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McKenzie County Bank, Securities
| 2014-12-31 | Rank | |
| Total securities | $33,889,000 | 3,324 |
| U.S. Government securities | $20,741,000 | 3,283 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,741,000 | 3,177 |
| Securities issued by states & political subdivisions | $13,148,000 | 2,468 |
| 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 | $13,514,000 | 2,789 |
| Mortgage-backed securities | $20,741,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | $16,334,000 | 1,921 |
| Issued or guaranteed by U.S. | $16,334,000 | 1,919 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,249,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $2,249,000 | 2,245 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,158,000 | 642 |
| Commercial mortgage pass-through securities | $2,158,000 | 389 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $13,148,000 | 974 |
| Available-for-sale securities (fair market value) | $20,741,000 | 3,877 |
| Total debt securities | $33,889,000 | 3,301 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $29,505,000 | 3,671 |
| U.S. Government securities | $16,758,000 | 3,733 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,758,000 | 3,617 |
| Securities issued by states & political subdivisions | $12,444,000 | 2,558 |
| Other domestic debt securities | $303,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $303,000 | 577 |
| 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 | $14,060,000 | 2,744 |
| Mortgage-backed securities | $17,061,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $13,982,000 | 2,178 |
| Issued or guaranteed by U.S. | $13,982,000 | 2,177 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,657,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $1,354,000 | 2,582 |
| Privately issued | $303,000 | 549 |
| Commercial mortgage-backed securities | $1,422,000 | 717 |
| Commercial mortgage pass-through securities | $1,422,000 | 461 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $12,444,000 | 1,002 |
| Available-for-sale securities (fair market value) | $17,061,000 | 4,241 |
| Total debt securities | $29,505,000 | 3,648 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $20,008,000 | 4,432 |
| U.S. Government securities | $10,557,000 | 4,548 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,557,000 | 4,439 |
| Securities issued by states & political subdivisions | $9,128,000 | 3,023 |
| Other domestic debt securities | $323,000 | 2,235 |
| Privately issued residential mortgage-backed securities | $323,000 | 582 |
| 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 | $14,209,000 | 2,739 |
| Mortgage-backed securities | $10,880,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $9,597,000 | 2,691 |
| Issued or guaranteed by U.S. | $9,597,000 | 2,691 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,283,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 2,785 |
| Privately issued | $323,000 | 556 |
| 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) | $9,128,000 | 1,152 |
| Available-for-sale securities (fair market value) | $10,880,000 | 4,891 |
| Total debt securities | $20,008,000 | 4,410 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $19,969,000 | 4,459 |
| U.S. Government securities | $9,521,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,521,000 | 4,606 |
| Securities issued by states & political subdivisions | $10,109,000 | 2,884 |
| Other domestic debt securities | $339,000 | 2,278 |
| Privately issued residential mortgage-backed securities | $339,000 | 598 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,731,000 | 2,809 |
| Mortgage-backed securities | $9,860,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $8,445,000 | 2,878 |
| Issued or guaranteed by U.S. | $8,445,000 | 2,878 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,415,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $1,076,000 | 2,742 |
| Privately issued | $339,000 | 572 |
| 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) | $10,109,000 | 1,091 |
| Available-for-sale securities (fair market value) | $9,860,000 | 5,023 |
| Total debt securities | $19,969,000 | 4,438 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $18,899,000 | 4,564 |
| U.S. Government securities | $8,443,000 | 4,857 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,443,000 | 4,763 |
| Securities issued by states & political subdivisions | $10,116,000 | 2,873 |
| Other domestic debt securities | $340,000 | 2,334 |
| Privately issued residential mortgage-backed securities | $340,000 | 633 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,656,000 | 2,820 |
| Mortgage-backed securities | $8,783,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $7,195,000 | 3,064 |
| Issued or guaranteed by U.S. | $7,195,000 | 3,062 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,588,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000 | 2,646 |
| Privately issued | $340,000 | 604 |
| 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) | $10,116,000 | 1,080 |
| Available-for-sale securities (fair market value) | $8,783,000 | 5,182 |
| Total debt securities | $18,899,000 | 4,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $19,760,000 | 4,521 |
| U.S. Government securities | $9,230,000 | 4,778 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,230,000 | 4,682 |
| Securities issued by states & political subdivisions | $10,153,000 | 2,877 |
| Other domestic debt securities | $377,000 | 2,373 |
| Privately issued residential mortgage-backed securities | $377,000 | 651 |
| 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 | $13,887,000 | 2,766 |
| Mortgage-backed securities | $9,607,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $7,695,000 | 2,991 |
| Issued or guaranteed by U.S. | $7,695,000 | 2,988 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,912,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $1,535,000 | 2,554 |
| Privately issued | $377,000 | 623 |
| 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) | $10,153,000 | 1,040 |
| Available-for-sale securities (fair market value) | $9,607,000 | 5,152 |
| Total debt securities | $19,760,000 | 4,494 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $21,280,000 | 4,390 |
| U.S. Government securities | $10,292,000 | 4,617 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,292,000 | 4,520 |
| Securities issued by states & political subdivisions | $10,564,000 | 2,806 |
| Other domestic debt securities | $424,000 | 2,412 |
| Privately issued residential mortgage-backed securities | $424,000 | 656 |
| 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 | $14,265,000 | 2,709 |
| Mortgage-backed securities | $10,716,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $8,225,000 | 2,884 |
| Issued or guaranteed by U.S. | $8,225,000 | 2,882 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,491,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $2,067,000 | 2,419 |
| Privately issued | $424,000 | 628 |
| 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) | $10,564,000 | 976 |
| Available-for-sale securities (fair market value) | $10,716,000 | 5,046 |
| Total debt securities | $21,280,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $23,541,000 | 4,205 |
| U.S. Government securities | $11,997,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,997,000 | 4,343 |
| Securities issued by states & political subdivisions | $11,087,000 | 2,706 |
| Other domestic debt securities | $457,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $457,000 | 677 |
| 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 | $14,335,000 | 2,731 |
| Mortgage-backed securities | $12,454,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $9,258,000 | 2,751 |
| Issued or guaranteed by U.S. | $9,258,000 | 2,750 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,196,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $2,739,000 | 2,296 |
| Privately issued | $457,000 | 651 |
| 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) | $11,087,000 | 928 |
| Available-for-sale securities (fair market value) | $12,454,000 | 4,903 |
| Total debt securities | $23,541,000 | 4,181 |
| 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 | $25,650,000 | 3,990 |
| U.S. Government securities | $13,556,000 | 4,209 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,556,000 | 4,100 |
| Securities issued by states & political subdivisions | $11,597,000 | 2,619 |
| Other domestic debt securities | $497,000 | 2,347 |
| Privately issued residential mortgage-backed securities | $497,000 | 695 |
| 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 | $14,528,000 | 2,711 |
| Mortgage-backed securities | $14,053,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $10,262,000 | 2,621 |
| Issued or guaranteed by U.S. | $10,262,000 | 2,619 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,791,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $3,294,000 | 2,223 |
| Privately issued | $497,000 | 669 |
| 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) | $11,597,000 | 906 |
| Available-for-sale securities (fair market value) | $14,053,000 | 4,704 |
| Total debt securities | $25,650,000 | 3,959 |
| 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 | $27,637,000 | 3,869 |
| U.S. Government securities | $15,411,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,411,000 | 3,975 |
| Securities issued by states & political subdivisions | $11,756,000 | 2,566 |
| Other domestic debt securities | $470,000 | 2,446 |
| Privately issued residential mortgage-backed securities | $470,000 | 756 |
| 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 | $14,947,000 | 2,685 |
| Mortgage-backed securities | $15,881,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $11,496,000 | 2,609 |
| Issued or guaranteed by U.S. | $11,496,000 | 2,607 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,385,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $3,915,000 | 2,202 |
| Privately issued | $470,000 | 726 |
| 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) | $11,756,000 | 916 |
| Available-for-sale securities (fair market value) | $15,881,000 | 4,577 |
| Total debt securities | $27,637,000 | 3,840 |
| 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 | $29,347,000 | 3,753 |
| U.S. Government securities | $17,107,000 | 3,937 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,107,000 | 3,853 |
| Securities issued by states & political subdivisions | $11,765,000 | 2,509 |
| Other domestic debt securities | $475,000 | 2,429 |
| Privately issued residential mortgage-backed securities | $475,000 | 813 |
| 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 | $14,763,000 | 2,739 |
| Mortgage-backed securities | $17,582,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $12,360,000 | 2,545 |
| Issued or guaranteed by U.S. | $12,360,000 | 2,542 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,222,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $4,747,000 | 2,067 |
| Privately issued | $475,000 | 782 |
| 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) | $11,765,000 | 901 |
| Available-for-sale securities (fair market value) | $17,582,000 | 4,434 |
| Total debt securities | $29,347,000 | 3,726 |
| 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 | $29,976,000 | 3,732 |
| U.S. Government securities | $18,918,000 | 3,828 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,918,000 | 3,746 |
| Securities issued by states & political subdivisions | $10,581,000 | 2,579 |
| Other domestic debt securities | $477,000 | 2,404 |
| Privately issued residential mortgage-backed securities | $477,000 | 841 |
| 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 | $14,157,000 | 2,779 |
| Mortgage-backed securities | $19,395,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $13,267,000 | 2,436 |
| Issued or guaranteed by U.S. | $13,267,000 | 2,432 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,128,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $5,651,000 | 1,941 |
| Privately issued | $477,000 | 810 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $10,581,000 | 959 |
| Available-for-sale securities (fair market value) | $19,395,000 | 4,279 |
| Total debt securities | $29,976,000 | 3,708 |
| 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 | $30,743,000 | 3,623 |
| U.S. Government securities | $19,477,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,477,000 | 3,626 |
| Securities issued by states & political subdivisions | $10,817,000 | 2,516 |
| Other domestic debt securities | $449,000 | 2,412 |
| Privately issued residential mortgage-backed securities | $449,000 | 942 |
| 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 | $14,889,000 | 2,596 |
| Mortgage-backed securities | $19,926,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $14,161,000 | 2,256 |
| Issued or guaranteed by U.S. | $14,161,000 | 2,252 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,765,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $5,316,000 | 1,899 |
| Privately issued | $449,000 | 893 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $10,817,000 | 965 |
| Available-for-sale securities (fair market value) | $19,926,000 | 4,180 |
| Total debt securities | $30,743,000 | 3,597 |
| 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 | $26,083,000 | 3,914 |
| U.S. Government securities | $14,773,000 | 4,191 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,773,000 | 4,094 |
| Securities issued by states & political subdivisions | $10,857,000 | 2,461 |
| Other domestic debt securities | $453,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $453,000 | 977 |
| 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 | $14,945,000 | 2,565 |
| Mortgage-backed securities | $15,226,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $10,107,000 | 2,652 |
| Issued or guaranteed by U.S. | $10,107,000 | 2,647 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,119,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $4,666,000 | 1,959 |
| Privately issued | $453,000 | 924 |
| 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) | $10,857,000 | 971 |
| Available-for-sale securities (fair market value) | $15,226,000 | 4,639 |
| Total debt securities | $26,084,000 | 3,878 |
| 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 | $24,432,000 | 4,116 |
| U.S. Government securities | $13,656,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,656,000 | 4,338 |
| Securities issued by states & political subdivisions | $10,321,000 | 2,468 |
| Other domestic debt securities | $455,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $455,000 | 994 |
| 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 | $14,932,000 | 2,599 |
| Mortgage-backed securities | $14,111,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $8,595,000 | 2,831 |
| Issued or guaranteed by U.S. | $8,595,000 | 2,824 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,516,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $5,061,000 | 1,865 |
| Privately issued | $455,000 | 940 |
| 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) | $10,321,000 | 1,003 |
| Available-for-sale securities (fair market value) | $14,111,000 | 4,811 |
| Total debt securities | $24,432,000 | 4,080 |
| 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 | $23,792,000 | 4,141 |
| U.S. Government securities | $12,977,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,977,000 | 4,430 |
| Securities issued by states & political subdivisions | $10,330,000 | 2,442 |
| Other domestic debt securities | $485,000 | 2,381 |
| Privately issued residential mortgage-backed securities | $485,000 | 1,021 |
| 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 | $15,258,000 | 2,556 |
| Mortgage-backed securities | $13,462,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $7,779,000 | 2,895 |
| Issued or guaranteed by U.S. | $7,779,000 | 2,888 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,683,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $5,198,000 | 1,784 |
| Privately issued | $485,000 | 969 |
| 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) | $10,330,000 | 1,008 |
| Available-for-sale securities (fair market value) | $13,462,000 | 4,885 |
| Total debt securities | $23,792,000 | 4,109 |
| 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 | $23,196,000 | 4,071 |
| U.S. Government securities | $13,669,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,669,000 | 4,145 |
| Securities issued by states & political subdivisions | $9,037,000 | 2,619 |
| Other domestic debt securities | $490,000 | 2,512 |
| Privately issued residential mortgage-backed securities | $490,000 | 1,073 |
| 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 | $16,006,000 | 2,460 |
| Mortgage-backed securities | $14,159,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $8,336,000 | 2,698 |
| Issued or guaranteed by U.S. | $8,336,000 | 2,690 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,823,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $5,333,000 | 1,735 |
| Privately issued | $490,000 | 1,017 |
| 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) | $9,037,000 | 1,079 |
| Available-for-sale securities (fair market value) | $14,159,000 | 4,705 |
| Total debt securities | $23,196,000 | 4,036 |
| 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 | $19,890,000 | 4,375 |
| U.S. Government securities | $10,476,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,476,000 | 4,619 |
| Securities issued by states & political subdivisions | $9,414,000 | 2,470 |
| 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 | $15,765,000 | 2,490 |
| Mortgage-backed securities | $10,476,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $5,983,000 | 3,079 |
| Issued or guaranteed by U.S. | $5,983,000 | 3,071 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,493,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $4,493,000 | 1,826 |
| 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) | $9,414,000 | 1,070 |
| Available-for-sale securities (fair market value) | $10,476,000 | 5,151 |
| Total debt securities | $19,884,000 | 4,334 |
| 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 | $18,403,000 | 4,590 |
| U.S. Government securities | $8,987,000 | 5,131 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,987,000 | 5,019 |
| Securities issued by states & political subdivisions | $9,416,000 | 2,354 |
| 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 | $16,130,000 | 2,473 |
| Mortgage-backed securities | $8,987,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $4,278,000 | 3,531 |
| Issued or guaranteed by U.S. | $4,278,000 | 3,523 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,709,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $4,709,000 | 1,707 |
| 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) | $9,416,000 | 1,111 |
| Available-for-sale securities (fair market value) | $8,987,000 | 5,434 |
| Total debt securities | $18,403,000 | 4,549 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $19,032,000 | 4,554 |
| U.S. Government securities | $9,614,000 | 5,092 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,614,000 | 4,985 |
| Securities issued by states & political subdivisions | $9,418,000 | 2,323 |
| 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 | $16,057,000 | 2,556 |
| Mortgage-backed securities | $9,614,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $4,689,000 | 3,532 |
| Issued or guaranteed by U.S. | $4,689,000 | 3,525 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,925,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $4,925,000 | 1,623 |
| 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) | $9,418,000 | 1,125 |
| Available-for-sale securities (fair market value) | $9,614,000 | 5,388 |
| Total debt securities | $19,032,000 | 4,515 |
| 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 | $19,536,000 | 4,459 |
| U.S. Government securities | $10,116,000 | 4,965 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,116,000 | 4,864 |
| Securities issued by states & political subdivisions | $9,420,000 | 2,324 |
| 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 | $15,884,000 | 2,593 |
| Mortgage-backed securities | $10,116,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $4,933,000 | 3,560 |
| Issued or guaranteed by U.S. | $4,933,000 | 3,553 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,183,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $5,183,000 | 1,553 |
| 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) | $9,420,000 | 1,118 |
| Available-for-sale securities (fair market value) | $10,116,000 | 5,294 |
| Total debt securities | $19,536,000 | 4,421 |
| 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 | $20,063,000 | 4,435 |
| U.S. Government securities | $10,621,000 | 4,883 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,621,000 | 4,796 |
| Securities issued by states & political subdivisions | $9,442,000 | 2,347 |
| 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 | $14,416,000 | 2,728 |
| Mortgage-backed securities | $10,621,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $5,285,000 | 3,570 |
| Issued or guaranteed by U.S. | $5,285,000 | 3,558 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,336,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $5,336,000 | 1,493 |
| 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) | $9,442,000 | 1,163 |
| Available-for-sale securities (fair market value) | $10,621,000 | 5,240 |
| Total debt securities | $20,063,000 | 4,395 |
| 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 | $20,419,000 | 4,386 |
| U.S. Government securities | $11,170,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,170,000 | 4,683 |
| Securities issued by states & political subdivisions | $9,249,000 | 2,321 |
| 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 | $11,119,000 | 3,169 |
| Mortgage-backed securities | $11,170,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $5,828,000 | 3,470 |
| Issued or guaranteed by U.S. | $5,828,000 | 3,457 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,342,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $5,342,000 | 1,471 |
| 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) | $9,249,000 | 1,193 |
| Available-for-sale securities (fair market value) | $11,170,000 | 5,135 |
| Total debt securities | $20,419,000 | 4,347 |
| 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 | $20,498,000 | 4,379 |
| U.S. Government securities | $13,236,000 | 4,483 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,236,000 | 4,401 |
| Securities issued by states & political subdivisions | $7,262,000 | 2,607 |
| 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 | $9,857,000 | 3,441 |
| Mortgage-backed securities | $11,722,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $6,336,000 | 3,442 |
| Issued or guaranteed by U.S. | $6,336,000 | 3,431 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,386,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $5,386,000 | 1,469 |
| 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) | $7,262,000 | 1,371 |
| Available-for-sale securities (fair market value) | $13,236,000 | 4,869 |
| Total debt securities | $20,498,000 | 4,343 |
| 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 | $17,730,000 | 4,724 |
| U.S. Government securities | $11,878,000 | 4,800 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,878,000 | 4,711 |
| Securities issued by states & political subdivisions | $5,852,000 | 2,911 |
| 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 | $10,107,000 | 3,425 |
| Mortgage-backed securities | $10,348,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $5,985,000 | 3,486 |
| Issued or guaranteed by U.S. | $5,985,000 | 3,473 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,363,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $4,363,000 | 1,593 |
| 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) | $5,852,000 | 1,518 |
| Available-for-sale securities (fair market value) | $11,878,000 | 5,091 |
| Total debt securities | $17,730,000 | 4,686 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $12,225,000 | 5,490 |
| U.S. Government securities | $8,523,000 | 5,446 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,523,000 | 5,359 |
| Securities issued by states & political subdivisions | $3,702,000 | 3,487 |
| 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 | $9,059,000 | 3,587 |
| Mortgage-backed securities | $8,018,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $4,664,000 | 3,742 |
| Issued or guaranteed by U.S. | $4,664,000 | 3,730 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,354,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $3,354,000 | 1,692 |
| 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) | $3,702,000 | 1,821 |
| Available-for-sale securities (fair market value) | $8,523,000 | 5,633 |
| Total debt securities | $12,225,000 | 5,449 |
| 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 | $12,049,000 | 5,575 |
| U.S. Government securities | $9,146,000 | 5,310 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,146,000 | 5,230 |
| Securities issued by states & political subdivisions | $2,903,000 | 3,824 |
| 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 | $8,824,000 | 3,584 |
| Mortgage-backed securities | $8,135,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $4,799,000 | 3,706 |
| Issued or guaranteed by U.S. | $4,799,000 | 3,693 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,336,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $3,336,000 | 1,702 |
| 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) | $2,903,000 | 1,990 |
| Available-for-sale securities (fair market value) | $9,146,000 | 5,564 |
| Total debt securities | $12,049,000 | 5,516 |
| 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 | $11,827,000 | 5,619 |
| U.S. Government securities | $9,340,000 | 5,258 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,340,000 | 5,173 |
| Securities issued by states & political subdivisions | $2,487,000 | 4,015 |
| 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 | $9,045,000 | 3,527 |
| Mortgage-backed securities | $8,069,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $5,165,000 | 3,482 |
| Issued or guaranteed by U.S. | $5,165,000 | 3,468 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,904,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $2,904,000 | 1,761 |
| 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) | $2,487,000 | 2,121 |
| Available-for-sale securities (fair market value) | $9,340,000 | 5,528 |
| Total debt securities | $11,827,000 | 5,548 |
| 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 | $10,551,000 | 5,927 |
| U.S. Government securities | $8,338,000 | 5,643 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,338,000 | 5,536 |
| Securities issued by states & political subdivisions | $2,213,000 | 4,176 |
| 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 | $8,753,000 | 3,618 |
| Mortgage-backed securities | $5,133,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $3,272,000 | 3,794 |
| Issued or guaranteed by U.S. | $3,272,000 | 3,778 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,861,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $1,861,000 | 1,984 |
| 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) | $2,213,000 | 2,254 |
| Available-for-sale securities (fair market value) | $8,338,000 | 5,769 |
| Total debt securities | $10,551,000 | 5,861 |
| 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 | $9,826,000 | 6,113 |
| U.S. Government securities | $8,013,000 | 5,839 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,013,000 | 5,733 |
| Securities issued by states & political subdivisions | $1,813,000 | 4,368 |
| 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 | $8,753,000 | 3,640 |
| Mortgage-backed securities | $4,321,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $2,950,000 | 3,777 |
| Issued or guaranteed by U.S. | $2,950,000 | 3,762 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,371,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $1,371,000 | 2,108 |
| 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) | $1,813,000 | 2,415 |
| Available-for-sale securities (fair market value) | $8,013,000 | 5,869 |
| Total debt securities | $9,826,000 | 6,049 |
| 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 | $8,826,000 | 6,338 |
| U.S. Government securities | $7,119,000 | 6,069 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,119,000 | 5,963 |
| Securities issued by states & political subdivisions | $1,707,000 | 4,437 |
| 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 | $7,309,000 | 3,925 |
| Mortgage-backed securities | $3,455,000 | 4,141 |
| Certificates of participation in pools of residential mortgages | $2,094,000 | 4,116 |
| Issued or guaranteed by U.S. | $2,094,000 | 4,104 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,361,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $1,361,000 | 2,089 |
| 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) | $1,707,000 | 2,465 |
| Available-for-sale securities (fair market value) | $7,119,000 | 6,043 |
| Total debt securities | $8,826,000 | 6,284 |
| 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 | $9,339,000 | 6,275 |
| U.S. Government securities | $7,531,000 | 6,010 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,531,000 | 5,896 |
| Securities issued by states & political subdivisions | $1,808,000 | 4,389 |
| 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 | $8,081,000 | 3,777 |
| Mortgage-backed securities | $3,863,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $2,457,000 | 3,950 |
| Issued or guaranteed by U.S. | $2,457,000 | 3,932 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,406,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $1,406,000 | 2,040 |
| 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) | $1,808,000 | 2,486 |
| Available-for-sale securities (fair market value) | $7,531,000 | 5,986 |
| Total debt securities | $9,339,000 | 6,217 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $505,000 | 2,312 |
| 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 | $8,299,000 | 6,515 |
| U.S. Government securities | $6,491,000 | 6,374 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,491,000 | 6,237 |
| Securities issued by states & political subdivisions | $1,808,000 | 4,397 |
| 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 | $8,275,000 | 3,733 |
| Mortgage-backed securities | $2,834,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $1,919,000 | 4,221 |
| Issued or guaranteed by U.S. | $1,919,000 | 4,209 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $915,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $915,000 | 2,314 |
| 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) | $1,808,000 | 2,538 |
| Available-for-sale securities (fair market value) | $6,491,000 | 6,234 |
| Total debt securities | $8,299,000 | 6,454 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $499,000 | 2,438 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,405,000 | 6,556 |
| U.S. Government securities | $6,596,000 | 6,389 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,596,000 | 6,257 |
| Securities issued by states & political subdivisions | $1,809,000 | 4,429 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,401,000 | 3,727 |
| Mortgage-backed securities | $2,943,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,152 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $931,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,276 |
| 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) | $1,809,000 | 2,602 |
| Available-for-sale securities (fair market value) | $6,596,000 | 6,251 |
| Total debt securities | $8,405,000 | 6,496 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $496,000 | 2,610 |
| 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 | $8,946,000 | 6,466 |
| U.S. Government securities | $7,137,000 | 6,236 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,137,000 | 6,106 |
| Securities issued by states & political subdivisions | $1,809,000 | 4,422 |
| 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 | $8,946,000 | 3,595 |
| Mortgage-backed securities | $3,034,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $2,116,000 | 4,110 |
| Issued or guaranteed by U.S. | $2,116,000 | 4,096 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $918,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,272 |
| 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) | $1,809,000 | 2,630 |
| Available-for-sale securities (fair market value) | $7,137,000 | 6,148 |
| Total debt securities | $8,946,000 | 6,402 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $492,000 | 2,661 |
| 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 | $8,750,000 | 6,569 |
| U.S. Government securities | $6,902,000 | 6,373 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,902,000 | 6,231 |
| Securities issued by states & political subdivisions | $1,848,000 | 4,425 |
| 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 | $7,769,000 | 3,860 |
| Mortgage-backed securities | $3,269,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $2,308,000 | 4,039 |
| Issued or guaranteed by U.S. | $2,308,000 | 4,025 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $961,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,246 |
| 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) | $1,848,000 | 2,660 |
| Available-for-sale securities (fair market value) | $6,902,000 | 6,248 |
| Total debt securities | $8,750,000 | 6,510 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $492,000 | 2,685 |
| 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 | $8,731,000 | 6,599 |
| U.S. Government securities | $6,883,000 | 6,387 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,883,000 | 6,249 |
| Securities issued by states & political subdivisions | $1,848,000 | 4,456 |
| 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 | $7,208,000 | 3,969 |
| Mortgage-backed securities | $2,499,000 | 4,546 |
| Certificates of participation in pools of residential mortgages | $1,991,000 | 4,242 |
| Issued or guaranteed by U.S. | $1,991,000 | 4,226 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $508,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 2,545 |
| 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) | $1,848,000 | 2,707 |
| Available-for-sale securities (fair market value) | $6,883,000 | 6,280 |
| Total debt securities | $8,731,000 | 6,543 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $491,000 | 2,724 |
| 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 | $8,077,000 | 6,756 |
| U.S. Government securities | $6,386,000 | 6,531 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,386,000 | 6,394 |
| Securities issued by states & political subdivisions | $1,691,000 | 4,566 |
| 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 | $7,167,000 | 3,971 |
| Mortgage-backed securities | $2,797,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 4,163 |
| Issued or guaranteed by U.S. | $2,229,000 | 4,150 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $568,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 2,520 |
| 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) | $1,691,000 | 2,784 |
| Available-for-sale securities (fair market value) | $6,386,000 | 6,399 |
| Total debt securities | $8,077,000 | 6,697 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $491,000 | 2,736 |
| 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 | $8,392,000 | 6,734 |
| U.S. Government securities | $6,700,000 | 6,490 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,700,000 | 6,354 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,552 |
| 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 | $7,144,000 | 3,974 |
| Mortgage-backed securities | $3,095,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $2,432,000 | 4,144 |
| Issued or guaranteed by U.S. | $2,432,000 | 4,128 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $663,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,531 |
| 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) | $1,692,000 | 2,844 |
| Available-for-sale securities (fair market value) | $6,700,000 | 6,346 |
| Total debt securities | $8,392,000 | 6,674 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $493,000 | 2,714 |
| 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 | $8,640,000 | 6,728 |
| U.S. Government securities | $7,219,000 | 6,402 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,219,000 | 6,254 |
| Securities issued by states & political subdivisions | $1,421,000 | 4,745 |
| 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 | $8,478,000 | 3,686 |
| Mortgage-backed securities | $3,396,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 4,116 |
| Issued or guaranteed by U.S. | $2,658,000 | 4,104 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $738,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 2,536 |
| 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) | $1,421,000 | 2,997 |
| Available-for-sale securities (fair market value) | $7,219,000 | 6,282 |
| Total debt securities | $8,640,000 | 6,673 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $488,000 | 2,676 |
| 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 | $9,116,000 | 6,654 |
| U.S. Government securities | $7,604,000 | 6,295 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,604,000 | 6,151 |
| Securities issued by states & political subdivisions | $1,512,000 | 4,693 |
| 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 | $8,722,000 | 3,619 |
| Mortgage-backed securities | $3,735,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $2,919,000 | 4,047 |
| Issued or guaranteed by U.S. | $2,919,000 | 4,035 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $816,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $816,000 | 2,532 |
| 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) | $1,512,000 | 2,981 |
| Available-for-sale securities (fair market value) | $7,604,000 | 6,202 |
| Total debt securities | $9,116,000 | 6,597 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $495,000 | 2,590 |
| 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 | $9,168,000 | 6,688 |
| U.S. Government securities | $7,911,000 | 6,236 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,911,000 | 6,086 |
| Securities issued by states & political subdivisions | $1,257,000 | 4,919 |
| 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 | $8,928,000 | 3,560 |
| Mortgage-backed securities | $3,523,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $2,599,000 | 4,202 |
| Issued or guaranteed by U.S. | $2,599,000 | 4,192 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $924,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $924,000 | 2,473 |
| 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) | $1,257,000 | 3,150 |
| Available-for-sale securities (fair market value) | $7,911,000 | 6,177 |
| Total debt securities | $9,168,000 | 6,623 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $498,000 | 2,558 |
| 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 | $9,837,000 | 6,614 |
| U.S. Government securities | $8,680,000 | 6,109 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,680,000 | 5,953 |
| Securities issued by states & political subdivisions | $1,157,000 | 5,009 |
| 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 | $9,112,000 | 3,496 |
| Mortgage-backed securities | $3,835,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $2,795,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,795,000 | 4,162 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,040,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,421 |
| 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) | $1,157,000 | 3,218 |
| Available-for-sale securities (fair market value) | $8,680,000 | 6,113 |
| Total debt securities | $9,837,000 | 6,537 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $490,000 | 2,507 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,053,000 | 6,351 |
| U.S. Government securities | $9,796,000 | 5,786 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,796,000 | 5,641 |
| Securities issued by states & political subdivisions | $1,257,000 | 4,925 |
| 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 | $9,397,000 | 3,374 |
| Mortgage-backed securities | $4,595,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $3,155,000 | 4,077 |
| Issued or guaranteed by U.S. | $3,155,000 | 4,068 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,440,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $1,440,000 | 2,315 |
| 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) | $1,257,000 | 3,170 |
| Available-for-sale securities (fair market value) | $9,796,000 | 5,869 |
| Total debt securities | $11,053,000 | 6,268 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $501,000 | 2,265 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,863,000 | 6,427 |
| U.S. Government securities | $9,625,000 | 5,875 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,625,000 | 5,710 |
| Securities issued by states & political subdivisions | $1,238,000 | 4,983 |
| 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 | $9,258,000 | 3,318 |
| Mortgage-backed securities | $4,935,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $3,345,000 | 3,968 |
| Issued or guaranteed by U.S. | $3,345,000 | 3,957 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,590,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $1,590,000 | 2,337 |
| 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) | $1,238,000 | 3,215 |
| Available-for-sale securities (fair market value) | $9,625,000 | 5,947 |
| Total debt securities | $10,863,000 | 6,339 |
| 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 | $9,227,000 | 6,703 |
| U.S. Government securities | $8,089,000 | 6,145 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,089,000 | 5,953 |
| Securities issued by states & political subdivisions | $1,138,000 | 5,082 |
| 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 | $9,214,000 | 3,244 |
| Mortgage-backed securities | $4,353,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $2,592,000 | 4,287 |
| Issued or guaranteed by U.S. | $2,592,000 | 4,269 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,761,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $1,761,000 | 2,311 |
| 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) | $1,138,000 | 3,323 |
| Available-for-sale securities (fair market value) | $8,089,000 | 6,190 |
| Total debt securities | $9,227,000 | 6,610 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,070,000 | 6,478 |
| U.S. Government securities | $8,762,000 | 5,890 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,762,000 | 5,707 |
| Securities issued by states & political subdivisions | $1,308,000 | 4,913 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,580,000 | 3,132 |
| Mortgage-backed securities | $5,443,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $3,188,000 | 4,070 |
| Issued or guaranteed by U.S. | $3,188,000 | 4,058 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,255,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $2,255,000 | 2,273 |
| 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) | $1,308,000 | 3,256 |
| Available-for-sale securities (fair market value) | $8,762,000 | 6,010 |
| Total debt securities | $10,070,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $10,061,000 | 6,479 |
| U.S. Government securities | $8,702,000 | 5,931 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,702,000 | 5,753 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,799 |
| 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 | $9,456,000 | 3,182 |
| Mortgage-backed securities | $5,146,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $3,228,000 | 4,067 |
| Issued or guaranteed by U.S. | $3,228,000 | 4,052 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,918,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $1,918,000 | 2,521 |
| 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) | $1,359,000 | 3,275 |
| Available-for-sale securities (fair market value) | $8,702,000 | 6,005 |
| Total debt securities | $10,061,000 | 6,385 |
| 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 | $10,850,000 | 6,324 |
| U.S. Government securities | $8,991,000 | 5,867 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,991,000 | 5,666 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,811 |
| Other domestic debt securities | $500,000 | 3,338 |
| Privately issued residential mortgage-backed securities | $500,000 | 878 |
| 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 | $9,529,000 | 3,159 |
| Mortgage-backed securities | $6,366,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $3,634,000 | 3,873 |
| Issued or guaranteed by U.S. | $3,634,000 | 3,859 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,732,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $2,232,000 | 2,417 |
| Privately issued | $500,000 | 786 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,359,000 | 3,338 |
| Available-for-sale securities (fair market value) | $9,491,000 | 5,834 |
| Total debt securities | $10,850,000 | 6,225 |
| 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 | $10,287,000 | 6,438 |
| U.S. Government securities | $8,971,000 | 5,792 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,971,000 | 5,564 |
| Securities issued by states & political subdivisions | $1,316,000 | 4,914 |
| 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 | $9,710,000 | 3,019 |
| Mortgage-backed securities | $6,530,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $3,033,000 | 3,863 |
| Issued or guaranteed by U.S. | $3,033,000 | 3,846 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,497,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $3,497,000 | 2,094 |
| 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) | $1,319,000 | 3,573 |
| Available-for-sale securities (fair market value) | $8,968,000 | 5,871 |
| Total debt securities | $10,287,000 | 6,338 |
| 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 | $9,838,000 | 6,839 |
| U.S. Government securities | $9,147,000 | 6,128 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,147,000 | 5,781 |
| Securities issued by states & political subdivisions | $609,000 | 5,905 |
| 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 | $82,000 | 7,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,851,000 | 3,435 |
| Mortgage-backed securities | $2,406,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $1,689,000 | 4,193 |
| Issued or guaranteed by U.S. | $1,689,000 | 4,167 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $717,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $717,000 | 2,960 |
| 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) | $617,000 | 4,788 |
| Available-for-sale securities (fair market value) | $9,221,000 | 5,934 |
| Total debt securities | $9,756,000 | 6,733 |
| 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 | $9,141,000 | 7,339 |
| U.S. Government securities | $8,788,000 | 6,515 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,788,000 | 5,982 |
| Securities issued by states & political subdivisions | $271,000 | 6,829 |
| 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 | $82,000 | 6,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,483,000 | 3,531 |
| Mortgage-backed securities | $3,220,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $2,141,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,141,000 | 4,093 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,079,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $1,079,000 | 2,794 |
| 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) | $285,000 | 5,593 |
| Available-for-sale securities (fair market value) | $8,856,000 | 6,195 |
| Total debt securities | $9,059,000 | 7,240 |
| 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 | $8,926,000 | 7,412 |
| U.S. Government securities | $8,353,000 | 6,619 |
| U.S. Treasury securities | $506,000 | 5,851 |
| U.S. Government agency obligations | $7,847,000 | 5,969 |
| Securities issued by states & political subdivisions | $571,000 | 6,445 |
| 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 | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,664,000 | 3,109 |
| Mortgage-backed securities | $3,538,000 | 4,464 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 4,393 |
| Issued or guaranteed by U.S. | $1,989,000 | 4,373 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,549,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $1,549,000 | 2,742 |
| 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) | $595,000 | 5,776 |
| Available-for-sale securities (fair market value) | $8,331,000 | 6,251 |
| Total debt securities | $8,924,000 | 7,287 |
| Structured notes | ||
| Amortized cost | $173,000 | 1,518 |
| Fair value | $172,000 | 1,520 |
| 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 | $8,764,000 | 7,833 |
| U.S. Government securities | $8,232,000 | 7,164 |
| U.S. Treasury securities | $604,000 | 6,965 |
| U.S. Government agency obligations | $7,628,000 | 6,110 |
| Securities issued by states & political subdivisions | $530,000 | 6,661 |
| 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 | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,203,000 | 3,366 |
| Mortgage-backed securities | $3,219,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $943,000 | 5,469 |
| Issued or guaranteed by U.S. | $943,000 | 5,448 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,276,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 2,448 |
| 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) | $568,000 | 6,703 |
| Available-for-sale securities (fair market value) | $8,196,000 | 6,297 |
| Total debt securities | $8,762,000 | 7,700 |
| Structured notes | ||
| Amortized cost | $933,000 | 1,510 |
| Fair value | $935,000 | 1,490 |
| 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 | $8,364,000 | 8,482 |
| U.S. Government securities | $8,025,000 | 7,810 |
| U.S. Treasury securities | $1,101,000 | 6,988 |
| U.S. Government agency obligations | $6,924,000 | 6,742 |
| Securities issued by states & political subdivisions | $259,000 | 7,697 |
| Other domestic debt securities | $78,000 | 3,952 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,633 |
| 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 | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,205,000 | 3,407 |
| Mortgage-backed securities | $3,498,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $695,000 | 6,304 |
| Issued or guaranteed by U.S. | $695,000 | 6,288 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,803,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $2,725,000 | 2,572 |
| Privately issued | $78,000 | 1,356 |
| 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) | $485,000 | 7,466 |
| Available-for-sale securities (fair market value) | $7,879,000 | 6,666 |
| Total debt securities | $8,362,000 | 8,379 |
| Structured notes | ||
| Amortized cost | $1,538,000 | 1,299 |
| Fair value | $1,530,000 | 1,296 |
| 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 | $8,678,000 | 8,743 |
| U.S. Government securities | $8,248,000 | 8,063 |
| U.S. Treasury securities | $1,587,000 | 7,612 |
| U.S. Government agency obligations | $6,661,000 | 6,880 |
| Securities issued by states & political subdivisions | $316,000 | 7,823 |
| Other domestic debt securities | $112,000 | 4,321 |
| Privately issued residential mortgage-backed securities | $112,000 | 1,830 |
| 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 | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,808,000 | 3,529 |
| Mortgage-backed securities | $3,160,000 | 5,414 |
| Certificates of participation in pools of residential mortgages | $302,000 | 7,538 |
| Issued or guaranteed by U.S. | $302,000 | 7,505 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,858,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $2,746,000 | 2,840 |
| Privately issued | $112,000 | 1,525 |
| 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) | $595,000 | 7,720 |
| Available-for-sale securities (fair market value) | $8,083,000 | 6,769 |
| Total debt securities | $8,676,000 | 8,631 |
| Structured notes | ||
| Amortized cost | $1,791,000 | 1,886 |
| Fair value | $1,776,000 | 1,868 |
| 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 | $8,091,000 | 9,497 |
| U.S. Government securities | $7,510,000 | 8,885 |
| U.S. Treasury securities | $2,449,000 | 7,730 |
| U.S. Government agency obligations | $5,061,000 | 7,657 |
| Securities issued by states & political subdivisions | $336,000 | 8,167 |
| Other domestic debt securities | $243,000 | 4,422 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,982 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,983 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,089,000 | 3,482 |
| Mortgage-backed securities | $3,290,000 | 5,655 |
| Certificates of participation in pools of residential mortgages | $211,000 | 8,300 |
| Issued or guaranteed by U.S. | $211,000 | 8,272 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,079,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $2,936,000 | 2,920 |
| Privately issued | $143,000 | 1,680 |
| 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) | $3,826,000 | 8,742 |
| Available-for-sale securities (fair market value) | $4,265,000 | 7,294 |
| Total debt securities | $8,089,000 | 9,393 |
| 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 | $9,765,000 | 9,173 |
| U.S. Government securities | $9,079,000 | 8,431 |
| U.S. Treasury securities | $2,423,000 | 7,991 |
| U.S. Government agency obligations | $6,656,000 | 6,990 |
| Securities issued by states & political subdivisions | $353,000 | 8,291 |
| Other domestic debt securities | $331,000 | 4,730 |
| Privately issued residential mortgage-backed securities | $232,000 | 2,243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 4,644 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,486,000 | 3,166 |
| Mortgage-backed securities | $4,335,000 | 5,638 |
| Certificates of participation in pools of residential mortgages | $250,000 | 8,820 |
| Issued or guaranteed by U.S. | $250,000 | 8,764 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,085,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $3,853,000 | 2,885 |
| Privately issued | $232,000 | 1,868 |
| 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 | $9,763,000 | 9,042 |
| 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 | $8,127,000 | 9,965 |
| U.S. Government securities | $7,349,000 | 9,355 |
| U.S. Treasury securities | $2,450,000 | 8,212 |
| U.S. Government agency obligations | $4,899,000 | 8,056 |
| Securities issued by states & political subdivisions | $370,000 | 8,098 |
| Other domestic debt securities | $361,000 | 5,545 |
| Privately issued residential mortgage-backed securities | $361,000 | 2,628 |
| 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 | $47,000 | 6,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,506,000 | 3,372 |
| Mortgage-backed securities | $3,258,000 | 6,571 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 6,763 |
| Issued or guaranteed by U.S. | $1,506,000 | 6,700 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,752,000 | 4,250 |
| CMOs issued by government agencies or sponsored agencies | $1,391,000 | 4,224 |
| Privately issued | $361,000 | 2,230 |
| 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 | $8,080,000 | 9,855 |
| 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 |