Home > First Mariner Bank > Securities
First Mariner Bank, Securities
| 2017-12-31 | Rank | |
| Total securities | $125,665,000 | 1,091 |
| U.S. Government securities | $116,888,000 | 777 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $116,888,000 | 738 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $8,033,000 | 650 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $8,033,000 | 478 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $744,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,436,000 | 728 |
| Mortgage-backed securities | $111,238,000 | 597 |
| Certificates of participation in pools of residential mortgages | $61,811,000 | 621 |
| Issued or guaranteed by U.S. | $61,811,000 | 621 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $29,397,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $29,397,000 | 547 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $20,030,000 | 356 |
| Commercial mortgage pass-through securities | $20,030,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $125,665,000 | 967 |
| Total debt securities | $124,919,000 | 1,080 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $130,770,000 | 1,057 |
| U.S. Government securities | $121,945,000 | 755 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $121,945,000 | 717 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $8,076,000 | 653 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $8,076,000 | 492 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $749,000 | 564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,395,000 | 719 |
| Mortgage-backed securities | $115,963,000 | 574 |
| Certificates of participation in pools of residential mortgages | $64,559,000 | 600 |
| Issued or guaranteed by U.S. | $64,559,000 | 600 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $31,085,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $31,085,000 | 534 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $20,319,000 | 345 |
| Commercial mortgage pass-through securities | $20,319,000 | 188 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $130,770,000 | 930 |
| Total debt securities | $130,023,000 | 1,049 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $135,524,000 | 1,047 |
| U.S. Government securities | $126,734,000 | 741 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $126,734,000 | 702 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $8,042,000 | 670 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $8,042,000 | 506 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $748,000 | 570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,139,000 | 718 |
| Mortgage-backed securities | $120,452,000 | 563 |
| Certificates of participation in pools of residential mortgages | $67,241,000 | 601 |
| Issued or guaranteed by U.S. | $67,241,000 | 601 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $32,495,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $32,495,000 | 522 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $20,716,000 | 332 |
| Commercial mortgage pass-through securities | $20,716,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $135,524,000 | 919 |
| Total debt securities | $134,776,000 | 1,038 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $139,051,000 | 1,039 |
| U.S. Government securities | $130,313,000 | 739 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $130,313,000 | 704 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $7,994,000 | 681 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $7,994,000 | 511 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $744,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,295,000 | 719 |
| Mortgage-backed securities | $123,787,000 | 553 |
| Certificates of participation in pools of residential mortgages | $68,861,000 | 590 |
| Issued or guaranteed by U.S. | $68,861,000 | 590 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $34,214,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $34,214,000 | 510 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $20,712,000 | 326 |
| Commercial mortgage pass-through securities | $20,712,000 | 172 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $139,051,000 | 915 |
| Total debt securities | $138,306,000 | 1,027 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $143,471,000 | 993 |
| U.S. Government securities | $134,760,000 | 697 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $134,760,000 | 657 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $7,967,000 | 675 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $7,967,000 | 500 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $744,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,782,000 | 630 |
| Mortgage-backed securities | $128,056,000 | 520 |
| Certificates of participation in pools of residential mortgages | $71,518,000 | 564 |
| Issued or guaranteed by U.S. | $71,518,000 | 564 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $35,734,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $35,734,000 | 492 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $20,804,000 | 316 |
| Commercial mortgage pass-through securities | $20,804,000 | 173 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $143,471,000 | 861 |
| Total debt securities | $142,726,000 | 984 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $155,235,000 | 925 |
| U.S. Government securities | $146,245,000 | 640 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $146,245,000 | 611 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $8,222,000 | 665 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $8,222,000 | 494 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $768,000 | 576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,122,000 | 582 |
| Mortgage-backed securities | $139,116,000 | 493 |
| Certificates of participation in pools of residential mortgages | $78,107,000 | 521 |
| Issued or guaranteed by U.S. | $78,107,000 | 520 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $39,305,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $39,305,000 | 469 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $21,704,000 | 302 |
| Commercial mortgage pass-through securities | $21,704,000 | 165 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $155,235,000 | 808 |
| Total debt securities | $154,467,000 | 916 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $187,885,000 | 778 |
| U.S. Government securities | $178,874,000 | 555 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $178,874,000 | 527 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $8,240,000 | 673 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,240,000 | 495 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $771,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,231,000 | 2,198 |
| Mortgage-backed securities | $165,021,000 | 438 |
| Certificates of participation in pools of residential mortgages | $82,266,000 | 493 |
| Issued or guaranteed by U.S. | $82,266,000 | 492 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $60,891,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $60,891,000 | 349 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $21,864,000 | 285 |
| Commercial mortgage pass-through securities | $21,864,000 | 150 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $187,885,000 | 681 |
| Total debt securities | $187,112,000 | 772 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $195,817,000 | 752 |
| U.S. Government securities | $186,998,000 | 540 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $186,998,000 | 513 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $8,053,000 | 679 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,053,000 | 503 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $766,000 | 591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,834,000 | 2,175 |
| Mortgage-backed securities | $169,724,000 | 433 |
| Certificates of participation in pools of residential mortgages | $84,931,000 | 490 |
| Issued or guaranteed by U.S. | $84,931,000 | 490 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $63,056,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $63,056,000 | 348 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $21,737,000 | 275 |
| Commercial mortgage pass-through securities | $21,737,000 | 140 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $195,817,000 | 663 |
| Total debt securities | $195,051,000 | 749 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $175,487,000 | 851 |
| U.S. Government securities | $166,815,000 | 607 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $166,815,000 | 574 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $7,916,000 | 672 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,916,000 | 488 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $756,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,713,000 | 2,191 |
| Mortgage-backed securities | $149,179,000 | 473 |
| Certificates of participation in pools of residential mortgages | $76,902,000 | 540 |
| Issued or guaranteed by U.S. | $76,902,000 | 540 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $50,771,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $50,771,000 | 410 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $21,506,000 | 250 |
| Commercial mortgage pass-through securities | $21,506,000 | 134 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $175,487,000 | 734 |
| Total debt securities | $174,731,000 | 845 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $142,310,000 | 1,019 |
| U.S. Government securities | $133,648,000 | 741 |
| U.S. Treasury securities | $4,090,000 | 593 |
| U.S. Government agency obligations | $129,558,000 | 721 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $7,898,000 | 678 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,898,000 | 488 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $764,000 | 612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,305,000 | 2,559 |
| Mortgage-backed securities | $104,443,000 | 629 |
| Certificates of participation in pools of residential mortgages | $56,564,000 | 710 |
| Issued or guaranteed by U.S. | $56,564,000 | 710 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $25,543,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $25,543,000 | 644 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $22,336,000 | 233 |
| Commercial mortgage pass-through securities | $22,336,000 | 125 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $142,310,000 | 893 |
| Total debt securities | $141,544,000 | 1,013 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $68,366,000 | 2,005 |
| U.S. Government securities | $59,744,000 | 1,512 |
| U.S. Treasury securities | $4,025,000 | 620 |
| U.S. Government agency obligations | $55,719,000 | 1,534 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $7,865,000 | 676 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $7,865,000 | 479 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $757,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,616,000 | 4,078 |
| Mortgage-backed securities | $39,735,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $16,280,000 | 1,853 |
| Issued or guaranteed by U.S. | $16,280,000 | 1,853 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $23,455,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $23,455,000 | 716 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $68,366,000 | 1,814 |
| Total debt securities | $67,610,000 | 2,011 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $53,405,000 | 2,446 |
| U.S. Government securities | $49,586,000 | 1,819 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $49,586,000 | 1,745 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $3,052,000 | 1,112 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,052,000 | 852 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $767,000 | 623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,338,000 | 2,444 |
| Mortgage-backed securities | $37,868,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | $15,298,000 | 1,958 |
| Issued or guaranteed by U.S. | $15,298,000 | 1,958 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $22,570,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $22,570,000 | 748 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $53,405,000 | 2,233 |
| Total debt securities | $52,639,000 | 2,439 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $60,989,000 | 2,252 |
| U.S. Government securities | $57,161,000 | 1,607 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $57,161,000 | 1,543 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $3,068,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,068,000 | 849 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $760,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,259,000 | 2,221 |
| Mortgage-backed securities | $46,570,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $10,440,000 | 2,465 |
| Issued or guaranteed by U.S. | $10,440,000 | 2,461 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $36,130,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $36,130,000 | 546 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $60,989,000 | 2,036 |
| Total debt securities | $60,229,000 | 2,249 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $93,348,000 | 1,572 |
| U.S. Government securities | $89,272,000 | 1,113 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $89,272,000 | 1,063 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $3,045,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,045,000 | 868 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,031,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,393,000 | 2,807 |
| Mortgage-backed securities | $47,996,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $10,454,000 | 2,532 |
| Issued or guaranteed by U.S. | $10,454,000 | 2,529 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $37,542,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $37,542,000 | 547 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $93,348,000 | 1,394 |
| Total debt securities | $92,317,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $101,045,000 | 1,465 |
| U.S. Government securities | $96,252,000 | 1,053 |
| U.S. Treasury securities | $750,000 | 1,105 |
| U.S. Government agency obligations | $95,502,000 | 1,010 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $3,427,000 | 1,130 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $363,000 | 221 |
| Other domestic debt securities - All other | $3,064,000 | 884 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,366,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,986,000 | 1,141 |
| Mortgage-backed securities | $50,165,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $10,789,000 | 2,538 |
| Issued or guaranteed by U.S. | $10,789,000 | 2,538 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $39,376,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $39,376,000 | 540 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $101,045,000 | 1,295 |
| Total debt securities | $99,317,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $105,064,000 | 1,419 |
| U.S. Government securities | $99,916,000 | 1,028 |
| U.S. Treasury securities | $1,754,000 | 751 |
| U.S. Government agency obligations | $98,162,000 | 1,002 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $3,478,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $410,000 | 222 |
| Other domestic debt securities - All other | $3,068,000 | 918 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,670,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,085,000 | 781 |
| Mortgage-backed securities | $51,060,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $10,614,000 | 2,574 |
| Issued or guaranteed by U.S. | $10,614,000 | 2,574 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $40,446,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $40,446,000 | 527 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $105,064,000 | 1,260 |
| Total debt securities | $102,986,000 | 1,420 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $123,453,000 | 1,214 |
| U.S. Government securities | $118,524,000 | 875 |
| U.S. Treasury securities | $1,759,000 | 717 |
| U.S. Government agency obligations | $116,765,000 | 854 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $3,467,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $407,000 | 239 |
| Other domestic debt securities - All other | $3,060,000 | 943 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,462,000 | 517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,182,000 | 1,098 |
| Mortgage-backed securities | $60,329,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $10,520,000 | 2,588 |
| Issued or guaranteed by U.S. | $10,520,000 | 2,588 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $49,809,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $49,809,000 | 455 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $123,453,000 | 1,073 |
| Total debt securities | $121,585,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $134,039,000 | 1,143 |
| U.S. Government securities | $126,276,000 | 813 |
| U.S. Treasury securities | $2,765,000 | 579 |
| U.S. Government agency obligations | $123,511,000 | 801 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $6,271,000 | 889 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $3,195,000 | 114 |
| Other domestic debt securities - All other | $3,076,000 | 968 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,492,000 | 524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,359,000 | 1,127 |
| Mortgage-backed securities | $54,688,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $12,873,000 | 2,337 |
| Issued or guaranteed by U.S. | $12,873,000 | 2,335 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $41,815,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $41,815,000 | 516 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $134,039,000 | 1,011 |
| Total debt securities | $130,492,000 | 1,157 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $81,961,000 | 1,798 |
| U.S. Government securities | $76,174,000 | 1,303 |
| U.S. Treasury securities | $4,770,000 | 448 |
| U.S. Government agency obligations | $71,404,000 | 1,340 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $4,236,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $1,191,000 | 173 |
| Other domestic debt securities - All other | $3,045,000 | 985 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,551,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,424,000 | 1,218 |
| Mortgage-backed securities | $10,610,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $1,402,000 | 4,474 |
| Issued or guaranteed by U.S. | $1,402,000 | 4,470 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,208,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $9,208,000 | 1,383 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $81,961,000 | 1,616 |
| Total debt securities | $79,378,000 | 1,822 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $56,146,000 | 2,470 |
| U.S. Government securities | $50,683,000 | 1,882 |
| U.S. Treasury securities | $4,775,000 | 474 |
| U.S. Government agency obligations | $45,908,000 | 1,975 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $4,071,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $1,004,000 | 182 |
| Other domestic debt securities - All other | $3,067,000 | 960 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,392,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,486,000 | 1,129 |
| Mortgage-backed securities | $6,769,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $1,650,000 | 4,418 |
| Issued or guaranteed by U.S. | $1,650,000 | 4,416 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,119,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $5,119,000 | 1,862 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $56,146,000 | 2,273 |
| Total debt securities | $53,875,000 | 2,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $57,455,000 | 2,367 |
| U.S. Government securities | $46,452,000 | 1,984 |
| U.S. Treasury securities | $5,780,000 | 417 |
| U.S. Government agency obligations | $40,672,000 | 2,140 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $9,181,000 | 737 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $955,000 | 180 |
| Other domestic debt securities - All other | $8,226,000 | 512 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,822,000 | 494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,720,000 | 1,316 |
| Mortgage-backed securities | $7,136,000 | 3,706 |
| Certificates of participation in pools of residential mortgages | $1,939,000 | 4,343 |
| Issued or guaranteed by U.S. | $1,939,000 | 4,342 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,197,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $5,197,000 | 1,921 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $57,455,000 | 2,176 |
| Total debt securities | $55,022,000 | 2,432 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $45,132,000 | 2,886 |
| U.S. Government securities | $34,053,000 | 2,582 |
| U.S. Treasury securities | $3,038,000 | 532 |
| U.S. Government agency obligations | $31,015,000 | 2,680 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $9,081,000 | 763 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $857,000 | 187 |
| Other domestic debt securities - All other | $8,224,000 | 540 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,998,000 | 475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,111,000 | 1,344 |
| Mortgage-backed securities | $5,557,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 4,465 |
| Issued or guaranteed by U.S. | $1,960,000 | 4,463 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,597,000 | 2,363 |
| CMOs issued by government agencies or sponsored agencies | $3,597,000 | 2,259 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $45,132,000 | 2,658 |
| Total debt securities | $42,588,000 | 2,990 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $40,327,000 | 3,121 |
| U.S. Government securities | $29,040,000 | 2,907 |
| U.S. Treasury securities | $2,036,000 | 607 |
| U.S. Government agency obligations | $27,004,000 | 2,986 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $10,497,000 | 693 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $763,000 | 203 |
| Other domestic debt securities - All other | $9,734,000 | 493 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $790,000 | 655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,518,000 | 1,420 |
| Mortgage-backed securities | $3,610,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,506 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,505 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,652,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $1,652,000 | 2,759 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $40,327,000 | 2,882 |
| Total debt securities | $38,887,000 | 3,173 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $22,656,000 | 4,377 |
| U.S. Government securities | $11,449,000 | 4,760 |
| U.S. Treasury securities | $999,000 | 877 |
| U.S. Government agency obligations | $10,450,000 | 4,797 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $10,427,000 | 705 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $720,000 | 203 |
| Other domestic debt securities - All other | $9,707,000 | 490 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $780,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,854,000 | 2,599 |
| Mortgage-backed securities | $1,948,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $1,948,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,948,000 | 4,520 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $22,656,000 | 4,025 |
| Total debt securities | $21,261,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $22,531,000 | 4,321 |
| U.S. Government securities | $11,481,000 | 4,705 |
| U.S. Treasury securities | $1,004,000 | 797 |
| U.S. Government agency obligations | $10,477,000 | 4,758 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $10,268,000 | 715 |
| 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 | $682,000 | 195 |
| Other domestic debt securities - All other | $9,586,000 | 465 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $782,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,936,000 | 2,396 |
| Mortgage-backed securities | $1,959,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $1,959,000 | 4,458 |
| Issued or guaranteed by U.S. | $1,959,000 | 4,452 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $22,531,000 | 3,971 |
| Total debt securities | $21,141,000 | 4,418 |
| 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 | $22,496,000 | 4,258 |
| U.S. Government securities | $11,492,000 | 4,670 |
| U.S. Treasury securities | $1,015,000 | 815 |
| U.S. Government agency obligations | $10,477,000 | 4,726 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $10,218,000 | 706 |
| 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 | $701,000 | 199 |
| Other domestic debt securities - All other | $9,517,000 | 443 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $786,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,963,000 | 2,376 |
| Mortgage-backed securities | $1,963,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 4,419 |
| Issued or guaranteed by U.S. | $1,963,000 | 4,406 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $22,496,000 | 3,909 |
| Total debt securities | $21,088,000 | 4,355 |
| 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 | $56,370,000 | 2,320 |
| U.S. Government securities | $43,895,000 | 2,043 |
| U.S. Treasury securities | $1,027,000 | 872 |
| U.S. Government agency obligations | $42,868,000 | 2,028 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $11,709,000 | 633 |
| 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 | $959,000 | 187 |
| Other domestic debt securities - All other | $10,750,000 | 371 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $766,000 | 647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,581,000 | 1,084 |
| Mortgage-backed securities | $18,293,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $3,351,000 | 3,946 |
| Issued or guaranteed by U.S. | $3,351,000 | 3,933 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,942,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $14,942,000 | 1,093 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $56,370,000 | 2,094 |
| Total debt securities | $55,075,000 | 2,338 |
| 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 | $59,188,000 | 2,196 |
| U.S. Government securities | $46,726,000 | 1,955 |
| U.S. Treasury securities | $1,037,000 | 890 |
| U.S. Government agency obligations | $45,689,000 | 1,936 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $11,706,000 | 646 |
| 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 | $1,051,000 | 167 |
| Other domestic debt securities - All other | $10,655,000 | 362 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $756,000 | 658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,377,000 | 1,016 |
| Mortgage-backed securities | $11,853,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $1,708,000 | 4,463 |
| Issued or guaranteed by U.S. | $1,708,000 | 4,454 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,145,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $10,145,000 | 1,326 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $59,188,000 | 1,983 |
| Total debt securities | $57,877,000 | 2,205 |
| 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 | $27,629,000 | 3,685 |
| U.S. Government securities | $15,396,000 | 4,014 |
| U.S. Treasury securities | $1,001,000 | 949 |
| U.S. Government agency obligations | $14,395,000 | 4,028 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $11,475,000 | 689 |
| 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 | $987,000 | 175 |
| Other domestic debt securities - All other | $10,488,000 | 354 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $758,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,057,000 | 2,059 |
| Mortgage-backed securities | $2,324,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $1,716,000 | 4,367 |
| Issued or guaranteed by U.S. | $1,716,000 | 4,362 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $608,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,934 |
| 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) | $27,629,000 | 3,392 |
| Total debt securities | $26,393,000 | 3,752 |
| 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 | $24,701,000 | 3,897 |
| U.S. Government securities | $12,625,000 | 4,391 |
| U.S. Treasury securities | $1,002,000 | 875 |
| U.S. Government agency obligations | $11,623,000 | 4,428 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $11,300,000 | 700 |
| 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 | $885,000 | 200 |
| Other domestic debt securities - All other | $10,415,000 | 352 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $776,000 | 693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,201,000 | 2,271 |
| Mortgage-backed securities | $3,510,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $2,077,000 | 4,193 |
| Issued or guaranteed by U.S. | $2,077,000 | 4,185 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,433,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $1,433,000 | 2,520 |
| 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) | $24,701,000 | 3,576 |
| Total debt securities | $23,493,000 | 3,965 |
| 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 | $19,764,000 | 4,422 |
| U.S. Government securities | $7,437,000 | 5,477 |
| U.S. Treasury securities | $1,004,000 | 826 |
| U.S. Government agency obligations | $6,433,000 | 5,594 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $11,207,000 | 722 |
| 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 | $1,125,000 | 182 |
| Other domestic debt securities - All other | $10,082,000 | 345 |
| Foreign debt securities | $350,000 | 98 |
| Equity securities | $770,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,095,000 | 2,792 |
| Mortgage-backed securities | $3,924,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $2,156,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,156,000 | 4,229 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,768,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $1,768,000 | 2,307 |
| 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) | $19,764,000 | 4,013 |
| Total debt securities | $18,600,000 | 4,522 |
| 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 | $27,178,000 | 3,713 |
| U.S. Government securities | $8,876,000 | 5,239 |
| U.S. Treasury securities | $1,004,000 | 817 |
| U.S. Government agency obligations | $7,872,000 | 5,342 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $17,195,000 | 558 |
| Privately issued residential mortgage-backed securities | $2,128,000 | 838 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,302,000 | 181 |
| Other domestic debt securities - All other | $13,765,000 | 280 |
| Foreign debt securities | $350,000 | 102 |
| Equity securities | $757,000 | 737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,785,000 | 2,389 |
| Mortgage-backed securities | $10,000,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | $6,019,000 | 3,223 |
| Issued or guaranteed by U.S. | $6,019,000 | 3,216 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,981,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $1,853,000 | 2,224 |
| Privately issued | $2,128,000 | 802 |
| 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) | $27,178,000 | 3,379 |
| Total debt securities | $25,953,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $10,223,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $28,115,000 | 3,618 |
| U.S. Government securities | $9,343,000 | 5,103 |
| U.S. Treasury securities | $1,003,000 | 764 |
| U.S. Government agency obligations | $8,340,000 | 5,204 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $17,671,000 | 576 |
| Privately issued residential mortgage-backed securities | $3,402,000 | 747 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,432,000 | 185 |
| Other domestic debt securities - All other | $12,837,000 | 290 |
| Foreign debt securities | $350,000 | 98 |
| Equity securities | $751,000 | 748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,258,000 | 2,359 |
| Mortgage-backed securities | $11,742,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $6,116,000 | 3,266 |
| Issued or guaranteed by U.S. | $6,116,000 | 3,257 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,626,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $2,224,000 | 2,086 |
| Privately issued | $3,402,000 | 714 |
| 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) | $28,115,000 | 3,263 |
| Total debt securities | $26,817,000 | 3,683 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $10,750,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $30,311,000 | 3,468 |
| U.S. Government securities | $10,046,000 | 5,004 |
| U.S. Treasury securities | $1,004,000 | 723 |
| U.S. Government agency obligations | $9,042,000 | 5,092 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $19,154,000 | 586 |
| Privately issued residential mortgage-backed securities | $4,560,000 | 723 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,586,000 | 194 |
| Other domestic debt securities - All other | $13,008,000 | 307 |
| Foreign debt securities | $350,000 | 100 |
| Equity securities | $761,000 | 796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,354,000 | 2,189 |
| Mortgage-backed securities | $13,602,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $6,751,000 | 3,211 |
| Issued or guaranteed by U.S. | $6,751,000 | 3,203 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,851,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $2,291,000 | 2,047 |
| Privately issued | $4,560,000 | 695 |
| 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) | $30,311,000 | 3,120 |
| Total debt securities | $28,823,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $11,279,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $39,943,000 | 2,794 |
| U.S. Government securities | $17,260,000 | 3,801 |
| U.S. Treasury securities | $1,001,000 | 709 |
| U.S. Government agency obligations | $16,259,000 | 3,855 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $20,919,000 | 580 |
| Privately issued residential mortgage-backed securities | $5,130,000 | 696 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $2,091,000 | 182 |
| Other domestic debt securities - All other | $13,698,000 | 306 |
| Foreign debt securities | $750,000 | 80 |
| Equity securities | $1,014,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,238,000 | 1,745 |
| Mortgage-backed securities | $21,389,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $13,763,000 | 2,266 |
| Issued or guaranteed by U.S. | $13,763,000 | 2,258 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,626,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $2,496,000 | 1,969 |
| Privately issued | $5,130,000 | 669 |
| 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) | $39,943,000 | 2,484 |
| Total debt securities | $38,078,000 | 2,881 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $11,789,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $40,091,000 | 2,779 |
| U.S. Government securities | $18,474,000 | 3,703 |
| U.S. Treasury securities | $1,002,000 | 667 |
| U.S. Government agency obligations | $17,472,000 | 3,755 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $20,867,000 | 552 |
| Privately issued residential mortgage-backed securities | $5,026,000 | 712 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,841,000 | 280 |
| Foreign debt securities | $750,000 | 72 |
| 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 | $31,583,000 | 1,617 |
| Mortgage-backed securities | $22,498,000 | 2,214 |
| Certificates of participation in pools of residential mortgages | $14,853,000 | 2,195 |
| Issued or guaranteed by U.S. | $14,853,000 | 2,183 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,645,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 1,949 |
| Privately issued | $5,026,000 | 681 |
| 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) | $40,091,000 | 2,484 |
| Total debt securities | $40,092,000 | 2,753 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $12,378,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $39,416,000 | 2,808 |
| U.S. Government securities | $18,289,000 | 3,777 |
| U.S. Treasury securities | $1,003,000 | 634 |
| U.S. Government agency obligations | $17,286,000 | 3,833 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $20,377,000 | 527 |
| Privately issued residential mortgage-backed securities | $4,963,000 | 684 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,414,000 | 268 |
| Foreign debt securities | $750,000 | 65 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,517,000 | 2,697 |
| Mortgage-backed securities | $22,249,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $14,742,000 | 2,182 |
| Issued or guaranteed by U.S. | $14,742,000 | 2,171 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,507,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $2,544,000 | 1,941 |
| Privately issued | $4,963,000 | 654 |
| 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) | $39,416,000 | 2,502 |
| Total debt securities | $39,415,000 | 2,776 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $12,566,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $48,395,000 | 2,325 |
| U.S. Government securities | $18,068,000 | 3,748 |
| U.S. Treasury securities | $1,013,000 | 637 |
| U.S. Government agency obligations | $17,055,000 | 3,821 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $29,577,000 | 424 |
| Privately issued residential mortgage-backed securities | $5,505,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,072,000 | 188 |
| Foreign debt securities | $750,000 | 68 |
| 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 | $14,991,000 | 2,736 |
| Mortgage-backed securities | $22,560,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $14,617,000 | 2,112 |
| Issued or guaranteed by U.S. | $14,617,000 | 2,102 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,943,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $2,438,000 | 1,882 |
| Privately issued | $5,505,000 | 642 |
| 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) | $48,395,000 | 2,030 |
| Total debt securities | $48,395,000 | 2,297 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $12,194,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $45,754,000 | 2,497 |
| U.S. Government securities | $11,882,000 | 4,780 |
| U.S. Treasury securities | $1,016,000 | 621 |
| U.S. Government agency obligations | $10,866,000 | 4,882 |
| Securities issued by states & political subdivisions | $2,198,000 | 4,136 |
| Other domestic debt securities | $30,924,000 | 418 |
| Privately issued residential mortgage-backed securities | $5,610,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,314,000 | 207 |
| Foreign debt securities | $750,000 | 68 |
| 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 | $9,579,000 | 3,455 |
| Mortgage-backed securities | $16,476,000 | 2,537 |
| Certificates of participation in pools of residential mortgages | $8,438,000 | 2,884 |
| Issued or guaranteed by U.S. | $8,438,000 | 2,870 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,038,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $2,428,000 | 1,895 |
| Privately issued | $5,610,000 | 633 |
| 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) | $45,754,000 | 2,208 |
| Total debt securities | $45,753,000 | 2,444 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $34,183,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $43,133,000 | 2,588 |
| U.S. Government securities | $13,077,000 | 4,546 |
| U.S. Treasury securities | $1,027,000 | 640 |
| U.S. Government agency obligations | $12,050,000 | 4,651 |
| Securities issued by states & political subdivisions | $2,985,000 | 3,806 |
| Other domestic debt securities | $25,571,000 | 470 |
| Privately issued residential mortgage-backed securities | $5,637,000 | 629 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,934,000 | 251 |
| Foreign debt securities | $1,500,000 | 60 |
| 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 | $9,542,000 | 3,451 |
| Mortgage-backed securities | $17,687,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $9,506,000 | 2,626 |
| Issued or guaranteed by U.S. | $9,506,000 | 2,615 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,181,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $2,544,000 | 1,847 |
| Privately issued | $5,637,000 | 596 |
| 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) | $43,133,000 | 2,300 |
| Total debt securities | $43,133,000 | 2,544 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $36,327,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $44,520,000 | 2,542 |
| U.S. Government securities | $13,190,000 | 4,642 |
| U.S. Treasury securities | $1,018,000 | 707 |
| U.S. Government agency obligations | $12,172,000 | 4,752 |
| Securities issued by states & political subdivisions | $2,975,000 | 3,808 |
| Other domestic debt securities | $26,855,000 | 436 |
| Privately issued residential mortgage-backed securities | $5,907,000 | 577 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,948,000 | 243 |
| Foreign debt securities | $1,500,000 | 58 |
| 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 | $18,075,000 | 2,383 |
| Mortgage-backed securities | $18,079,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $9,810,000 | 2,305 |
| Issued or guaranteed by U.S. | $9,810,000 | 2,291 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,269,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $2,362,000 | 1,838 |
| Privately issued | $5,907,000 | 542 |
| 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) | $44,520,000 | 2,226 |
| Total debt securities | $44,518,000 | 2,496 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $36,950,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $47,239,000 | 2,411 |
| U.S. Government securities | $13,265,000 | 4,718 |
| U.S. Treasury securities | $1,012,000 | 730 |
| U.S. Government agency obligations | $12,253,000 | 4,809 |
| Securities issued by states & political subdivisions | $2,968,000 | 3,810 |
| Other domestic debt securities | $29,506,000 | 395 |
| Privately issued residential mortgage-backed securities | $5,958,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,548,000 | 210 |
| Foreign debt securities | $1,500,000 | 61 |
| 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 | $18,208,000 | 2,346 |
| Mortgage-backed securities | $18,211,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $9,918,000 | 2,138 |
| Issued or guaranteed by U.S. | $9,918,000 | 2,129 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,293,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $2,335,000 | 1,791 |
| Privately issued | $5,958,000 | 519 |
| 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) | $47,239,000 | 2,092 |
| Total debt securities | $47,238,000 | 2,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $37,394,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $51,452,000 | 2,241 |
| U.S. Government securities | $13,586,000 | 4,671 |
| U.S. Treasury securities | $999,000 | 845 |
| U.S. Government agency obligations | $12,587,000 | 4,760 |
| Securities issued by states & political subdivisions | $2,960,000 | 3,814 |
| Other domestic debt securities | $33,406,000 | 366 |
| Privately issued residential mortgage-backed securities | $5,994,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,412,000 | 181 |
| Foreign debt securities | $1,500,000 | 60 |
| 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 | $18,576,000 | 2,306 |
| Mortgage-backed securities | $18,581,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $10,177,000 | 2,043 |
| Issued or guaranteed by U.S. | $10,177,000 | 2,036 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,404,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $2,410,000 | 1,754 |
| Privately issued | $5,994,000 | 485 |
| 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) | $51,452,000 | 1,930 |
| Total debt securities | $51,453,000 | 2,198 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $38,095,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $54,617,000 | 2,112 |
| U.S. Government securities | $14,163,000 | 4,572 |
| U.S. Treasury securities | $1,004,000 | 887 |
| U.S. Government agency obligations | $13,159,000 | 4,645 |
| Securities issued by states & political subdivisions | $2,962,000 | 3,817 |
| Other domestic debt securities | $35,742,000 | 348 |
| Privately issued residential mortgage-backed securities | $6,109,000 | 500 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,633,000 | 177 |
| Foreign debt securities | $1,750,000 | 59 |
| 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 | $34,918,000 | 1,375 |
| Mortgage-backed securities | $19,268,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $10,608,000 | 1,997 |
| Issued or guaranteed by U.S. | $10,608,000 | 1,990 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,660,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $2,551,000 | 1,703 |
| Privately issued | $6,109,000 | 469 |
| 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) | $54,617,000 | 1,819 |
| Total debt securities | $54,616,000 | 2,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $40,901,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $145,894,000 | 844 |
| U.S. Government securities | $91,603,000 | 975 |
| U.S. Treasury securities | $998,000 | 960 |
| U.S. Government agency obligations | $90,605,000 | 954 |
| Securities issued by states & political subdivisions | $2,965,000 | 3,833 |
| Other domestic debt securities | $49,576,000 | 286 |
| Privately issued residential mortgage-backed securities | $11,570,000 | 358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,006,000 | 157 |
| Foreign debt securities | $1,750,000 | 58 |
| 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 | $100,041,000 | 550 |
| Mortgage-backed securities | $62,281,000 | 777 |
| Certificates of participation in pools of residential mortgages | $38,592,000 | 810 |
| Issued or guaranteed by U.S. | $38,592,000 | 799 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $23,689,000 | 633 |
| CMOs issued by government agencies or sponsored agencies | $12,119,000 | 761 |
| Privately issued | $11,570,000 | 342 |
| 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) | $145,894,000 | 708 |
| Total debt securities | $145,894,000 | 829 |
| 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 | $261,725,000 | 495 |
| U.S. Government securities | $182,199,000 | 515 |
| U.S. Treasury securities | $994,000 | 1,051 |
| U.S. Government agency obligations | $181,205,000 | 499 |
| Securities issued by states & political subdivisions | $2,973,000 | 3,793 |
| Other domestic debt securities | $74,803,000 | 241 |
| Privately issued residential mortgage-backed securities | $29,054,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,749,000 | 143 |
| Foreign debt securities | $1,750,000 | 60 |
| 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 | $200,698,000 | 309 |
| Mortgage-backed securities | $141,539,000 | 430 |
| Certificates of participation in pools of residential mortgages | $91,724,000 | 414 |
| Issued or guaranteed by U.S. | $91,724,000 | 409 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $49,815,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $20,761,000 | 535 |
| Privately issued | $29,054,000 | 220 |
| 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) | $261,725,000 | 420 |
| Total debt securities | $261,727,000 | 482 |
| 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 | $265,231,000 | 492 |
| U.S. Government securities | $184,741,000 | 518 |
| U.S. Treasury securities | $988,000 | 1,101 |
| U.S. Government agency obligations | $183,753,000 | 506 |
| Securities issued by states & political subdivisions | $2,930,000 | 3,799 |
| Other domestic debt securities | $75,810,000 | 235 |
| Privately issued residential mortgage-backed securities | $30,239,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,571,000 | 141 |
| Foreign debt securities | $1,750,000 | 60 |
| 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 | $198,196,000 | 311 |
| Mortgage-backed securities | $145,734,000 | 430 |
| Certificates of participation in pools of residential mortgages | $94,541,000 | 414 |
| Issued or guaranteed by U.S. | $94,541,000 | 411 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $51,193,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $20,954,000 | 520 |
| Privately issued | $30,239,000 | 218 |
| 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) | $265,231,000 | 421 |
| Total debt securities | $265,232,000 | 475 |
| 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 | $267,568,000 | 496 |
| U.S. Government securities | $191,351,000 | 520 |
| U.S. Treasury securities | $986,000 | 1,201 |
| U.S. Government agency obligations | $190,365,000 | 497 |
| Securities issued by states & political subdivisions | $2,951,000 | 3,829 |
| Other domestic debt securities | $71,766,000 | 239 |
| Privately issued residential mortgage-backed securities | $31,185,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,581,000 | 156 |
| Foreign debt securities | $1,500,000 | 68 |
| 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 | $204,710,000 | 304 |
| Mortgage-backed securities | $153,316,000 | 420 |
| Certificates of participation in pools of residential mortgages | $99,997,000 | 406 |
| Issued or guaranteed by U.S. | $99,997,000 | 401 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $53,319,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $22,134,000 | 507 |
| Privately issued | $31,185,000 | 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 | 4,162 |
| Available-for-sale securities (fair market value) | $267,568,000 | 423 |
| Total debt securities | $267,568,000 | 482 |
| 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 | $275,630,000 | 494 |
| U.S. Government securities | $198,222,000 | 514 |
| U.S. Treasury securities | $986,000 | 1,216 |
| U.S. Government agency obligations | $197,236,000 | 493 |
| Securities issued by states & political subdivisions | $2,969,000 | 3,844 |
| Other domestic debt securities | $72,958,000 | 239 |
| Privately issued residential mortgage-backed securities | $32,147,000 | 224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,811,000 | 161 |
| Foreign debt securities | $1,481,000 | 66 |
| 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 | $207,796,000 | 306 |
| Mortgage-backed securities | $161,112,000 | 412 |
| Certificates of participation in pools of residential mortgages | $105,879,000 | 395 |
| Issued or guaranteed by U.S. | $105,879,000 | 390 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $55,233,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $23,086,000 | 494 |
| Privately issued | $32,147,000 | 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 | 4,235 |
| Available-for-sale securities (fair market value) | $275,630,000 | 420 |
| Total debt securities | $275,630,000 | 481 |
| 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 | $285,708,000 | 479 |
| U.S. Government securities | $207,128,000 | 496 |
| U.S. Treasury securities | $987,000 | 1,218 |
| U.S. Government agency obligations | $206,141,000 | 472 |
| Securities issued by states & political subdivisions | $2,969,000 | 3,845 |
| Other domestic debt securities | $74,111,000 | 235 |
| Privately issued residential mortgage-backed securities | $33,152,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,959,000 | 161 |
| Foreign debt securities | $1,500,000 | 67 |
| 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 | $234,214,000 | 267 |
| Mortgage-backed securities | $171,068,000 | 397 |
| Certificates of participation in pools of residential mortgages | $113,258,000 | 395 |
| Issued or guaranteed by U.S. | $113,258,000 | 391 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $57,810,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $24,658,000 | 479 |
| Privately issued | $33,152,000 | 202 |
| 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) | $285,708,000 | 408 |
| Total debt securities | $285,708,000 | 471 |
| 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 | $304,192,000 | 452 |
| U.S. Government securities | $223,769,000 | 459 |
| U.S. Treasury securities | $992,000 | 1,223 |
| U.S. Government agency obligations | $222,777,000 | 446 |
| Securities issued by states & political subdivisions | $2,987,000 | 3,804 |
| Other domestic debt securities | $75,686,000 | 233 |
| Privately issued residential mortgage-backed securities | $34,300,000 | 212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,386,000 | 161 |
| Foreign debt securities | $1,750,000 | 63 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $251,724,000 | 244 |
| Mortgage-backed securities | $183,405,000 | 385 |
| Certificates of participation in pools of residential mortgages | $121,839,000 | 379 |
| Issued or guaranteed by U.S. | $121,839,000 | 371 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $61,566,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $27,266,000 | 471 |
| Privately issued | $34,300,000 | 201 |
| 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) | $304,192,000 | 386 |
| Total debt securities | $304,192,000 | 443 |
| 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 | $305,303,000 | 455 |
| U.S. Government securities | $229,543,000 | 458 |
| U.S. Treasury securities | $989,000 | 1,322 |
| U.S. Government agency obligations | $228,554,000 | 440 |
| Securities issued by states & political subdivisions | $2,948,000 | 3,810 |
| Other domestic debt securities | $71,412,000 | 240 |
| Privately issued residential mortgage-backed securities | $35,262,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,150,000 | 184 |
| Foreign debt securities | $1,400,000 | 74 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,385,000 | 231 |
| Mortgage-backed securities | $190,576,000 | 378 |
| Certificates of participation in pools of residential mortgages | $126,941,000 | 373 |
| Issued or guaranteed by U.S. | $126,941,000 | 368 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $63,635,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $28,373,000 | 473 |
| Privately issued | $35,262,000 | 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 | 4,419 |
| Available-for-sale securities (fair market value) | $305,303,000 | 389 |
| Total debt securities | $305,301,000 | 440 |
| 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 | $321,435,000 | 441 |
| U.S. Government securities | $243,991,000 | 431 |
| U.S. Treasury securities | $1,000,000 | 1,286 |
| U.S. Government agency obligations | $242,991,000 | 413 |
| Securities issued by states & political subdivisions | $2,972,000 | 3,830 |
| Other domestic debt securities | $73,072,000 | 239 |
| Privately issued residential mortgage-backed securities | $36,668,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,404,000 | 186 |
| Foreign debt securities | $1,400,000 | 79 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,036,000 | 244 |
| Mortgage-backed securities | $200,710,000 | 370 |
| Certificates of participation in pools of residential mortgages | $131,358,000 | 365 |
| Issued or guaranteed by U.S. | $131,358,000 | 361 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $69,352,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $32,684,000 | 431 |
| Privately issued | $36,668,000 | 187 |
| 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) | $321,435,000 | 377 |
| Total debt securities | $321,435,000 | 429 |
| 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 | $333,492,000 | 423 |
| U.S. Government securities | $252,667,000 | 426 |
| U.S. Treasury securities | $999,000 | 1,327 |
| U.S. Government agency obligations | $251,668,000 | 404 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $79,041,000 | 228 |
| Privately issued residential mortgage-backed securities | $38,167,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,874,000 | 166 |
| Foreign debt securities | $1,400,000 | 77 |
| Equity securities | $384,000 | 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 | $192,892,000 | 295 |
| Mortgage-backed securities | $210,754,000 | 358 |
| Certificates of participation in pools of residential mortgages | $138,044,000 | 352 |
| Issued or guaranteed by U.S. | $138,044,000 | 349 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,710,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $34,543,000 | 419 |
| Privately issued | $38,167,000 | 171 |
| 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) | $333,492,000 | 367 |
| Total debt securities | $333,108,000 | 414 |
| 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 | $335,193,000 | 432 |
| U.S. Government securities | $258,345,000 | 413 |
| U.S. Treasury securities | $999,000 | 1,396 |
| U.S. Government agency obligations | $257,346,000 | 395 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $75,258,000 | 229 |
| Privately issued residential mortgage-backed securities | $34,278,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,980,000 | 177 |
| Foreign debt securities | $1,250,000 | 78 |
| Equity securities | $340,000 | 1,653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,797,000 | 355 |
| Mortgage-backed securities | $213,152,000 | 364 |
| Certificates of participation in pools of residential mortgages | $142,797,000 | 347 |
| Issued or guaranteed by U.S. | $142,797,000 | 344 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $70,355,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $36,077,000 | 412 |
| Privately issued | $34,278,000 | 178 |
| 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) | $335,193,000 | 367 |
| Total debt securities | $334,853,000 | 420 |
| 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 | $301,345,000 | 489 |
| U.S. Government securities | $228,044,000 | 483 |
| U.S. Treasury securities | $1,005,000 | 1,368 |
| U.S. Government agency obligations | $227,039,000 | 465 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $71,785,000 | 248 |
| Privately issued residential mortgage-backed securities | $41,492,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,293,000 | 259 |
| Foreign debt securities | $1,250,000 | 86 |
| Equity securities | $266,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,517,000 | 366 |
| Mortgage-backed securities | $183,904,000 | 421 |
| Certificates of participation in pools of residential mortgages | $103,300,000 | 459 |
| Issued or guaranteed by U.S. | $103,300,000 | 455 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $80,604,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $39,112,000 | 410 |
| Privately issued | $41,492,000 | 168 |
| 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) | $301,345,000 | 415 |
| Total debt securities | $301,079,000 | 468 |
| 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 | $287,310,000 | 512 |
| U.S. Government securities | $232,423,000 | 488 |
| U.S. Treasury securities | $1,001,000 | 1,513 |
| U.S. Government agency obligations | $231,422,000 | 476 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $53,490,000 | 276 |
| Privately issued residential mortgage-backed securities | $25,655,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,835,000 | 292 |
| Foreign debt securities | $1,250,000 | 88 |
| Equity securities | $147,000 | 1,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,572,000 | 442 |
| Mortgage-backed securities | $149,763,000 | 490 |
| Certificates of participation in pools of residential mortgages | $105,874,000 | 458 |
| Issued or guaranteed by U.S. | $105,874,000 | 453 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $43,889,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $18,234,000 | 744 |
| Privately issued | $25,655,000 | 161 |
| 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) | $287,310,000 | 447 |
| Total debt securities | $287,163,000 | 492 |
| 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 | $167,363,000 | 802 |
| U.S. Government securities | $119,968,000 | 833 |
| U.S. Treasury securities | $1,007,000 | 1,513 |
| U.S. Government agency obligations | $118,961,000 | 806 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $46,145,000 | 303 |
| Privately issued residential mortgage-backed securities | $9,686,000 | 276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,459,000 | 243 |
| Foreign debt securities | $1,250,000 | 90 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,632,000 | 461 |
| Mortgage-backed securities | $73,615,000 | 809 |
| Certificates of participation in pools of residential mortgages | $59,601,000 | 677 |
| Issued or guaranteed by U.S. | $59,601,000 | 674 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $14,014,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $4,328,000 | 1,607 |
| Privately issued | $9,686,000 | 240 |
| 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) | $167,363,000 | 694 |
| Total debt securities | $167,363,000 | 780 |
| 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 | $122,385,000 | 1,063 |
| U.S. Government securities | $82,714,000 | 1,134 |
| U.S. Treasury securities | $1,010,000 | 1,542 |
| U.S. Government agency obligations | $81,704,000 | 1,103 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $38,321,000 | 369 |
| Privately issued residential mortgage-backed securities | $1,307,000 | 614 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,014,000 | 245 |
| Foreign debt securities | $1,350,000 | 88 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,174,000 | 678 |
| Mortgage-backed securities | $55,869,000 | 982 |
| Certificates of participation in pools of residential mortgages | $48,022,000 | 782 |
| Issued or guaranteed by U.S. | $48,022,000 | 779 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,847,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $6,540,000 | 1,435 |
| Privately issued | $1,307,000 | 551 |
| 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) | $122,385,000 | 907 |
| Total debt securities | $122,385,000 | 1,025 |
| Structured notes | ||
| Amortized cost | $17,013,000 | 90 |
| Fair value | $17,148,000 | 90 |
| 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 | $103,401,000 | 1,239 |
| U.S. Government securities | $62,849,000 | 1,447 |
| U.S. Treasury securities | $1,013,000 | 1,547 |
| U.S. Government agency obligations | $61,836,000 | 1,403 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $39,702,000 | 362 |
| Privately issued residential mortgage-backed securities | $3,511,000 | 454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,191,000 | 251 |
| Foreign debt securities | $850,000 | 113 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,022,000 | 746 |
| Mortgage-backed securities | $55,233,000 | 973 |
| Certificates of participation in pools of residential mortgages | $39,982,000 | 886 |
| Issued or guaranteed by U.S. | $39,982,000 | 880 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $15,251,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $11,740,000 | 1,058 |
| Privately issued | $3,511,000 | 406 |
| 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) | $103,401,000 | 1,047 |
| Total debt securities | $103,401,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 121 |
| Fair value | $10,114,000 | 120 |
| 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 | $124,986,000 | 999 |
| U.S. Government securities | $79,819,000 | 1,139 |
| U.S. Treasury securities | $1,015,000 | 1,628 |
| U.S. Government agency obligations | $78,804,000 | 1,094 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $44,317,000 | 329 |
| Privately issued residential mortgage-backed securities | $7,198,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,119,000 | 253 |
| Foreign debt securities | $850,000 | 111 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,544,000 | 702 |
| Mortgage-backed securities | $73,843,000 | 776 |
| Certificates of participation in pools of residential mortgages | $48,498,000 | 733 |
| Issued or guaranteed by U.S. | $48,498,000 | 726 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $25,345,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $18,147,000 | 819 |
| Privately issued | $7,198,000 | 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 | 4,875 |
| Available-for-sale securities (fair market value) | $124,986,000 | 852 |
| Total debt securities | $124,986,000 | 955 |
| Structured notes | ||
| Amortized cost | $11,982,000 | 77 |
| Fair value | $12,159,000 | 78 |
| 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 | $117,227,000 | 978 |
| U.S. Government securities | $81,530,000 | 991 |
| U.S. Treasury securities | $1,014,000 | 1,999 |
| U.S. Government agency obligations | $80,516,000 | 939 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $35,097,000 | 418 |
| Privately issued residential mortgage-backed securities | $6,538,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,559,000 | 327 |
| Foreign debt securities | $600,000 | 140 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,711,000 | 766 |
| Mortgage-backed securities | $87,054,000 | 638 |
| Certificates of participation in pools of residential mortgages | $72,476,000 | 474 |
| Issued or guaranteed by U.S. | $72,476,000 | 469 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $14,578,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $8,040,000 | 1,358 |
| Privately issued | $6,538,000 | 329 |
| 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) | $117,227,000 | 825 |
| Total debt securities | $117,227,000 | 945 |
| 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 | $158,701,000 | 707 |
| U.S. Government securities | $119,757,000 | 712 |
| U.S. Treasury securities | $1,008,000 | 2,611 |
| U.S. Government agency obligations | $118,749,000 | 665 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $33,394,000 | 376 |
| Privately issued residential mortgage-backed securities | $13,254,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,140,000 | 407 |
| Foreign debt securities | $600,000 | 134 |
| Equity securities | $4,950,000 | 858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,913,000 | 515 |
| Mortgage-backed securities | $127,000,000 | 418 |
| Certificates of participation in pools of residential mortgages | $103,632,000 | 320 |
| Issued or guaranteed by U.S. | $103,632,000 | 316 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $23,368,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $10,114,000 | 900 |
| Privately issued | $13,254,000 | 211 |
| 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) | $158,701,000 | 556 |
| Total debt securities | $153,751,000 | 689 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $194,100,000 | 629 |
| U.S. Government securities | $153,977,000 | 586 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $153,977,000 | 531 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $35,128,000 | 379 |
| Privately issued residential mortgage-backed securities | $14,592,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,536,000 | 421 |
| Foreign debt securities | $350,000 | 178 |
| Equity securities | $4,645,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,405,000 | 380 |
| Mortgage-backed securities | $163,733,000 | 382 |
| Certificates of participation in pools of residential mortgages | $136,950,000 | 277 |
| Issued or guaranteed by U.S. | $136,950,000 | 273 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $26,783,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $12,191,000 | 867 |
| Privately issued | $14,592,000 | 212 |
| 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) | $194,100,000 | 507 |
| Total debt securities | $189,455,000 | 610 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $193,772,000 | 636 |
| U.S. Government securities | $152,109,000 | 616 |
| U.S. Treasury securities | $5,503,000 | 2,095 |
| U.S. Government agency obligations | $146,606,000 | 553 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $37,214,000 | 317 |
| Privately issued residential mortgage-backed securities | $16,489,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,725,000 | 349 |
| Foreign debt securities | $100,000 | 253 |
| Equity securities | $4,349,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,251,000 | 378 |
| Mortgage-backed securities | $163,095,000 | 403 |
| Certificates of participation in pools of residential mortgages | $126,862,000 | 319 |
| Issued or guaranteed by U.S. | $126,862,000 | 310 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $36,233,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $19,744,000 | 693 |
| Privately issued | $16,489,000 | 182 |
| 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) | $5,503,000 | 3,270 |
| Available-for-sale securities (fair market value) | $188,269,000 | 516 |
| Total debt securities | $189,423,000 | 627 |
| 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 | $40,823,000 | 2,780 |
| U.S. Government securities | $39,191,000 | 2,288 |
| U.S. Treasury securities | $8,502,000 | 2,123 |
| U.S. Government agency obligations | $30,689,000 | 2,256 |
| 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 | $1,632,000 | 1,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,502,000 | 3,283 |
| Mortgage-backed securities | $24,256,000 | 1,464 |
| 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 | $24,256,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $24,256,000 | 569 |
| 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) | $8,502,000 | 3,099 |
| Available-for-sale securities (fair market value) | $32,321,000 | 2,443 |
| Total debt securities | $39,191,000 | 2,780 |
| 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 | $1,481,000 | 11,015 |
| U.S. Government securities | $1,000,000 | 10,967 |
| U.S. Treasury securities | $1,000,000 | 7,265 |
| U.S. Government agency obligations | $0 | 10,810 |
| 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 | $481,000 | 3,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| 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) | $1,000,000 | 6,989 |
| Available-for-sale securities (fair market value) | $481,000 | 9,843 |
| Total debt securities | $1,000,000 | 11,046 |
| 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 | $301,000 | 11,802 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| 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 | $301,000 | 4,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| 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) | $301,000 | 10,416 |
| Total debt securities | $0 | 11,792 |
| 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 | $2,534,000 | 11,865 |
| U.S. Government securities | $2,500,000 | 11,510 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $2,500,000 | 9,510 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-34,000 | 1,026 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,500,000 | 6,232 |
| Certificates of participation in pools of residential mortgages | $2,500,000 | 4,760 |
| Issued or guaranteed by U.S. | $2,500,000 | 4,734 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,534,000 | 9,625 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,500,000 | 11,786 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,617,000 | 12,315 |
| U.S. Government securities | $2,563,000 | 11,879 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,563,000 | 9,751 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-54,000 | 1,139 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,563,000 | 6,774 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 5,223 |
| Issued or guaranteed by U.S. | $2,563,000 | 5,185 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,563,000 | 12,209 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,093,000 | 12,078 |
| U.S. Government securities | $4,033,000 | 11,437 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $4,033,000 | 8,706 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-60,000 | 1,397 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,033,000 | 6,017 |
| Certificates of participation in pools of residential mortgages | $4,033,000 | 4,429 |
| Issued or guaranteed by U.S. | $4,033,000 | 4,376 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,033,000 | 11,980 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |