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Martinsburg Bank and Trust, Securities
| 2017-12-31 | Rank | |
| Total securities | $36,545,000 | 2,790 |
| U.S. Government securities | $35,580,000 | 1,973 |
| U.S. Treasury securities | $2,489,000 | 800 |
| U.S. Government agency obligations | $33,091,000 | 1,983 |
| Securities issued by states & political subdivisions | $965,000 | 4,304 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,667,000 | 1,440 |
| Mortgage-backed securities | $4,985,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 3,006 |
| Issued or guaranteed by U.S. | $4,037,000 | 3,003 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $948,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $948,000 | 2,361 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $36,545,000 | 2,583 |
| Total debt securities | $36,545,000 | 2,770 |
| Structured notes | ||
| Amortized cost | $9,540,000 | 130 |
| Fair value | $9,344,000 | 130 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $37,273,000 | 2,800 |
| U.S. Government securities | $36,298,000 | 1,959 |
| U.S. Treasury securities | $2,506,000 | 765 |
| U.S. Government agency obligations | $33,792,000 | 1,971 |
| Securities issued by states & political subdivisions | $975,000 | 4,356 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,043,000 | 1,432 |
| Mortgage-backed securities | $5,382,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $4,335,000 | 2,998 |
| Issued or guaranteed by U.S. | $4,335,000 | 2,996 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,047,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 2,334 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $37,273,000 | 2,577 |
| Total debt securities | $37,273,000 | 2,783 |
| Structured notes | ||
| Amortized cost | $9,539,000 | 135 |
| Fair value | $9,428,000 | 135 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $36,229,000 | 2,894 |
| U.S. Government securities | $35,253,000 | 2,035 |
| U.S. Treasury securities | $2,509,000 | 784 |
| U.S. Government agency obligations | $32,744,000 | 2,060 |
| Securities issued by states & political subdivisions | $976,000 | 4,393 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,254,000 | 1,482 |
| Mortgage-backed securities | $5,768,000 | 3,246 |
| Certificates of participation in pools of residential mortgages | $4,618,000 | 2,972 |
| Issued or guaranteed by U.S. | $4,618,000 | 2,970 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,150,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $1,150,000 | 2,324 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $36,229,000 | 2,663 |
| Total debt securities | $36,229,000 | 2,872 |
| Structured notes | ||
| Amortized cost | $10,045,000 | 134 |
| Fair value | $9,956,000 | 137 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $35,203,000 | 2,973 |
| U.S. Government securities | $34,241,000 | 2,116 |
| U.S. Treasury securities | $2,506,000 | 817 |
| U.S. Government agency obligations | $31,735,000 | 2,128 |
| Securities issued by states & political subdivisions | $962,000 | 4,454 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,033,000 | 1,499 |
| Mortgage-backed securities | $6,117,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $4,886,000 | 2,980 |
| Issued or guaranteed by U.S. | $4,886,000 | 2,977 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,231,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,328 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $35,203,000 | 2,725 |
| Total debt securities | $35,203,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $11,179,000 | 132 |
| Fair value | $11,005,000 | 132 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $33,091,000 | 3,062 |
| U.S. Government securities | $32,138,000 | 2,198 |
| U.S. Treasury securities | $2,500,000 | 800 |
| U.S. Government agency obligations | $29,638,000 | 2,217 |
| Securities issued by states & political subdivisions | $953,000 | 4,503 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,132,000 | 1,548 |
| Mortgage-backed securities | $6,437,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $5,110,000 | 2,949 |
| Issued or guaranteed by U.S. | $5,110,000 | 2,945 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,327,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $1,327,000 | 2,301 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $33,091,000 | 2,812 |
| Total debt securities | $33,091,000 | 3,043 |
| Structured notes | ||
| Amortized cost | $10,179,000 | 133 |
| Fair value | $9,950,000 | 135 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $33,874,000 | 3,001 |
| U.S. Government securities | $32,861,000 | 2,159 |
| U.S. Treasury securities | $2,032,000 | 742 |
| U.S. Government agency obligations | $30,829,000 | 2,171 |
| Securities issued by states & political subdivisions | $1,013,000 | 4,496 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,369,000 | 1,522 |
| Mortgage-backed securities | $7,540,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $6,044,000 | 2,802 |
| Issued or guaranteed by U.S. | $6,044,000 | 2,799 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,496,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $1,496,000 | 2,272 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $33,874,000 | 2,748 |
| Total debt securities | $33,874,000 | 2,983 |
| Structured notes | ||
| Amortized cost | $9,679,000 | 144 |
| Fair value | $9,683,000 | 143 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $36,485,000 | 2,936 |
| U.S. Government securities | $35,881,000 | 2,083 |
| U.S. Treasury securities | $2,040,000 | 770 |
| U.S. Government agency obligations | $33,841,000 | 2,079 |
| Securities issued by states & political subdivisions | $604,000 | 4,683 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,441,000 | 1,586 |
| Mortgage-backed securities | $8,038,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $6,391,000 | 2,805 |
| Issued or guaranteed by U.S. | $6,391,000 | 2,800 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,647,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $1,647,000 | 2,238 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $36,485,000 | 2,692 |
| Total debt securities | $36,485,000 | 2,916 |
| Structured notes | ||
| Amortized cost | $8,681,000 | 180 |
| Fair value | $8,688,000 | 181 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $38,279,000 | 2,900 |
| U.S. Government securities | $37,387,000 | 2,090 |
| U.S. Treasury securities | $2,026,000 | 782 |
| U.S. Government agency obligations | $35,361,000 | 2,080 |
| Securities issued by states & political subdivisions | $892,000 | 4,617 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,455,000 | 1,523 |
| Mortgage-backed securities | $8,453,000 | 3,010 |
| Certificates of participation in pools of residential mortgages | $6,683,000 | 2,761 |
| Issued or guaranteed by U.S. | $6,683,000 | 2,757 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,770,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $1,770,000 | 2,224 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $38,279,000 | 2,644 |
| Total debt securities | $38,279,000 | 2,886 |
| Structured notes | ||
| Amortized cost | $6,493,000 | 257 |
| Fair value | $6,483,000 | 258 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $38,510,000 | 2,913 |
| U.S. Government securities | $36,540,000 | 2,154 |
| U.S. Treasury securities | $2,010,000 | 831 |
| U.S. Government agency obligations | $34,530,000 | 2,149 |
| Securities issued by states & political subdivisions | $1,970,000 | 4,256 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,566,000 | 1,595 |
| Mortgage-backed securities | $8,828,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | $6,942,000 | 2,726 |
| Issued or guaranteed by U.S. | $6,942,000 | 2,722 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,886,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $1,886,000 | 2,209 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $38,510,000 | 2,655 |
| Total debt securities | $38,510,000 | 2,891 |
| Structured notes | ||
| Amortized cost | $4,934,000 | 410 |
| Fair value | $4,933,000 | 404 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $38,799,000 | 2,919 |
| U.S. Government securities | $36,814,000 | 2,160 |
| U.S. Treasury securities | $2,028,000 | 787 |
| U.S. Government agency obligations | $34,786,000 | 2,178 |
| Securities issued by states & political subdivisions | $1,985,000 | 4,311 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,210,000 | 1,536 |
| Mortgage-backed securities | $9,431,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $7,357,000 | 2,711 |
| Issued or guaranteed by U.S. | $7,357,000 | 2,707 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,074,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $2,074,000 | 2,169 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $38,799,000 | 2,674 |
| Total debt securities | $38,799,000 | 2,897 |
| Structured notes | ||
| Amortized cost | $4,073,000 | 541 |
| Fair value | $4,102,000 | 540 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $36,274,000 | 3,117 |
| U.S. Government securities | $34,305,000 | 2,356 |
| U.S. Treasury securities | $2,018,000 | 802 |
| U.S. Government agency obligations | $32,287,000 | 2,342 |
| Securities issued by states & political subdivisions | $1,969,000 | 4,347 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,361,000 | 2,253 |
| Mortgage-backed securities | $9,932,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $7,710,000 | 2,734 |
| Issued or guaranteed by U.S. | $7,710,000 | 2,731 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,222,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $2,222,000 | 2,181 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $36,274,000 | 2,843 |
| Total debt securities | $36,274,000 | 3,091 |
| Structured notes | ||
| Amortized cost | $3,072,000 | 750 |
| Fair value | $3,072,000 | 752 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $36,136,000 | 3,173 |
| U.S. Government securities | $34,133,000 | 2,411 |
| U.S. Treasury securities | $2,026,000 | 787 |
| U.S. Government agency obligations | $32,107,000 | 2,405 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,362 |
| 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 | $20,393,000 | 2,212 |
| Mortgage-backed securities | $10,542,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $8,159,000 | 2,715 |
| Issued or guaranteed by U.S. | $8,159,000 | 2,713 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,383,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $2,383,000 | 2,165 |
| 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) | $36,136,000 | 2,899 |
| Total debt securities | $36,136,000 | 3,144 |
| Structured notes | ||
| Amortized cost | $3,074,000 | 799 |
| Fair value | $3,090,000 | 799 |
| 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 | $35,905,000 | 3,216 |
| U.S. Government securities | $33,939,000 | 2,444 |
| U.S. Treasury securities | $1,998,000 | 830 |
| U.S. Government agency obligations | $31,941,000 | 2,438 |
| Securities issued by states & political subdivisions | $1,966,000 | 4,436 |
| 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 | $30,593,000 | 1,668 |
| Mortgage-backed securities | $12,770,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $8,886,000 | 2,665 |
| Issued or guaranteed by U.S. | $8,886,000 | 2,663 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,884,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $3,884,000 | 1,907 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $35,905,000 | 2,934 |
| Total debt securities | $35,905,000 | 3,194 |
| Structured notes | ||
| Amortized cost | $3,733,000 | 781 |
| Fair value | $3,721,000 | 773 |
| 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 | $36,531,000 | 3,266 |
| U.S. Government securities | $34,545,000 | 2,459 |
| U.S. Treasury securities | $1,989,000 | 832 |
| U.S. Government agency obligations | $32,556,000 | 2,477 |
| Securities issued by states & political subdivisions | $1,986,000 | 4,462 |
| 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 | $32,544,000 | 1,591 |
| Mortgage-backed securities | $14,061,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $9,527,000 | 2,648 |
| Issued or guaranteed by U.S. | $9,527,000 | 2,646 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,534,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $4,534,000 | 1,816 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $36,531,000 | 2,975 |
| Total debt securities | $36,531,000 | 3,242 |
| Structured notes | ||
| Amortized cost | $5,522,000 | 641 |
| Fair value | $5,472,000 | 644 |
| 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 | $33,965,000 | 3,445 |
| U.S. Government securities | $31,954,000 | 2,629 |
| U.S. Treasury securities | $1,995,000 | 798 |
| U.S. Government agency obligations | $29,959,000 | 2,658 |
| Securities issued by states & political subdivisions | $2,011,000 | 4,499 |
| 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 | $31,383,000 | 1,645 |
| Mortgage-backed securities | $14,862,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $10,014,000 | 2,627 |
| Issued or guaranteed by U.S. | $10,014,000 | 2,627 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,848,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $4,848,000 | 1,794 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $33,965,000 | 3,138 |
| Total debt securities | $33,965,000 | 3,419 |
| Structured notes | ||
| Amortized cost | $5,020,000 | 714 |
| Fair value | $4,958,000 | 726 |
| 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 | $32,496,000 | 3,541 |
| U.S. Government securities | $30,508,000 | 2,729 |
| U.S. Treasury securities | $1,983,000 | 722 |
| U.S. Government agency obligations | $28,525,000 | 2,768 |
| Securities issued by states & political subdivisions | $1,988,000 | 4,522 |
| 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 | $27,694,000 | 1,802 |
| Mortgage-backed securities | $15,539,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $10,360,000 | 2,605 |
| Issued or guaranteed by U.S. | $10,360,000 | 2,605 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,179,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $5,179,000 | 1,743 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $32,496,000 | 3,229 |
| Total debt securities | $32,496,000 | 3,512 |
| Structured notes | ||
| Amortized cost | $3,043,000 | 993 |
| Fair value | $2,944,000 | 1,020 |
| 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 | $32,446,000 | 3,544 |
| U.S. Government securities | $30,415,000 | 2,727 |
| U.S. Treasury securities | $1,975,000 | 696 |
| U.S. Government agency obligations | $28,440,000 | 2,764 |
| Securities issued by states & political subdivisions | $2,031,000 | 4,540 |
| 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 | $24,921,000 | 1,952 |
| Mortgage-backed securities | $16,133,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $10,673,000 | 2,568 |
| Issued or guaranteed by U.S. | $10,673,000 | 2,568 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,460,000 | 1,796 |
| CMOs issued by government agencies or sponsored agencies | $5,460,000 | 1,714 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,446,000 | 3,253 |
| Total debt securities | $32,446,000 | 3,514 |
| Structured notes | ||
| Amortized cost | $2,949,000 | 1,045 |
| Fair value | $2,797,000 | 1,026 |
| 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 | $33,452,000 | 3,495 |
| U.S. Government securities | $31,142,000 | 2,707 |
| U.S. Treasury securities | $1,995,000 | 667 |
| U.S. Government agency obligations | $29,147,000 | 2,761 |
| Securities issued by states & political subdivisions | $2,310,000 | 4,465 |
| 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 | $26,335,000 | 1,856 |
| Mortgage-backed securities | $17,191,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $11,251,000 | 2,506 |
| Issued or guaranteed by U.S. | $11,251,000 | 2,504 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,940,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $5,940,000 | 1,667 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,452,000 | 3,210 |
| Total debt securities | $33,452,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,115 |
| Fair value | $2,353,000 | 1,114 |
| 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 | $28,619,000 | 3,803 |
| U.S. Government securities | $26,544,000 | 2,981 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $26,544,000 | 2,908 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,546 |
| 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 | $22,975,000 | 2,023 |
| Mortgage-backed securities | $18,459,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $11,813,000 | 2,431 |
| Issued or guaranteed by U.S. | $11,813,000 | 2,429 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,646,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $6,646,000 | 1,612 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $28,619,000 | 3,499 |
| Total debt securities | $28,619,000 | 3,775 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,098 |
| Fair value | $2,356,000 | 1,099 |
| 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 | $25,225,000 | 4,072 |
| U.S. Government securities | $23,672,000 | 3,213 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $23,672,000 | 3,133 |
| Securities issued by states & political subdivisions | $1,553,000 | 4,724 |
| 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 | $18,393,000 | 2,349 |
| Mortgage-backed securities | $19,607,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $12,040,000 | 2,409 |
| Issued or guaranteed by U.S. | $12,040,000 | 2,408 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,567,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $7,567,000 | 1,569 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $25,225,000 | 3,767 |
| Total debt securities | $25,225,000 | 4,047 |
| 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 | $25,295,000 | 4,011 |
| U.S. Government securities | $23,280,000 | 3,206 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,280,000 | 3,136 |
| Securities issued by states & political subdivisions | $2,015,000 | 4,551 |
| 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 | $14,265,000 | 2,742 |
| Mortgage-backed securities | $19,046,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $10,563,000 | 2,586 |
| Issued or guaranteed by U.S. | $10,563,000 | 2,584 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,483,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $8,483,000 | 1,531 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $25,295,000 | 3,699 |
| Total debt securities | $25,295,000 | 3,982 |
| 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 | $27,842,000 | 3,851 |
| U.S. Government securities | $25,812,000 | 3,069 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $25,812,000 | 3,012 |
| Securities issued by states & political subdivisions | $2,030,000 | 4,563 |
| 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 | $15,926,000 | 2,578 |
| Mortgage-backed securities | $20,702,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $12,530,000 | 2,502 |
| Issued or guaranteed by U.S. | $12,530,000 | 2,502 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,172,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $8,172,000 | 1,626 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $27,842,000 | 3,552 |
| Total debt securities | $27,842,000 | 3,824 |
| 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 | $29,246,000 | 3,763 |
| U.S. Government securities | $27,200,000 | 3,036 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,200,000 | 2,975 |
| Securities issued by states & political subdivisions | $2,046,000 | 4,543 |
| 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 | $23,800,000 | 2,012 |
| Mortgage-backed securities | $21,166,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $11,248,000 | 2,681 |
| Issued or guaranteed by U.S. | $11,248,000 | 2,680 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,918,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $9,918,000 | 1,508 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $29,246,000 | 3,493 |
| Total debt securities | $29,246,000 | 3,736 |
| 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 | $28,941,000 | 3,808 |
| U.S. Government securities | $27,198,000 | 3,066 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,198,000 | 3,008 |
| Securities issued by states & political subdivisions | $1,743,000 | 4,613 |
| 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 | $22,324,000 | 2,115 |
| Mortgage-backed securities | $19,678,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $11,085,000 | 2,704 |
| Issued or guaranteed by U.S. | $11,085,000 | 2,702 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,612,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $7,612,000 | 1,716 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $981,000 | 406 |
| Commercial mortgage pass-through securities | $981,000 | 269 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $28,941,000 | 3,531 |
| Total debt securities | $28,940,000 | 3,779 |
| 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 | $29,711,000 | 3,694 |
| U.S. Government securities | $27,851,000 | 2,959 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $27,851,000 | 2,894 |
| Securities issued by states & political subdivisions | $1,860,000 | 4,557 |
| 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 | $23,220,000 | 1,938 |
| Mortgage-backed securities | $19,941,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $14,746,000 | 2,203 |
| Issued or guaranteed by U.S. | $14,746,000 | 2,197 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,179,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $4,179,000 | 2,073 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $1,016,000 | 337 |
| Commercial mortgage pass-through securities | $1,016,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $29,711,000 | 3,410 |
| Total debt securities | $29,710,000 | 3,667 |
| 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 | $31,236,000 | 3,520 |
| U.S. Government securities | $29,368,000 | 2,781 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,368,000 | 2,714 |
| Securities issued by states & political subdivisions | $1,868,000 | 4,497 |
| 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 | $19,294,000 | 2,180 |
| Mortgage-backed securities | $20,410,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $17,014,000 | 1,956 |
| Issued or guaranteed by U.S. | $17,014,000 | 1,951 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,396,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $3,396,000 | 2,193 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $31,236,000 | 3,239 |
| Total debt securities | $31,236,000 | 3,485 |
| 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 | $33,603,000 | 3,394 |
| U.S. Government securities | $31,748,000 | 2,673 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $31,748,000 | 2,595 |
| Securities issued by states & political subdivisions | $1,855,000 | 4,490 |
| 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 | $23,270,000 | 1,955 |
| Mortgage-backed securities | $20,758,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $12,753,000 | 2,281 |
| Issued or guaranteed by U.S. | $12,753,000 | 2,275 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,005,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $8,005,000 | 1,548 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $33,603,000 | 3,108 |
| Total debt securities | $33,602,000 | 3,367 |
| 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 | $33,137,000 | 3,406 |
| U.S. Government securities | $31,074,000 | 2,709 |
| U.S. Treasury securities | $3,932,000 | 574 |
| U.S. Government agency obligations | $27,142,000 | 2,895 |
| Securities issued by states & political subdivisions | $2,063,000 | 4,393 |
| 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 | $22,562,000 | 2,014 |
| Mortgage-backed securities | $15,847,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $9,728,000 | 2,609 |
| Issued or guaranteed by U.S. | $9,728,000 | 2,605 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,119,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $6,119,000 | 1,676 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $33,137,000 | 3,115 |
| Total debt securities | $33,136,000 | 3,377 |
| 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 | $39,430,000 | 2,934 |
| U.S. Government securities | $37,505,000 | 2,219 |
| U.S. Treasury securities | $2,928,000 | 653 |
| U.S. Government agency obligations | $34,577,000 | 2,295 |
| Securities issued by states & political subdivisions | $1,925,000 | 4,447 |
| 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 | $30,544,000 | 1,568 |
| Mortgage-backed securities | $13,671,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $7,499,000 | 2,831 |
| Issued or guaranteed by U.S. | $7,499,000 | 2,823 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,172,000 | 1,838 |
| CMOs issued by government agencies or sponsored agencies | $6,172,000 | 1,638 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $39,430,000 | 2,656 |
| Total debt securities | $39,429,000 | 2,912 |
| 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 | $23,792,000 | 3,980 |
| U.S. Government securities | $21,796,000 | 3,254 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,796,000 | 3,152 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,339 |
| 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 | $20,389,000 | 2,101 |
| Mortgage-backed securities | $16,582,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $10,289,000 | 2,362 |
| Issued or guaranteed by U.S. | $10,289,000 | 2,359 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,293,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $6,293,000 | 1,578 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $23,792,000 | 3,655 |
| Total debt securities | $23,792,000 | 3,941 |
| 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 | $29,494,000 | 3,507 |
| U.S. Government securities | $27,508,000 | 2,844 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,508,000 | 2,761 |
| Securities issued by states & political subdivisions | $1,986,000 | 4,316 |
| 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 | $14,551,000 | 2,662 |
| Mortgage-backed securities | $16,752,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | $11,620,000 | 2,235 |
| Issued or guaranteed by U.S. | $11,620,000 | 2,229 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,132,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $5,132,000 | 1,642 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $29,494,000 | 3,201 |
| Total debt securities | $29,494,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $505,000 | 2,889 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $27,448,000 | 3,689 |
| U.S. Government securities | $26,024,000 | 3,008 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,024,000 | 2,929 |
| Securities issued by states & political subdivisions | $1,424,000 | 4,592 |
| 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 | $14,790,000 | 2,697 |
| Mortgage-backed securities | $16,098,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $10,546,000 | 2,447 |
| Issued or guaranteed by U.S. | $10,546,000 | 2,442 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,552,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $5,552,000 | 1,531 |
| 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) | $27,448,000 | 3,352 |
| Total debt securities | $27,449,000 | 3,664 |
| 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 | $29,949,000 | 3,489 |
| U.S. Government securities | $28,639,000 | 2,767 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,639,000 | 2,699 |
| Securities issued by states & political subdivisions | $1,310,000 | 4,678 |
| 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 | $15,273,000 | 2,645 |
| Mortgage-backed securities | $15,141,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $10,089,000 | 2,571 |
| Issued or guaranteed by U.S. | $10,089,000 | 2,564 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,052,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $5,052,000 | 1,570 |
| 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) | $29,949,000 | 3,164 |
| Total debt securities | $29,950,000 | 3,458 |
| 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 | $32,427,000 | 3,313 |
| U.S. Government securities | $31,080,000 | 2,598 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $31,080,000 | 2,537 |
| Securities issued by states & political subdivisions | $1,347,000 | 4,709 |
| 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 | $14,568,000 | 2,711 |
| Mortgage-backed securities | $18,091,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $14,188,000 | 2,193 |
| Issued or guaranteed by U.S. | $14,188,000 | 2,182 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,903,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $3,903,000 | 1,728 |
| 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) | $32,427,000 | 2,981 |
| Total debt securities | $32,427,000 | 3,276 |
| 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 | $37,374,000 | 2,942 |
| U.S. Government securities | $35,912,000 | 2,253 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $35,912,000 | 2,202 |
| Securities issued by states & political subdivisions | $1,462,000 | 4,630 |
| 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 | $22,929,000 | 2,020 |
| Mortgage-backed securities | $17,903,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $14,281,000 | 2,226 |
| Issued or guaranteed by U.S. | $14,281,000 | 2,218 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,622,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $3,622,000 | 1,737 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $37,374,000 | 2,626 |
| Total debt securities | $37,373,000 | 2,912 |
| 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 | $35,361,000 | 3,077 |
| U.S. Government securities | $33,873,000 | 2,381 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,873,000 | 2,334 |
| Securities issued by states & political subdivisions | $1,488,000 | 4,544 |
| 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 | $24,141,000 | 1,985 |
| Mortgage-backed securities | $20,088,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $15,593,000 | 2,147 |
| Issued or guaranteed by U.S. | $15,593,000 | 2,135 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,495,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $4,495,000 | 1,599 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $35,361,000 | 2,739 |
| Total debt securities | $35,357,000 | 3,042 |
| 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 | $41,418,000 | 2,689 |
| U.S. Government securities | $39,568,000 | 2,104 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $39,568,000 | 2,058 |
| Securities issued by states & political subdivisions | $1,850,000 | 4,299 |
| 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 | $33,428,000 | 1,550 |
| Mortgage-backed securities | $23,796,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $18,409,000 | 1,872 |
| Issued or guaranteed by U.S. | $18,409,000 | 1,861 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,387,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $5,387,000 | 1,445 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $41,418,000 | 2,394 |
| Total debt securities | $41,420,000 | 2,665 |
| 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 | $33,731,000 | 3,116 |
| U.S. Government securities | $31,806,000 | 2,474 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,806,000 | 2,420 |
| Securities issued by states & political subdivisions | $1,925,000 | 4,253 |
| 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 | $29,464,000 | 1,688 |
| Mortgage-backed securities | $22,404,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $17,563,000 | 1,847 |
| Issued or guaranteed by U.S. | $17,563,000 | 1,835 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,841,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $4,841,000 | 1,440 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $33,731,000 | 2,766 |
| Total debt securities | $33,731,000 | 3,083 |
| 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 | $34,826,000 | 3,076 |
| U.S. Government securities | $32,807,000 | 2,444 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $32,807,000 | 2,396 |
| Securities issued by states & political subdivisions | $2,019,000 | 4,236 |
| 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 | $30,697,000 | 1,600 |
| Mortgage-backed securities | $22,535,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $15,908,000 | 1,978 |
| Issued or guaranteed by U.S. | $15,908,000 | 1,967 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,627,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $6,627,000 | 1,234 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $34,826,000 | 2,753 |
| Total debt securities | $34,828,000 | 3,045 |
| 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 | $37,609,000 | 2,901 |
| U.S. Government securities | $33,184,000 | 2,404 |
| U.S. Treasury securities | $501,000 | 833 |
| U.S. Government agency obligations | $32,683,000 | 2,390 |
| Securities issued by states & political subdivisions | $4,425,000 | 3,292 |
| 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 | $35,365,000 | 1,398 |
| Mortgage-backed securities | $22,010,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $11,512,000 | 2,345 |
| Issued or guaranteed by U.S. | $11,512,000 | 2,334 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,498,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $10,498,000 | 952 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $37,609,000 | 2,585 |
| Total debt securities | $37,609,000 | 2,860 |
| 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 | $44,897,000 | 2,524 |
| U.S. Government securities | $35,297,000 | 2,304 |
| U.S. Treasury securities | $498,000 | 950 |
| U.S. Government agency obligations | $34,799,000 | 2,287 |
| Securities issued by states & political subdivisions | $9,600,000 | 2,132 |
| 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 | $42,691,000 | 1,178 |
| Mortgage-backed securities | $22,803,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $10,730,000 | 2,195 |
| Issued or guaranteed by U.S. | $10,730,000 | 2,182 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,073,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $12,073,000 | 808 |
| 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) | $44,897,000 | 2,211 |
| Total debt securities | $44,896,000 | 2,478 |
| 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 | $36,862,000 | 2,951 |
| U.S. Government securities | $27,902,000 | 2,863 |
| U.S. Treasury securities | $995,000 | 812 |
| U.S. Government agency obligations | $26,907,000 | 2,871 |
| Securities issued by states & political subdivisions | $8,960,000 | 2,213 |
| 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 | $34,400,000 | 1,392 |
| Mortgage-backed securities | $17,835,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $5,311,000 | 2,999 |
| Issued or guaranteed by U.S. | $5,311,000 | 2,985 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,524,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $12,524,000 | 745 |
| 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) | $36,862,000 | 2,579 |
| Total debt securities | $36,863,000 | 2,900 |
| 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 | $38,245,000 | 2,870 |
| U.S. Government securities | $29,325,000 | 2,732 |
| U.S. Treasury securities | $1,986,000 | 678 |
| U.S. Government agency obligations | $27,339,000 | 2,845 |
| Securities issued by states & political subdivisions | $8,920,000 | 2,205 |
| 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 | $28,151,000 | 1,644 |
| Mortgage-backed securities | $17,897,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $4,970,000 | 3,016 |
| Issued or guaranteed by U.S. | $4,970,000 | 3,002 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,927,000 | 910 |
| CMOs issued by government agencies or sponsored agencies | $12,927,000 | 706 |
| 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) | $38,245,000 | 2,503 |
| Total debt securities | $38,247,000 | 2,829 |
| 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 | $39,316,000 | 2,820 |
| U.S. Government securities | $30,112,000 | 2,687 |
| U.S. Treasury securities | $1,978,000 | 737 |
| U.S. Government agency obligations | $28,134,000 | 2,772 |
| Securities issued by states & political subdivisions | $9,204,000 | 2,157 |
| 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 | $30,487,000 | 1,538 |
| Mortgage-backed securities | $16,164,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $4,198,000 | 3,248 |
| Issued or guaranteed by U.S. | $4,198,000 | 3,231 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,966,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $11,966,000 | 746 |
| 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) | $39,316,000 | 2,451 |
| Total debt securities | $39,317,000 | 2,778 |
| 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 | $41,392,000 | 2,715 |
| U.S. Government securities | $30,904,000 | 2,664 |
| U.S. Treasury securities | $1,970,000 | 777 |
| U.S. Government agency obligations | $28,934,000 | 2,732 |
| Securities issued by states & political subdivisions | $10,488,000 | 1,916 |
| 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 | $35,953,000 | 1,325 |
| Mortgage-backed securities | $15,040,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $2,824,000 | 3,783 |
| Issued or guaranteed by U.S. | $2,824,000 | 3,772 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,216,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $12,216,000 | 756 |
| 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) | $41,392,000 | 2,368 |
| Total debt securities | $41,393,000 | 2,680 |
| 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 | $35,949,000 | 3,090 |
| U.S. Government securities | $23,684,000 | 3,304 |
| U.S. Treasury securities | $1,963,000 | 815 |
| U.S. Government agency obligations | $21,721,000 | 3,429 |
| Securities issued by states & political subdivisions | $12,265,000 | 1,663 |
| 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 | $27,933,000 | 1,637 |
| Mortgage-backed securities | $11,811,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $1,409,000 | 4,532 |
| Issued or guaranteed by U.S. | $1,409,000 | 4,508 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,402,000 | 998 |
| CMOs issued by government agencies or sponsored agencies | $10,402,000 | 823 |
| 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) | $35,949,000 | 2,672 |
| Total debt securities | $35,951,000 | 3,049 |
| 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 | $33,355,000 | 3,246 |
| U.S. Government securities | $21,249,000 | 3,599 |
| U.S. Treasury securities | $1,945,000 | 863 |
| U.S. Government agency obligations | $19,304,000 | 3,750 |
| Securities issued by states & political subdivisions | $12,106,000 | 1,652 |
| 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 | $28,374,000 | 1,591 |
| Mortgage-backed securities | $11,294,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,843 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,820 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,287,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $10,287,000 | 820 |
| 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) | $33,355,000 | 2,805 |
| Total debt securities | $33,355,000 | 3,203 |
| 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 | $33,024,000 | 3,306 |
| U.S. Government securities | $20,744,000 | 3,704 |
| U.S. Treasury securities | $964,000 | 1,248 |
| U.S. Government agency obligations | $19,780,000 | 3,724 |
| Securities issued by states & political subdivisions | $12,280,000 | 1,617 |
| 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 | $26,721,000 | 1,687 |
| Mortgage-backed securities | $10,519,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,089,000 | 4,789 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,430,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $9,430,000 | 870 |
| 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) | $33,024,000 | 2,854 |
| Total debt securities | $33,023,000 | 3,250 |
| 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 | $34,515,000 | 3,178 |
| U.S. Government securities | $22,273,000 | 3,500 |
| U.S. Treasury securities | $968,000 | 1,264 |
| U.S. Government agency obligations | $21,305,000 | 3,484 |
| Securities issued by states & political subdivisions | $12,242,000 | 1,624 |
| 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 | $32,521,000 | 1,407 |
| Mortgage-backed securities | $8,860,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $1,155,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,155,000 | 4,787 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,705,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $7,705,000 | 993 |
| 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) | $34,515,000 | 2,742 |
| Total debt securities | $34,515,000 | 3,135 |
| 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 | $32,493,000 | 3,329 |
| U.S. Government securities | $19,948,000 | 3,770 |
| U.S. Treasury securities | $971,000 | 1,256 |
| U.S. Government agency obligations | $18,977,000 | 3,771 |
| Securities issued by states & political subdivisions | $12,545,000 | 1,577 |
| 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 | $21,334,000 | 1,985 |
| Mortgage-backed securities | $8,244,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 4,796 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,777 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,021,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $7,021,000 | 1,060 |
| 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) | $32,493,000 | 2,874 |
| Total debt securities | $32,493,000 | 3,274 |
| 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 | $34,368,000 | 3,233 |
| U.S. Government securities | $21,907,000 | 3,572 |
| U.S. Treasury securities | $980,000 | 1,307 |
| U.S. Government agency obligations | $20,927,000 | 3,564 |
| Securities issued by states & political subdivisions | $12,461,000 | 1,588 |
| 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 | $26,066,000 | 1,661 |
| Mortgage-backed securities | $8,897,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,776 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,583,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $7,583,000 | 1,061 |
| 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) | $34,368,000 | 2,783 |
| Total debt securities | $34,368,000 | 3,184 |
| 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 | $32,697,000 | 3,404 |
| U.S. Government securities | $19,794,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,794,000 | 3,764 |
| Securities issued by states & political subdivisions | $12,903,000 | 1,521 |
| 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 | $26,041,000 | 1,683 |
| Mortgage-backed securities | $10,453,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $1,855,000 | 4,529 |
| Issued or guaranteed by U.S. | $1,855,000 | 4,516 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,598,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $8,598,000 | 1,018 |
| 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) | $32,697,000 | 2,929 |
| Total debt securities | $32,695,000 | 3,352 |
| 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 | $31,948,000 | 3,465 |
| U.S. Government securities | $19,383,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,383,000 | 3,817 |
| Securities issued by states & political subdivisions | $12,565,000 | 1,574 |
| 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 | $23,976,000 | 1,788 |
| Mortgage-backed securities | $11,190,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $4,441,000 | 3,496 |
| Issued or guaranteed by U.S. | $4,441,000 | 3,486 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,749,000 | 1,334 |
| CMOs issued by government agencies or sponsored agencies | $6,749,000 | 1,171 |
| 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) | $31,948,000 | 2,986 |
| Total debt securities | $31,948,000 | 3,409 |
| 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 | $29,701,000 | 3,647 |
| U.S. Government securities | $17,917,000 | 4,098 |
| U.S. Treasury securities | $201,000 | 1,839 |
| U.S. Government agency obligations | $17,716,000 | 3,989 |
| Securities issued by states & political subdivisions | $11,784,000 | 1,663 |
| 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 | $22,976,000 | 1,814 |
| Mortgage-backed securities | $8,962,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $2,145,000 | 4,424 |
| Issued or guaranteed by U.S. | $2,145,000 | 4,411 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,817,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $6,817,000 | 1,176 |
| 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) | $29,701,000 | 3,159 |
| Total debt securities | $29,701,000 | 3,582 |
| 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 | $30,457,000 | 3,622 |
| U.S. Government securities | $18,915,000 | 4,051 |
| U.S. Treasury securities | $203,000 | 1,954 |
| U.S. Government agency obligations | $18,712,000 | 3,927 |
| Securities issued by states & political subdivisions | $11,542,000 | 1,683 |
| 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 | $25,277,000 | 1,646 |
| Mortgage-backed securities | $8,556,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $2,240,000 | 4,433 |
| Issued or guaranteed by U.S. | $2,240,000 | 4,418 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,316,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $6,316,000 | 1,240 |
| 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) | $30,457,000 | 3,117 |
| Total debt securities | $30,456,000 | 3,550 |
| 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 | $31,316,000 | 3,543 |
| U.S. Government securities | $20,232,000 | 3,818 |
| U.S. Treasury securities | $206,000 | 1,932 |
| U.S. Government agency obligations | $20,026,000 | 3,714 |
| Securities issued by states & political subdivisions | $11,084,000 | 1,777 |
| 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 | $22,592,000 | 1,817 |
| Mortgage-backed securities | $8,932,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $2,472,000 | 4,375 |
| Issued or guaranteed by U.S. | $2,472,000 | 4,362 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,460,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $6,460,000 | 1,270 |
| 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) | $31,316,000 | 3,066 |
| Total debt securities | $31,316,000 | 3,475 |
| 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 | $31,757,000 | 3,559 |
| U.S. Government securities | $21,717,000 | 3,689 |
| U.S. Treasury securities | $208,000 | 2,054 |
| U.S. Government agency obligations | $21,509,000 | 3,582 |
| Securities issued by states & political subdivisions | $10,040,000 | 1,935 |
| 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 | $26,916,000 | 1,528 |
| Mortgage-backed securities | $7,939,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $2,550,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,550,000 | 4,286 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,389,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $5,389,000 | 1,438 |
| 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) | $31,757,000 | 3,076 |
| Total debt securities | $31,757,000 | 3,496 |
| 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 | $27,836,000 | 3,835 |
| U.S. Government securities | $16,959,000 | 4,231 |
| U.S. Treasury securities | $210,000 | 2,113 |
| U.S. Government agency obligations | $16,749,000 | 4,093 |
| Securities issued by states & political subdivisions | $10,877,000 | 1,823 |
| 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 | $18,808,000 | 1,982 |
| Mortgage-backed securities | $8,094,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $2,856,000 | 4,156 |
| Issued or guaranteed by U.S. | $2,856,000 | 4,140 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,238,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $5,238,000 | 1,471 |
| 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) | $27,836,000 | 3,324 |
| Total debt securities | $27,835,000 | 3,762 |
| 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 | $26,594,000 | 3,881 |
| U.S. Government securities | $15,657,000 | 4,353 |
| U.S. Treasury securities | $465,000 | 1,950 |
| U.S. Government agency obligations | $15,192,000 | 4,296 |
| Securities issued by states & political subdivisions | $10,937,000 | 1,757 |
| 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 | $20,606,000 | 1,812 |
| Mortgage-backed securities | $6,294,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $2,726,000 | 4,267 |
| Issued or guaranteed by U.S. | $2,726,000 | 4,250 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,568,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $3,568,000 | 1,898 |
| 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) | $26,594,000 | 3,357 |
| Total debt securities | $26,594,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $27,629,000 | 3,755 |
| U.S. Government securities | $17,072,000 | 4,137 |
| U.S. Treasury securities | $468,000 | 1,993 |
| U.S. Government agency obligations | $16,604,000 | 4,050 |
| Securities issued by states & political subdivisions | $10,557,000 | 1,738 |
| 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 | $21,209,000 | 1,767 |
| Mortgage-backed securities | $6,726,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | $4,634,000 | 3,535 |
| Issued or guaranteed by U.S. | $4,634,000 | 3,525 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,092,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $2,092,000 | 2,397 |
| 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) | $27,629,000 | 3,239 |
| Total debt securities | $27,627,000 | 3,678 |
| 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 | $25,438,000 | 3,955 |
| U.S. Government securities | $13,046,000 | 4,866 |
| U.S. Treasury securities | $723,000 | 1,820 |
| U.S. Government agency obligations | $12,323,000 | 4,835 |
| Securities issued by states & political subdivisions | $12,392,000 | 1,471 |
| 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 | $18,627,000 | 1,966 |
| Mortgage-backed securities | $7,163,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $5,608,000 | 3,186 |
| Issued or guaranteed by U.S. | $5,608,000 | 3,173 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,555,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $1,555,000 | 2,700 |
| 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) | $25,438,000 | 3,390 |
| Total debt securities | $25,436,000 | 3,872 |
| 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 | $24,641,000 | 3,906 |
| U.S. Government securities | $15,361,000 | 4,296 |
| U.S. Treasury securities | $1,502,000 | 1,646 |
| U.S. Government agency obligations | $13,859,000 | 4,378 |
| Securities issued by states & political subdivisions | $9,280,000 | 1,821 |
| 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 | $18,315,000 | 1,874 |
| Mortgage-backed securities | $5,375,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $3,963,000 | 3,471 |
| Issued or guaranteed by U.S. | $3,963,000 | 3,457 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,412,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $1,412,000 | 2,862 |
| 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) | $24,641,000 | 3,298 |
| Total debt securities | $24,641,000 | 3,821 |
| 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 | $23,692,000 | 4,094 |
| U.S. Government securities | $15,309,000 | 4,457 |
| U.S. Treasury securities | $1,954,000 | 2,050 |
| U.S. Government agency obligations | $13,355,000 | 4,613 |
| Securities issued by states & political subdivisions | $8,023,000 | 1,993 |
| 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 | $360,000 | 4,563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,392,000 | 1,735 |
| Mortgage-backed securities | $4,471,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $3,103,000 | 3,330 |
| Issued or guaranteed by U.S. | $3,103,000 | 3,315 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,368,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $1,368,000 | 2,463 |
| 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) | $23,692,000 | 3,329 |
| Total debt securities | $23,332,000 | 4,031 |
| 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 | $22,519,000 | 4,455 |
| U.S. Government securities | $14,187,000 | 4,938 |
| U.S. Treasury securities | $2,233,000 | 2,558 |
| U.S. Government agency obligations | $11,954,000 | 5,026 |
| Securities issued by states & political subdivisions | $8,007,000 | 2,058 |
| 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 | $325,000 | 4,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,406,000 | 2,165 |
| Mortgage-backed securities | $4,423,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $2,608,000 | 3,810 |
| Issued or guaranteed by U.S. | $2,608,000 | 3,792 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,815,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $1,815,000 | 2,400 |
| 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) | $22,519,000 | 3,552 |
| Total debt securities | $22,194,000 | 4,375 |
| 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 | $23,969,000 | 4,280 |
| U.S. Government securities | $16,234,000 | 4,540 |
| U.S. Treasury securities | $3,317,000 | 2,939 |
| U.S. Government agency obligations | $12,917,000 | 4,517 |
| Securities issued by states & political subdivisions | $7,435,000 | 2,210 |
| 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 | $300,000 | 4,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,540,000 | 1,792 |
| Mortgage-backed securities | $3,938,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 4,828 |
| Issued or guaranteed by U.S. | $1,437,000 | 4,809 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,501,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,501,000 | 2,295 |
| 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) | $23,969,000 | 3,334 |
| Total debt securities | $23,669,000 | 4,207 |
| 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 | $22,515,000 | 4,521 |
| U.S. Government securities | $14,597,000 | 5,142 |
| U.S. Treasury securities | $5,825,000 | 2,853 |
| U.S. Government agency obligations | $8,772,000 | 5,671 |
| Securities issued by states & political subdivisions | $7,650,000 | 1,941 |
| 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 | $268,000 | 4,871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,173,000 | 1,743 |
| Mortgage-backed securities | $1,049,000 | 6,266 |
| Certificates of participation in pools of residential mortgages | $710,000 | 5,809 |
| Issued or guaranteed by U.S. | $710,000 | 5,790 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $339,000 | 4,256 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 4,108 |
| 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) | $22,515,000 | 3,303 |
| Total debt securities | $22,247,000 | 4,452 |
| 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 | $20,335,000 | 5,238 |
| U.S. Government securities | $10,615,000 | 6,782 |
| U.S. Treasury securities | $4,244,000 | 4,194 |
| U.S. Government agency obligations | $6,371,000 | 6,949 |
| Securities issued by states & political subdivisions | $8,741,000 | 1,667 |
| 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 | $979,000 | 2,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,785,000 | 2,764 |
| Mortgage-backed securities | $1,729,000 | 6,101 |
| 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 | $1,729,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $1,729,000 | 3,124 |
| 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) | $20,335,000 | 3,765 |
| Total debt securities | $19,356,000 | 5,317 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $21,417,000 | 5,291 |
| U.S. Government securities | $11,813,000 | 6,649 |
| U.S. Treasury securities | $5,846,000 | 4,146 |
| U.S. Government agency obligations | $5,967,000 | 7,194 |
| Securities issued by states & political subdivisions | $8,843,000 | 1,666 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $761,000 | 2,556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,177,000 | 2,689 |
| Mortgage-backed securities | $3,597,000 | 5,167 |
| Certificates of participation in pools of residential mortgages | $681,000 | 6,636 |
| Issued or guaranteed by U.S. | $681,000 | 6,604 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,916,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $2,916,000 | 2,761 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $21,417,000 | 3,737 |
| Total debt securities | $20,656,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $17,566,000 | 6,442 |
| U.S. Government securities | $10,226,000 | 7,651 |
| U.S. Treasury securities | $4,229,000 | 6,070 |
| U.S. Government agency obligations | $5,997,000 | 7,163 |
| Securities issued by states & political subdivisions | $7,302,000 | 2,087 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,058,000 | 4,220 |
| Mortgage-backed securities | $4,956,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $737,000 | 6,889 |
| Issued or guaranteed by U.S. | $737,000 | 6,862 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,219,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $4,219,000 | 2,415 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,299,000 | 6,778 |
| Available-for-sale securities (fair market value) | $10,267,000 | 4,680 |
| Total debt securities | $17,528,000 | 6,342 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $18,187,000 | 6,547 |
| U.S. Government securities | $13,385,000 | 6,727 |
| U.S. Treasury securities | $5,928,000 | 5,154 |
| U.S. Government agency obligations | $7,457,000 | 6,607 |
| Securities issued by states & political subdivisions | $4,764,000 | 3,131 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,737,000 | 3,763 |
| Mortgage-backed securities | $4,712,000 | 5,429 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,712,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $4,712,000 | 2,562 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,149,000 | 6,415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $17,950,000 | 6,545 |
| U.S. Government securities | $16,128,000 | 5,935 |
| U.S. Treasury securities | $11,400,000 | 3,151 |
| U.S. Government agency obligations | $4,728,000 | 8,190 |
| Securities issued by states & political subdivisions | $1,784,000 | 5,302 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 6,820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,356,000 | 2,403 |
| Mortgage-backed securities | $2,280,000 | 7,362 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,280,000 | 3,862 |
| CMOs issued by government agencies or sponsored agencies | $2,280,000 | 3,551 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,912,000 | 6,445 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |