Home > Meridian Bank Texas > Securities
Meridian Bank Texas, Securities
| 2015-03-31 | Rank | |
| Total securities | $73,767,000 | 1,900 |
| U.S. Government securities | $67,379,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $67,379,000 | 1,326 |
| Securities issued by states & political subdivisions | $2,338,000 | 4,247 |
| Other domestic debt securities | $4,050,000 | 977 |
| 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 | $4,050,000 | 729 |
| 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 | $12,480,000 | 2,897 |
| Mortgage-backed securities | $45,884,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $26,666,000 | 1,324 |
| Issued or guaranteed by U.S. | $26,666,000 | 1,324 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $19,218,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $19,218,000 | 834 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $73,767,000 | 1,718 |
| Total debt securities | $73,767,000 | 1,882 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 809 |
| Fair value | $3,006,000 | 810 |
| 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 | $75,564,000 | 1,866 |
| U.S. Government securities | $69,220,000 | 1,361 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $69,220,000 | 1,296 |
| Securities issued by states & political subdivisions | $2,299,000 | 4,325 |
| Other domestic debt securities | $4,045,000 | 979 |
| 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 | $4,045,000 | 733 |
| 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 | $7,525,000 | 3,605 |
| Mortgage-backed securities | $47,770,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $27,858,000 | 1,311 |
| Issued or guaranteed by U.S. | $27,858,000 | 1,309 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $19,912,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $19,912,000 | 836 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $75,564,000 | 1,684 |
| Total debt securities | $75,564,000 | 1,845 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 861 |
| Fair value | $3,005,000 | 862 |
| 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 | $80,223,000 | 1,802 |
| U.S. Government securities | $73,855,000 | 1,317 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $73,855,000 | 1,249 |
| Securities issued by states & political subdivisions | $2,299,000 | 4,371 |
| Other domestic debt securities | $4,069,000 | 1,000 |
| 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 | $4,069,000 | 734 |
| 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 | $7,510,000 | 3,659 |
| Mortgage-backed securities | $49,443,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $28,780,000 | 1,318 |
| Issued or guaranteed by U.S. | $28,780,000 | 1,317 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $20,663,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $20,663,000 | 834 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $80,223,000 | 1,612 |
| Total debt securities | $80,223,000 | 1,778 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 607 |
| Fair value | $6,006,000 | 601 |
| 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 | $55,305,000 | 2,476 |
| U.S. Government securities | $48,958,000 | 1,898 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $48,958,000 | 1,833 |
| Securities issued by states & political subdivisions | $2,300,000 | 4,411 |
| Other domestic debt securities | $4,047,000 | 1,031 |
| 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 | $4,047,000 | 757 |
| 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 | $2,523,000 | 4,831 |
| Mortgage-backed securities | $34,336,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $19,674,000 | 1,800 |
| Issued or guaranteed by U.S. | $19,674,000 | 1,798 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,662,000 | 1,097 |
| CMOs issued by government agencies or sponsored agencies | $14,662,000 | 1,045 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $55,305,000 | 2,246 |
| Total debt securities | $55,305,000 | 2,454 |
| Structured notes | ||
| Amortized cost | $4,540,000 | 780 |
| Fair value | $4,538,000 | 774 |
| 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 | $41,292,000 | 3,062 |
| U.S. Government securities | $36,031,000 | 2,449 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $36,031,000 | 2,380 |
| Securities issued by states & political subdivisions | $2,268,000 | 4,446 |
| Other domestic debt securities | $2,993,000 | 1,234 |
| 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 | $2,993,000 | 933 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $32,704,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $17,278,000 | 1,949 |
| Issued or guaranteed by U.S. | $17,278,000 | 1,948 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,426,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $15,426,000 | 1,023 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $41,292,000 | 2,784 |
| Total debt securities | $41,292,000 | 3,034 |
| 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 | $49,343,000 | 2,712 |
| U.S. Government securities | $44,154,000 | 2,083 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $44,154,000 | 2,016 |
| Securities issued by states & political subdivisions | $2,213,000 | 4,488 |
| Other domestic debt securities | $2,976,000 | 1,282 |
| 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 | $2,976,000 | 962 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $33,842,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $17,761,000 | 1,932 |
| Issued or guaranteed by U.S. | $17,761,000 | 1,931 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,081,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $16,081,000 | 987 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $49,343,000 | 2,464 |
| Total debt securities | $49,343,000 | 2,688 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,015 |
| Fair value | $2,943,000 | 985 |
| 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 | $51,296,000 | 2,649 |
| U.S. Government securities | $46,088,000 | 2,029 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $46,088,000 | 1,967 |
| Securities issued by states & political subdivisions | $2,219,000 | 4,484 |
| Other domestic debt securities | $2,989,000 | 1,306 |
| 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 | $2,989,000 | 986 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $35,682,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $18,697,000 | 1,866 |
| Issued or guaranteed by U.S. | $18,697,000 | 1,863 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,985,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $16,985,000 | 972 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $51,296,000 | 2,409 |
| Total debt securities | $51,296,000 | 2,625 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,013 |
| Fair value | $2,956,000 | 976 |
| 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 | $55,961,000 | 2,464 |
| U.S. Government securities | $50,711,000 | 1,845 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $50,711,000 | 1,795 |
| Securities issued by states & political subdivisions | $2,274,000 | 4,474 |
| Other domestic debt securities | $2,976,000 | 1,334 |
| 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 | $2,976,000 | 1,001 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $38,192,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $19,835,000 | 1,792 |
| Issued or guaranteed by U.S. | $19,835,000 | 1,790 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,357,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $18,357,000 | 940 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $55,961,000 | 2,248 |
| Total debt securities | $55,961,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 998 |
| Fair value | $2,963,000 | 960 |
| 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 | $56,814,000 | 2,445 |
| U.S. Government securities | $54,445,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $54,445,000 | 1,714 |
| Securities issued by states & political subdivisions | $2,369,000 | 4,424 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $41,730,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $21,459,000 | 1,737 |
| Issued or guaranteed by U.S. | $21,459,000 | 1,736 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,271,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $20,271,000 | 931 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $56,814,000 | 2,251 |
| Total debt securities | $56,814,000 | 2,417 |
| Structured notes | ||
| Amortized cost | $2,995,000 | 1,021 |
| Fair value | $2,999,000 | 995 |
| 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 | $51,870,000 | 2,569 |
| U.S. Government securities | $49,497,000 | 1,875 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $49,497,000 | 1,827 |
| Securities issued by states & political subdivisions | $2,373,000 | 4,424 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $36,724,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $19,870,000 | 1,783 |
| Issued or guaranteed by U.S. | $19,870,000 | 1,781 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,854,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $16,854,000 | 1,047 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $51,870,000 | 2,361 |
| Total debt securities | $51,870,000 | 2,546 |
| Structured notes | ||
| Amortized cost | $2,993,000 | 1,055 |
| Fair value | $3,001,000 | 1,047 |
| 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 | $50,188,000 | 2,660 |
| U.S. Government securities | $47,817,000 | 1,976 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $47,817,000 | 1,937 |
| Securities issued by states & political subdivisions | $2,371,000 | 4,435 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $34,950,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $18,888,000 | 1,930 |
| Issued or guaranteed by U.S. | $18,888,000 | 1,929 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $16,062,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $16,062,000 | 1,137 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $50,188,000 | 2,444 |
| Total debt securities | $50,188,000 | 2,632 |
| Structured notes | ||
| Amortized cost | $2,992,000 | 1,114 |
| Fair value | $2,993,000 | 1,110 |
| 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 | $61,913,000 | 2,256 |
| U.S. Government securities | $58,601,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $58,601,000 | 1,654 |
| Securities issued by states & political subdivisions | $3,312,000 | 4,124 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $40,657,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $22,461,000 | 1,733 |
| Issued or guaranteed by U.S. | $22,461,000 | 1,732 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,196,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $18,196,000 | 1,065 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $61,913,000 | 2,062 |
| Total debt securities | $61,913,000 | 2,237 |
| Structured notes | ||
| Amortized cost | $5,987,000 | 805 |
| Fair value | $6,027,000 | 771 |
| 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 | $72,152,000 | 1,993 |
| U.S. Government securities | $68,909,000 | 1,528 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $68,909,000 | 1,481 |
| Securities issued by states & political subdivisions | $3,243,000 | 4,076 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $44,491,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $24,082,000 | 1,642 |
| Issued or guaranteed by U.S. | $24,082,000 | 1,640 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,409,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $20,409,000 | 987 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $72,152,000 | 1,814 |
| Total debt securities | $72,152,000 | 1,976 |
| Structured notes | ||
| Amortized cost | $10,485,000 | 561 |
| Fair value | $10,479,000 | 559 |
| 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 | $79,709,000 | 1,755 |
| U.S. Government securities | $77,711,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $77,711,000 | 1,271 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,498 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $55,963,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $33,431,000 | 1,223 |
| Issued or guaranteed by U.S. | $33,431,000 | 1,221 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $22,532,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $22,532,000 | 881 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $79,709,000 | 1,600 |
| Total debt securities | $79,709,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $7,503,000 | 710 |
| Fair value | $7,566,000 | 705 |
| 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 | $63,173,000 | 2,089 |
| U.S. Government securities | $62,237,000 | 1,533 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $62,237,000 | 1,485 |
| Securities issued by states & political subdivisions | $936,000 | 4,974 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $33,633,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $17,669,000 | 1,900 |
| Issued or guaranteed by U.S. | $17,669,000 | 1,895 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $15,964,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $15,964,000 | 1,085 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $63,173,000 | 1,888 |
| Total debt securities | $63,173,000 | 2,067 |
| Structured notes | ||
| Amortized cost | $10,503,000 | 541 |
| Fair value | $10,621,000 | 541 |
| 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 | $63,612,000 | 2,080 |
| U.S. Government securities | $63,612,000 | 1,546 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $63,612,000 | 1,502 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $38,476,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $18,631,000 | 1,771 |
| Issued or guaranteed by U.S. | $18,631,000 | 1,767 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $19,845,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $19,845,000 | 921 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $63,612,000 | 1,873 |
| Total debt securities | $63,612,000 | 2,059 |
| Structured notes | ||
| Amortized cost | $9,513,000 | 726 |
| Fair value | $9,563,000 | 725 |
| 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 | $59,361,000 | 2,189 |
| U.S. Government securities | $59,361,000 | 1,608 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $59,361,000 | 1,558 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $39,521,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $15,433,000 | 1,968 |
| Issued or guaranteed by U.S. | $15,433,000 | 1,965 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,088,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $24,088,000 | 773 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $59,361,000 | 1,977 |
| Total debt securities | $59,361,000 | 2,169 |
| Structured notes | ||
| Amortized cost | $7,990,000 | 892 |
| Fair value | $7,997,000 | 863 |
| 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 | $56,366,000 | 2,199 |
| U.S. Government securities | $56,366,000 | 1,587 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $56,366,000 | 1,535 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $47,945,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $20,225,000 | 1,546 |
| Issued or guaranteed by U.S. | $20,225,000 | 1,540 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,720,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $27,720,000 | 691 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $56,366,000 | 1,988 |
| Total debt securities | $56,366,000 | 2,174 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,569 |
| Fair value | $3,018,000 | 1,516 |
| 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 | $40,024,000 | 2,860 |
| U.S. Government securities | $40,024,000 | 2,081 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $40,024,000 | 2,010 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $34,879,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $8,537,000 | 2,631 |
| Issued or guaranteed by U.S. | $8,537,000 | 2,623 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,342,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $26,342,000 | 721 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $40,024,000 | 2,582 |
| Total debt securities | $40,024,000 | 2,832 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,542 |
| Fair value | $3,013,000 | 1,582 |
| 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 | $42,326,000 | 2,727 |
| U.S. Government securities | $42,326,000 | 2,033 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $42,326,000 | 1,964 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $27,128,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $9,177,000 | 2,555 |
| Issued or guaranteed by U.S. | $9,177,000 | 2,549 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,951,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $17,951,000 | 862 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $42,326,000 | 2,440 |
| Total debt securities | $42,326,000 | 2,700 |
| Structured notes | ||
| Amortized cost | $7,995,000 | 834 |
| Fair value | $8,037,000 | 826 |
| 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 | $42,594,000 | 2,728 |
| U.S. Government securities | $42,594,000 | 2,041 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $42,594,000 | 1,977 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,115,000 | 3,297 |
| Mortgage-backed securities | $25,396,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $10,066,000 | 2,522 |
| Issued or guaranteed by U.S. | $10,066,000 | 2,516 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,330,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $15,330,000 | 919 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $42,594,000 | 2,439 |
| Total debt securities | $42,594,000 | 2,702 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 1,017 |
| Fair value | $4,995,000 | 993 |
| 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 | $38,902,000 | 2,908 |
| U.S. Government securities | $38,902,000 | 2,155 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $38,902,000 | 2,093 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,135,000 | 3,315 |
| Mortgage-backed securities | $28,767,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $18,023,000 | 1,819 |
| Issued or guaranteed by U.S. | $18,023,000 | 1,813 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,744,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $10,744,000 | 1,089 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $38,902,000 | 2,592 |
| Total debt securities | $38,902,000 | 2,891 |
| 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 | $30,422,000 | 3,458 |
| U.S. Government securities | $30,422,000 | 2,651 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,422,000 | 2,585 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $30,422,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $19,103,000 | 1,790 |
| Issued or guaranteed by U.S. | $19,103,000 | 1,785 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,319,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $11,319,000 | 1,036 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $30,422,000 | 3,113 |
| Total debt securities | $30,422,000 | 3,418 |
| 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 | $32,516,000 | 3,258 |
| U.S. Government securities | $32,516,000 | 2,450 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $32,516,000 | 2,393 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $32,516,000 | 1,694 |
| Certificates of participation in pools of residential mortgages | $20,509,000 | 1,731 |
| Issued or guaranteed by U.S. | $20,509,000 | 1,724 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,007,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $12,007,000 | 979 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $32,516,000 | 2,910 |
| Total debt securities | $32,516,000 | 3,221 |
| 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 | $30,021,000 | 3,472 |
| U.S. Government securities | $30,021,000 | 2,673 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,021,000 | 2,614 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $30,021,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | $30,021,000 | 1,328 |
| Issued or guaranteed by U.S. | $30,021,000 | 1,317 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $30,021,000 | 3,099 |
| Total debt securities | $30,021,000 | 3,446 |
| 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 | $14,996,000 | 5,121 |
| U.S. Government securities | $14,996,000 | 4,241 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,996,000 | 4,166 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $14,996,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $14,996,000 | 2,157 |
| Issued or guaranteed by U.S. | $14,996,000 | 2,145 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $14,996,000 | 4,611 |
| Total debt securities | $14,996,000 | 5,080 |
| 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 | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $0 | 8,066 |
| 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 | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| 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 | $0 | 8,194 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $0 | 8,143 |
| 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 | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| 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 | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| 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 | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| 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 | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| 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 | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| 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 | $1,021,000 | 8,251 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,021,000 | 1,902 |
| 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 | $1,021,000 | 1,356 |
| 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 | $1,021,000 | 6,294 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,021,000 | 7,514 |
| Total debt securities | $1,021,000 | 8,206 |
| 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 | $14,891,000 | 5,347 |
| U.S. Government securities | $5,987,000 | 6,588 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,987,000 | 6,454 |
| Securities issued by states & political subdivisions | $974,000 | 5,071 |
| Other domestic debt securities | $7,930,000 | 815 |
| 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 | $7,930,000 | 496 |
| 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 | $1,013,000 | 6,343 |
| Mortgage-backed securities | $5,987,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $5,346,000 | 2,917 |
| Issued or guaranteed by U.S. | $5,346,000 | 2,905 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $641,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $641,000 | 2,438 |
| 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) | $14,891,000 | 4,690 |
| Total debt securities | $14,892,000 | 5,292 |
| 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 | $15,418,000 | 5,304 |
| U.S. Government securities | $6,431,000 | 6,512 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,431,000 | 6,373 |
| Securities issued by states & political subdivisions | $979,000 | 5,081 |
| Other domestic debt securities | $8,008,000 | 834 |
| 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 | $8,008,000 | 507 |
| 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 | $1,025,000 | 6,355 |
| Mortgage-backed securities | $6,431,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $5,699,000 | 2,891 |
| Issued or guaranteed by U.S. | $5,699,000 | 2,876 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $732,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $732,000 | 2,381 |
| 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) | $15,418,000 | 4,658 |
| Total debt securities | $15,408,000 | 5,256 |
| 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 | $16,016,000 | 5,213 |
| U.S. Government securities | $6,879,000 | 6,389 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,879,000 | 6,251 |
| Securities issued by states & political subdivisions | $981,000 | 5,103 |
| Other domestic debt securities | $8,156,000 | 827 |
| 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 | $8,156,000 | 515 |
| 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 | $1,037,000 | 6,368 |
| Mortgage-backed securities | $6,879,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $6,055,000 | 2,848 |
| Issued or guaranteed by U.S. | $6,055,000 | 2,838 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $824,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,336 |
| 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) | $16,016,000 | 4,545 |
| Total debt securities | $16,016,000 | 5,164 |
| 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 | $16,571,000 | 5,108 |
| U.S. Government securities | $7,336,000 | 6,248 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,336,000 | 6,114 |
| Securities issued by states & political subdivisions | $989,000 | 5,110 |
| Other domestic debt securities | $8,246,000 | 833 |
| 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 | $8,246,000 | 530 |
| 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 | $1,570,000 | 6,092 |
| Mortgage-backed securities | $7,336,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $6,418,000 | 2,785 |
| Issued or guaranteed by U.S. | $6,418,000 | 2,773 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $918,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,306 |
| 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) | $16,571,000 | 4,449 |
| Total debt securities | $16,569,000 | 5,058 |
| 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 | $17,052,000 | 5,096 |
| U.S. Government securities | $7,871,000 | 6,163 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,871,000 | 6,016 |
| Securities issued by states & political subdivisions | $994,000 | 5,085 |
| Other domestic debt securities | $8,187,000 | 845 |
| 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 | $8,187,000 | 549 |
| 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 | $1,581,000 | 6,079 |
| Mortgage-backed securities | $7,871,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | $6,869,000 | 2,757 |
| Issued or guaranteed by U.S. | $6,869,000 | 2,746 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,002,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 2,309 |
| 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) | $17,052,000 | 4,441 |
| Total debt securities | $17,052,000 | 5,047 |
| 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 | $22,438,000 | 4,403 |
| U.S. Government securities | $11,382,000 | 5,357 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,382,000 | 5,219 |
| Securities issued by states & political subdivisions | $1,886,000 | 4,423 |
| Other domestic debt securities | $9,170,000 | 807 |
| 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 | $9,170,000 | 536 |
| 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 | $1,577,000 | 6,112 |
| Mortgage-backed securities | $11,302,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $10,302,000 | 2,285 |
| Issued or guaranteed by U.S. | $10,302,000 | 2,275 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,371 |
| 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) | $22,438,000 | 3,816 |
| Total debt securities | $22,438,000 | 4,347 |
| 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 | $25,723,000 | 4,035 |
| U.S. Government securities | $14,460,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,460,000 | 4,598 |
| Securities issued by states & political subdivisions | $1,909,000 | 4,417 |
| Other domestic debt securities | $9,354,000 | 831 |
| 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 | $9,354,000 | 559 |
| 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 | $1,602,000 | 6,099 |
| Mortgage-backed securities | $11,875,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $10,868,000 | 2,255 |
| Issued or guaranteed by U.S. | $10,868,000 | 2,246 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,007,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 2,408 |
| 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) | $25,723,000 | 3,491 |
| Total debt securities | $25,723,000 | 3,970 |
| 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 | $26,377,000 | 3,955 |
| U.S. Government securities | $12,962,000 | 5,047 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,962,000 | 4,889 |
| Securities issued by states & political subdivisions | $1,920,000 | 4,416 |
| Other domestic debt securities | $11,495,000 | 746 |
| 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 | $11,495,000 | 496 |
| 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 | $1,108,000 | 6,443 |
| Mortgage-backed securities | $10,360,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $9,341,000 | 2,464 |
| Issued or guaranteed by U.S. | $9,341,000 | 2,455 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,019,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,405 |
| 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) | $26,377,000 | 3,440 |
| Total debt securities | $26,377,000 | 3,894 |
| 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 | $27,252,000 | 3,935 |
| U.S. Government securities | $8,744,000 | 6,093 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,744,000 | 5,934 |
| Securities issued by states & political subdivisions | $1,861,000 | 4,462 |
| Other domestic debt securities | $16,647,000 | 617 |
| 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 | $16,647,000 | 395 |
| 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 | $2,117,000 | 5,838 |
| Mortgage-backed securities | $5,123,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $4,112,000 | 3,695 |
| Issued or guaranteed by U.S. | $4,112,000 | 3,686 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,011,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 2,448 |
| 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) | $27,252,000 | 3,400 |
| Total debt securities | $27,252,000 | 3,865 |
| 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 | $29,474,000 | 3,715 |
| U.S. Government securities | $10,237,000 | 5,676 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,237,000 | 5,534 |
| Securities issued by states & political subdivisions | $1,955,000 | 4,387 |
| Other domestic debt securities | $17,282,000 | 636 |
| 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 | $17,282,000 | 407 |
| 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 | $2,143,000 | 5,797 |
| Mortgage-backed securities | $5,570,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $4,550,000 | 3,569 |
| Issued or guaranteed by U.S. | $4,550,000 | 3,559 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,020,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,501 |
| 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) | $29,474,000 | 3,215 |
| Total debt securities | $29,474,000 | 3,638 |
| 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 | $29,471,000 | 3,761 |
| U.S. Government securities | $10,438,000 | 5,667 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,438,000 | 5,510 |
| Securities issued by states & political subdivisions | $1,891,000 | 4,467 |
| Other domestic debt securities | $17,142,000 | 619 |
| 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 | $17,142,000 | 441 |
| 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 | $1,840,000 | 5,967 |
| Mortgage-backed securities | $5,729,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $4,709,000 | 3,505 |
| Issued or guaranteed by U.S. | $4,709,000 | 3,494 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,020,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,621 |
| 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) | $29,471,000 | 3,243 |
| Total debt securities | $29,471,000 | 3,697 |
| 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 | $29,843,000 | 3,660 |
| U.S. Government securities | $10,796,000 | 5,433 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,796,000 | 5,266 |
| Securities issued by states & political subdivisions | $1,931,000 | 4,457 |
| Other domestic debt securities | $17,116,000 | 633 |
| 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 | $17,116,000 | 468 |
| 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 | $1,854,000 | 5,947 |
| Mortgage-backed securities | $6,068,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $4,884,000 | 3,454 |
| Issued or guaranteed by U.S. | $4,884,000 | 3,439 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,184,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $1,184,000 | 2,555 |
| 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) | $29,843,000 | 3,171 |
| Total debt securities | $29,843,000 | 3,583 |
| 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 | $28,538,000 | 3,677 |
| U.S. Government securities | $11,052,000 | 5,302 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,052,000 | 5,139 |
| Securities issued by states & political subdivisions | $2,010,000 | 4,370 |
| Other domestic debt securities | $15,476,000 | 701 |
| 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 | $15,476,000 | 522 |
| 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 | $1,873,000 | 5,929 |
| Mortgage-backed securities | $6,276,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $1,228,000 | 5,165 |
| Issued or guaranteed by U.S. | $1,228,000 | 5,144 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,048,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $5,048,000 | 1,615 |
| 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) | $28,538,000 | 3,176 |
| Total debt securities | $28,538,000 | 3,595 |
| 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 | $24,715,000 | 4,049 |
| U.S. Government securities | $16,907,000 | 4,175 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,907,000 | 4,001 |
| Securities issued by states & political subdivisions | $1,961,000 | 4,321 |
| Other domestic debt securities | $5,847,000 | 1,276 |
| 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 | $5,847,000 | 1,029 |
| 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 | $1,876,000 | 5,949 |
| Mortgage-backed securities | $10,112,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $1,695,000 | 4,855 |
| Issued or guaranteed by U.S. | $1,695,000 | 4,839 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,417,000 | 1,388 |
| CMOs issued by government agencies or sponsored agencies | $8,417,000 | 1,293 |
| 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) | $24,715,000 | 3,492 |
| Total debt securities | $24,715,000 | 3,970 |
| 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 | $27,926,000 | 3,700 |
| U.S. Government securities | $20,321,000 | 3,651 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,321,000 | 3,486 |
| Securities issued by states & political subdivisions | $1,930,000 | 4,351 |
| Other domestic debt securities | $5,675,000 | 1,290 |
| 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 | $5,675,000 | 1,052 |
| 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 | $1,873,000 | 5,971 |
| Mortgage-backed securities | $11,491,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $2,041,000 | 4,623 |
| Issued or guaranteed by U.S. | $2,041,000 | 4,606 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,450,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $9,450,000 | 1,215 |
| 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) | $27,926,000 | 3,167 |
| Total debt securities | $27,926,000 | 3,625 |
| 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 | $33,639,000 | 3,072 |
| U.S. Government securities | $18,116,000 | 3,821 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,116,000 | 3,637 |
| Securities issued by states & political subdivisions | $1,848,000 | 4,432 |
| Other domestic debt securities | $13,675,000 | 777 |
| 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 | $13,675,000 | 569 |
| 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 | $1,999,000 | 5,973 |
| Mortgage-backed securities | $13,428,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $13,428,000 | 1,746 |
| Issued or guaranteed by U.S. | $13,428,000 | 1,736 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $33,639,000 | 2,564 |
| Total debt securities | $33,639,000 | 3,007 |
| 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 | $33,681,000 | 3,141 |
| U.S. Government securities | $22,778,000 | 3,302 |
| U.S. Treasury securities | $499,000 | 3,515 |
| U.S. Government agency obligations | $22,279,000 | 3,111 |
| Securities issued by states & political subdivisions | $1,320,000 | 4,989 |
| Other domestic debt securities | $9,170,000 | 844 |
| 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 | $9,170,000 | 693 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $413,000 | 4,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,993,000 | 6,308 |
| Mortgage-backed securities | $13,673,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $13,673,000 | 1,421 |
| Issued or guaranteed by U.S. | $13,673,000 | 1,406 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $33,681,000 | 2,516 |
| Total debt securities | $33,268,000 | 3,070 |
| 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 | $30,992,000 | 3,490 |
| U.S. Government securities | $20,306,000 | 3,811 |
| U.S. Treasury securities | $498,000 | 4,586 |
| U.S. Government agency obligations | $19,808,000 | 3,513 |
| Securities issued by states & political subdivisions | $1,239,000 | 5,329 |
| Other domestic debt securities | $9,054,000 | 885 |
| 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 | $9,054,000 | 711 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $393,000 | 4,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,984,000 | 6,378 |
| Mortgage-backed securities | $16,152,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $16,152,000 | 1,329 |
| Issued or guaranteed by U.S. | $16,152,000 | 1,322 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $30,992,000 | 2,753 |
| Total debt securities | $30,599,000 | 3,421 |
| 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 | $32,257,000 | 3,416 |
| U.S. Government securities | $28,345,000 | 2,959 |
| U.S. Treasury securities | $9,598,000 | 1,346 |
| U.S. Government agency obligations | $18,747,000 | 3,498 |
| Securities issued by states & political subdivisions | $1,316,000 | 5,379 |
| Other domestic debt securities | $2,265,000 | 1,623 |
| 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 | $2,265,000 | 1,319 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $331,000 | 4,423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,036,000 | 6,104 |
| Mortgage-backed securities | $17,439,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $17,439,000 | 1,349 |
| Issued or guaranteed by U.S. | $17,439,000 | 1,341 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $32,257,000 | 2,611 |
| Total debt securities | $31,926,000 | 3,347 |
| 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 | $34,350,000 | 3,241 |
| U.S. Government securities | $33,702,000 | 2,642 |
| U.S. Treasury securities | $13,300,000 | 1,385 |
| U.S. Government agency obligations | $20,402,000 | 3,175 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $648,000 | 3,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,006,000 | 6,458 |
| Mortgage-backed securities | $13,923,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $13,923,000 | 1,566 |
| Issued or guaranteed by U.S. | $13,923,000 | 1,553 |
| 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) | $34,350,000 | 2,323 |
| Total debt securities | $33,702,000 | 3,213 |
| 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 | $31,304,000 | 3,795 |
| U.S. Government securities | $28,537,000 | 3,344 |
| U.S. Treasury securities | $4,252,000 | 4,186 |
| U.S. Government agency obligations | $24,285,000 | 2,853 |
| Securities issued by states & political subdivisions | $584,000 | 6,875 |
| Other domestic debt securities | $500,000 | 2,676 |
| 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 | $500,000 | 2,041 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,683,000 | 1,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,890,000 | 6,862 |
| Mortgage-backed securities | $22,289,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $11,955,000 | 1,903 |
| Issued or guaranteed by U.S. | $11,955,000 | 1,890 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $10,334,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $10,334,000 | 1,164 |
| 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) | $24,146,000 | 1,625 |
| Available-for-sale securities (fair market value) | $7,158,000 | 6,927 |
| Total debt securities | $29,621,000 | 3,868 |
| 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 | $42,306,000 | 2,984 |
| U.S. Government securities | $33,186,000 | 3,047 |
| U.S. Treasury securities | $7,016,000 | 3,629 |
| U.S. Government agency obligations | $26,170,000 | 2,651 |
| Securities issued by states & political subdivisions | $237,000 | 8,098 |
| Other domestic debt securities | $7,079,000 | 865 |
| 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 | $7,079,000 | 629 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,804,000 | 1,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,233,000 | 3,709 |
| Mortgage-backed securities | $23,181,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $10,229,000 | 2,144 |
| Issued or guaranteed by U.S. | $10,229,000 | 2,121 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $12,952,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $12,952,000 | 1,097 |
| 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) | $28,449,000 | 1,493 |
| Available-for-sale securities (fair market value) | $13,857,000 | 5,100 |
| Total debt securities | $40,502,000 | 3,030 |
| 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 | $46,973,000 | 2,780 |
| U.S. Government securities | $33,067,000 | 3,160 |
| U.S. Treasury securities | $9,933,000 | 3,423 |
| U.S. Government agency obligations | $23,134,000 | 2,834 |
| Securities issued by states & political subdivisions | $238,000 | 8,530 |
| Other domestic debt securities | $11,824,000 | 672 |
| 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 | $11,824,000 | 464 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,844,000 | 1,377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,951,000 | 3,890 |
| Mortgage-backed securities | $21,133,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $3,293,000 | 4,182 |
| Issued or guaranteed by U.S. | $3,293,000 | 4,155 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $17,840,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $17,840,000 | 915 |
| 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) | $24,010,000 | 2,966 |
| Available-for-sale securities (fair market value) | $22,963,000 | 2,474 |
| Total debt securities | $45,129,000 | 2,829 |
| 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 | $45,623,000 | 3,047 |
| U.S. Government securities | $32,724,000 | 3,318 |
| U.S. Treasury securities | $7,001,000 | 4,596 |
| U.S. Government agency obligations | $25,723,000 | 2,657 |
| Securities issued by states & political subdivisions | $403,000 | 8,147 |
| Other domestic debt securities | $11,992,000 | 767 |
| 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 | $11,992,000 | 547 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $504,000 | 3,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,443,000 | 2,279 |
| Mortgage-backed securities | $24,723,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $5,019,000 | 3,769 |
| Issued or guaranteed by U.S. | $5,019,000 | 3,736 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $19,704,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $19,704,000 | 976 |
| 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 | $45,119,000 | 2,998 |
| 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 | $36,716,000 | 3,723 |
| U.S. Government securities | $22,256,000 | 4,645 |
| U.S. Treasury securities | $9,025,000 | 3,808 |
| U.S. Government agency obligations | $13,231,000 | 4,519 |
| Securities issued by states & political subdivisions | $620,000 | 7,384 |
| Other domestic debt securities | $13,507,000 | 836 |
| 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 | $13,507,000 | 563 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $333,000 | 3,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,523,000 | 3,734 |
| Mortgage-backed securities | $12,233,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $2,457,000 | 5,642 |
| Issued or guaranteed by U.S. | $2,457,000 | 5,579 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,776,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $9,776,000 | 1,534 |
| 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 | $36,383,000 | 3,679 |
| 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 |