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Fidelity Bank, Securities
| 2010-12-31 | Rank | |
| Total securities | $4,486,000 | 6,637 |
| U.S. Government securities | $4,486,000 | 6,037 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,486,000 | 5,905 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $4,486,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 4,617 |
| Issued or guaranteed by U.S. | $1,172,000 | 4,610 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,314,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $3,314,000 | 2,053 |
| 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) | $4,486,000 | 6,126 |
| Total debt securities | $4,486,000 | 6,600 |
| 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 | $5,848,000 | 6,402 |
| U.S. Government securities | $4,883,000 | 5,936 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,883,000 | 5,809 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $965,000 | 647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $4,883,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $1,207,000 | 4,593 |
| Issued or guaranteed by U.S. | $1,207,000 | 4,586 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,676,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $3,676,000 | 1,958 |
| 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) | $5,848,000 | 5,899 |
| Total debt securities | $4,883,000 | 6,532 |
| 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 | $8,015,000 | 6,108 |
| U.S. Government securities | $7,065,000 | 5,554 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,065,000 | 5,437 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $950,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $7,065,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $1,981,000 | 4,302 |
| Issued or guaranteed by U.S. | $1,981,000 | 4,294 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,084,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $5,084,000 | 1,655 |
| 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) | $8,015,000 | 5,616 |
| Total debt securities | $7,065,000 | 6,218 |
| 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 | $8,297,000 | 6,092 |
| U.S. Government securities | $7,352,000 | 5,551 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,352,000 | 5,441 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $945,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $7,352,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 4,379 |
| Issued or guaranteed by U.S. | $2,072,000 | 4,372 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,280,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $5,280,000 | 1,563 |
| 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) | $8,297,000 | 5,605 |
| Total debt securities | $7,352,000 | 6,225 |
| 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 | $8,669,000 | 6,024 |
| U.S. Government securities | $7,725,000 | 5,443 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,725,000 | 5,347 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $944,000 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $7,725,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $2,222,000 | 4,403 |
| Issued or guaranteed by U.S. | $2,222,000 | 4,397 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,503,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $5,503,000 | 1,509 |
| 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) | $8,669,000 | 5,534 |
| Total debt securities | $7,725,000 | 6,151 |
| 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 | $9,441,000 | 5,926 |
| U.S. Government securities | $8,509,000 | 5,294 |
| U.S. Treasury securities | $2,999,000 | 489 |
| U.S. Government agency obligations | $5,510,000 | 5,922 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $932,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,874,000 | 4,156 |
| Mortgage-backed securities | $3,496,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $2,883,000 | 4,275 |
| Issued or guaranteed by U.S. | $2,883,000 | 4,268 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $613,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,763 |
| 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) | $9,441,000 | 5,420 |
| Total debt securities | $8,509,000 | 6,048 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,014,000 | 1,100 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $9,363,000 | 5,938 |
| U.S. Government securities | $8,599,000 | 5,267 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,599,000 | 5,173 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $764,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,670,000 | 3,974 |
| Mortgage-backed securities | $6,601,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $5,888,000 | 3,456 |
| Issued or guaranteed by U.S. | $5,888,000 | 3,443 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $713,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 2,709 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,363,000 | 5,431 |
| Total debt securities | $8,597,000 | 6,029 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,998,000 | 784 |
| 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 | $16,309,000 | 4,886 |
| U.S. Government securities | $15,488,000 | 4,114 |
| U.S. Treasury securities | $1,500,000 | 566 |
| U.S. Government agency obligations | $13,988,000 | 4,291 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $821,000 | 830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,460,000 | 3,328 |
| Mortgage-backed securities | $9,948,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $8,521,000 | 2,991 |
| Issued or guaranteed by U.S. | $8,521,000 | 2,978 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,427,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $1,427,000 | 2,336 |
| 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) | $16,309,000 | 4,417 |
| Total debt securities | $15,488,000 | 4,967 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,000,000 | 978 |
| 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 | $14,936,000 | 5,130 |
| U.S. Government securities | $13,951,000 | 4,404 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,951,000 | 4,322 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $985,000 | 740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,370,000 | 3,237 |
| Mortgage-backed securities | $7,921,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $4,480,000 | 3,876 |
| Issued or guaranteed by U.S. | $4,480,000 | 3,863 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,441,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $3,441,000 | 1,754 |
| 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) | $14,936,000 | 4,619 |
| Total debt securities | $13,952,000 | 5,228 |
| 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 | $12,375,000 | 5,464 |
| U.S. Government securities | $11,301,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,301,000 | 4,748 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $1,074,000 | 719 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,632 |
| Mortgage-backed securities | $4,811,000 | 4,266 |
| Certificates of participation in pools of residential mortgages | $1,560,000 | 4,886 |
| Issued or guaranteed by U.S. | $1,560,000 | 4,870 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,251,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $3,251,000 | 1,712 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $12,375,000 | 4,950 |
| Total debt securities | $11,301,000 | 5,609 |
| 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 | $10,021,000 | 5,936 |
| U.S. Government securities | $8,842,000 | 5,377 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,842,000 | 5,300 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $1,179,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,863 |
| Mortgage-backed securities | $4,843,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $1,632,000 | 4,863 |
| Issued or guaranteed by U.S. | $1,632,000 | 4,843 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,211,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $3,211,000 | 1,724 |
| 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) | $10,021,000 | 5,416 |
| Total debt securities | $8,842,000 | 6,077 |
| 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 | $15,081,000 | 5,106 |
| U.S. Government securities | $13,841,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,841,000 | 4,347 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $1,240,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,000,000 | 4,193 |
| Mortgage-backed securities | $5,260,000 | 4,036 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,708 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,686 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,429,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $3,429,000 | 1,655 |
| 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) | $15,081,000 | 4,615 |
| Total debt securities | $13,841,000 | 5,215 |
| 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 | $20,817,000 | 4,359 |
| U.S. Government securities | $19,573,000 | 3,643 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,573,000 | 3,569 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $1,244,000 | 915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,800,000 | 3,821 |
| Mortgage-backed securities | $5,206,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $1,928,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,928,000 | 4,382 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,278,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $3,278,000 | 1,613 |
| 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) | $20,817,000 | 3,860 |
| Total debt securities | $19,572,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $793,000 | 1,776 |
| Fair value | $800,000 | 1,768 |
| 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 | $24,746,000 | 3,927 |
| U.S. Government securities | $23,508,000 | 3,233 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,508,000 | 3,170 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $1,238,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,400,000 | 3,925 |
| Mortgage-backed securities | $5,316,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $1,997,000 | 4,195 |
| Issued or guaranteed by U.S. | $1,997,000 | 4,182 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,319,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $3,319,000 | 1,555 |
| 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) | $24,746,000 | 3,466 |
| Total debt securities | $23,507,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $1,292,000 | 1,579 |
| Fair value | $1,297,000 | 1,575 |
| 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 | $26,628,000 | 3,729 |
| U.S. Government securities | $25,396,000 | 3,067 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $25,396,000 | 2,991 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $1,232,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,400,000 | 3,697 |
| Mortgage-backed securities | $5,510,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $2,081,000 | 4,122 |
| Issued or guaranteed by U.S. | $2,081,000 | 4,110 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,429,000 | 1,798 |
| CMOs issued by government agencies or sponsored agencies | $3,429,000 | 1,524 |
| 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) | $26,628,000 | 3,278 |
| Total debt securities | $25,395,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $2,289,000 | 1,220 |
| Fair value | $2,277,000 | 1,216 |
| 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 | $28,773,000 | 3,539 |
| U.S. Government securities | $27,540,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $27,540,000 | 2,819 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $1,233,000 | 922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,400,000 | 3,709 |
| Mortgage-backed securities | $5,962,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $2,239,000 | 4,046 |
| Issued or guaranteed by U.S. | $2,239,000 | 4,027 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,723,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $3,723,000 | 1,467 |
| 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) | $28,773,000 | 3,089 |
| Total debt securities | $27,540,000 | 3,607 |
| Structured notes | ||
| Amortized cost | $3,281,000 | 979 |
| Fair value | $3,283,000 | 972 |
| 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 | $29,908,000 | 3,478 |
| U.S. Government securities | $28,659,000 | 2,825 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,659,000 | 2,747 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $1,249,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,400,000 | 3,711 |
| Mortgage-backed securities | $6,146,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $2,370,000 | 3,987 |
| Issued or guaranteed by U.S. | $2,370,000 | 3,974 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,776,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $3,776,000 | 1,484 |
| 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) | $29,908,000 | 3,021 |
| Total debt securities | $28,660,000 | 3,534 |
| Structured notes | ||
| Amortized cost | $3,276,000 | 1,062 |
| Fair value | $3,270,000 | 1,058 |
| 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 | $30,607,000 | 3,451 |
| U.S. Government securities | $29,359,000 | 2,813 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $29,359,000 | 2,730 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $1,248,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,400,000 | 3,728 |
| Mortgage-backed securities | $6,476,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 3,895 |
| Issued or guaranteed by U.S. | $2,554,000 | 3,874 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,922,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $3,922,000 | 1,427 |
| 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) | $30,607,000 | 2,995 |
| Total debt securities | $29,359,000 | 3,497 |
| Structured notes | ||
| Amortized cost | $3,296,000 | 1,143 |
| Fair value | $3,254,000 | 1,143 |
| 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 | $31,121,000 | 3,401 |
| U.S. Government securities | $29,875,000 | 2,766 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $29,875,000 | 2,680 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $1,246,000 | 951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,400,000 | 3,716 |
| Mortgage-backed securities | $6,816,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $2,700,000 | 3,823 |
| Issued or guaranteed by U.S. | $2,700,000 | 3,808 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,116,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $4,116,000 | 1,381 |
| 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) | $31,121,000 | 2,955 |
| Total debt securities | $29,875,000 | 3,465 |
| Structured notes | ||
| Amortized cost | $3,795,000 | 1,090 |
| Fair value | $3,711,000 | 1,086 |
| 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 | $32,033,000 | 3,388 |
| U.S. Government securities | $30,784,000 | 2,736 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,784,000 | 2,651 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $1,249,000 | 973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,900,000 | 3,827 |
| Mortgage-backed securities | $7,426,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $2,857,000 | 3,794 |
| Issued or guaranteed by U.S. | $2,857,000 | 3,778 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,569,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $4,569,000 | 1,323 |
| 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) | $32,033,000 | 2,935 |
| Total debt securities | $30,784,000 | 3,437 |
| Structured notes | ||
| Amortized cost | $3,793,000 | 1,099 |
| Fair value | $3,736,000 | 1,098 |
| 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 | $33,653,000 | 3,239 |
| U.S. Government securities | $32,403,000 | 2,601 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,403,000 | 2,524 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $1,250,000 | 998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,900,000 | 3,809 |
| Mortgage-backed securities | $7,958,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $3,022,000 | 3,733 |
| Issued or guaranteed by U.S. | $3,022,000 | 3,718 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,936,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $4,936,000 | 1,274 |
| 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) | $33,653,000 | 2,797 |
| Total debt securities | $32,404,000 | 3,300 |
| Structured notes | ||
| Amortized cost | $3,792,000 | 1,098 |
| Fair value | $3,744,000 | 1,094 |
| 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 | $26,010,000 | 3,899 |
| U.S. Government securities | $24,756,000 | 3,215 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,756,000 | 3,101 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $1,254,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,900,000 | 4,044 |
| Mortgage-backed securities | $8,623,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $2,780,000 | 3,892 |
| Issued or guaranteed by U.S. | $2,780,000 | 3,878 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,843,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $5,843,000 | 1,174 |
| 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) | $26,010,000 | 3,372 |
| Total debt securities | $24,758,000 | 3,971 |
| Structured notes | ||
| Amortized cost | $3,291,000 | 1,177 |
| Fair value | $3,278,000 | 1,174 |
| 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 | $26,316,000 | 3,906 |
| U.S. Government securities | $25,056,000 | 3,231 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $25,056,000 | 3,111 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $1,260,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,925 |
| Mortgage-backed securities | $9,445,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,087 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,072 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,911,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $6,911,000 | 1,114 |
| 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) | $26,316,000 | 3,388 |
| Total debt securities | $25,056,000 | 3,971 |
| Structured notes | ||
| Amortized cost | $3,787,000 | 1,081 |
| Fair value | $3,788,000 | 1,077 |
| 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 | $23,521,000 | 4,263 |
| U.S. Government securities | $22,259,000 | 3,583 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,259,000 | 3,457 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $1,262,000 | 1,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,442,000 | 5,670 |
| Mortgage-backed securities | $11,078,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $2,745,000 | 4,077 |
| Issued or guaranteed by U.S. | $2,745,000 | 4,065 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,333,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $8,333,000 | 1,035 |
| 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) | $23,521,000 | 3,700 |
| Total debt securities | $22,259,000 | 4,364 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,491,000 | 1,761 |
| 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 | $20,952,000 | 4,589 |
| U.S. Government securities | $19,686,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,686,000 | 3,781 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $1,266,000 | 1,083 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $9,834,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 4,041 |
| Issued or guaranteed by U.S. | $2,933,000 | 4,029 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,901,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $6,901,000 | 1,155 |
| 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) | $20,952,000 | 3,992 |
| Total debt securities | $19,685,000 | 4,708 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,502,000 | 1,719 |
| 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 | $16,937,000 | 5,190 |
| U.S. Government securities | $15,668,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,668,000 | 4,340 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $1,269,000 | 1,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $7,246,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 4,443 |
| Issued or guaranteed by U.S. | $2,111,000 | 4,431 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,135,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $5,135,000 | 1,355 |
| 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) | $16,937,000 | 4,516 |
| Total debt securities | $15,668,000 | 5,330 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,000,000 | 2,082 |
| 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 | $14,082,000 | 5,747 |
| U.S. Government securities | $12,813,000 | 5,127 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,813,000 | 4,973 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $1,269,000 | 1,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $5,620,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $2,261,000 | 4,418 |
| Issued or guaranteed by U.S. | $2,261,000 | 4,405 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,359,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $3,359,000 | 1,649 |
| 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) | $14,082,000 | 5,051 |
| Total debt securities | $12,813,000 | 5,911 |
| 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 | $12,695,000 | 5,983 |
| U.S. Government securities | $11,420,000 | 5,405 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,420,000 | 5,254 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $1,275,000 | 1,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $5,434,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 4,339 |
| Issued or guaranteed by U.S. | $2,553,000 | 4,329 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,881,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $2,881,000 | 1,803 |
| 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) | $12,695,000 | 5,261 |
| Total debt securities | $11,421,000 | 6,185 |
| 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 | $12,515,000 | 6,100 |
| U.S. Government securities | $10,740,000 | 5,581 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,740,000 | 5,421 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $1,775,000 | 1,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $5,859,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $2,717,000 | 4,233 |
| Issued or guaranteed by U.S. | $2,717,000 | 4,219 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,142,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $3,142,000 | 1,826 |
| 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) | $12,515,000 | 5,354 |
| Total debt securities | $10,740,000 | 6,366 |
| 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 | $10,935,000 | 6,341 |
| U.S. Government securities | $6,544,000 | 6,614 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,544,000 | 6,437 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,366,000 | 1,451 |
| Privately issued residential mortgage-backed securities | $4,366,000 | 410 |
| 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 | $25,000 | 2,228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $10,910,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | $2,955,000 | 4,118 |
| Issued or guaranteed by U.S. | $2,955,000 | 4,103 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,955,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $3,589,000 | 1,757 |
| Privately issued | $4,366,000 | 365 |
| 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) | $10,935,000 | 5,616 |
| Total debt securities | $10,910,000 | 6,257 |
| 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 | $10,174,000 | 6,457 |
| U.S. Government securities | $6,651,000 | 6,516 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,651,000 | 6,333 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,498,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $3,498,000 | 446 |
| 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 | $25,000 | 2,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $10,149,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $2,344,000 | 4,482 |
| Issued or guaranteed by U.S. | $2,344,000 | 4,464 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,805,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $4,307,000 | 1,746 |
| Privately issued | $3,498,000 | 396 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $10,174,000 | 5,698 |
| Total debt securities | $10,150,000 | 6,364 |
| 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 | $10,708,000 | 6,357 |
| U.S. Government securities | $4,334,000 | 7,401 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,334,000 | 7,199 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $4,373,000 | 1,515 |
| Privately issued residential mortgage-backed securities | $4,373,000 | 422 |
| 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 | $2,001,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $8,707,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $4,334,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,334,000 | 3,635 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,373,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $4,373,000 | 372 |
| 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) | $10,708,000 | 5,580 |
| Total debt securities | $8,707,000 | 6,688 |
| 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 | $7,752,000 | 7,088 |
| U.S. Government securities | $6,752,000 | 6,562 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,752,000 | 6,370 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $6,752,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $4,784,000 | 3,475 |
| Issued or guaranteed by U.S. | $4,784,000 | 3,461 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,968,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $1,968,000 | 2,518 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $7,752,000 | 6,257 |
| Total debt securities | $6,752,000 | 7,254 |
| 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 | $1,001,000 | 9,155 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,001,000 | 1,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $1,001,000 | 8,250 |
| Total debt securities | $0 | 9,380 |
| 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 | $231,000 | 9,711 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| Equity securities | $231,000 | 5,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $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) | $231,000 | 8,926 |
| Total debt securities | $0 | 9,692 |
| 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 | $154,000 | 10,067 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | NA | NA |
| Equity securities | $154,000 | 6,134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| 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) | $154,000 | 9,284 |
| Total debt securities | $0 | 10,026 |
| 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 |