Home > First National Bank > Securities
First National Bank, Securities
| 2010-03-31 | Rank | |
| Total securities | $27,023,000 | 3,723 |
| U.S. Government securities | $26,823,000 | 2,930 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,823,000 | 2,849 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $200,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $200,000 | 1,948 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,500,000 | 3,601 |
| Mortgage-backed securities | $18,423,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $18,193,000 | 1,744 |
| Issued or guaranteed by U.S. | $18,193,000 | 1,742 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $230,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 3,068 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $27,023,000 | 3,387 |
| Total debt securities | $27,024,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,002,000 | 2,291 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $35,183,000 | 3,119 |
| U.S. Government securities | $34,933,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $34,933,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $250,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $250,000 | 1,941 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,384,000 | 1,895 |
| Mortgage-backed securities | $25,667,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $25,408,000 | 1,396 |
| Issued or guaranteed by U.S. | $25,408,000 | 1,388 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $259,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 3,039 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $35,183,000 | 2,798 |
| Total debt securities | $35,183,000 | 3,092 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $991,000 | 2,120 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $39,873,000 | 2,874 |
| U.S. Government securities | $39,173,000 | 2,131 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $39,173,000 | 2,068 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $700,000 | 2,604 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $700,000 | 1,666 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,287,000 | 2,451 |
| Mortgage-backed securities | $30,265,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $29,986,000 | 1,268 |
| Issued or guaranteed by U.S. | $29,986,000 | 1,258 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $279,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 3,028 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $39,873,000 | 2,548 |
| Total debt securities | $39,873,000 | 2,845 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $34,538,000 | 3,116 |
| U.S. Government securities | $33,412,000 | 2,393 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $33,412,000 | 2,339 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,126,000 | 2,353 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,126,000 | 1,442 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,695,000 | 2,039 |
| Mortgage-backed securities | $25,582,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $25,274,000 | 1,475 |
| Issued or guaranteed by U.S. | $25,274,000 | 1,467 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $308,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $308,000 | 2,991 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $276,000 | 2,943 |
| Available-for-sale securities (fair market value) | $34,262,000 | 2,801 |
| Total debt securities | $34,538,000 | 3,086 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $34,097,000 | 3,159 |
| U.S. Government securities | $32,821,000 | 2,464 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,821,000 | 2,407 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,276,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,276,000 | 1,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,779,000 | 2,060 |
| Mortgage-backed securities | $29,251,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $28,899,000 | 1,368 |
| Issued or guaranteed by U.S. | $28,899,000 | 1,356 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $352,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 2,975 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $276,000 | 2,983 |
| Available-for-sale securities (fair market value) | $33,821,000 | 2,833 |
| Total debt securities | $34,096,000 | 3,124 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $36,681,000 | 2,994 |
| U.S. Government securities | $35,405,000 | 2,301 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $35,405,000 | 2,258 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,276,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,276,000 | 1,379 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,668,000 | 1,542 |
| Mortgage-backed securities | $35,405,000 | 1,542 |
| Certificates of participation in pools of residential mortgages | $35,039,000 | 1,127 |
| Issued or guaranteed by U.S. | $35,039,000 | 1,118 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $366,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 2,956 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $276,000 | 3,013 |
| Available-for-sale securities (fair market value) | $36,405,000 | 2,663 |
| Total debt securities | $36,681,000 | 2,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $35,945,000 | 2,977 |
| U.S. Government securities | $34,645,000 | 2,306 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $34,645,000 | 2,255 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,300,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 1,351 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,543,000 | 1,588 |
| Mortgage-backed securities | $34,645,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $34,276,000 | 1,101 |
| Issued or guaranteed by U.S. | $34,276,000 | 1,090 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $369,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,877 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,000 | 3,008 |
| Available-for-sale securities (fair market value) | $35,645,000 | 2,642 |
| Total debt securities | $35,945,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $39,674,000 | 2,807 |
| U.S. Government securities | $38,374,000 | 2,141 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $38,374,000 | 2,098 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,300,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 1,421 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,199,000 | 2,074 |
| Mortgage-backed securities | $38,374,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $38,001,000 | 1,003 |
| Issued or guaranteed by U.S. | $38,001,000 | 992 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $373,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,892 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,000 | 3,016 |
| Available-for-sale securities (fair market value) | $39,374,000 | 2,490 |
| Total debt securities | $39,674,000 | 2,765 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $41,099,000 | 2,691 |
| U.S. Government securities | $40,919,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $40,919,000 | 1,972 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $180,000 | 2,936 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $180,000 | 2,200 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,579,000 | 1,850 |
| Mortgage-backed securities | $40,919,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $40,514,000 | 924 |
| Issued or guaranteed by U.S. | $40,514,000 | 914 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $405,000 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,844 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $180,000 | 3,209 |
| Available-for-sale securities (fair market value) | $40,919,000 | 2,410 |
| Total debt securities | $41,099,000 | 2,653 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $33,413,000 | 3,195 |
| U.S. Government securities | $33,233,000 | 2,441 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $33,233,000 | 2,387 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $180,000 | 2,764 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $180,000 | 2,067 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,342,000 | 1,790 |
| Mortgage-backed securities | $30,258,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $29,854,000 | 1,033 |
| Issued or guaranteed by U.S. | $29,854,000 | 1,025 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $404,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 2,768 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $180,000 | 3,264 |
| Available-for-sale securities (fair market value) | $33,233,000 | 2,818 |
| Total debt securities | $33,413,000 | 3,155 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $32,184,000 | 3,284 |
| U.S. Government securities | $32,154,000 | 2,544 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $32,154,000 | 2,487 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $30,000 | 2,897 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,000 | 2,186 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,084,000 | 1,967 |
| Mortgage-backed securities | $22,867,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $22,449,000 | 1,199 |
| Issued or guaranteed by U.S. | $22,449,000 | 1,193 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $418,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $418,000 | 2,718 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,000 | 3,593 |
| Available-for-sale securities (fair market value) | $32,154,000 | 2,886 |
| Total debt securities | $32,183,000 | 3,235 |
| Structured notes | ||
| Amortized cost | $3,934,000 | 772 |
| Fair value | $3,901,000 | 772 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $28,454,000 | 3,542 |
| U.S. Government securities | $28,454,000 | 2,799 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $28,454,000 | 2,736 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $22,578,000 | 1,982 |
| Mortgage-backed securities | $19,360,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $18,933,000 | 1,348 |
| Issued or guaranteed by U.S. | $18,933,000 | 1,340 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $427,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 2,696 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $28,454,000 | 3,108 |
| Total debt securities | $28,456,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $3,924,000 | 817 |
| Fair value | $3,831,000 | 814 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $29,818,000 | 3,468 |
| U.S. Government securities | $29,818,000 | 2,713 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $29,818,000 | 2,641 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $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 | $23,698,000 | 1,908 |
| Mortgage-backed securities | $20,592,000 | 1,707 |
| Certificates of participation in pools of residential mortgages | $20,130,000 | 1,279 |
| Issued or guaranteed by U.S. | $20,130,000 | 1,271 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $462,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,648 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $29,818,000 | 3,021 |
| Total debt securities | $29,818,000 | 3,430 |
| Structured notes | ||
| Amortized cost | $3,914,000 | 868 |
| Fair value | $3,867,000 | 870 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $30,381,000 | 3,435 |
| U.S. Government securities | $30,381,000 | 2,701 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $30,381,000 | 2,629 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $24,210,000 | 1,881 |
| Mortgage-backed securities | $21,200,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $20,719,000 | 1,273 |
| Issued or guaranteed by U.S. | $20,719,000 | 1,264 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $481,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 2,619 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $30,381,000 | 2,984 |
| Total debt securities | $30,381,000 | 3,393 |
| Structured notes | ||
| Amortized cost | $3,904,000 | 934 |
| Fair value | $3,842,000 | 938 |
| 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 | $28,594,000 | 3,616 |
| U.S. Government securities | $28,594,000 | 2,880 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $28,594,000 | 2,798 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $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 | $24,655,000 | 1,837 |
| Mortgage-backed securities | $19,428,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $18,930,000 | 1,380 |
| Issued or guaranteed by U.S. | $18,930,000 | 1,370 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $498,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,563 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $28,594,000 | 3,148 |
| Total debt securities | $28,592,000 | 3,568 |
| Structured notes | ||
| Amortized cost | $3,894,000 | 1,010 |
| Fair value | $3,836,000 | 1,010 |
| 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 | $28,481,000 | 3,610 |
| U.S. Government securities | $28,481,000 | 2,881 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,481,000 | 2,788 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $24,645,000 | 1,821 |
| Mortgage-backed securities | $19,586,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $19,078,000 | 1,375 |
| Issued or guaranteed by U.S. | $19,078,000 | 1,368 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $508,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 2,536 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $28,481,000 | 3,144 |
| Total debt securities | $28,481,000 | 3,558 |
| Structured notes | ||
| Amortized cost | $3,884,000 | 1,073 |
| Fair value | $3,729,000 | 1,081 |
| 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 | $30,019,000 | 3,558 |
| U.S. Government securities | $30,019,000 | 2,809 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,019,000 | 2,720 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $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 | $18,447,000 | 2,290 |
| Mortgage-backed securities | $20,931,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $20,389,000 | 1,328 |
| Issued or guaranteed by U.S. | $20,389,000 | 1,321 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $542,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 2,507 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $30,019,000 | 3,080 |
| Total debt securities | $30,018,000 | 3,499 |
| Structured notes | ||
| Amortized cost | $3,874,000 | 1,089 |
| Fair value | $3,803,000 | 1,088 |
| 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 | $23,948,000 | 4,151 |
| U.S. Government securities | $23,948,000 | 3,332 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $23,948,000 | 3,221 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $19,036,000 | 2,222 |
| Mortgage-backed securities | $19,114,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $18,538,000 | 1,448 |
| Issued or guaranteed by U.S. | $18,538,000 | 1,439 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $576,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $576,000 | 2,493 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $23,948,000 | 3,582 |
| Total debt securities | $23,947,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,941,000 | 1,673 |
| 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 | $22,344,000 | 4,304 |
| U.S. Government securities | $22,344,000 | 3,456 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $22,344,000 | 3,330 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $18,636,000 | 2,224 |
| Mortgage-backed securities | $17,465,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $16,834,000 | 1,556 |
| Issued or guaranteed by U.S. | $16,834,000 | 1,545 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $631,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $631,000 | 2,477 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $22,344,000 | 3,723 |
| Total debt securities | $22,344,000 | 4,248 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,512 |
| Fair value | $1,959,000 | 1,647 |
| 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 | $20,840,000 | 4,522 |
| U.S. Government securities | $20,840,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,840,000 | 3,577 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $13,242,000 | 2,833 |
| Mortgage-backed securities | $15,894,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | $15,196,000 | 1,738 |
| Issued or guaranteed by U.S. | $15,196,000 | 1,725 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $698,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $698,000 | 2,504 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $20,840,000 | 3,925 |
| Total debt securities | $20,841,000 | 4,457 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,508 |
| Fair value | $1,976,000 | 1,637 |
| 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 | $18,837,000 | 4,870 |
| U.S. Government securities | $18,837,000 | 4,037 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,837,000 | 3,892 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $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 | $13,242,000 | 2,826 |
| Mortgage-backed securities | $14,016,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $13,279,000 | 1,956 |
| Issued or guaranteed by U.S. | $13,279,000 | 1,944 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $737,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $737,000 | 2,538 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $18,837,000 | 4,237 |
| Total debt securities | $18,838,000 | 4,820 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,493 |
| Fair value | $1,934,000 | 1,636 |
| 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 | $14,976,000 | 5,510 |
| U.S. Government securities | $14,976,000 | 4,641 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,976,000 | 4,497 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,293,000 | 4,202 |
| Mortgage-backed securities | $11,074,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $10,271,000 | 2,332 |
| Issued or guaranteed by U.S. | $10,271,000 | 2,325 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $803,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 2,545 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $14,976,000 | 4,820 |
| Total debt securities | $14,977,000 | 5,440 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,001,000 | 1,990 |
| 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 | $21,512,000 | 4,522 |
| U.S. Government securities | $21,512,000 | 3,667 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,512,000 | 3,546 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,981,000 | 2,128 |
| Mortgage-backed securities | $18,563,000 | 2,034 |
| Certificates of participation in pools of residential mortgages | $18,563,000 | 1,580 |
| Issued or guaranteed by U.S. | $18,563,000 | 1,571 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $21,512,000 | 3,914 |
| Total debt securities | $21,513,000 | 4,455 |
| 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 | $24,276,000 | 4,249 |
| U.S. Government securities | $24,276,000 | 3,413 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,276,000 | 3,290 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,823,000 | 2,044 |
| Mortgage-backed securities | $19,560,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $19,560,000 | 1,537 |
| Issued or guaranteed by U.S. | $19,560,000 | 1,525 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,276,000 | 3,680 |
| Total debt securities | $24,275,000 | 4,179 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,195 |
| Fair value | $938,000 | 2,226 |
| 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 | $24,090,000 | 4,265 |
| U.S. Government securities | $24,090,000 | 3,372 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $24,090,000 | 3,259 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,235,000 | 3,617 |
| Mortgage-backed securities | $20,113,000 | 2,006 |
| Certificates of participation in pools of residential mortgages | $20,113,000 | 1,533 |
| Issued or guaranteed by U.S. | $20,113,000 | 1,521 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $24,090,000 | 3,708 |
| Total debt securities | $24,091,000 | 4,185 |
| Structured notes | ||
| Amortized cost | $995,000 | 1,981 |
| Fair value | $992,000 | 1,987 |
| 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 | $19,286,000 | 4,913 |
| U.S. Government securities | $19,286,000 | 4,007 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $19,286,000 | 3,866 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,553,000 | 3,079 |
| Mortgage-backed securities | $13,436,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $13,436,000 | 2,046 |
| Issued or guaranteed by U.S. | $13,436,000 | 2,033 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $19,286,000 | 4,294 |
| Total debt securities | $19,285,000 | 4,834 |
| Structured notes | ||
| Amortized cost | $2,994,000 | 980 |
| Fair value | $2,942,000 | 993 |
| 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 | $18,094,000 | 5,016 |
| U.S. Government securities | $18,094,000 | 4,052 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,094,000 | 3,895 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,988,000 | 2,916 |
| Mortgage-backed securities | $13,272,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $13,272,000 | 2,027 |
| Issued or guaranteed by U.S. | $13,272,000 | 2,017 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $18,094,000 | 4,386 |
| Total debt securities | $18,095,000 | 4,928 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,117 |
| Fair value | $1,929,000 | 1,122 |
| 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 | $14,172,000 | 5,641 |
| U.S. Government securities | $14,172,000 | 4,661 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,172,000 | 4,511 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,598,000 | 3,129 |
| Mortgage-backed securities | $8,649,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $8,649,000 | 2,599 |
| Issued or guaranteed by U.S. | $8,649,000 | 2,586 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $14,172,000 | 4,927 |
| Total debt securities | $14,172,000 | 5,540 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,362 |
| Fair value | $999,000 | 1,389 |
| 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 | $7,441,000 | 7,147 |
| U.S. Government securities | $7,441,000 | 6,310 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,441,000 | 6,132 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,399,000 | 3,925 |
| Mortgage-backed securities | $4,357,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $4,357,000 | 3,634 |
| Issued or guaranteed by U.S. | $4,357,000 | 3,624 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,441,000 | 6,340 |
| Total debt securities | $7,441,000 | 7,048 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $7,234,000 | 7,226 |
| U.S. Government securities | $7,234,000 | 6,412 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,234,000 | 6,215 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $7,234,000 | 3,676 |
| Mortgage-backed securities | $4,145,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $4,024,000 | 3,723 |
| Issued or guaranteed by U.S. | $4,024,000 | 3,711 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $121,000 | 4,081 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,900 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $7,234,000 | 6,393 |
| Total debt securities | $7,233,000 | 7,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,138,000 | 7,278 |
| U.S. Government securities | $7,138,000 | 6,402 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,138,000 | 6,169 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $5,267,000 | 4,311 |
| Mortgage-backed securities | $6,369,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $4,566,000 | 3,277 |
| Issued or guaranteed by U.S. | $4,566,000 | 3,260 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,803,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $1,803,000 | 2,667 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,138,000 | 6,367 |
| Total debt securities | $7,138,000 | 7,177 |
| 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 | $7,363,000 | 7,558 |
| U.S. Government securities | $7,139,000 | 6,844 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,139,000 | 6,474 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $224,000 | 5,591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,600,000 | 4,029 |
| Mortgage-backed securities | $4,667,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $4,335,000 | 2,858 |
| Issued or guaranteed by U.S. | $4,335,000 | 2,839 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $332,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 3,404 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,363,000 | 6,460 |
| Total debt securities | $7,139,000 | 7,512 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,462,000 | 8,181 |
| U.S. Government securities | $6,300,000 | 7,476 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,300,000 | 6,950 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $162,000 | 6,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,808,000 | 4,335 |
| Mortgage-backed securities | $3,900,000 | 4,018 |
| Certificates of participation in pools of residential mortgages | $3,529,000 | 3,326 |
| Issued or guaranteed by U.S. | $3,529,000 | 3,313 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $371,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 3,566 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,462,000 | 6,943 |
| Total debt securities | $6,300,000 | 8,115 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,697,000 | 8,509 |
| U.S. Government securities | $5,555,000 | 7,778 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,555,000 | 6,933 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $142,000 | 6,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,750,000 | 4,425 |
| Mortgage-backed securities | $4,053,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $3,575,000 | 3,531 |
| Issued or guaranteed by U.S. | $3,575,000 | 3,514 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $478,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 3,665 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,697,000 | 7,110 |
| Total debt securities | $5,555,000 | 8,439 |
| 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 | $2,528,000 | 10,149 |
| U.S. Government securities | $2,389,000 | 9,852 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $2,389,000 | 8,796 |
| 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 | $139,000 | 5,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 6,344 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $2,528,000 | 8,509 |
| Total debt securities | $2,389,000 | 10,095 |
| 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 | $1,703,000 | 10,957 |
| U.S. Government securities | $1,604,000 | 10,746 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $1,604,000 | 9,732 |
| 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 | $99,000 | 6,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,587,000 | 7,126 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $1,703,000 | 9,175 |
| Total debt securities | $1,604,000 | 10,891 |
| 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 |