25,223,000 | 3,834 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $24,895,000 | 3,824 |
| U.S. Government securities | $14,022,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,022,000 | 4,280 |
| Securities issued by states & political subdivisions | $10,873,000 | 1,925 |
| 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 | $860,000 | 6,154 |
| Mortgage-backed securities | $6,805,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $6,069,000 | 3,364 |
| Issued or guaranteed by U.S. | $6,069,000 | 3,352 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $736,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $736,000 | 2,604 |
| 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) | $24,895,000 | 3,418 |
| Total debt securities | $24,896,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $22,370,000 | 4,154 |
| U.S. Government securities | $11,807,000 | 4,789 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,807,000 | 4,702 |
| Securities issued by states & political subdivisions | $10,563,000 | 1,976 |
| 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 | $560,000 | 6,307 |
| Mortgage-backed securities | $5,997,000 | 3,957 |
| Certificates of participation in pools of residential mortgages | $5,691,000 | 3,447 |
| Issued or guaranteed by U.S. | $5,691,000 | 3,431 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $306,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 2,936 |
| 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) | $22,370,000 | 3,691 |
| Total debt securities | $22,369,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $21,200,000 | 4,276 |
| U.S. Government securities | $10,751,000 | 4,989 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,751,000 | 4,890 |
| Securities issued by states & political subdivisions | $10,449,000 | 1,988 |
| 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 | $326,000 | 6,445 |
| Mortgage-backed securities | $3,423,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $3,070,000 | 4,152 |
| Issued or guaranteed by U.S. | $3,070,000 | 4,137 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $353,000 | 3,215 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 2,874 |
| 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) | $21,200,000 | 3,834 |
| Total debt securities | $21,199,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,760,000 | 4,368 |
| U.S. Government securities | $10,299,000 | 5,192 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,299,000 | 5,089 |
| Securities issued by states & political subdivisions | $10,461,000 | 1,985 |
| 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 | $822,000 | 6,266 |
| Mortgage-backed securities | $2,883,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $2,533,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,533,000 | 4,090 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $350,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 2,803 |
| 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) | $20,760,000 | 3,872 |
| Total debt securities | $20,760,000 | 4,310 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $21,312,000 | 4,326 |
| U.S. Government securities | $11,346,000 | 5,090 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,346,000 | 4,993 |
| Securities issued by states & political subdivisions | $9,966,000 | 2,026 |
| 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 | $301,000 | 6,539 |
| Mortgage-backed securities | $3,012,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $2,663,000 | 3,896 |
| Issued or guaranteed by U.S. | $2,663,000 | 3,879 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $349,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,768 |
| 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) | $21,312,000 | 3,809 |
| Total debt securities | $21,311,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $20,990,000 | 4,348 |
| U.S. Government securities | $11,278,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,278,000 | 5,026 |
| Securities issued by states & political subdivisions | $9,712,000 | 2,051 |
| 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 | $293,000 | 6,632 |
| Mortgage-backed securities | $3,177,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $2,830,000 | 3,788 |
| Issued or guaranteed by U.S. | $2,830,000 | 3,776 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $347,000 | 3,059 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 2,750 |
| 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) | $20,990,000 | 3,827 |
| Total debt securities | $20,989,000 | 4,305 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $21,646,000 | 4,281 |
| U.S. Government securities | $11,706,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,706,000 | 4,944 |
| Securities issued by states & political subdivisions | $9,940,000 | 2,023 |
| 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 | $299,000 | 6,654 |
| Mortgage-backed securities | $3,129,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $2,780,000 | 3,797 |
| Issued or guaranteed by U.S. | $2,780,000 | 3,782 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $349,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,732 |
| 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) | $21,646,000 | 3,763 |
| Total debt securities | $21,646,000 | 4,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $21,863,000 | 4,293 |
| U.S. Government securities | $12,296,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,296,000 | 4,876 |
| Securities issued by states & political subdivisions | $9,567,000 | 2,085 |
| 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 | $294,000 | 6,700 |
| Mortgage-backed securities | $3,355,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $3,008,000 | 3,686 |
| Issued or guaranteed by U.S. | $3,008,000 | 3,675 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $347,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 2,733 |
| 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) | $21,863,000 | 3,755 |
| Total debt securities | $21,863,000 | 4,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $20,511,000 | 4,503 |
| U.S. Government securities | $11,266,000 | 5,239 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,266,000 | 5,125 |
| Securities issued by states & political subdivisions | $9,245,000 | 2,134 |
| 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 | $2,056,000 | 5,774 |
| Mortgage-backed securities | $3,276,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $2,929,000 | 3,729 |
| Issued or guaranteed by U.S. | $2,929,000 | 3,707 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $347,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 2,702 |
| 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) | $20,511,000 | 3,929 |
| Total debt securities | $20,510,000 | 4,458 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $19,406,000 | 4,658 |
| U.S. Government securities | $10,889,000 | 5,358 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,889,000 | 5,218 |
| Securities issued by states & political subdivisions | $8,517,000 | 2,240 |
| 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 | $2,031,000 | 5,801 |
| Mortgage-backed securities | $3,587,000 | 4,047 |
| Certificates of participation in pools of residential mortgages | $3,246,000 | 3,595 |
| Issued or guaranteed by U.S. | $3,246,000 | 3,581 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $341,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,687 |
| 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) | $19,406,000 | 4,053 |
| Total debt securities | $19,406,000 | 4,604 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $19,811,000 | 4,646 |
| U.S. Government securities | $10,383,000 | 5,493 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,383,000 | 5,358 |
| Securities issued by states & political subdivisions | $9,428,000 | 2,049 |
| 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 | $2,037,000 | 5,786 |
| Mortgage-backed securities | $3,913,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $3,567,000 | 3,495 |
| Issued or guaranteed by U.S. | $3,567,000 | 3,481 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $346,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 2,700 |
| 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) | $19,811,000 | 4,029 |
| Total debt securities | $19,811,000 | 4,592 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $19,887,000 | 4,644 |
| U.S. Government securities | $10,369,000 | 5,486 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,369,000 | 5,350 |
| Securities issued by states & political subdivisions | $9,518,000 | 2,022 |
| 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 | $2,534,000 | 5,572 |
| Mortgage-backed securities | $4,160,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $3,810,000 | 3,439 |
| Issued or guaranteed by U.S. | $3,810,000 | 3,425 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $350,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 2,713 |
| 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) | $19,887,000 | 4,001 |
| Total debt securities | $19,885,000 | 4,589 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $18,442,000 | 4,842 |
| U.S. Government securities | $8,957,000 | 5,819 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,957,000 | 5,679 |
| Securities issued by states & political subdivisions | $9,485,000 | 2,015 |
| 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 | $2,543,000 | 5,576 |
| Mortgage-backed securities | $3,426,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $3,075,000 | 3,775 |
| Issued or guaranteed by U.S. | $3,075,000 | 3,761 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $351,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 2,730 |
| 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) | $18,442,000 | 4,186 |
| Total debt securities | $18,442,000 | 4,788 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $17,583,000 | 5,008 |
| U.S. Government securities | $8,411,000 | 6,005 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,411,000 | 5,860 |
| Securities issued by states & political subdivisions | $9,172,000 | 2,054 |
| 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 | $2,917,000 | 5,416 |
| Mortgage-backed securities | $2,589,000 | 4,642 |
| Certificates of participation in pools of residential mortgages | $2,562,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,562,000 | 4,057 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $27,000 | 3,575 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,242 |
| 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) | $17,583,000 | 4,359 |
| Total debt securities | $17,583,000 | 4,955 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $17,503,000 | 5,067 |
| U.S. Government securities | $8,451,000 | 6,075 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,451,000 | 5,924 |
| Securities issued by states & political subdivisions | $9,052,000 | 2,071 |
| 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 | $6,212,000 | 4,227 |
| Mortgage-backed securities | $2,409,000 | 4,795 |
| Certificates of participation in pools of residential mortgages | $2,182,000 | 4,328 |
| Issued or guaranteed by U.S. | $2,182,000 | 4,315 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $227,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,967 |
| 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) | $17,503,000 | 4,421 |
| Total debt securities | $17,503,000 | 5,009 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $18,134,000 | 5,002 |
| U.S. Government securities | $8,962,000 | 5,949 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,962,000 | 5,801 |
| Securities issued by states & political subdivisions | $9,172,000 | 2,086 |
| 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 | $6,118,000 | 4,255 |
| Mortgage-backed securities | $2,843,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $2,355,000 | 4,289 |
| Issued or guaranteed by U.S. | $2,355,000 | 4,274 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $488,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,766 |
| 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) | $18,134,000 | 4,364 |
| Total debt securities | $18,134,000 | 4,946 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $20,049,000 | 4,706 |
| U.S. Government securities | $10,118,000 | 5,675 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,118,000 | 5,518 |
| Securities issued by states & political subdivisions | $9,931,000 | 1,950 |
| 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 | $5,598,000 | 4,392 |
| Mortgage-backed securities | $2,275,000 | 4,954 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 4,819 |
| Issued or guaranteed by U.S. | $1,477,000 | 4,808 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $798,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 2,570 |
| 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) | $20,049,000 | 4,077 |
| Total debt securities | $20,046,000 | 4,643 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $21,498,000 | 4,596 |
| U.S. Government securities | $11,891,000 | 5,340 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,891,000 | 5,182 |
| Securities issued by states & political subdivisions | $9,607,000 | 1,987 |
| 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 | $6,590,000 | 4,089 |
| Mortgage-backed securities | $3,096,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 4,545 |
| Issued or guaranteed by U.S. | $2,036,000 | 4,529 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,060,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,411 |
| 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) | $21,498,000 | 3,989 |
| Total debt securities | $21,496,000 | 4,528 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $22,764,000 | 4,405 |
| U.S. Government securities | $13,190,000 | 4,978 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,190,000 | 4,844 |
| Securities issued by states & political subdivisions | $9,574,000 | 2,030 |
| 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 | $4,650,000 | 4,675 |
| Mortgage-backed securities | $4,298,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $3,089,000 | 4,105 |
| Issued or guaranteed by U.S. | $3,089,000 | 4,096 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,209,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,209,000 | 2,404 |
| 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) | $22,764,000 | 3,834 |
| Total debt securities | $22,763,000 | 4,334 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $21,984,000 | 4,559 |
| U.S. Government securities | $13,095,000 | 5,047 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,095,000 | 4,901 |
| Securities issued by states & political subdivisions | $8,889,000 | 2,164 |
| 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 | $2,943,000 | 5,366 |
| Mortgage-backed securities | $4,395,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $3,146,000 | 4,035 |
| Issued or guaranteed by U.S. | $3,146,000 | 4,023 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,249,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,493 |
| 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) | $21,984,000 | 3,963 |
| Total debt securities | $21,982,000 | 4,487 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $22,189,000 | 4,472 |
| U.S. Government securities | $13,916,000 | 4,745 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,916,000 | 4,587 |
| Securities issued by states & political subdivisions | $8,273,000 | 2,270 |
| 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 | $3,048,000 | 5,274 |
| Mortgage-backed securities | $5,016,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $3,712,000 | 3,844 |
| Issued or guaranteed by U.S. | $3,712,000 | 3,831 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,304,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,304,000 | 2,503 |
| 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) | $22,189,000 | 3,872 |
| Total debt securities | $22,189,000 | 4,394 |
| 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 | $23,672,000 | 4,202 |
| U.S. Government securities | $15,513,000 | 4,387 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,513,000 | 4,227 |
| Securities issued by states & political subdivisions | $8,159,000 | 2,247 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,660,000 | 6,057 |
| Mortgage-backed securities | $6,717,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $4,689,000 | 3,528 |
| Issued or guaranteed by U.S. | $4,689,000 | 3,517 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,028,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $2,028,000 | 2,361 |
| 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) | $23,672,000 | 3,629 |
| Total debt securities | $23,672,000 | 4,111 |
| 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 | $21,923,000 | 4,392 |
| U.S. Government securities | $14,153,000 | 4,668 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,153,000 | 4,505 |
| Securities issued by states & political subdivisions | $7,735,000 | 2,271 |
| Other domestic debt securities | $35,000 | 3,946 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,192 |
| 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 | $2,057,000 | 5,820 |
| Mortgage-backed securities | $7,620,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $5,524,000 | 3,272 |
| Issued or guaranteed by U.S. | $5,524,000 | 3,260 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,096,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $2,061,000 | 2,411 |
| Privately issued | $35,000 | 1,049 |
| 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) | $21,923,000 | 3,797 |
| Total debt securities | $21,923,000 | 4,303 |
| 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 | $20,253,000 | 4,611 |
| U.S. Government securities | $13,643,000 | 4,739 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $13,643,000 | 4,561 |
| Securities issued by states & political subdivisions | $6,561,000 | 2,500 |
| Other domestic debt securities | $49,000 | 3,972 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,506,000 | 4,620 |
| Mortgage-backed securities | $8,097,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $4,388,000 | 3,597 |
| Issued or guaranteed by U.S. | $4,388,000 | 3,586 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,709,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $3,660,000 | 1,988 |
| Privately issued | $49,000 | 1,063 |
| 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) | $20,253,000 | 3,977 |
| Total debt securities | $20,252,000 | 4,517 |
| 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 | $16,962,000 | 5,024 |
| U.S. Government securities | $11,714,000 | 5,071 |
| U.S. Treasury securities | $515,000 | 2,429 |
| U.S. Government agency obligations | $11,199,000 | 4,992 |
| Securities issued by states & political subdivisions | $5,102,000 | 2,823 |
| Other domestic debt securities | $146,000 | 3,874 |
| Privately issued residential mortgage-backed securities | $146,000 | 1,200 |
| 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 | $6,224,000 | 3,914 |
| Mortgage-backed securities | $7,453,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $3,582,000 | 3,636 |
| Issued or guaranteed by U.S. | $3,582,000 | 3,620 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,871,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $3,725,000 | 2,031 |
| Privately issued | $146,000 | 1,076 |
| 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) | $16,962,000 | 4,281 |
| Total debt securities | $16,961,000 | 4,936 |
| 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 | $12,947,000 | 6,016 |
| U.S. Government securities | $8,080,000 | 6,482 |
| U.S. Treasury securities | $507,000 | 3,246 |
| U.S. Government agency obligations | $7,573,000 | 6,321 |
| Securities issued by states & political subdivisions | $4,367,000 | 3,051 |
| Other domestic debt securities | $185,000 | 3,479 |
| Privately issued residential mortgage-backed securities | $185,000 | 1,108 |
| 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 | $315,000 | 4,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,540,000 | 4,050 |
| Mortgage-backed securities | $1,533,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $1,287,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,287,000 | 4,491 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $246,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,822 |
| Privately issued | $185,000 | 962 |
| 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) | $12,947,000 | 5,036 |
| Total debt securities | $12,632,000 | 5,968 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,485,000 | 6,162 |
| U.S. Government securities | $8,549,000 | 6,588 |
| U.S. Treasury securities | $501,000 | 4,374 |
| U.S. Government agency obligations | $8,048,000 | 6,235 |
| Securities issued by states & political subdivisions | $4,523,000 | 3,114 |
| Other domestic debt securities | $203,000 | 3,324 |
| Privately issued residential mortgage-backed securities | $203,000 | 1,121 |
| 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 | $210,000 | 5,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,814,000 | 4,706 |
| Mortgage-backed securities | $1,990,000 | 5,076 |
| Certificates of participation in pools of residential mortgages | $1,231,000 | 4,811 |
| Issued or guaranteed by U.S. | $1,231,000 | 4,795 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $759,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $556,000 | 3,290 |
| Privately issued | $203,000 | 982 |
| 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) | $13,485,000 | 5,039 |
| Total debt securities | $13,275,000 | 6,103 |
| 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 | $14,069,000 | 6,009 |
| U.S. Government securities | $8,835,000 | 6,474 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,835,000 | 5,639 |
| Securities issued by states & political subdivisions | $4,436,000 | 3,184 |
| Other domestic debt securities | $603,000 | 2,560 |
| Privately issued residential mortgage-backed securities | $405,000 | 964 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $198,000 | 2,730 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 5,484 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,266,000 | 4,674 |
| Mortgage-backed securities | $3,037,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $1,664,000 | 4,637 |
| Issued or guaranteed by U.S. | $1,664,000 | 4,616 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,373,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 3,183 |
| Privately issued | $405,000 | 823 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $14,069,000 | 4,822 |
| Total debt securities | $13,874,000 | 5,937 |
| 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 | $15,069,000 | 5,983 |
| U.S. Government securities | $10,514,000 | 6,302 |
| U.S. Treasury securities | $799,000 | 6,757 |
| U.S. Government agency obligations | $9,715,000 | 5,322 |
| Securities issued by states & political subdivisions | $3,847,000 | 3,293 |
| Other domestic debt securities | $568,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $568,000 | 757 |
| 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 | $140,000 | 5,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,228,000 | 4,391 |
| Mortgage-backed securities | $3,818,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 4,807 |
| Issued or guaranteed by U.S. | $1,515,000 | 4,790 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,303,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $1,735,000 | 2,755 |
| Privately issued | $568,000 | 588 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $15,069,000 | 4,476 |
| Total debt securities | $14,929,000 | 5,892 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $18,044,000 | 5,708 |
| U.S. Government securities | $12,885,000 | 6,068 |
| U.S. Treasury securities | $795,000 | 7,626 |
| U.S. Government agency obligations | $12,090,000 | 4,895 |
| Securities issued by states & political subdivisions | $4,378,000 | 3,100 |
| Other domestic debt securities | $781,000 | 2,299 |
| Privately issued residential mortgage-backed securities | $781,000 | 834 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,929,000 | 5,950 |
| Mortgage-backed securities | $5,498,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 4,925 |
| Issued or guaranteed by U.S. | $1,774,000 | 4,907 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,724,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $2,943,000 | 2,483 |
| Privately issued | $781,000 | 637 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $18,044,000 | 4,151 |
| Total debt securities | $18,044,000 | 5,584 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $15,913,000 | 6,460 |
| U.S. Government securities | $10,412,000 | 7,147 |
| U.S. Treasury securities | $499,000 | 9,481 |
| U.S. Government agency obligations | $9,913,000 | 5,509 |
| Securities issued by states & political subdivisions | $4,301,000 | 3,174 |
| Other domestic debt securities | $1,200,000 | 2,278 |
| Privately issued residential mortgage-backed securities | $914,000 | 937 |
| 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 | 2,915 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,831,000 | 4,282 |
| Mortgage-backed securities | $6,465,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $2,159,000 | 4,782 |
| Issued or guaranteed by U.S. | $2,159,000 | 4,755 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,306,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $3,392,000 | 2,557 |
| Privately issued | $914,000 | 705 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $15,913,000 | 4,698 |
| Total debt securities | $15,913,000 | 6,329 |
| Structured notes | ||
| Amortized cost | $800,000 | 3,046 |
| Fair value | $783,000 | 3,077 |
| 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 | $16,457,000 | 6,696 |
| U.S. Government securities | $11,230,000 | 7,252 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $11,230,000 | 4,938 |
| Securities issued by states & political subdivisions | $3,947,000 | 3,503 |
| Other domestic debt securities | $1,280,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $1,011,000 | 926 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $269,000 | 3,395 |
| 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 | $5,390,000 | 4,537 |
| Mortgage-backed securities | $9,812,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $7,060,000 | 2,804 |
| Issued or guaranteed by U.S. | $7,060,000 | 2,794 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,752,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $1,741,000 | 3,692 |
| Privately issued | $1,011,000 | 718 |
| 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) | $3,762,000 | 8,780 |
| Available-for-sale securities (fair market value) | $12,695,000 | 4,053 |
| Total debt securities | $16,457,000 | 6,594 |
| 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 | $15,694,000 | 7,181 |
| U.S. Government securities | $11,264,000 | 7,505 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $11,264,000 | 5,132 |
| Securities issued by states & political subdivisions | $3,690,000 | 3,764 |
| Other domestic debt securities | $740,000 | 3,735 |
| Privately issued residential mortgage-backed securities | $740,000 | 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 | 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 | $3,188,000 | 5,818 |
| Mortgage-backed securities | $10,055,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $7,074,000 | 3,080 |
| Issued or guaranteed by U.S. | $7,074,000 | 3,050 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,981,000 | 3,435 |
| CMOs issued by government agencies or sponsored agencies | $2,241,000 | 3,676 |
| Privately issued | $740,000 | 1,100 |
| 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 | $15,694,000 | 7,039 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $19,610,000 | 6,179 |
| U.S. Government securities | $15,903,000 | 5,988 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $15,903,000 | 3,934 |
| Securities issued by states & political subdivisions | $2,391,000 | 4,613 |
| Other domestic debt securities | $1,316,000 | 3,640 |
| Privately issued residential mortgage-backed securities | $1,316,000 | 1,539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,418,000 | 3,076 |
| Mortgage-backed securities | $13,569,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $7,177,000 | 3,174 |
| Issued or guaranteed by U.S. | $7,177,000 | 3,124 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,392,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $5,076,000 | 2,376 |
| Privately issued | $1,316,000 | 1,224 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $19,610,000 | 6,069 |
| 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 |