Home > Merchants & Southern Bank > Securities
Merchants & Southern Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $171,007,000 | 886 |
| U.S. Government securities | $168,357,000 | 629 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $168,357,000 | 600 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $2,650,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,650,000 | 907 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,020,000 | 541 |
| Mortgage-backed securities | $168,357,000 | 448 |
| Certificates of participation in pools of residential mortgages | $64,068,000 | 668 |
| Issued or guaranteed by U.S. | $64,068,000 | 668 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $104,289,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $104,289,000 | 268 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,650,000 | 1,638 |
| Available-for-sale securities (fair market value) | $168,357,000 | 785 |
| Total debt securities | $171,008,000 | 876 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $150,108,000 | 995 |
| U.S. Government securities | $147,455,000 | 702 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $147,455,000 | 671 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $2,653,000 | 1,183 |
| 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 | $2,653,000 | 907 |
| 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 | $129,411,000 | 518 |
| Mortgage-backed securities | $147,455,000 | 497 |
| Certificates of participation in pools of residential mortgages | $66,966,000 | 664 |
| Issued or guaranteed by U.S. | $66,966,000 | 660 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $80,489,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $80,489,000 | 307 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,653,000 | 1,662 |
| Available-for-sale securities (fair market value) | $147,455,000 | 884 |
| Total debt securities | $150,109,000 | 987 |
| 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 | $144,610,000 | 1,036 |
| U.S. Government securities | $141,953,000 | 745 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $141,953,000 | 710 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $2,657,000 | 1,227 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,657,000 | 932 |
| 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 | $109,295,000 | 589 |
| Mortgage-backed securities | $141,953,000 | 511 |
| Certificates of participation in pools of residential mortgages | $66,943,000 | 657 |
| Issued or guaranteed by U.S. | $66,943,000 | 656 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $75,010,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $75,010,000 | 334 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,657,000 | 1,684 |
| Available-for-sale securities (fair market value) | $141,953,000 | 935 |
| Total debt securities | $144,609,000 | 1,023 |
| 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 | $135,238,000 | 1,131 |
| U.S. Government securities | $132,578,000 | 785 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $132,578,000 | 753 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $2,660,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,660,000 | 962 |
| 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 | $114,692,000 | 571 |
| Mortgage-backed securities | $132,578,000 | 535 |
| Certificates of participation in pools of residential mortgages | $62,657,000 | 709 |
| Issued or guaranteed by U.S. | $62,657,000 | 707 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $69,921,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $69,921,000 | 356 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,660,000 | 1,701 |
| Available-for-sale securities (fair market value) | $132,578,000 | 999 |
| Total debt securities | $135,238,000 | 1,118 |
| 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 | $151,305,000 | 1,028 |
| U.S. Government securities | $148,141,000 | 712 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $148,141,000 | 679 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $3,164,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,164,000 | 903 |
| 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 | $124,530,000 | 526 |
| Mortgage-backed securities | $148,141,000 | 496 |
| Certificates of participation in pools of residential mortgages | $69,730,000 | 658 |
| Issued or guaranteed by U.S. | $69,730,000 | 657 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $78,411,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $78,411,000 | 323 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $3,164,000 | 1,628 |
| Available-for-sale securities (fair market value) | $148,141,000 | 919 |
| Total debt securities | $151,306,000 | 1,015 |
| 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 | $144,809,000 | 1,051 |
| U.S. Government securities | $141,639,000 | 725 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $141,639,000 | 699 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $3,170,000 | 1,239 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,170,000 | 924 |
| 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 | $126,060,000 | 520 |
| Mortgage-backed securities | $141,639,000 | 508 |
| Certificates of participation in pools of residential mortgages | $72,459,000 | 627 |
| Issued or guaranteed by U.S. | $72,459,000 | 625 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $69,180,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $69,180,000 | 344 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,170,000 | 1,603 |
| Available-for-sale securities (fair market value) | $141,639,000 | 944 |
| Total debt securities | $144,809,000 | 1,043 |
| 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 | $139,743,000 | 1,089 |
| U.S. Government securities | $136,568,000 | 751 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $136,568,000 | 722 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $3,175,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,175,000 | 953 |
| 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 | $81,560,000 | 742 |
| Mortgage-backed securities | $136,568,000 | 524 |
| Certificates of participation in pools of residential mortgages | $69,353,000 | 652 |
| Issued or guaranteed by U.S. | $69,353,000 | 651 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $67,215,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $67,215,000 | 350 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $3,175,000 | 1,576 |
| Available-for-sale securities (fair market value) | $136,568,000 | 983 |
| Total debt securities | $139,743,000 | 1,076 |
| 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 | $140,158,000 | 1,092 |
| U.S. Government securities | $136,977,000 | 757 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $136,977,000 | 733 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $3,181,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,181,000 | 958 |
| 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 | $94,232,000 | 655 |
| Mortgage-backed securities | $136,977,000 | 524 |
| Certificates of participation in pools of residential mortgages | $69,115,000 | 649 |
| Issued or guaranteed by U.S. | $69,115,000 | 647 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $67,862,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $67,862,000 | 350 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,181,000 | 1,518 |
| Available-for-sale securities (fair market value) | $136,977,000 | 999 |
| Total debt securities | $140,158,000 | 1,081 |
| 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 | $140,723,000 | 1,100 |
| U.S. Government securities | $137,537,000 | 765 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $137,537,000 | 734 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $3,186,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,186,000 | 941 |
| 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 | $103,663,000 | 599 |
| Mortgage-backed securities | $137,537,000 | 530 |
| Certificates of participation in pools of residential mortgages | $70,612,000 | 646 |
| Issued or guaranteed by U.S. | $70,612,000 | 645 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $66,925,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $66,925,000 | 375 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,186,000 | 1,493 |
| Available-for-sale securities (fair market value) | $137,537,000 | 1,018 |
| Total debt securities | $140,723,000 | 1,091 |
| 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 | $129,311,000 | 1,171 |
| U.S. Government securities | $126,303,000 | 815 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $126,303,000 | 783 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $3,008,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,008,000 | 953 |
| 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 | $114,887,000 | 555 |
| Mortgage-backed securities | $126,303,000 | 580 |
| Certificates of participation in pools of residential mortgages | $71,944,000 | 614 |
| Issued or guaranteed by U.S. | $71,944,000 | 612 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $54,359,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $54,359,000 | 451 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,008,000 | 1,524 |
| Available-for-sale securities (fair market value) | $126,303,000 | 1,076 |
| Total debt securities | $129,311,000 | 1,155 |
| 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 | $131,748,000 | 1,164 |
| U.S. Government securities | $129,496,000 | 819 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $129,496,000 | 790 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,252,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,252,000 | 1,135 |
| 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 | $90,125,000 | 664 |
| Mortgage-backed securities | $129,496,000 | 586 |
| Certificates of participation in pools of residential mortgages | $77,251,000 | 597 |
| Issued or guaranteed by U.S. | $77,251,000 | 596 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $52,245,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $52,245,000 | 490 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,252,000 | 1,652 |
| Available-for-sale securities (fair market value) | $129,496,000 | 1,072 |
| Total debt securities | $131,748,000 | 1,152 |
| 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 | $124,447,000 | 1,235 |
| U.S. Government securities | $121,188,000 | 878 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $121,188,000 | 848 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $3,259,000 | 1,293 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,259,000 | 944 |
| 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 | $91,856,000 | 667 |
| Mortgage-backed securities | $121,188,000 | 654 |
| Certificates of participation in pools of residential mortgages | $82,608,000 | 584 |
| Issued or guaranteed by U.S. | $82,608,000 | 584 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,580,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $38,580,000 | 625 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $3,259,000 | 1,506 |
| Available-for-sale securities (fair market value) | $121,188,000 | 1,141 |
| Total debt securities | $124,457,000 | 1,221 |
| 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 | $127,455,000 | 1,217 |
| U.S. Government securities | $124,437,000 | 886 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $124,437,000 | 855 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,018,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,018,000 | 979 |
| 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 | $93,542,000 | 683 |
| Mortgage-backed securities | $124,437,000 | 644 |
| Certificates of participation in pools of residential mortgages | $86,833,000 | 558 |
| Issued or guaranteed by U.S. | $86,833,000 | 558 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $37,604,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $37,604,000 | 665 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $3,018,000 | 1,557 |
| Available-for-sale securities (fair market value) | $124,437,000 | 1,121 |
| Total debt securities | $127,457,000 | 1,202 |
| 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 | $107,543,000 | 1,369 |
| U.S. Government securities | $104,330,000 | 973 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $104,330,000 | 943 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $3,213,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,213,000 | 873 |
| 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 | $98,642,000 | 597 |
| Mortgage-backed securities | $104,330,000 | 714 |
| Certificates of participation in pools of residential mortgages | $68,775,000 | 657 |
| Issued or guaranteed by U.S. | $68,775,000 | 654 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $35,555,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $35,555,000 | 655 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,213,000 | 1,580 |
| Available-for-sale securities (fair market value) | $104,330,000 | 1,275 |
| Total debt securities | $107,542,000 | 1,353 |
| 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 | $89,410,000 | 1,561 |
| U.S. Government securities | $88,522,000 | 1,107 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $88,522,000 | 1,076 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $888,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $888,000 | 1,510 |
| 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 | $72,784,000 | 749 |
| Mortgage-backed securities | $88,522,000 | 811 |
| Certificates of participation in pools of residential mortgages | $68,118,000 | 635 |
| Issued or guaranteed by U.S. | $68,118,000 | 630 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $20,404,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $20,404,000 | 930 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $888,000 | 2,172 |
| Available-for-sale securities (fair market value) | $88,522,000 | 1,427 |
| Total debt securities | $89,409,000 | 1,544 |
| 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 | $82,948,000 | 1,663 |
| U.S. Government securities | $82,062,000 | 1,221 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $82,062,000 | 1,172 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $886,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $886,000 | 1,426 |
| 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 | $47,512,000 | 1,100 |
| Mortgage-backed securities | $82,062,000 | 836 |
| Certificates of participation in pools of residential mortgages | $69,371,000 | 607 |
| Issued or guaranteed by U.S. | $69,371,000 | 605 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,691,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $12,691,000 | 1,200 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $886,000 | 2,194 |
| Available-for-sale securities (fair market value) | $82,062,000 | 1,519 |
| Total debt securities | $82,948,000 | 1,646 |
| 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 | $77,722,000 | 1,736 |
| U.S. Government securities | $76,838,000 | 1,290 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $76,838,000 | 1,239 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $884,000 | 2,078 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $884,000 | 1,459 |
| 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 | $30,062,000 | 1,607 |
| Mortgage-backed securities | $76,838,000 | 857 |
| Certificates of participation in pools of residential mortgages | $68,153,000 | 592 |
| Issued or guaranteed by U.S. | $68,153,000 | 589 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,685,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $8,685,000 | 1,451 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $884,000 | 2,213 |
| Available-for-sale securities (fair market value) | $76,838,000 | 1,587 |
| Total debt securities | $77,721,000 | 1,722 |
| 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 | $64,438,000 | 1,962 |
| U.S. Government securities | $63,389,000 | 1,442 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $63,389,000 | 1,387 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,049,000 | 2,053 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,049,000 | 1,333 |
| 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 | $29,851,000 | 1,605 |
| Mortgage-backed securities | $63,389,000 | 961 |
| Certificates of participation in pools of residential mortgages | $61,667,000 | 622 |
| Issued or guaranteed by U.S. | $61,667,000 | 617 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,722,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $1,722,000 | 2,475 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,049,000 | 2,155 |
| Available-for-sale securities (fair market value) | $63,389,000 | 1,801 |
| Total debt securities | $64,437,000 | 1,945 |
| 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 | $59,352,000 | 2,071 |
| U.S. Government securities | $58,106,000 | 1,527 |
| U.S. Treasury securities | $22,001,000 | 190 |
| U.S. Government agency obligations | $36,105,000 | 2,189 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,246,000 | 2,019 |
| 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 | $1,246,000 | 1,257 |
| 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 | $58,102,000 | 900 |
| Mortgage-backed securities | $36,105,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $34,239,000 | 1,013 |
| Issued or guaranteed by U.S. | $34,239,000 | 1,005 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,866,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $1,866,000 | 2,392 |
| 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) | $1,246,000 | 2,118 |
| Available-for-sale securities (fair market value) | $58,106,000 | 1,877 |
| Total debt securities | $59,353,000 | 2,046 |
| 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 | $72,797,000 | 1,734 |
| U.S. Government securities | $65,029,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $65,029,000 | 1,343 |
| Securities issued by states & political subdivisions | $6,524,000 | 2,883 |
| Other domestic debt securities | $1,244,000 | 2,015 |
| 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 | $1,244,000 | 1,219 |
| 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 | $42,549,000 | 1,216 |
| Mortgage-backed securities | $65,029,000 | 912 |
| Certificates of participation in pools of residential mortgages | $43,469,000 | 818 |
| Issued or guaranteed by U.S. | $43,469,000 | 812 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $21,560,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $21,560,000 | 773 |
| 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) | $1,244,000 | 2,188 |
| Available-for-sale securities (fair market value) | $71,553,000 | 1,559 |
| Total debt securities | $72,798,000 | 1,717 |
| 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 | $72,460,000 | 1,756 |
| U.S. Government securities | $64,873,000 | 1,422 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $64,873,000 | 1,370 |
| Securities issued by states & political subdivisions | $6,346,000 | 2,900 |
| Other domestic debt securities | $1,241,000 | 2,079 |
| 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 | $1,241,000 | 1,244 |
| 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 | $43,542,000 | 1,241 |
| Mortgage-backed securities | $64,873,000 | 937 |
| Certificates of participation in pools of residential mortgages | $45,138,000 | 846 |
| Issued or guaranteed by U.S. | $45,138,000 | 837 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,735,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $19,735,000 | 778 |
| 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) | $1,241,000 | 2,224 |
| Available-for-sale securities (fair market value) | $71,219,000 | 1,591 |
| Total debt securities | $72,459,000 | 1,735 |
| 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 | $71,351,000 | 1,761 |
| U.S. Government securities | $63,844,000 | 1,402 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $63,844,000 | 1,357 |
| Securities issued by states & political subdivisions | $6,268,000 | 2,928 |
| Other domestic debt securities | $1,239,000 | 2,138 |
| 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 | $1,239,000 | 1,278 |
| 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 | $44,573,000 | 1,209 |
| Mortgage-backed securities | $63,844,000 | 954 |
| Certificates of participation in pools of residential mortgages | $45,310,000 | 866 |
| Issued or guaranteed by U.S. | $45,310,000 | 858 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $18,534,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $18,534,000 | 808 |
| 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) | $1,239,000 | 2,269 |
| Available-for-sale securities (fair market value) | $70,112,000 | 1,584 |
| Total debt securities | $71,350,000 | 1,741 |
| 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 | $72,027,000 | 1,745 |
| U.S. Government securities | $65,200,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $65,200,000 | 1,314 |
| Securities issued by states & political subdivisions | $5,490,000 | 3,112 |
| Other domestic debt securities | $1,337,000 | 2,202 |
| 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 | $1,337,000 | 1,329 |
| 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 | $38,681,000 | 1,335 |
| Mortgage-backed securities | $65,200,000 | 953 |
| Certificates of participation in pools of residential mortgages | $47,521,000 | 852 |
| Issued or guaranteed by U.S. | $47,521,000 | 842 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $17,679,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $17,679,000 | 802 |
| 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) | $1,337,000 | 2,312 |
| Available-for-sale securities (fair market value) | $70,690,000 | 1,559 |
| Total debt securities | $72,025,000 | 1,725 |
| 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 | $75,753,000 | 1,643 |
| U.S. Government securities | $74,418,000 | 1,162 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $74,418,000 | 1,125 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,335,000 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,335,000 | 1,363 |
| 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 | $51,596,000 | 1,041 |
| Mortgage-backed securities | $66,221,000 | 950 |
| Certificates of participation in pools of residential mortgages | $52,646,000 | 787 |
| Issued or guaranteed by U.S. | $52,646,000 | 776 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,575,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $13,575,000 | 902 |
| 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) | $1,335,000 | 2,345 |
| Available-for-sale securities (fair market value) | $74,418,000 | 1,451 |
| Total debt securities | $75,753,000 | 1,613 |
| 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 | $75,760,000 | 1,636 |
| U.S. Government securities | $74,630,000 | 1,166 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $74,630,000 | 1,131 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,130,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,130,000 | 1,467 |
| 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 | $53,693,000 | 1,025 |
| Mortgage-backed securities | $66,470,000 | 959 |
| Certificates of participation in pools of residential mortgages | $53,759,000 | 802 |
| Issued or guaranteed by U.S. | $53,759,000 | 793 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,711,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $12,711,000 | 935 |
| 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) | $1,130,000 | 2,468 |
| Available-for-sale securities (fair market value) | $74,630,000 | 1,453 |
| Total debt securities | $75,760,000 | 1,609 |
| 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 | $76,790,000 | 1,582 |
| U.S. Government securities | $75,850,000 | 1,133 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $75,850,000 | 1,107 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $940,000 | 2,362 |
| 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 | $940,000 | 1,590 |
| 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 | $37,637,000 | 1,396 |
| Mortgage-backed securities | $67,535,000 | 919 |
| Certificates of participation in pools of residential mortgages | $52,828,000 | 783 |
| Issued or guaranteed by U.S. | $52,828,000 | 776 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,707,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $14,707,000 | 831 |
| 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) | $940,000 | 2,572 |
| Available-for-sale securities (fair market value) | $75,850,000 | 1,406 |
| Total debt securities | $76,790,000 | 1,551 |
| 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 | $64,966,000 | 1,786 |
| U.S. Government securities | $64,966,000 | 1,297 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $64,966,000 | 1,271 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,544,000 | 1,372 |
| Mortgage-backed securities | $52,101,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $38,429,000 | 1,005 |
| Issued or guaranteed by U.S. | $38,429,000 | 994 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $13,672,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $13,672,000 | 825 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $64,966,000 | 1,573 |
| Total debt securities | $64,966,000 | 1,770 |
| 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 | $58,022,000 | 2,040 |
| U.S. Government securities | $58,022,000 | 1,453 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $58,022,000 | 1,427 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,111,000 | 1,439 |
| Mortgage-backed securities | $50,037,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $35,893,000 | 1,052 |
| Issued or guaranteed by U.S. | $35,893,000 | 1,041 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,144,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $14,144,000 | 796 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $58,022,000 | 1,791 |
| Total debt securities | $58,022,000 | 2,004 |
| 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 | $62,433,000 | 1,890 |
| U.S. Government securities | $62,433,000 | 1,348 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $62,433,000 | 1,321 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,974,000 | 1,477 |
| Mortgage-backed securities | $54,117,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $38,654,000 | 947 |
| Issued or guaranteed by U.S. | $38,654,000 | 938 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,463,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $15,463,000 | 725 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $62,433,000 | 1,659 |
| Total debt securities | $62,433,000 | 1,849 |
| 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 | $72,337,000 | 1,629 |
| U.S. Government securities | $72,337,000 | 1,153 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $72,337,000 | 1,130 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,529,000 | 1,665 |
| Mortgage-backed securities | $62,286,000 | 817 |
| Certificates of participation in pools of residential mortgages | $44,610,000 | 758 |
| Issued or guaranteed by U.S. | $44,610,000 | 749 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $17,676,000 | 789 |
| CMOs issued by government agencies or sponsored agencies | $17,676,000 | 604 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $72,337,000 | 1,416 |
| Total debt securities | $72,337,000 | 1,585 |
| 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 | $74,349,000 | 1,605 |
| U.S. Government securities | $74,349,000 | 1,157 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $74,349,000 | 1,126 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,870,000 | 1,491 |
| Mortgage-backed securities | $66,422,000 | 742 |
| Certificates of participation in pools of residential mortgages | $46,580,000 | 695 |
| Issued or guaranteed by U.S. | $46,580,000 | 686 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $19,842,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $19,842,000 | 544 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $74,349,000 | 1,388 |
| Total debt securities | $74,349,000 | 1,566 |
| 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 | $67,441,000 | 1,727 |
| U.S. Government securities | $67,441,000 | 1,283 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $67,441,000 | 1,245 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,993,000 | 1,417 |
| Mortgage-backed securities | $64,529,000 | 750 |
| Certificates of participation in pools of residential mortgages | $43,933,000 | 726 |
| Issued or guaranteed by U.S. | $43,933,000 | 718 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,596,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $20,596,000 | 530 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $67,441,000 | 1,500 |
| Total debt securities | $67,441,000 | 1,698 |
| 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 | $67,883,000 | 1,732 |
| U.S. Government securities | $67,883,000 | 1,280 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $67,883,000 | 1,249 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,667,000 | 1,455 |
| Mortgage-backed securities | $67,883,000 | 728 |
| Certificates of participation in pools of residential mortgages | $45,804,000 | 707 |
| Issued or guaranteed by U.S. | $45,804,000 | 697 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $22,079,000 | 648 |
| CMOs issued by government agencies or sponsored agencies | $22,079,000 | 507 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $67,883,000 | 1,494 |
| Total debt securities | $67,883,000 | 1,697 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $68,541,000 | 1,733 |
| U.S. Government securities | $68,541,000 | 1,304 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $68,541,000 | 1,272 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,540,000 | 1,456 |
| Mortgage-backed securities | $68,541,000 | 727 |
| Certificates of participation in pools of residential mortgages | $45,532,000 | 724 |
| Issued or guaranteed by U.S. | $45,532,000 | 715 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $23,009,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $23,009,000 | 510 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $68,541,000 | 1,494 |
| Total debt securities | $68,541,000 | 1,698 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $67,403,000 | 1,775 |
| U.S. Government securities | $67,403,000 | 1,322 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $67,403,000 | 1,289 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,976,000 | 1,381 |
| Mortgage-backed securities | $67,403,000 | 752 |
| Certificates of participation in pools of residential mortgages | $43,290,000 | 763 |
| Issued or guaranteed by U.S. | $43,290,000 | 751 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $24,113,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $24,113,000 | 486 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $67,403,000 | 1,518 |
| Total debt securities | $67,403,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $66,136,000 | 1,810 |
| U.S. Government securities | $66,136,000 | 1,354 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $66,136,000 | 1,317 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,886,000 | 1,336 |
| Mortgage-backed securities | $66,136,000 | 755 |
| Certificates of participation in pools of residential mortgages | $43,236,000 | 763 |
| Issued or guaranteed by U.S. | $43,236,000 | 755 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,900,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $22,900,000 | 490 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $66,136,000 | 1,543 |
| Total debt securities | $66,136,000 | 1,777 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $68,158,000 | 1,781 |
| U.S. Government securities | $68,158,000 | 1,333 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $68,158,000 | 1,292 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,505,000 | 1,389 |
| Mortgage-backed securities | $68,158,000 | 738 |
| Certificates of participation in pools of residential mortgages | $43,810,000 | 754 |
| Issued or guaranteed by U.S. | $43,810,000 | 745 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $24,348,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $24,348,000 | 480 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $68,158,000 | 1,518 |
| Total debt securities | $68,158,000 | 1,745 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $67,833,000 | 1,790 |
| U.S. Government securities | $67,833,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $67,833,000 | 1,297 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,071,000 | 1,351 |
| Mortgage-backed securities | $67,833,000 | 748 |
| Certificates of participation in pools of residential mortgages | $42,142,000 | 801 |
| Issued or guaranteed by U.S. | $42,142,000 | 795 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $25,691,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $25,691,000 | 460 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $67,833,000 | 1,525 |
| Total debt securities | $67,833,000 | 1,751 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $67,987,000 | 1,773 |
| U.S. Government securities | $67,987,000 | 1,309 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $67,987,000 | 1,266 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,592,000 | 1,309 |
| Mortgage-backed securities | $67,987,000 | 746 |
| Certificates of participation in pools of residential mortgages | $40,482,000 | 834 |
| Issued or guaranteed by U.S. | $40,482,000 | 829 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $27,505,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $27,505,000 | 444 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $67,987,000 | 1,497 |
| Total debt securities | $67,987,000 | 1,731 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $73,414,000 | 1,678 |
| U.S. Government securities | $73,414,000 | 1,224 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $73,414,000 | 1,173 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,531,000 | 1,299 |
| Mortgage-backed securities | $73,414,000 | 721 |
| Certificates of participation in pools of residential mortgages | $43,421,000 | 803 |
| Issued or guaranteed by U.S. | $43,421,000 | 797 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $29,993,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $29,993,000 | 437 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $73,414,000 | 1,411 |
| Total debt securities | $73,414,000 | 1,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $75,917,000 | 1,633 |
| U.S. Government securities | $75,917,000 | 1,199 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $75,917,000 | 1,158 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,744,000 | 1,276 |
| Mortgage-backed securities | $75,917,000 | 724 |
| Certificates of participation in pools of residential mortgages | $44,848,000 | 793 |
| Issued or guaranteed by U.S. | $44,848,000 | 788 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $31,069,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $31,069,000 | 438 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $75,917,000 | 1,390 |
| Total debt securities | $75,917,000 | 1,590 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $78,788,000 | 1,604 |
| U.S. Government securities | $78,788,000 | 1,183 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $78,788,000 | 1,143 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,611,000 | 1,197 |
| Mortgage-backed securities | $78,788,000 | 731 |
| Certificates of participation in pools of residential mortgages | $45,613,000 | 807 |
| Issued or guaranteed by U.S. | $45,613,000 | 802 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $33,175,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $33,175,000 | 424 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $78,788,000 | 1,364 |
| Total debt securities | $78,788,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $77,994,000 | 1,611 |
| U.S. Government securities | $77,994,000 | 1,186 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $77,994,000 | 1,144 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,483,000 | 1,130 |
| Mortgage-backed securities | $76,984,000 | 742 |
| Certificates of participation in pools of residential mortgages | $42,115,000 | 856 |
| Issued or guaranteed by U.S. | $42,115,000 | 851 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $34,869,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $34,869,000 | 416 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $77,994,000 | 1,369 |
| Total debt securities | $77,994,000 | 1,575 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $75,254,000 | 1,691 |
| U.S. Government securities | $75,254,000 | 1,258 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $75,254,000 | 1,203 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,037,000 | 1,085 |
| Mortgage-backed securities | $74,238,000 | 777 |
| Certificates of participation in pools of residential mortgages | $38,566,000 | 932 |
| Issued or guaranteed by U.S. | $38,566,000 | 926 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,672,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $35,672,000 | 418 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $75,254,000 | 1,430 |
| Total debt securities | $75,254,000 | 1,648 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $65,342,000 | 1,926 |
| U.S. Government securities | $65,342,000 | 1,443 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $65,342,000 | 1,390 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,517,000 | 1,114 |
| Mortgage-backed securities | $65,342,000 | 867 |
| Certificates of participation in pools of residential mortgages | $28,024,000 | 1,199 |
| Issued or guaranteed by U.S. | $28,024,000 | 1,190 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $37,318,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $37,318,000 | 427 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $65,342,000 | 1,638 |
| Total debt securities | $65,342,000 | 1,875 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $65,954,000 | 1,949 |
| U.S. Government securities | $65,954,000 | 1,487 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $65,954,000 | 1,432 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,827,000 | 1,175 |
| Mortgage-backed securities | $65,461,000 | 877 |
| Certificates of participation in pools of residential mortgages | $27,433,000 | 1,227 |
| Issued or guaranteed by U.S. | $27,433,000 | 1,217 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $38,028,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $38,028,000 | 461 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $65,954,000 | 1,649 |
| Total debt securities | $65,954,000 | 1,899 |
| 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 | $68,070,000 | 1,867 |
| U.S. Government securities | $68,070,000 | 1,402 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $68,070,000 | 1,353 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,774,000 | 1,380 |
| Mortgage-backed securities | $67,577,000 | 846 |
| Certificates of participation in pools of residential mortgages | $28,148,000 | 1,186 |
| Issued or guaranteed by U.S. | $28,148,000 | 1,183 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $39,429,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $39,429,000 | 468 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $68,070,000 | 1,584 |
| Total debt securities | $68,070,000 | 1,817 |
| 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 | $56,556,000 | 2,152 |
| U.S. Government securities | $56,556,000 | 1,594 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $56,556,000 | 1,536 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,487,000 | 1,515 |
| Mortgage-backed securities | $55,473,000 | 986 |
| Certificates of participation in pools of residential mortgages | $23,877,000 | 1,347 |
| Issued or guaranteed by U.S. | $23,877,000 | 1,339 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $31,596,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $31,596,000 | 566 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $56,556,000 | 1,829 |
| Total debt securities | $56,556,000 | 2,087 |
| 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 | $47,199,000 | 2,492 |
| U.S. Government securities | $47,199,000 | 1,863 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $47,199,000 | 1,786 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,444,000 | 1,612 |
| Mortgage-backed securities | $46,142,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $18,047,000 | 1,605 |
| Issued or guaranteed by U.S. | $18,047,000 | 1,599 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $28,095,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $28,095,000 | 630 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $47,199,000 | 2,118 |
| Total debt securities | $47,199,000 | 2,424 |
| 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 | $53,765,000 | 2,199 |
| U.S. Government securities | $53,765,000 | 1,613 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $53,765,000 | 1,544 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,382,000 | 1,811 |
| Mortgage-backed securities | $52,710,000 | 980 |
| Certificates of participation in pools of residential mortgages | $22,894,000 | 1,322 |
| Issued or guaranteed by U.S. | $22,894,000 | 1,318 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $29,816,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $29,816,000 | 593 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $53,765,000 | 1,848 |
| Total debt securities | $53,765,000 | 2,121 |
| 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 | $38,219,000 | 2,768 |
| U.S. Government securities | $38,219,000 | 2,058 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $38,219,000 | 1,941 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,591,000 | 2,267 |
| Mortgage-backed securities | $36,164,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $11,726,000 | 1,893 |
| Issued or guaranteed by U.S. | $11,726,000 | 1,881 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $24,438,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $24,438,000 | 654 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $38,219,000 | 2,296 |
| Total debt securities | $38,220,000 | 2,695 |
| 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 | $19,293,000 | 4,754 |
| U.S. Government securities | $18,533,000 | 3,895 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $18,533,000 | 3,622 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $760,000 | 3,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,917,000 | 2,654 |
| Mortgage-backed securities | $6,450,000 | 2,978 |
| Certificates of participation in pools of residential mortgages | $3,168,000 | 3,303 |
| Issued or guaranteed by U.S. | $3,168,000 | 3,287 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,282,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $3,282,000 | 1,736 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $19,293,000 | 3,898 |
| Total debt securities | $18,533,000 | 4,766 |
| 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 | $18,675,000 | 5,080 |
| U.S. Government securities | $18,087,000 | 4,170 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $18,087,000 | 3,771 |
| Securities issued by states & political subdivisions | $101,000 | 7,306 |
| 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 | $0 | 343 |
| Equity securities | $487,000 | 3,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,950,000 | 2,220 |
| Mortgage-backed securities | $6,281,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $3,813,000 | 3,201 |
| Issued or guaranteed by U.S. | $3,813,000 | 3,189 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,468,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $2,468,000 | 2,112 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $18,675,000 | 4,094 |
| Total debt securities | $18,188,000 | 5,050 |
| 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 | $15,984,000 | 5,605 |
| U.S. Government securities | $15,513,000 | 4,678 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $15,513,000 | 4,020 |
| Securities issued by states & political subdivisions | $105,000 | 7,537 |
| 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 | $366,000 | 4,222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,139,000 | 2,775 |
| Mortgage-backed securities | $5,550,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $5,388,000 | 2,862 |
| Issued or guaranteed by U.S. | $5,388,000 | 2,847 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $162,000 | 4,359 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 4,179 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $15,984,000 | 4,463 |
| Total debt securities | $15,618,000 | 5,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,653,000 | 6,917 |
| U.S. Government securities | $10,884,000 | 6,181 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $10,884,000 | 4,961 |
| Securities issued by states & political subdivisions | $403,000 | 6,942 |
| 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 | $366,000 | 4,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,607,000 | 3,853 |
| Mortgage-backed securities | $3,980,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $3,980,000 | 3,286 |
| Issued or guaranteed by U.S. | $3,980,000 | 3,272 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $11,653,000 | 5,271 |
| Total debt securities | $11,287,000 | 6,901 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,089,000 | 6,967 |
| U.S. Government securities | $12,155,000 | 6,275 |
| U.S. Treasury securities | $201,000 | 8,556 |
| U.S. Government agency obligations | $11,954,000 | 4,941 |
| Securities issued by states & political subdivisions | $612,000 | 6,815 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $322,000 | 4,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,282,000 | 4,473 |
| Mortgage-backed securities | $5,396,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $4,778,000 | 3,286 |
| Issued or guaranteed by U.S. | $4,778,000 | 3,266 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $618,000 | 4,268 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 4,115 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $13,089,000 | 5,161 |
| Total debt securities | $12,767,000 | 6,942 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,536,000 | 8,440 |
| U.S. Government securities | $8,547,000 | 7,931 |
| U.S. Treasury securities | $204,000 | 9,933 |
| U.S. Government agency obligations | $8,343,000 | 6,112 |
| Securities issued by states & political subdivisions | $667,000 | 6,961 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $322,000 | 4,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,438,000 | 4,470 |
| Mortgage-backed securities | $5,959,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $3,164,000 | 4,073 |
| Issued or guaranteed by U.S. | $3,164,000 | 4,048 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,795,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $2,795,000 | 2,816 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $9,536,000 | 6,288 |
| Total debt securities | $9,214,000 | 8,431 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,849,000 | 8,456 |
| U.S. Government securities | $9,569,000 | 7,934 |
| U.S. Treasury securities | $300,000 | 10,767 |
| U.S. Government agency obligations | $9,269,000 | 5,641 |
| Securities issued by states & political subdivisions | $958,000 | 6,740 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $322,000 | 3,913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,216,000 | 3,438 |
| Mortgage-backed securities | $8,969,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $4,188,000 | 3,732 |
| Issued or guaranteed by U.S. | $4,188,000 | 3,705 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,781,000 | 2,373 |
| CMOs issued by government agencies or sponsored agencies | $4,781,000 | 2,242 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,527,000 | 5,493 |
| Available-for-sale securities (fair market value) | $322,000 | 10,339 |
| Total debt securities | $10,527,000 | 8,450 |
| 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 | $14,903,000 | 7,430 |
| U.S. Government securities | $13,660,000 | 6,647 |
| U.S. Treasury securities | $299,000 | 11,223 |
| U.S. Government agency obligations | $13,361,000 | 4,544 |
| Securities issued by states & political subdivisions | $1,209,000 | 6,436 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 7,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,396,000 | 4,402 |
| Mortgage-backed securities | $11,561,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $5,548,000 | 3,541 |
| Issued or guaranteed by U.S. | $5,548,000 | 3,505 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,013,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $6,013,000 | 2,219 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,869,000 | 7,291 |
| 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 | $13,475,000 | 7,826 |
| U.S. Government securities | $13,441,000 | 6,735 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $13,441,000 | 4,472 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $34,000 | 6,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,256,000 | 4,964 |
| Mortgage-backed securities | $9,933,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $8,983,000 | 2,742 |
| Issued or guaranteed by U.S. | $8,983,000 | 2,696 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $950,000 | 5,176 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 4,807 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,441,000 | 7,714 |
| 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 |