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Fidelity Bank, Securities
| 2011-12-31 | Rank | |
| Total securities | $32,058,000 | 3,539 |
| U.S. Government securities | $31,808,000 | 2,680 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $31,808,000 | 2,621 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $250,000 | 2,585 |
| 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 | $250,000 | 1,942 |
| 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 | $31,808,000 | 1,537 |
| Mortgage-backed securities | $31,808,000 | 1,863 |
| Certificates of participation in pools of residential mortgages | $1,182,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,182,000 | 4,736 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $30,626,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $30,626,000 | 736 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $250,000 | 2,500 |
| Available-for-sale securities (fair market value) | $31,808,000 | 3,277 |
| Total debt securities | $32,058,000 | 3,513 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $33,582,000 | 3,370 |
| U.S. Government securities | $33,332,000 | 2,528 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $33,332,000 | 2,466 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $250,000 | 2,568 |
| 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 | $250,000 | 1,908 |
| 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 | $25,680,000 | 1,769 |
| Mortgage-backed securities | $33,332,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,657 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,645 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $31,956,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $31,956,000 | 686 |
| 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) | $250,000 | 2,519 |
| Available-for-sale securities (fair market value) | $33,332,000 | 3,099 |
| Total debt securities | $33,582,000 | 3,341 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $62,781,000 | 2,108 |
| U.S. Government securities | $62,531,000 | 1,565 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $62,531,000 | 1,522 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $250,000 | 2,509 |
| 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 | $250,000 | 1,837 |
| 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 | $24,381,000 | 1,887 |
| Mortgage-backed securities | $62,531,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $12,483,000 | 2,319 |
| Issued or guaranteed by U.S. | $12,483,000 | 2,313 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $50,048,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $50,048,000 | 503 |
| 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) | $250,000 | 2,560 |
| Available-for-sale securities (fair market value) | $62,531,000 | 1,904 |
| Total debt securities | $62,781,000 | 2,085 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $53,117,000 | 2,414 |
| U.S. Government securities | $52,867,000 | 1,777 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $52,867,000 | 1,727 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $250,000 | 2,562 |
| 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 | $250,000 | 1,878 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,237,000 | 1,467 |
| Mortgage-backed securities | $52,867,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $12,758,000 | 2,222 |
| Issued or guaranteed by U.S. | $12,758,000 | 2,216 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $40,109,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $40,109,000 | 571 |
| 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) | $250,000 | 2,565 |
| Available-for-sale securities (fair market value) | $52,867,000 | 2,194 |
| Total debt securities | $53,117,000 | 2,392 |
| 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 | $54,811,000 | 2,257 |
| U.S. Government securities | $54,561,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $54,561,000 | 1,586 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $250,000 | 2,713 |
| 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 | $250,000 | 1,892 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,620,000 | 1,143 |
| Mortgage-backed securities | $54,561,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $13,306,000 | 2,067 |
| Issued or guaranteed by U.S. | $13,306,000 | 2,061 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $41,255,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $41,255,000 | 535 |
| 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) | $250,000 | 2,602 |
| Available-for-sale securities (fair market value) | $54,561,000 | 2,039 |
| Total debt securities | $54,811,000 | 2,230 |
| 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 | $46,622,000 | 2,528 |
| U.S. Government securities | $46,372,000 | 1,854 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $46,372,000 | 1,784 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $250,000 | 2,799 |
| 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 | $250,000 | 1,919 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,383,000 | 1,314 |
| Mortgage-backed securities | $44,369,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $11,978,000 | 2,182 |
| Issued or guaranteed by U.S. | $11,978,000 | 2,174 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,391,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $32,391,000 | 622 |
| 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) | $250,000 | 2,675 |
| Available-for-sale securities (fair market value) | $46,372,000 | 2,286 |
| Total debt securities | $46,622,000 | 2,495 |
| 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 | $46,507,000 | 2,520 |
| U.S. Government securities | $2,073,000 | 6,823 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,073,000 | 6,704 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $44,434,000 | 282 |
| 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 | $44,434,000 | 123 |
| 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 | $22,627,000 | 1,989 |
| Mortgage-backed securities | $65,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,612 |
| Issued or guaranteed by U.S. | $65,000 | 5,600 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $336,000 | 2,650 |
| Available-for-sale securities (fair market value) | $46,171,000 | 2,267 |
| Total debt securities | $46,507,000 | 2,495 |
| 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 | $46,267,000 | 2,554 |
| U.S. Government securities | $2,093,000 | 6,909 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,093,000 | 6,796 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $44,174,000 | 300 |
| 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 | $44,174,000 | 126 |
| 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 | $16,414,000 | 2,517 |
| Mortgage-backed securities | $90,000 | 5,981 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,662 |
| Issued or guaranteed by U.S. | $90,000 | 5,649 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $336,000 | 2,708 |
| Available-for-sale securities (fair market value) | $45,931,000 | 2,285 |
| Total debt securities | $46,267,000 | 2,527 |
| 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 | $46,300,000 | 2,541 |
| U.S. Government securities | $12,853,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,853,000 | 4,368 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $33,447,000 | 384 |
| 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 | $33,447,000 | 152 |
| 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 | $15,441,000 | 2,626 |
| Mortgage-backed securities | $104,000 | 6,014 |
| Certificates of participation in pools of residential mortgages | $104,000 | 5,702 |
| Issued or guaranteed by U.S. | $104,000 | 5,687 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $336,000 | 2,771 |
| Available-for-sale securities (fair market value) | $45,964,000 | 2,272 |
| Total debt securities | $46,300,000 | 2,515 |
| 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 | $13,910,000 | 5,196 |
| U.S. Government securities | $13,547,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,547,000 | 4,262 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $363,000 | 2,907 |
| 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 | $363,000 | 1,937 |
| 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 | $13,547,000 | 2,834 |
| Mortgage-backed securities | $121,000 | 6,067 |
| Certificates of participation in pools of residential mortgages | $121,000 | 5,764 |
| Issued or guaranteed by U.S. | $121,000 | 5,746 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $363,000 | 2,829 |
| Available-for-sale securities (fair market value) | $13,547,000 | 4,822 |
| Total debt securities | $13,910,000 | 5,149 |
| 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 | $4,007,000 | 7,004 |
| U.S. Government securities | $3,257,000 | 6,672 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,257,000 | 6,582 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $750,000 | 2,601 |
| 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 | $750,000 | 1,668 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,257,000 | 5,017 |
| Mortgage-backed securities | $149,000 | 6,086 |
| Certificates of participation in pools of residential mortgages | $149,000 | 5,779 |
| Issued or guaranteed by U.S. | $149,000 | 5,759 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $750,000 | 2,597 |
| Available-for-sale securities (fair market value) | $3,257,000 | 6,621 |
| Total debt securities | $4,007,000 | 6,961 |
| 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 | $46,118,000 | 2,503 |
| U.S. Government securities | $28,828,000 | 2,765 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $28,828,000 | 2,698 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,626 |
| Other domestic debt securities | $15,955,000 | 662 |
| 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 | $15,955,000 | 279 |
| 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 | $4,520,000 | 4,626 |
| Mortgage-backed securities | $171,000 | 6,107 |
| Certificates of participation in pools of residential mortgages | $171,000 | 5,797 |
| Issued or guaranteed by U.S. | $171,000 | 5,779 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $750,000 | 2,636 |
| Available-for-sale securities (fair market value) | $45,368,000 | 2,241 |
| Total debt securities | $46,118,000 | 2,471 |
| 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 | $84,897,000 | 1,426 |
| U.S. Government securities | $21,580,000 | 3,371 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,580,000 | 3,310 |
| Securities issued by states & political subdivisions | $1,332,000 | 4,588 |
| Other domestic debt securities | $13,985,000 | 672 |
| 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 | $13,985,000 | 292 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $48,000,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,521,000 | 5,416 |
| Mortgage-backed securities | $183,000 | 6,113 |
| Certificates of participation in pools of residential mortgages | $183,000 | 5,802 |
| Issued or guaranteed by U.S. | $183,000 | 5,782 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $750,000 | 2,661 |
| Available-for-sale securities (fair market value) | $84,147,000 | 1,245 |
| Total debt securities | $36,897,000 | 2,945 |
| 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 | $2,267,000 | 7,557 |
| U.S. Government securities | $207,000 | 7,830 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $207,000 | 7,749 |
| Securities issued by states & political subdivisions | $1,310,000 | 4,584 |
| Other domestic debt securities | $750,000 | 2,431 |
| 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 | $750,000 | 1,663 |
| 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 | $557,000 | 6,275 |
| Mortgage-backed securities | $207,000 | 6,085 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,771 |
| Issued or guaranteed by U.S. | $207,000 | 5,753 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $750,000 | 2,689 |
| Available-for-sale securities (fair market value) | $1,517,000 | 7,102 |
| Total debt securities | $2,267,000 | 7,510 |
| 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 | $8,620,000 | 6,197 |
| U.S. Government securities | $7,059,000 | 5,844 |
| U.S. Treasury securities | $6,830,000 | 221 |
| U.S. Government agency obligations | $229,000 | 7,805 |
| Securities issued by states & political subdivisions | $1,311,000 | 4,614 |
| Other domestic debt securities | $250,000 | 2,859 |
| 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 | $250,000 | 2,125 |
| 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 | $7,411,000 | 3,894 |
| Mortgage-backed securities | $229,000 | 6,082 |
| Certificates of participation in pools of residential mortgages | $229,000 | 5,764 |
| Issued or guaranteed by U.S. | $229,000 | 5,740 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $250,000 | 3,069 |
| Available-for-sale securities (fair market value) | $8,370,000 | 5,716 |
| Total debt securities | $8,620,000 | 6,134 |
| 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 | $8,151,000 | 6,313 |
| U.S. Government securities | $7,119,000 | 5,856 |
| U.S. Treasury securities | $6,830,000 | 234 |
| U.S. Government agency obligations | $289,000 | 7,821 |
| Securities issued by states & political subdivisions | $782,000 | 5,031 |
| Other domestic debt securities | $250,000 | 2,831 |
| 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 | $250,000 | 2,095 |
| 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 | $7,473,000 | 3,858 |
| Mortgage-backed securities | $289,000 | 6,023 |
| Certificates of participation in pools of residential mortgages | $289,000 | 5,674 |
| Issued or guaranteed by U.S. | $289,000 | 5,644 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $250,000 | 3,109 |
| Available-for-sale securities (fair market value) | $7,901,000 | 5,814 |
| Total debt securities | $8,151,000 | 6,244 |
| 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 | $8,139,000 | 6,408 |
| U.S. Government securities | $7,115,000 | 5,976 |
| U.S. Treasury securities | $6,805,000 | 255 |
| U.S. Government agency obligations | $310,000 | 7,889 |
| Securities issued by states & political subdivisions | $774,000 | 5,049 |
| Other domestic debt securities | $250,000 | 2,664 |
| 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 | $250,000 | 1,971 |
| 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 | $7,466,000 | 3,896 |
| Mortgage-backed securities | $310,000 | 5,898 |
| Certificates of participation in pools of residential mortgages | $310,000 | 5,530 |
| Issued or guaranteed by U.S. | $310,000 | 5,508 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 3,158 |
| Available-for-sale securities (fair market value) | $7,889,000 | 5,849 |
| Total debt securities | $8,139,000 | 6,347 |
| 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 | $7,892,000 | 6,512 |
| U.S. Government securities | $6,873,000 | 6,130 |
| U.S. Treasury securities | $6,540,000 | 280 |
| U.S. Government agency obligations | $333,000 | 7,935 |
| Securities issued by states & political subdivisions | $769,000 | 5,091 |
| Other domestic debt securities | $250,000 | 2,618 |
| 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 | $250,000 | 1,940 |
| 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 | $7,222,000 | 3,958 |
| Mortgage-backed securities | $333,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $333,000 | 5,430 |
| Issued or guaranteed by U.S. | $333,000 | 5,408 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 3,231 |
| Available-for-sale securities (fair market value) | $7,642,000 | 5,939 |
| Total debt securities | $7,892,000 | 6,455 |
| 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 | $8,300,000 | 6,441 |
| U.S. Government securities | $7,287,000 | 6,028 |
| U.S. Treasury securities | $6,936,000 | 303 |
| U.S. Government agency obligations | $351,000 | 7,983 |
| Securities issued by states & political subdivisions | $763,000 | 5,121 |
| Other domestic debt securities | $250,000 | 2,564 |
| 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 | $250,000 | 1,910 |
| 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 | $7,704,000 | 3,837 |
| Mortgage-backed securities | $351,000 | 5,812 |
| Certificates of participation in pools of residential mortgages | $351,000 | 5,424 |
| Issued or guaranteed by U.S. | $351,000 | 5,404 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 3,263 |
| Available-for-sale securities (fair market value) | $8,050,000 | 5,853 |
| Total debt securities | $8,300,000 | 6,389 |
| 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 | $8,073,000 | 6,520 |
| U.S. Government securities | $6,803,000 | 6,232 |
| U.S. Treasury securities | $6,421,000 | 353 |
| U.S. Government agency obligations | $382,000 | 8,012 |
| Securities issued by states & political subdivisions | $770,000 | 5,158 |
| Other domestic debt securities | $500,000 | 2,283 |
| 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 | $500,000 | 1,690 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,153,000 | 3,996 |
| Mortgage-backed securities | $382,000 | 5,781 |
| Certificates of participation in pools of residential mortgages | $382,000 | 5,400 |
| Issued or guaranteed by U.S. | $382,000 | 5,375 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,093 |
| Available-for-sale securities (fair market value) | $7,573,000 | 5,973 |
| Total debt securities | $8,073,000 | 6,464 |
| 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 | $1,330,000 | 8,121 |
| U.S. Government securities | $409,000 | 8,155 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $409,000 | 8,050 |
| Securities issued by states & political subdivisions | $421,000 | 5,549 |
| Other domestic debt securities | $500,000 | 2,303 |
| 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 | $500,000 | 1,729 |
| 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 | $409,000 | 6,642 |
| Mortgage-backed securities | $409,000 | 5,770 |
| Certificates of participation in pools of residential mortgages | $409,000 | 5,371 |
| Issued or guaranteed by U.S. | $409,000 | 5,350 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,148 |
| Available-for-sale securities (fair market value) | $830,000 | 7,526 |
| Total debt securities | $1,330,000 | 8,073 |
| 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 | $1,361,000 | 8,190 |
| U.S. Government securities | $440,000 | 8,233 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $440,000 | 8,128 |
| Securities issued by states & political subdivisions | $421,000 | 5,605 |
| Other domestic debt securities | $500,000 | 2,333 |
| 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 | $500,000 | 1,760 |
| 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 | $440,000 | 6,688 |
| Mortgage-backed securities | $440,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $440,000 | 5,340 |
| Issued or guaranteed by U.S. | $440,000 | 5,316 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,221 |
| Available-for-sale securities (fair market value) | $861,000 | 7,577 |
| Total debt securities | $1,361,000 | 8,148 |
| 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 | $20,591,000 | 4,496 |
| U.S. Government securities | $17,736,000 | 4,091 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,736,000 | 3,964 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,855,000 | 1,327 |
| 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 | $2,855,000 | 893 |
| 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 | $1,465,000 | 6,125 |
| Mortgage-backed securities | $468,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $468,000 | 5,345 |
| Issued or guaranteed by U.S. | $468,000 | 5,322 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,268 |
| Available-for-sale securities (fair market value) | $20,091,000 | 3,976 |
| Total debt securities | $20,591,000 | 4,431 |
| 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 | $3,010,000 | 7,910 |
| U.S. Government securities | $2,510,000 | 7,719 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,510,000 | 7,589 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $500,000 | 2,434 |
| 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 | $500,000 | 1,896 |
| 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 | $519,000 | 6,667 |
| Mortgage-backed securities | $519,000 | 5,722 |
| Certificates of participation in pools of residential mortgages | $519,000 | 5,311 |
| Issued or guaranteed by U.S. | $519,000 | 5,292 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,331 |
| Available-for-sale securities (fair market value) | $2,510,000 | 7,243 |
| Total debt securities | $3,010,000 | 7,866 |
| 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 | $1,056,000 | 8,385 |
| U.S. Government securities | $556,000 | 8,335 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $556,000 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $500,000 | 2,525 |
| 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 | $500,000 | 2,023 |
| 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 | $556,000 | 6,679 |
| Mortgage-backed securities | $556,000 | 5,749 |
| Certificates of participation in pools of residential mortgages | $556,000 | 5,311 |
| Issued or guaranteed by U.S. | $556,000 | 5,290 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,400 |
| Available-for-sale securities (fair market value) | $556,000 | 7,765 |
| Total debt securities | $1,056,000 | 8,337 |
| 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 | $1,127,000 | 8,403 |
| U.S. Government securities | $627,000 | 8,348 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $627,000 | 8,241 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $500,000 | 2,580 |
| 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 | $500,000 | 2,111 |
| 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 | $627,000 | 6,668 |
| Mortgage-backed securities | $627,000 | 5,733 |
| Certificates of participation in pools of residential mortgages | $627,000 | 5,283 |
| Issued or guaranteed by U.S. | $627,000 | 5,265 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,446 |
| Available-for-sale securities (fair market value) | $627,000 | 7,778 |
| Total debt securities | $1,127,000 | 8,361 |
| 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 | $4,492,000 | 7,647 |
| U.S. Government securities | $688,000 | 8,364 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $688,000 | 8,251 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $500,000 | 2,661 |
| 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 | $500,000 | 2,195 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,304,000 | 658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $688,000 | 6,644 |
| Mortgage-backed securities | $688,000 | 5,736 |
| Certificates of participation in pools of residential mortgages | $688,000 | 5,275 |
| Issued or guaranteed by U.S. | $688,000 | 5,252 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,510 |
| Available-for-sale securities (fair market value) | $3,992,000 | 6,971 |
| Total debt securities | $1,188,000 | 8,377 |
| 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 | $4,672,000 | 7,667 |
| U.S. Government securities | $752,000 | 8,411 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $752,000 | 8,295 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $500,000 | 2,725 |
| 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 | $500,000 | 2,288 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $3,420,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $751,000 | 6,647 |
| Mortgage-backed securities | $752,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,293 |
| Issued or guaranteed by U.S. | $752,000 | 5,277 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,548 |
| Available-for-sale securities (fair market value) | $4,172,000 | 7,008 |
| Total debt securities | $1,252,000 | 8,433 |
| 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 | $5,591,000 | 7,487 |
| U.S. Government securities | $851,000 | 8,414 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $851,000 | 8,299 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,700,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,700,000 | 1,534 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $3,040,000 | 748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $851,000 | 6,606 |
| Mortgage-backed securities | $851,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $851,000 | 5,248 |
| Issued or guaranteed by U.S. | $851,000 | 5,232 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,598 |
| Available-for-sale securities (fair market value) | $5,091,000 | 6,813 |
| Total debt securities | $2,551,000 | 8,186 |
| 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 | $17,332,000 | 5,120 |
| U.S. Government securities | $895,000 | 8,456 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $895,000 | 8,341 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $13,005,000 | 694 |
| 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 | $13,005,000 | 454 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,432,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $895,000 | 6,619 |
| Mortgage-backed securities | $895,000 | 5,730 |
| Certificates of participation in pools of residential mortgages | $895,000 | 5,232 |
| Issued or guaranteed by U.S. | $895,000 | 5,219 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,669 |
| Available-for-sale securities (fair market value) | $16,832,000 | 4,523 |
| Total debt securities | $13,900,000 | 5,654 |
| 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 | $12,749,000 | 6,003 |
| U.S. Government securities | $956,000 | 8,518 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $956,000 | 8,397 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $8,109,000 | 920 |
| 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 | $8,109,000 | 654 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,684,000 | 727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $956,000 | 6,611 |
| Mortgage-backed securities | $956,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $956,000 | 5,254 |
| Issued or guaranteed by U.S. | $956,000 | 5,238 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 3,994 |
| Available-for-sale securities (fair market value) | $12,499,000 | 5,313 |
| Total debt securities | $9,065,000 | 6,701 |
| 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 | $10,281,000 | 6,513 |
| U.S. Government securities | $1,125,000 | 8,437 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,125,000 | 8,307 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $5,460,000 | 1,210 |
| 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 | $5,460,000 | 907 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,696,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,125,000 | 6,431 |
| Mortgage-backed securities | $1,125,000 | 5,666 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 5,151 |
| Issued or guaranteed by U.S. | $1,125,000 | 5,135 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,045 |
| Available-for-sale securities (fair market value) | $10,031,000 | 5,812 |
| Total debt securities | $6,585,000 | 7,274 |
| 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 | $12,698,000 | 6,063 |
| U.S. Government securities | $3,238,000 | 7,811 |
| U.S. Treasury securities | $2,013,000 | 1,114 |
| U.S. Government agency obligations | $1,225,000 | 8,347 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $5,460,000 | 1,205 |
| 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 | $5,460,000 | 975 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $4,000,000 | 717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,000 | 6,355 |
| Mortgage-backed securities | $1,225,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $1,225,000 | 5,100 |
| Issued or guaranteed by U.S. | $1,225,000 | 5,082 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,105 |
| Available-for-sale securities (fair market value) | $12,448,000 | 5,374 |
| Total debt securities | $8,698,000 | 6,820 |
| 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 | $7,672,000 | 7,080 |
| U.S. Government securities | $3,422,000 | 7,671 |
| U.S. Treasury securities | $2,026,000 | 1,116 |
| U.S. Government agency obligations | $1,396,000 | 8,266 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $250,000 | 3,504 |
| 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 | $250,000 | 3,134 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $4,000,000 | 767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,396,000 | 6,252 |
| Mortgage-backed securities | $1,396,000 | 5,516 |
| Certificates of participation in pools of residential mortgages | $1,396,000 | 4,968 |
| Issued or guaranteed by U.S. | $1,396,000 | 4,948 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,136 |
| Available-for-sale securities (fair market value) | $7,422,000 | 6,343 |
| Total debt securities | $3,672,000 | 8,032 |
| 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 | $23,132,000 | 4,264 |
| U.S. Government securities | $3,699,000 | 7,550 |
| U.S. Treasury securities | $2,039,000 | 1,127 |
| U.S. Government agency obligations | $1,660,000 | 8,168 |
| Securities issued by states & political subdivisions | $11,108,000 | 1,733 |
| Other domestic debt securities | $4,325,000 | 1,509 |
| 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 | $4,325,000 | 1,237 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,000,000 | 794 |
| 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 | $1,660,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $1,660,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,660,000 | 4,862 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,191 |
| Available-for-sale securities (fair market value) | $22,882,000 | 3,723 |
| Total debt securities | $19,132,000 | 4,719 |
| 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 | $22,701,000 | 4,302 |
| U.S. Government securities | $7,593,000 | 6,276 |
| U.S. Treasury securities | $2,049,000 | 1,149 |
| U.S. Government agency obligations | $5,544,000 | 6,751 |
| Securities issued by states & political subdivisions | $5,616,000 | 2,761 |
| Other domestic debt securities | $5,492,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,492,000 | 1,068 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,000,000 | 797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,044,000 | 5,830 |
| Mortgage-backed securities | $2,044,000 | 5,300 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 4,634 |
| Issued or guaranteed by U.S. | $2,044,000 | 4,616 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,260 |
| Available-for-sale securities (fair market value) | $22,451,000 | 3,735 |
| Total debt securities | $18,701,000 | 4,762 |
| 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 | $15,096,000 | 5,456 |
| U.S. Government securities | $4,299,000 | 7,418 |
| U.S. Treasury securities | $2,007,000 | 1,273 |
| U.S. Government agency obligations | $2,292,000 | 8,020 |
| Securities issued by states & political subdivisions | $2,500,000 | 3,996 |
| Other domestic debt securities | $4,297,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,297,000 | 1,271 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,000,000 | 792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,299,000 | 4,695 |
| Mortgage-backed securities | $2,292,000 | 5,177 |
| Certificates of participation in pools of residential mortgages | $2,292,000 | 4,481 |
| Issued or guaranteed by U.S. | $2,292,000 | 4,467 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,329 |
| Available-for-sale securities (fair market value) | $14,846,000 | 4,747 |
| Total debt securities | $11,096,000 | 6,172 |
| 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 | $15,288,000 | 5,312 |
| U.S. Government securities | $5,082,000 | 7,199 |
| U.S. Treasury securities | $2,069,000 | 1,350 |
| U.S. Government agency obligations | $3,013,000 | 7,841 |
| Securities issued by states & political subdivisions | $126,000 | 6,698 |
| Other domestic debt securities | $8,080,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,080,000 | 828 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,082,000 | 4,369 |
| Mortgage-backed securities | $3,013,000 | 4,715 |
| Certificates of participation in pools of residential mortgages | $3,013,000 | 3,874 |
| Issued or guaranteed by U.S. | $3,013,000 | 3,858 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $15,288,000 | 4,561 |
| Total debt securities | $13,288,000 | 5,634 |
| 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 | $40,982,000 | 2,638 |
| U.S. Government securities | $40,408,000 | 1,971 |
| U.S. Treasury securities | $2,215,000 | 1,801 |
| U.S. Government agency obligations | $38,193,000 | 1,941 |
| Securities issued by states & political subdivisions | $124,000 | 6,911 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $450,000 | 4,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,129,000 | 1,754 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $40,982,000 | 2,094 |
| Total debt securities | $40,532,000 | 2,555 |
| 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 | $44,227,000 | 2,554 |
| U.S. Government securities | $43,723,000 | 1,923 |
| U.S. Treasury securities | $2,244,000 | 2,549 |
| U.S. Government agency obligations | $41,479,000 | 1,831 |
| Securities issued by states & political subdivisions | $123,000 | 7,241 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $381,000 | 4,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,898,000 | 2,114 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $44,227,000 | 1,960 |
| Total debt securities | $43,846,000 | 2,487 |
| 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 | $35,751,000 | 3,117 |
| U.S. Government securities | $28,214,000 | 2,971 |
| U.S. Treasury securities | $2,012,000 | 3,947 |
| U.S. Government agency obligations | $26,202,000 | 2,675 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $7,537,000 | 904 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,537,000 | 709 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,013,000 | 4,794 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $35,751,000 | 2,361 |
| Total debt securities | $35,751,000 | 3,033 |
| 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 | $29,780,000 | 3,656 |
| U.S. Government securities | $29,780,000 | 2,930 |
| U.S. Treasury securities | $2,003,000 | 5,177 |
| U.S. Government agency obligations | $27,777,000 | 2,458 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,651 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $29,780,000 | 2,634 |
| Total debt securities | $29,780,000 | 3,559 |
| 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 | $10,493,000 | 7,761 |
| U.S. Government securities | $10,493,000 | 6,825 |
| U.S. Treasury securities | $1,998,000 | 6,033 |
| U.S. Government agency obligations | $8,495,000 | 6,036 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,995,000 | 4,628 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,493,000 | 5,842 |
| Total debt securities | $10,493,000 | 7,628 |
| 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 | $9,329,000 | 8,509 |
| U.S. Government securities | $9,329,000 | 7,574 |
| U.S. Treasury securities | $4,269,000 | 5,032 |
| U.S. Government agency obligations | $5,060,000 | 7,669 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,004,000 | 5,952 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $9,329,000 | 6,339 |
| Total debt securities | $9,329,000 | 8,393 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,523,000 | 10,609 |
| U.S. Government securities | $5,505,000 | 9,896 |
| U.S. Treasury securities | $5,505,000 | 5,227 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,787,000 | 7,321 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $5,523,000 | 6,586 |
| Total debt securities | $5,505,000 | 10,503 |
| 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 |