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Integrity Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $11,346,000 | 5,002 |
| U.S. Government securities | $11,346,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,346,000 | 4,078 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,346,000 | 3,014 |
| Mortgage-backed securities | $11,346,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $2,459,000 | 3,859 |
| Issued or guaranteed by U.S. | $2,459,000 | 3,854 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,887,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $8,887,000 | 1,316 |
| 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) | $11,346,000 | 4,627 |
| Total debt securities | $11,346,000 | 4,985 |
| 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 | $11,663,000 | 5,033 |
| U.S. Government securities | $11,663,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,663,000 | 4,105 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,360,000 | 3,038 |
| Mortgage-backed securities | $11,663,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $2,516,000 | 3,912 |
| Issued or guaranteed by U.S. | $2,516,000 | 3,906 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,147,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $9,147,000 | 1,318 |
| 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) | $303,000 | 2,202 |
| Available-for-sale securities (fair market value) | $11,360,000 | 4,687 |
| Total debt securities | $11,663,000 | 5,011 |
| 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 | $12,238,000 | 5,070 |
| U.S. Government securities | $12,238,000 | 4,258 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,238,000 | 4,154 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,932,000 | 3,001 |
| Mortgage-backed securities | $12,238,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $2,600,000 | 3,965 |
| Issued or guaranteed by U.S. | $2,600,000 | 3,962 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,638,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $9,638,000 | 1,304 |
| 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) | $306,000 | 2,236 |
| Available-for-sale securities (fair market value) | $11,932,000 | 4,722 |
| Total debt securities | $12,238,000 | 5,048 |
| 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 | $12,794,000 | 5,103 |
| U.S. Government securities | $12,794,000 | 4,256 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,794,000 | 4,150 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,409,000 | 2,943 |
| Mortgage-backed securities | $12,794,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $2,848,000 | 3,962 |
| Issued or guaranteed by U.S. | $2,848,000 | 3,960 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,946,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $9,946,000 | 1,294 |
| 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) | $385,000 | 2,220 |
| Available-for-sale securities (fair market value) | $12,409,000 | 4,737 |
| Total debt securities | $12,794,000 | 5,082 |
| 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 | $13,620,000 | 5,064 |
| U.S. Government securities | $13,620,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,620,000 | 4,091 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,231,000 | 2,865 |
| Mortgage-backed securities | $13,620,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $3,265,000 | 3,874 |
| Issued or guaranteed by U.S. | $3,265,000 | 3,874 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,355,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $10,355,000 | 1,275 |
| 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) | $389,000 | 2,220 |
| Available-for-sale securities (fair market value) | $13,231,000 | 4,704 |
| Total debt securities | $13,620,000 | 5,041 |
| 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 | $14,308,000 | 5,004 |
| U.S. Government securities | $14,308,000 | 4,092 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,308,000 | 3,991 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,915,000 | 2,793 |
| Mortgage-backed securities | $14,308,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $3,638,000 | 3,789 |
| Issued or guaranteed by U.S. | $3,638,000 | 3,786 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,670,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $10,670,000 | 1,253 |
| 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) | $393,000 | 2,226 |
| Available-for-sale securities (fair market value) | $13,915,000 | 4,643 |
| Total debt securities | $14,308,000 | 4,980 |
| 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 | $14,962,000 | 4,990 |
| U.S. Government securities | $14,962,000 | 4,046 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,962,000 | 3,943 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,566,000 | 2,700 |
| Mortgage-backed securities | $14,962,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $3,874,000 | 3,747 |
| Issued or guaranteed by U.S. | $3,874,000 | 3,743 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $11,088,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $11,088,000 | 1,239 |
| 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) | $396,000 | 2,215 |
| Available-for-sale securities (fair market value) | $14,566,000 | 4,633 |
| Total debt securities | $14,962,000 | 4,959 |
| 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 | $16,193,000 | 4,866 |
| U.S. Government securities | $16,193,000 | 3,894 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,193,000 | 3,802 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,792,000 | 2,555 |
| Mortgage-backed securities | $16,193,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $4,755,000 | 3,534 |
| Issued or guaranteed by U.S. | $4,755,000 | 3,531 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,438,000 | 1,295 |
| CMOs issued by government agencies or sponsored agencies | $11,438,000 | 1,228 |
| 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) | $400,000 | 2,149 |
| Available-for-sale securities (fair market value) | $15,793,000 | 4,521 |
| Total debt securities | $16,193,000 | 4,833 |
| 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 | $16,944,000 | 4,801 |
| U.S. Government securities | $16,944,000 | 3,841 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,944,000 | 3,747 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,540,000 | 2,512 |
| Mortgage-backed securities | $16,944,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $5,168,000 | 3,489 |
| Issued or guaranteed by U.S. | $5,168,000 | 3,486 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,776,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $11,776,000 | 1,248 |
| 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) | $404,000 | 2,144 |
| Available-for-sale securities (fair market value) | $16,540,000 | 4,470 |
| Total debt securities | $16,944,000 | 4,768 |
| 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 | $17,536,000 | 4,710 |
| U.S. Government securities | $17,536,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,536,000 | 3,668 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,130,000 | 2,434 |
| Mortgage-backed securities | $17,536,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $5,437,000 | 3,422 |
| Issued or guaranteed by U.S. | $5,437,000 | 3,420 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,099,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $12,099,000 | 1,262 |
| 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) | $407,000 | 2,171 |
| Available-for-sale securities (fair market value) | $17,129,000 | 4,378 |
| Total debt securities | $17,536,000 | 4,681 |
| 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 | $19,915,000 | 4,550 |
| U.S. Government securities | $17,935,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,935,000 | 3,705 |
| Securities issued by states & political subdivisions | $1,980,000 | 4,583 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,524,000 | 2,434 |
| Mortgage-backed securities | $17,935,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $6,346,000 | 3,402 |
| Issued or guaranteed by U.S. | $6,346,000 | 3,402 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,589,000 | 1,452 |
| CMOs issued by government agencies or sponsored agencies | $11,589,000 | 1,356 |
| 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) | $2,391,000 | 1,635 |
| Available-for-sale securities (fair market value) | $17,524,000 | 4,405 |
| Total debt securities | $19,915,000 | 4,520 |
| 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 | $10,257,000 | 5,654 |
| U.S. Government securities | $8,270,000 | 5,156 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,270,000 | 5,062 |
| Securities issued by states & political subdivisions | $1,987,000 | 4,568 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,856,000 | 3,761 |
| Mortgage-backed securities | $8,270,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $6,577,000 | 3,375 |
| Issued or guaranteed by U.S. | $6,577,000 | 3,374 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,693,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $1,693,000 | 2,749 |
| 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) | $2,401,000 | 1,635 |
| Available-for-sale securities (fair market value) | $7,856,000 | 5,567 |
| Total debt securities | $10,257,000 | 5,627 |
| 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 | $8,597,000 | 5,914 |
| U.S. Government securities | $8,597,000 | 5,218 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,597,000 | 5,115 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,597,000 | 3,628 |
| Mortgage-backed securities | $8,597,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $6,763,000 | 3,343 |
| Issued or guaranteed by U.S. | $6,763,000 | 3,341 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,834,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $1,834,000 | 2,732 |
| 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) | $418,000 | 2,280 |
| Available-for-sale securities (fair market value) | $8,179,000 | 5,559 |
| Total debt securities | $8,597,000 | 5,886 |
| 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 | $8,780,000 | 5,891 |
| U.S. Government securities | $8,780,000 | 5,141 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,780,000 | 5,050 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,780,000 | 3,422 |
| Mortgage-backed securities | $8,780,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $6,878,000 | 3,213 |
| Issued or guaranteed by U.S. | $6,878,000 | 3,212 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,902,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $1,902,000 | 2,597 |
| 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) | $421,000 | 2,383 |
| Available-for-sale securities (fair market value) | $8,359,000 | 5,531 |
| Total debt securities | $8,780,000 | 5,859 |
| 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 | $9,000,000 | 5,875 |
| U.S. Government securities | $9,000,000 | 5,091 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,000,000 | 4,987 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,000,000 | 3,360 |
| Mortgage-backed securities | $9,000,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $7,051,000 | 3,132 |
| Issued or guaranteed by U.S. | $7,051,000 | 3,129 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,949,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $1,949,000 | 2,567 |
| 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) | $444,000 | 2,395 |
| Available-for-sale securities (fair market value) | $8,556,000 | 5,497 |
| Total debt securities | $9,000,000 | 5,836 |
| 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 | $9,218,000 | 5,932 |
| U.S. Government securities | $9,218,000 | 5,177 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,218,000 | 5,067 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,218,000 | 3,323 |
| Mortgage-backed securities | $9,218,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $7,202,000 | 3,057 |
| Issued or guaranteed by U.S. | $7,202,000 | 3,052 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,016,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $2,016,000 | 2,490 |
| 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) | $521,000 | 2,359 |
| Available-for-sale securities (fair market value) | $8,697,000 | 5,550 |
| Total debt securities | $9,218,000 | 5,896 |
| 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 | $4,227,000 | 6,693 |
| U.S. Government securities | $4,227,000 | 6,202 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,227,000 | 6,072 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,227,000 | 4,440 |
| Mortgage-backed securities | $4,227,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $2,149,000 | 4,286 |
| Issued or guaranteed by U.S. | $2,149,000 | 4,277 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,078,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $2,078,000 | 2,387 |
| 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) | $525,000 | 2,373 |
| Available-for-sale securities (fair market value) | $3,702,000 | 6,296 |
| Total debt securities | $4,227,000 | 6,650 |
| 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 | $4,463,000 | 6,643 |
| U.S. Government securities | $4,463,000 | 6,044 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,463,000 | 5,912 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,463,000 | 4,366 |
| Mortgage-backed securities | $4,463,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $2,293,000 | 4,133 |
| Issued or guaranteed by U.S. | $2,293,000 | 4,125 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,170,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $2,170,000 | 2,328 |
| 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) | $530,000 | 2,377 |
| Available-for-sale securities (fair market value) | $3,933,000 | 6,223 |
| Total debt securities | $4,463,000 | 6,606 |
| 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 | $4,750,000 | 6,605 |
| U.S. Government securities | $4,750,000 | 5,970 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,750,000 | 5,842 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,750,000 | 4,322 |
| Mortgage-backed securities | $4,750,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $2,444,000 | 4,062 |
| Issued or guaranteed by U.S. | $2,444,000 | 4,053 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,306,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $2,306,000 | 2,247 |
| 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) | $534,000 | 2,437 |
| Available-for-sale securities (fair market value) | $4,216,000 | 6,190 |
| Total debt securities | $4,750,000 | 6,570 |
| 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 | $2,622,000 | 7,091 |
| U.S. Government securities | $2,622,000 | 6,673 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,622,000 | 6,557 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,622,000 | 5,085 |
| Mortgage-backed securities | $2,622,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $2,622,000 | 4,050 |
| Issued or guaranteed by U.S. | $2,622,000 | 4,042 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $538,000 | 2,505 |
| Available-for-sale securities (fair market value) | $2,084,000 | 6,660 |
| Total debt securities | $2,622,000 | 7,052 |
| 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 | $2,795,000 | 7,139 |
| U.S. Government securities | $2,795,000 | 6,730 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,795,000 | 6,622 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $2,795,000 | 5,105 |
| Mortgage-backed securities | $2,795,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $2,795,000 | 4,118 |
| Issued or guaranteed by U.S. | $2,795,000 | 4,111 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $543,000 | 2,544 |
| Available-for-sale securities (fair market value) | $2,252,000 | 6,695 |
| Total debt securities | $2,795,000 | 7,099 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,937,000 | 7,125 |
| U.S. Government securities | $2,937,000 | 6,689 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,937,000 | 6,593 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,937,000 | 5,107 |
| Mortgage-backed securities | $2,937,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $2,937,000 | 4,156 |
| Issued or guaranteed by U.S. | $2,937,000 | 4,149 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $547,000 | 2,602 |
| Available-for-sale securities (fair market value) | $2,390,000 | 6,712 |
| Total debt securities | $2,937,000 | 7,088 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,119,000 | 7,546 |
| U.S. Government securities | $1,119,000 | 7,261 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,119,000 | 7,167 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $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 | $1,119,000 | 5,847 |
| Mortgage-backed securities | $1,119,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 4,987 |
| Issued or guaranteed by U.S. | $1,119,000 | 4,975 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $648,000 | 2,613 |
| Available-for-sale securities (fair market value) | $471,000 | 7,148 |
| Total debt securities | $1,119,000 | 7,506 |
| 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 | $1,224,000 | 7,591 |
| U.S. Government securities | $1,224,000 | 7,288 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,224,000 | 7,202 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $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 | $1,224,000 | 5,835 |
| Mortgage-backed securities | $1,224,000 | 5,417 |
| Certificates of participation in pools of residential mortgages | $1,224,000 | 4,985 |
| Issued or guaranteed by U.S. | $1,224,000 | 4,972 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $652,000 | 2,646 |
| Available-for-sale securities (fair market value) | $572,000 | 7,170 |
| Total debt securities | $1,224,000 | 7,553 |
| 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 | $1,375,000 | 7,638 |
| U.S. Government securities | $1,375,000 | 7,347 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,375,000 | 7,264 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $1,375,000 | 5,823 |
| Mortgage-backed securities | $1,375,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $1,375,000 | 4,995 |
| Issued or guaranteed by U.S. | $1,375,000 | 4,979 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $715,000 | 2,661 |
| Available-for-sale securities (fair market value) | $660,000 | 7,213 |
| Total debt securities | $1,375,000 | 7,599 |
| 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 | $1,499,000 | 7,668 |
| U.S. Government securities | $1,499,000 | 7,396 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,499,000 | 7,309 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $1,499,000 | 5,828 |
| Mortgage-backed securities | $1,499,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $1,499,000 | 4,935 |
| Issued or guaranteed by U.S. | $1,499,000 | 4,922 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $817,000 | 2,623 |
| Available-for-sale securities (fair market value) | $682,000 | 7,247 |
| Total debt securities | $1,499,000 | 7,635 |
| 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 | $1,617,000 | 7,700 |
| U.S. Government securities | $1,617,000 | 7,418 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,617,000 | 7,320 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $1,617,000 | 5,804 |
| Mortgage-backed securities | $1,617,000 | 5,300 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 4,855 |
| Issued or guaranteed by U.S. | $1,617,000 | 4,840 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $888,000 | 2,617 |
| Available-for-sale securities (fair market value) | $729,000 | 7,284 |
| Total debt securities | $1,617,000 | 7,660 |
| 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 | $1,686,000 | 7,740 |
| U.S. Government securities | $1,686,000 | 7,453 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,686,000 | 7,368 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $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 | $1,686,000 | 5,781 |
| Mortgage-backed securities | $1,686,000 | 5,290 |
| Certificates of participation in pools of residential mortgages | $1,686,000 | 4,841 |
| Issued or guaranteed by U.S. | $1,686,000 | 4,821 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $890,000 | 2,623 |
| Available-for-sale securities (fair market value) | $796,000 | 7,347 |
| Total debt securities | $1,686,000 | 7,689 |
| 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 | $1,931,000 | 7,720 |
| U.S. Government securities | $1,931,000 | 7,423 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,931,000 | 7,326 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $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 | $1,931,000 | 5,668 |
| Mortgage-backed securities | $1,931,000 | 5,129 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 4,658 |
| Issued or guaranteed by U.S. | $1,931,000 | 4,637 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,011,000 | 2,581 |
| Available-for-sale securities (fair market value) | $920,000 | 7,363 |
| Total debt securities | $1,931,000 | 7,671 |
| 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 | $1,145,000 | 7,967 |
| U.S. Government securities | $1,145,000 | 7,748 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,145,000 | 7,641 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $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 | $1,145,000 | 6,083 |
| Mortgage-backed securities | $1,145,000 | 5,281 |
| Certificates of participation in pools of residential mortgages | $1,145,000 | 4,829 |
| Issued or guaranteed by U.S. | $1,145,000 | 4,810 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,145,000 | 7,308 |
| Total debt securities | $1,145,000 | 7,924 |
| 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 | $1,326,000 | 7,975 |
| U.S. Government securities | $1,326,000 | 7,755 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,326,000 | 7,648 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $1,326,000 | 6,014 |
| Mortgage-backed securities | $1,326,000 | 5,089 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,326,000 | 4,574 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,326,000 | 7,297 |
| Total debt securities | $1,326,000 | 7,932 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,110,000 | 7,150 |
| U.S. Government securities | $5,110,000 | 6,689 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,110,000 | 6,562 |
| 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 | $5,110,000 | 4,519 |
| Mortgage-backed securities | $1,613,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $1,613,000 | 4,411 |
| Issued or guaranteed by U.S. | $1,613,000 | 4,398 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,110,000 | 6,491 |
| Total debt securities | $5,110,000 | 7,108 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,255,000 | 6,723 |
| U.S. Government securities | $7,255,000 | 6,101 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,255,000 | 5,982 |
| 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 | $7,255,000 | 3,970 |
| Mortgage-backed securities | $1,762,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $1,762,000 | 4,329 |
| Issued or guaranteed by U.S. | $1,762,000 | 4,312 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,255,000 | 6,050 |
| Total debt securities | $7,255,000 | 6,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $19,829,000 | 4,573 |
| U.S. Government securities | $19,829,000 | 3,743 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,829,000 | 3,641 |
| 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 | $19,829,000 | 2,218 |
| Mortgage-backed securities | $1,861,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 4,256 |
| Issued or guaranteed by U.S. | $1,861,000 | 4,241 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $19,829,000 | 4,012 |
| Total debt securities | $19,829,000 | 4,520 |
| 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 | $8,069,000 | 6,631 |
| U.S. Government securities | $8,069,000 | 5,980 |
| U.S. Treasury securities | $2,998,000 | 634 |
| U.S. Government agency obligations | $5,071,000 | 6,715 |
| 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 | $8,069,000 | 3,790 |
| Mortgage-backed securities | $2,106,000 | 4,654 |
| Certificates of participation in pools of residential mortgages | $2,106,000 | 4,113 |
| Issued or guaranteed by U.S. | $2,106,000 | 4,093 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,069,000 | 5,943 |
| Total debt securities | $8,069,000 | 6,573 |
| 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 | $17,308,000 | 4,956 |
| U.S. Government securities | $17,308,000 | 4,141 |
| U.S. Treasury securities | $11,992,000 | 274 |
| U.S. Government agency obligations | $5,316,000 | 6,651 |
| 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 | $5,422,000 | 4,489 |
| Mortgage-backed securities | $2,373,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $2,373,000 | 3,969 |
| Issued or guaranteed by U.S. | $2,373,000 | 3,954 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $17,308,000 | 4,317 |
| Total debt securities | $17,307,000 | 4,908 |
| 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 | $25,612,000 | 3,964 |
| U.S. Government securities | $25,612,000 | 3,163 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,612,000 | 3,062 |
| 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 | $5,622,000 | 4,429 |
| Mortgage-backed securities | $2,680,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $2,680,000 | 3,874 |
| Issued or guaranteed by U.S. | $2,680,000 | 3,857 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $25,612,000 | 3,454 |
| Total debt securities | $25,612,000 | 3,904 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $19,168,000 | 4,745 |
| U.S. Government securities | $19,168,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,168,000 | 3,789 |
| 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 | $19,168,000 | 2,206 |
| Mortgage-backed securities | $3,012,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $3,012,000 | 3,739 |
| Issued or guaranteed by U.S. | $3,012,000 | 3,724 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $19,168,000 | 4,096 |
| Total debt securities | $19,168,000 | 4,684 |
| 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 | $21,367,000 | 4,429 |
| U.S. Government securities | $21,367,000 | 3,586 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $21,367,000 | 3,448 |
| 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 | $11,370,000 | 3,146 |
| Mortgage-backed securities | $3,454,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $3,454,000 | 3,619 |
| Issued or guaranteed by U.S. | $3,454,000 | 3,605 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $21,367,000 | 3,825 |
| Total debt securities | $21,368,000 | 4,368 |
| 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 | $11,935,000 | 5,973 |
| U.S. Government securities | $11,935,000 | 5,149 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,935,000 | 5,008 |
| 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 | $6,935,000 | 4,024 |
| Mortgage-backed securities | $3,967,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $3,967,000 | 3,521 |
| Issued or guaranteed by U.S. | $3,967,000 | 3,504 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,935,000 | 5,249 |
| Total debt securities | $11,935,000 | 5,909 |
| 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 | $12,255,000 | 5,993 |
| U.S. Government securities | $12,255,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,255,000 | 5,008 |
| 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 | $7,255,000 | 3,966 |
| Mortgage-backed securities | $7,255,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $7,255,000 | 2,745 |
| Issued or guaranteed by U.S. | $7,255,000 | 2,736 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $12,255,000 | 5,254 |
| Total debt securities | $12,255,000 | 5,923 |
| 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 | $19,719,000 | 4,763 |
| U.S. Government securities | $19,719,000 | 3,913 |
| U.S. Treasury securities | $11,996,000 | 342 |
| U.S. Government agency obligations | $7,723,000 | 6,120 |
| 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 | $7,723,000 | 3,846 |
| Mortgage-backed securities | $7,723,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $7,723,000 | 2,693 |
| Issued or guaranteed by U.S. | $7,723,000 | 2,686 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $19,719,000 | 4,128 |
| Total debt securities | $19,719,000 | 4,698 |
| 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 | $1,686,000 | 8,465 |
| U.S. Government securities | $1,686,000 | 8,209 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,686,000 | 8,072 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $1,686,000 | 5,242 |
| Certificates of participation in pools of residential mortgages | $1,686,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,686,000 | 4,681 |
| 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) | $1,686,000 | 7,685 |
| Total debt securities | $1,686,000 | 8,420 |
| 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 | $28,476,000 | 3,798 |
| U.S. Government securities | $28,476,000 | 2,979 |
| U.S. Treasury securities | $26,499,000 | 185 |
| U.S. Government agency obligations | $1,977,000 | 8,049 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $1,977,000 | 5,157 |
| Certificates of participation in pools of residential mortgages | $1,977,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,977,000 | 4,565 |
| 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) | $28,476,000 | 3,277 |
| Total debt securities | $28,476,000 | 3,728 |
| 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 | $11,833,000 | 6,172 |
| U.S. Government securities | $11,833,000 | 5,291 |
| U.S. Treasury securities | $9,550,000 | 405 |
| U.S. Government agency obligations | $2,283,000 | 7,887 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $2,283,000 | 5,055 |
| Certificates of participation in pools of residential mortgages | $2,283,000 | 4,461 |
| Issued or guaranteed by U.S. | $2,283,000 | 4,445 |
| 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) | $11,833,000 | 5,447 |
| Total debt securities | $11,833,000 | 6,089 |
| 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 | $10,561,000 | 6,502 |
| U.S. Government securities | $10,561,000 | 5,637 |
| U.S. Treasury securities | $8,100,000 | 468 |
| U.S. Government agency obligations | $2,461,000 | 7,901 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $2,461,000 | 4,945 |
| Certificates of participation in pools of residential mortgages | $2,461,000 | 4,351 |
| Issued or guaranteed by U.S. | $2,461,000 | 4,330 |
| 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) | $10,561,000 | 5,750 |
| Total debt securities | $10,561,000 | 6,414 |
| 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 | $14,073,000 | 5,706 |
| U.S. Government securities | $14,073,000 | 4,717 |
| U.S. Treasury securities | $11,400,000 | 366 |
| U.S. Government agency obligations | $2,673,000 | 7,781 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $2,673,000 | 4,870 |
| Certificates of participation in pools of residential mortgages | $2,673,000 | 4,246 |
| Issued or guaranteed by U.S. | $2,673,000 | 4,228 |
| 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) | $14,073,000 | 5,006 |
| Total debt securities | $14,073,000 | 5,620 |
| 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 | $19,997,000 | 4,692 |
| U.S. Government securities | $19,997,000 | 3,697 |
| U.S. Treasury securities | $5,000,000 | 672 |
| U.S. Government agency obligations | $14,997,000 | 4,349 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $19,997,000 | 4,078 |
| Total debt securities | $19,997,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |