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MontroseBank, Securities
| 2014-12-31 | Rank | |
| Total securities | $133,378,000 | 1,105 |
| U.S. Government securities | $95,632,000 | 1,025 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $95,632,000 | 978 |
| Securities issued by states & political subdivisions | $37,746,000 | 1,020 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,465,000 | 3,616 |
| Mortgage-backed securities | $70,297,000 | 898 |
| Certificates of participation in pools of residential mortgages | $28,280,000 | 1,291 |
| Issued or guaranteed by U.S. | $28,280,000 | 1,289 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $33,146,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $33,146,000 | 571 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $8,871,000 | 359 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $8,871,000 | 206 |
| Held to maturity securities (book value) | $50,126,000 | 436 |
| Available-for-sale securities (fair market value) | $83,252,000 | 1,530 |
| Total debt securities | $133,378,000 | 1,095 |
| Structured notes | ||
| Amortized cost | $932,000 | 1,603 |
| Fair value | $963,000 | 1,588 |
| 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 | $127,718,000 | 1,176 |
| U.S. Government securities | $85,734,000 | 1,164 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $85,734,000 | 1,103 |
| Securities issued by states & political subdivisions | $41,984,000 | 922 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,136,000 | 3,548 |
| Mortgage-backed securities | $71,562,000 | 889 |
| Certificates of participation in pools of residential mortgages | $29,730,000 | 1,290 |
| Issued or guaranteed by U.S. | $29,730,000 | 1,289 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $35,462,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $35,462,000 | 565 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $6,370,000 | 408 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $6,370,000 | 227 |
| Held to maturity securities (book value) | $52,624,000 | 425 |
| Available-for-sale securities (fair market value) | $75,094,000 | 1,726 |
| Total debt securities | $127,718,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $1,436,000 | 1,429 |
| Fair value | $1,466,000 | 1,391 |
| 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 | $126,974,000 | 1,189 |
| U.S. Government securities | $85,522,000 | 1,189 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $85,522,000 | 1,134 |
| Securities issued by states & political subdivisions | $41,452,000 | 936 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,261,000 | 3,544 |
| Mortgage-backed securities | $72,694,000 | 900 |
| Certificates of participation in pools of residential mortgages | $32,524,000 | 1,230 |
| Issued or guaranteed by U.S. | $32,524,000 | 1,230 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $36,572,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $36,572,000 | 565 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $3,598,000 | 527 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $3,598,000 | 303 |
| Held to maturity securities (book value) | $52,632,000 | 424 |
| Available-for-sale securities (fair market value) | $74,342,000 | 1,752 |
| Total debt securities | $126,974,000 | 1,177 |
| Structured notes | ||
| Amortized cost | $1,448,000 | 1,467 |
| Fair value | $1,474,000 | 1,428 |
| 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 | $125,912,000 | 1,198 |
| U.S. Government securities | $84,122,000 | 1,194 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $84,122,000 | 1,143 |
| Securities issued by states & political subdivisions | $41,370,000 | 938 |
| Other domestic debt securities | $420,000 | 2,233 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $420,000 | 385 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,711,000 | 4,076 |
| Mortgage-backed securities | $72,172,000 | 906 |
| Certificates of participation in pools of residential mortgages | $30,435,000 | 1,305 |
| Issued or guaranteed by U.S. | $30,435,000 | 1,305 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $38,097,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $38,097,000 | 552 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $3,640,000 | 498 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $3,640,000 | 285 |
| Held to maturity securities (book value) | $53,388,000 | 403 |
| Available-for-sale securities (fair market value) | $72,524,000 | 1,810 |
| Total debt securities | $125,912,000 | 1,183 |
| Structured notes | ||
| Amortized cost | $1,467,000 | 1,462 |
| Fair value | $1,477,000 | 1,427 |
| 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 | $120,516,000 | 1,240 |
| U.S. Government securities | $79,496,000 | 1,237 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $79,496,000 | 1,199 |
| Securities issued by states & political subdivisions | $40,535,000 | 951 |
| Other domestic debt securities | $485,000 | 2,257 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $485,000 | 373 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,828,000 | 4,057 |
| Mortgage-backed securities | $69,212,000 | 940 |
| Certificates of participation in pools of residential mortgages | $27,209,000 | 1,437 |
| Issued or guaranteed by U.S. | $27,209,000 | 1,437 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $38,332,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $38,332,000 | 547 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $3,671,000 | 471 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $3,671,000 | 273 |
| Held to maturity securities (book value) | $50,381,000 | 408 |
| Available-for-sale securities (fair market value) | $70,135,000 | 1,836 |
| Total debt securities | $120,516,000 | 1,224 |
| Structured notes | ||
| Amortized cost | $1,019,000 | 1,569 |
| Fair value | $1,019,000 | 1,566 |
| 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 | $111,543,000 | 1,346 |
| U.S. Government securities | $70,685,000 | 1,399 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $70,685,000 | 1,357 |
| Securities issued by states & political subdivisions | $40,304,000 | 947 |
| Other domestic debt securities | $554,000 | 2,202 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $554,000 | 365 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,072,000 | 4,247 |
| Mortgage-backed securities | $62,373,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $22,854,000 | 1,618 |
| Issued or guaranteed by U.S. | $22,854,000 | 1,615 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $35,820,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $35,820,000 | 575 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $3,699,000 | 450 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $3,699,000 | 267 |
| Held to maturity securities (book value) | $48,446,000 | 407 |
| Available-for-sale securities (fair market value) | $63,097,000 | 2,025 |
| Total debt securities | $111,543,000 | 1,327 |
| Structured notes | ||
| Amortized cost | $309,000 | 2,169 |
| Fair value | $314,000 | 2,165 |
| 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 | $109,650,000 | 1,367 |
| U.S. Government securities | $70,559,000 | 1,400 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $70,559,000 | 1,357 |
| Securities issued by states & political subdivisions | $38,461,000 | 977 |
| Other domestic debt securities | $630,000 | 2,219 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $630,000 | 364 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,423,000 | 4,168 |
| Mortgage-backed securities | $64,071,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $21,865,000 | 1,671 |
| Issued or guaranteed by U.S. | $21,865,000 | 1,669 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $39,098,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $39,098,000 | 548 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $3,108,000 | 460 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $3,108,000 | 257 |
| Held to maturity securities (book value) | $46,562,000 | 385 |
| Available-for-sale securities (fair market value) | $63,088,000 | 2,036 |
| Total debt securities | $109,650,000 | 1,350 |
| Structured notes | ||
| Amortized cost | $365,000 | 2,134 |
| Fair value | $370,000 | 2,130 |
| 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 | $105,963,000 | 1,436 |
| U.S. Government securities | $68,304,000 | 1,460 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $68,304,000 | 1,418 |
| Securities issued by states & political subdivisions | $36,955,000 | 1,009 |
| Other domestic debt securities | $704,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $704,000 | 348 |
| 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 | $5,860,000 | 4,102 |
| Mortgage-backed securities | $62,637,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $21,578,000 | 1,730 |
| Issued or guaranteed by U.S. | $21,578,000 | 1,729 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $41,059,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $41,059,000 | 546 |
| 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) | $37,041,000 | 438 |
| Available-for-sale securities (fair market value) | $68,922,000 | 1,919 |
| Total debt securities | $105,963,000 | 1,418 |
| Structured notes | ||
| Amortized cost | $460,000 | 2,129 |
| Fair value | $467,000 | 2,125 |
| 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 | $104,973,000 | 1,415 |
| U.S. Government securities | $68,185,000 | 1,452 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $68,185,000 | 1,408 |
| Securities issued by states & political subdivisions | $36,027,000 | 1,016 |
| Other domestic debt securities | $761,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $761,000 | 322 |
| 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 | $4,907,000 | 4,309 |
| Mortgage-backed securities | $64,340,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $21,461,000 | 1,696 |
| Issued or guaranteed by U.S. | $21,461,000 | 1,694 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $42,879,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $42,879,000 | 536 |
| 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) | $31,080,000 | 497 |
| Available-for-sale securities (fair market value) | $73,893,000 | 1,782 |
| Total debt securities | $104,973,000 | 1,397 |
| Structured notes | ||
| Amortized cost | $519,000 | 1,988 |
| Fair value | $527,000 | 1,987 |
| 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 | $99,876,000 | 1,493 |
| U.S. Government securities | $65,939,000 | 1,522 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $65,939,000 | 1,474 |
| Securities issued by states & political subdivisions | $33,054,000 | 1,087 |
| Other domestic debt securities | $883,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $883,000 | 304 |
| 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 | $5,623,000 | 4,191 |
| Mortgage-backed securities | $61,416,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $22,000,000 | 1,741 |
| Issued or guaranteed by U.S. | $22,000,000 | 1,740 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $39,416,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $39,416,000 | 612 |
| 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) | $18,158,000 | 705 |
| Available-for-sale securities (fair market value) | $81,718,000 | 1,645 |
| Total debt securities | $99,876,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $1,089,000 | 1,723 |
| Fair value | $1,101,000 | 1,721 |
| 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 | $88,480,000 | 1,661 |
| U.S. Government securities | $58,265,000 | 1,706 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $58,265,000 | 1,665 |
| Securities issued by states & political subdivisions | $29,201,000 | 1,203 |
| Other domestic debt securities | $1,014,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,014,000 | 249 |
| 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 | $5,868,000 | 4,178 |
| Mortgage-backed securities | $54,968,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $19,549,000 | 1,916 |
| Issued or guaranteed by U.S. | $19,549,000 | 1,916 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $35,419,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $35,419,000 | 669 |
| 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) | $8,335,000 | 1,064 |
| Available-for-sale securities (fair market value) | $80,145,000 | 1,660 |
| Total debt securities | $88,480,000 | 1,642 |
| Structured notes | ||
| Amortized cost | $575,000 | 2,404 |
| Fair value | $584,000 | 2,403 |
| 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 | $88,769,000 | 1,652 |
| U.S. Government securities | $58,913,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $58,913,000 | 1,686 |
| Securities issued by states & political subdivisions | $29,856,000 | 1,110 |
| 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 | $855,000 | 5,826 |
| Mortgage-backed securities | $54,292,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $20,923,000 | 1,819 |
| Issued or guaranteed by U.S. | $20,923,000 | 1,817 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $33,369,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $33,369,000 | 721 |
| 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) | $8,212,000 | 1,089 |
| Available-for-sale securities (fair market value) | $80,557,000 | 1,663 |
| Total debt securities | $88,769,000 | 1,629 |
| Structured notes | ||
| Amortized cost | $673,000 | 2,599 |
| Fair value | $685,000 | 2,600 |
| 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 | $81,142,000 | 1,723 |
| U.S. Government securities | $55,107,000 | 1,750 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $55,107,000 | 1,705 |
| Securities issued by states & political subdivisions | $26,035,000 | 1,243 |
| 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 | $7,322,000 | 3,679 |
| Mortgage-backed securities | $49,604,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $18,379,000 | 1,901 |
| Issued or guaranteed by U.S. | $18,379,000 | 1,900 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,225,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $31,225,000 | 721 |
| 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) | $5,433,000 | 1,324 |
| Available-for-sale securities (fair market value) | $75,709,000 | 1,687 |
| Total debt securities | $81,142,000 | 1,710 |
| Structured notes | ||
| Amortized cost | $689,000 | 2,485 |
| Fair value | $710,000 | 2,474 |
| 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 | $76,002,000 | 1,806 |
| U.S. Government securities | $50,370,000 | 1,831 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $50,370,000 | 1,784 |
| Securities issued by states & political subdivisions | $25,632,000 | 1,210 |
| 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 | $8,061,000 | 3,532 |
| Mortgage-backed securities | $46,970,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $17,488,000 | 1,918 |
| Issued or guaranteed by U.S. | $17,488,000 | 1,912 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $29,482,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $29,482,000 | 709 |
| 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) | $4,871,000 | 1,401 |
| Available-for-sale securities (fair market value) | $71,131,000 | 1,725 |
| Total debt securities | $76,002,000 | 1,787 |
| Structured notes | ||
| Amortized cost | $705,000 | 2,559 |
| Fair value | $729,000 | 2,553 |
| 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 | $66,951,000 | 1,992 |
| U.S. Government securities | $41,945,000 | 2,126 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,945,000 | 2,064 |
| Securities issued by states & political subdivisions | $25,006,000 | 1,169 |
| 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 | $8,680,000 | 3,437 |
| Mortgage-backed securities | $39,486,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $15,950,000 | 1,972 |
| Issued or guaranteed by U.S. | $15,950,000 | 1,970 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $23,536,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $23,536,000 | 805 |
| 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) | $5,239,000 | 1,396 |
| Available-for-sale securities (fair market value) | $61,712,000 | 1,927 |
| Total debt securities | $66,951,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $718,000 | 2,724 |
| Fair value | $745,000 | 2,715 |
| 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 | $59,082,000 | 2,198 |
| U.S. Government securities | $33,987,000 | 2,517 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $33,987,000 | 2,446 |
| Securities issued by states & political subdivisions | $25,095,000 | 1,144 |
| 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 | $8,454,000 | 3,497 |
| Mortgage-backed securities | $31,026,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $12,740,000 | 2,227 |
| Issued or guaranteed by U.S. | $12,740,000 | 2,221 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,286,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $18,286,000 | 928 |
| 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) | $5,449,000 | 1,385 |
| Available-for-sale securities (fair market value) | $53,633,000 | 2,168 |
| Total debt securities | $59,082,000 | 2,177 |
| Structured notes | ||
| Amortized cost | $730,000 | 2,771 |
| Fair value | $755,000 | 2,750 |
| 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 | $47,158,000 | 2,534 |
| U.S. Government securities | $24,752,000 | 3,026 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $24,752,000 | 2,932 |
| Securities issued by states & political subdivisions | $22,406,000 | 1,276 |
| 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 | $9,077,000 | 3,324 |
| Mortgage-backed securities | $23,115,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $9,246,000 | 2,551 |
| Issued or guaranteed by U.S. | $9,246,000 | 2,546 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,869,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $13,869,000 | 1,059 |
| 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) | $5,594,000 | 1,356 |
| Available-for-sale securities (fair market value) | $41,564,000 | 2,551 |
| Total debt securities | $47,158,000 | 2,507 |
| Structured notes | ||
| Amortized cost | $753,000 | 2,613 |
| Fair value | $778,000 | 2,603 |
| 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 | $46,805,000 | 2,518 |
| U.S. Government securities | $24,561,000 | 3,012 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,561,000 | 2,917 |
| Securities issued by states & political subdivisions | $22,244,000 | 1,237 |
| 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 | $5,655,000 | 4,054 |
| Mortgage-backed securities | $21,223,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $8,716,000 | 2,607 |
| Issued or guaranteed by U.S. | $8,716,000 | 2,600 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,507,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $12,507,000 | 1,126 |
| 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) | $6,134,000 | 1,343 |
| Available-for-sale securities (fair market value) | $40,671,000 | 2,544 |
| Total debt securities | $46,805,000 | 2,486 |
| Structured notes | ||
| Amortized cost | $780,000 | 2,651 |
| Fair value | $815,000 | 2,628 |
| 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 | $44,917,000 | 2,606 |
| U.S. Government securities | $22,686,000 | 3,225 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,686,000 | 3,141 |
| Securities issued by states & political subdivisions | $22,231,000 | 1,146 |
| 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 | $5,991,000 | 4,046 |
| Mortgage-backed securities | $17,189,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $7,863,000 | 2,764 |
| Issued or guaranteed by U.S. | $7,863,000 | 2,755 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $9,326,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $9,326,000 | 1,263 |
| 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) | $6,301,000 | 1,365 |
| Available-for-sale securities (fair market value) | $38,616,000 | 2,616 |
| Total debt securities | $44,917,000 | 2,573 |
| Structured notes | ||
| Amortized cost | $1,299,000 | 2,363 |
| Fair value | $1,329,000 | 2,355 |
| 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 | $41,323,000 | 2,792 |
| U.S. Government securities | $22,017,000 | 3,343 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $22,017,000 | 3,256 |
| Securities issued by states & political subdivisions | $19,306,000 | 1,318 |
| 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 | $6,718,000 | 3,937 |
| Mortgage-backed securities | $16,530,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $8,498,000 | 2,744 |
| Issued or guaranteed by U.S. | $8,498,000 | 2,738 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,032,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $8,032,000 | 1,284 |
| 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) | $6,496,000 | 1,360 |
| Available-for-sale securities (fair market value) | $34,827,000 | 2,858 |
| Total debt securities | $41,323,000 | 2,766 |
| Structured notes | ||
| Amortized cost | $818,000 | 2,515 |
| Fair value | $838,000 | 2,510 |
| 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 | $37,628,000 | 2,989 |
| U.S. Government securities | $22,270,000 | 3,286 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,270,000 | 3,210 |
| Securities issued by states & political subdivisions | $15,358,000 | 1,621 |
| 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 | $7,009,000 | 3,901 |
| Mortgage-backed securities | $16,741,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $7,641,000 | 2,945 |
| Issued or guaranteed by U.S. | $7,641,000 | 2,937 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,100,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $9,100,000 | 1,191 |
| 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) | $6,700,000 | 1,331 |
| Available-for-sale securities (fair market value) | $30,928,000 | 3,092 |
| Total debt securities | $37,628,000 | 2,965 |
| Structured notes | ||
| Amortized cost | $1,874,000 | 1,668 |
| Fair value | $1,875,000 | 1,668 |
| 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 | $31,998,000 | 3,347 |
| U.S. Government securities | $19,006,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,006,000 | 3,541 |
| Securities issued by states & political subdivisions | $12,992,000 | 1,884 |
| 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 | $7,730,000 | 3,766 |
| Mortgage-backed securities | $14,207,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $8,499,000 | 2,881 |
| Issued or guaranteed by U.S. | $8,499,000 | 2,870 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,708,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $5,708,000 | 1,447 |
| 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) | $6,886,000 | 1,373 |
| Available-for-sale securities (fair market value) | $25,112,000 | 3,518 |
| Total debt securities | $31,998,000 | 3,304 |
| Structured notes | ||
| Amortized cost | $657,000 | 1,915 |
| Fair value | $666,000 | 1,910 |
| 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 | $23,118,000 | 4,056 |
| U.S. Government securities | $11,464,000 | 4,716 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,464,000 | 4,623 |
| Securities issued by states & political subdivisions | $11,654,000 | 1,998 |
| 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 | $8,008,000 | 3,715 |
| Mortgage-backed securities | $8,836,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $5,714,000 | 3,509 |
| Issued or guaranteed by U.S. | $5,714,000 | 3,496 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,122,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $3,122,000 | 1,831 |
| 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) | $7,057,000 | 1,373 |
| Available-for-sale securities (fair market value) | $16,061,000 | 4,465 |
| Total debt securities | $23,117,000 | 4,019 |
| Structured notes | ||
| Amortized cost | $704,000 | 1,424 |
| Fair value | $712,000 | 1,421 |
| 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 | $18,986,000 | 4,552 |
| U.S. Government securities | $7,868,000 | 5,540 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,868,000 | 5,457 |
| Securities issued by states & political subdivisions | $11,118,000 | 1,969 |
| 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 | $8,495,000 | 3,675 |
| Mortgage-backed securities | $6,663,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $3,226,000 | 4,297 |
| Issued or guaranteed by U.S. | $3,226,000 | 4,285 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,437,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $3,437,000 | 1,774 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,243,000 | 1,374 |
| Available-for-sale securities (fair market value) | $11,743,000 | 5,093 |
| Total debt securities | $18,987,000 | 4,518 |
| Structured notes | ||
| Amortized cost | $780,000 | 1,127 |
| Fair value | $788,000 | 1,119 |
| 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 | $19,213,000 | 4,542 |
| U.S. Government securities | $8,246,000 | 5,537 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,246,000 | 5,455 |
| Securities issued by states & political subdivisions | $10,967,000 | 1,932 |
| 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 | $8,925,000 | 3,625 |
| Mortgage-backed securities | $6,608,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $2,969,000 | 4,373 |
| Issued or guaranteed by U.S. | $2,969,000 | 4,362 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,639,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $3,639,000 | 1,716 |
| 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) | $7,499,000 | 1,352 |
| Available-for-sale securities (fair market value) | $11,714,000 | 5,113 |
| Total debt securities | $19,213,000 | 4,510 |
| Structured notes | ||
| Amortized cost | $814,000 | 1,163 |
| Fair value | $819,000 | 1,158 |
| 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 | $20,386,000 | 4,352 |
| U.S. Government securities | $9,012,000 | 5,309 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,012,000 | 5,226 |
| Securities issued by states & political subdivisions | $11,374,000 | 1,861 |
| 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 | $2,542,000 | 5,404 |
| Mortgage-backed securities | $6,871,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $3,070,000 | 4,261 |
| Issued or guaranteed by U.S. | $3,070,000 | 4,249 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,801,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $3,801,000 | 1,608 |
| 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) | $8,070,000 | 1,313 |
| Available-for-sale securities (fair market value) | $12,316,000 | 4,963 |
| Total debt securities | $20,386,000 | 4,317 |
| Structured notes | ||
| Amortized cost | $831,000 | 1,137 |
| Fair value | $833,000 | 1,128 |
| 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 | $23,716,000 | 4,001 |
| U.S. Government securities | $12,342,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,342,000 | 4,607 |
| Securities issued by states & political subdivisions | $11,374,000 | 1,872 |
| 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 | $7,831,000 | 3,799 |
| Mortgage-backed securities | $8,756,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $3,661,000 | 4,071 |
| Issued or guaranteed by U.S. | $3,661,000 | 4,055 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,095,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $5,095,000 | 1,410 |
| 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) | $8,279,000 | 1,276 |
| Available-for-sale securities (fair market value) | $15,437,000 | 4,566 |
| Total debt securities | $23,716,000 | 3,951 |
| Structured notes | ||
| Amortized cost | $851,000 | 1,175 |
| Fair value | $849,000 | 1,168 |
| 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 | $24,895,000 | 3,891 |
| U.S. Government securities | $14,105,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,105,000 | 4,300 |
| Securities issued by states & political subdivisions | $10,790,000 | 1,944 |
| 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 | $2,595,000 | 5,350 |
| Mortgage-backed securities | $9,448,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $4,050,000 | 3,824 |
| Issued or guaranteed by U.S. | $4,050,000 | 3,810 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,398,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $5,398,000 | 1,356 |
| 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) | $8,293,000 | 1,278 |
| Available-for-sale securities (fair market value) | $16,602,000 | 4,394 |
| Total debt securities | $24,895,000 | 3,839 |
| Structured notes | ||
| Amortized cost | $880,000 | 1,281 |
| Fair value | $881,000 | 1,278 |
| 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 | $19,594,000 | 4,511 |
| U.S. Government securities | $10,717,000 | 5,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,717,000 | 5,004 |
| Securities issued by states & political subdivisions | $8,877,000 | 2,256 |
| 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 | $2,254,000 | 5,552 |
| Mortgage-backed securities | $6,084,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $2,757,000 | 4,012 |
| Issued or guaranteed by U.S. | $2,757,000 | 3,996 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,327,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $3,327,000 | 1,602 |
| 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) | $5,513,000 | 1,640 |
| Available-for-sale securities (fair market value) | $14,081,000 | 4,750 |
| Total debt securities | $19,594,000 | 4,456 |
| Structured notes | ||
| Amortized cost | $1,402,000 | 1,349 |
| Fair value | $1,402,000 | 1,348 |
| 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 | $15,325,000 | 5,128 |
| U.S. Government securities | $7,173,000 | 6,037 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,173,000 | 5,931 |
| Securities issued by states & political subdivisions | $8,152,000 | 2,335 |
| 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 | $2,661,000 | 5,394 |
| Mortgage-backed securities | $2,793,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $1,560,000 | 4,464 |
| Issued or guaranteed by U.S. | $1,560,000 | 4,451 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,233,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,233,000 | 2,160 |
| 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) | $3,722,000 | 1,962 |
| Available-for-sale securities (fair market value) | $11,603,000 | 5,206 |
| Total debt securities | $15,324,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $922,000 | 1,946 |
| Fair value | $916,000 | 1,943 |
| 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 | $15,379,000 | 5,143 |
| U.S. Government securities | $7,309,000 | 6,020 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,309,000 | 5,907 |
| Securities issued by states & political subdivisions | $8,070,000 | 2,356 |
| 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 | $2,647,000 | 5,445 |
| Mortgage-backed securities | $2,949,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $1,629,000 | 4,401 |
| Issued or guaranteed by U.S. | $1,629,000 | 4,388 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,320,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $1,320,000 | 2,105 |
| 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) | $3,757,000 | 1,977 |
| Available-for-sale securities (fair market value) | $11,622,000 | 5,194 |
| Total debt securities | $15,381,000 | 5,100 |
| Structured notes | ||
| Amortized cost | $954,000 | 2,025 |
| Fair value | $943,000 | 2,022 |
| 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 | $13,963,000 | 5,424 |
| U.S. Government securities | $6,118,000 | 6,426 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,118,000 | 6,305 |
| Securities issued by states & political subdivisions | $7,845,000 | 2,411 |
| 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 | $2,664,000 | 5,450 |
| Mortgage-backed securities | $2,688,000 | 4,421 |
| Certificates of participation in pools of residential mortgages | $1,743,000 | 4,340 |
| Issued or guaranteed by U.S. | $1,743,000 | 4,323 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $945,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,309 |
| 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) | $3,789,000 | 1,999 |
| Available-for-sale securities (fair market value) | $10,174,000 | 5,451 |
| Total debt securities | $13,963,000 | 5,374 |
| Structured notes | ||
| Amortized cost | $484,000 | 2,527 |
| Fair value | $483,000 | 2,527 |
| 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 | $11,156,000 | 5,945 |
| U.S. Government securities | $5,034,000 | 6,788 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,034,000 | 6,659 |
| Securities issued by states & political subdivisions | $6,122,000 | 2,800 |
| 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 | $2,665,000 | 5,448 |
| Mortgage-backed securities | $2,091,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $1,818,000 | 4,297 |
| Issued or guaranteed by U.S. | $1,818,000 | 4,282 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $273,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,818 |
| 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) | $3,815,000 | 2,029 |
| Available-for-sale securities (fair market value) | $7,341,000 | 6,056 |
| Total debt securities | $11,156,000 | 5,895 |
| 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 | $9,048,000 | 6,410 |
| U.S. Government securities | $3,743,000 | 7,253 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,743,000 | 7,121 |
| Securities issued by states & political subdivisions | $5,305,000 | 2,991 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,387,000 | 5,176 |
| Mortgage-backed securities | $1,699,000 | 4,877 |
| Certificates of participation in pools of residential mortgages | $1,357,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,357,000 | 4,544 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $342,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 2,707 |
| 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) | $4,096,000 | 2,036 |
| Available-for-sale securities (fair market value) | $4,952,000 | 6,626 |
| Total debt securities | $9,047,000 | 6,347 |
| 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 | $7,262,000 | 6,838 |
| U.S. Government securities | $2,566,000 | 7,645 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,566,000 | 7,516 |
| Securities issued by states & political subdivisions | $4,696,000 | 3,160 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,794,000 | 5,042 |
| Mortgage-backed securities | $1,829,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,406,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,406,000 | 4,527 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $423,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,620 |
| 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) | $4,339,000 | 2,012 |
| Available-for-sale securities (fair market value) | $2,923,000 | 7,123 |
| Total debt securities | $7,262,000 | 6,782 |
| 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 | $6,747,000 | 7,021 |
| U.S. Government securities | $1,823,000 | 7,938 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,823,000 | 7,809 |
| Securities issued by states & political subdivisions | $4,924,000 | 3,113 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,593,000 | 5,116 |
| Mortgage-backed securities | $1,576,000 | 4,994 |
| Certificates of participation in pools of residential mortgages | $1,060,000 | 4,841 |
| Issued or guaranteed by U.S. | $1,060,000 | 4,821 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $516,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 2,526 |
| 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) | $4,590,000 | 1,984 |
| Available-for-sale securities (fair market value) | $2,157,000 | 7,321 |
| Total debt securities | $6,748,000 | 6,961 |
| 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 | $6,698,000 | 7,064 |
| U.S. Government securities | $1,950,000 | 7,946 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,950,000 | 7,816 |
| Securities issued by states & political subdivisions | $4,748,000 | 3,166 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,594,000 | 5,120 |
| Mortgage-backed securities | $1,702,000 | 4,969 |
| Certificates of participation in pools of residential mortgages | $1,101,000 | 4,846 |
| Issued or guaranteed by U.S. | $1,101,000 | 4,827 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $601,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,474 |
| 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) | $4,655,000 | 2,020 |
| Available-for-sale securities (fair market value) | $2,043,000 | 7,394 |
| Total debt securities | $6,698,000 | 7,004 |
| 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 | $7,159,000 | 6,974 |
| U.S. Government securities | $2,075,000 | 7,898 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,075,000 | 7,768 |
| Securities issued by states & political subdivisions | $5,084,000 | 3,031 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,533,000 | 5,127 |
| Mortgage-backed securities | $1,826,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 4,841 |
| Issued or guaranteed by U.S. | $1,156,000 | 4,823 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $670,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $670,000 | 2,450 |
| 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) | $5,114,000 | 1,951 |
| Available-for-sale securities (fair market value) | $2,045,000 | 7,412 |
| Total debt securities | $7,158,000 | 6,914 |
| 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 | $7,122,000 | 7,031 |
| U.S. Government securities | $2,034,000 | 7,944 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,034,000 | 7,806 |
| Securities issued by states & political subdivisions | $5,088,000 | 3,026 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,879,000 | 4,981 |
| Mortgage-backed securities | $1,784,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $890,000 | 5,131 |
| Issued or guaranteed by U.S. | $890,000 | 5,110 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $894,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,387 |
| 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) | $5,352,000 | 1,936 |
| Available-for-sale securities (fair market value) | $1,770,000 | 7,531 |
| Total debt securities | $7,119,000 | 6,973 |
| 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 | $6,889,000 | 7,137 |
| U.S. Government securities | $2,000,000 | 8,020 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,000,000 | 7,881 |
| Securities issued by states & political subdivisions | $4,889,000 | 3,071 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,001,000 | 4,978 |
| Mortgage-backed securities | $2,000,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $968,000 | 5,115 |
| Issued or guaranteed by U.S. | $968,000 | 5,101 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,032,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,343 |
| 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) | $5,289,000 | 1,968 |
| Available-for-sale securities (fair market value) | $1,600,000 | 7,642 |
| Total debt securities | $6,888,000 | 7,083 |
| 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 | $6,518,000 | 7,251 |
| U.S. Government securities | $2,140,000 | 8,019 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,140,000 | 7,871 |
| Securities issued by states & political subdivisions | $4,378,000 | 3,261 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,704,000 | 5,072 |
| Mortgage-backed securities | $2,140,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 5,095 |
| Issued or guaranteed by U.S. | $1,031,000 | 5,082 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,109,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $1,109,000 | 2,351 |
| 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) | $5,064,000 | 2,013 |
| Available-for-sale securities (fair market value) | $1,454,000 | 7,704 |
| Total debt securities | $6,510,000 | 7,183 |
| 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 | $7,080,000 | 7,156 |
| U.S. Government securities | $2,248,000 | 8,028 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,248,000 | 7,877 |
| Securities issued by states & political subdivisions | $4,832,000 | 3,119 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,800,000 | 4,684 |
| Mortgage-backed securities | $2,248,000 | 4,964 |
| Certificates of participation in pools of residential mortgages | $1,117,000 | 5,037 |
| Issued or guaranteed by U.S. | $1,117,000 | 5,027 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,131,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $1,131,000 | 2,342 |
| 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) | $5,581,000 | 1,965 |
| Available-for-sale securities (fair market value) | $1,499,000 | 7,732 |
| Total debt securities | $7,071,000 | 7,090 |
| 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 | $12,890,000 | 5,970 |
| U.S. Government securities | $8,071,000 | 6,260 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,071,000 | 6,104 |
| Securities issued by states & political subdivisions | $4,819,000 | 3,134 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,562,000 | 4,759 |
| Mortgage-backed securities | $6,800,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $2,038,000 | 4,542 |
| Issued or guaranteed by U.S. | $2,038,000 | 4,526 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,762,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $4,762,000 | 1,409 |
| 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) | $5,937,000 | 1,937 |
| Available-for-sale securities (fair market value) | $6,953,000 | 6,469 |
| Total debt securities | $12,890,000 | 5,896 |
| 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 | $14,169,000 | 5,722 |
| U.S. Government securities | $9,084,000 | 5,957 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,084,000 | 5,799 |
| Securities issued by states & political subdivisions | $4,835,000 | 3,141 |
| Other domestic debt securities | $250,000 | 3,342 |
| 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 | $250,000 | 2,887 |
| 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 | $4,961,000 | 4,566 |
| Mortgage-backed securities | $7,269,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $2,359,000 | 4,424 |
| Issued or guaranteed by U.S. | $2,359,000 | 4,410 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,910,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $4,910,000 | 1,417 |
| 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) | $6,404,000 | 1,850 |
| Available-for-sale securities (fair market value) | $7,765,000 | 6,287 |
| Total debt securities | $14,178,000 | 5,632 |
| 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 | $15,276,000 | 5,573 |
| U.S. Government securities | $10,197,000 | 5,709 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,197,000 | 5,549 |
| Securities issued by states & political subdivisions | $4,829,000 | 3,160 |
| Other domestic debt securities | $250,000 | 3,390 |
| 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 | $250,000 | 3,027 |
| 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 | $4,640,000 | 4,614 |
| Mortgage-backed securities | $7,218,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $2,579,000 | 4,287 |
| Issued or guaranteed by U.S. | $2,579,000 | 4,270 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,639,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $4,639,000 | 1,555 |
| 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) | $6,533,000 | 1,847 |
| Available-for-sale securities (fair market value) | $8,743,000 | 6,117 |
| Total debt securities | $15,273,000 | 5,481 |
| 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 | $15,066,000 | 5,531 |
| U.S. Government securities | $9,362,000 | 5,785 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,362,000 | 5,611 |
| Securities issued by states & political subdivisions | $5,454,000 | 2,947 |
| Other domestic debt securities | $250,000 | 3,504 |
| 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 | $250,000 | 3,134 |
| 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 | $5,329,000 | 4,295 |
| Mortgage-backed securities | $7,288,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 4,131 |
| Issued or guaranteed by U.S. | $2,917,000 | 4,116 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,371,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $4,371,000 | 1,600 |
| 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) | $7,126,000 | 1,767 |
| Available-for-sale securities (fair market value) | $7,940,000 | 6,229 |
| Total debt securities | $15,069,000 | 5,440 |
| 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 | $11,381,000 | 6,170 |
| U.S. Government securities | $5,820,000 | 6,798 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,820,000 | 6,615 |
| Securities issued by states & political subdivisions | $5,063,000 | 3,018 |
| Other domestic debt securities | $249,000 | 3,584 |
| 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 | $249,000 | 3,199 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $249,000 | 1,873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,679,000 | 4,533 |
| Mortgage-backed securities | $5,540,000 | 3,978 |
| Certificates of participation in pools of residential mortgages | $2,415,000 | 4,441 |
| Issued or guaranteed by U.S. | $2,415,000 | 4,424 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,125,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $3,125,000 | 1,998 |
| 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) | $6,193,000 | 1,896 |
| Available-for-sale securities (fair market value) | $5,188,000 | 6,897 |
| Total debt securities | $11,131,000 | 6,128 |
| 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 | $12,861,000 | 5,900 |
| U.S. Government securities | $7,715,000 | 6,234 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,715,000 | 6,061 |
| Securities issued by states & political subdivisions | $4,647,000 | 3,080 |
| Other domestic debt securities | $499,000 | 3,334 |
| 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 | $499,000 | 2,966 |
| 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 | $4,826,000 | 4,504 |
| Mortgage-backed securities | $7,437,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 4,198 |
| Issued or guaranteed by U.S. | $2,984,000 | 4,181 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,453,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $4,453,000 | 1,769 |
| 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) | $7,559,000 | 1,728 |
| Available-for-sale securities (fair market value) | $5,302,000 | 6,883 |
| Total debt securities | $12,859,000 | 5,804 |
| 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 | $15,339,000 | 5,401 |
| U.S. Government securities | $10,441,000 | 5,475 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,441,000 | 5,282 |
| Securities issued by states & political subdivisions | $4,400,000 | 3,154 |
| Other domestic debt securities | $498,000 | 3,371 |
| 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 | $498,000 | 2,989 |
| 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 | $3,537,000 | 5,043 |
| Mortgage-backed securities | $9,559,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $3,582,000 | 3,899 |
| Issued or guaranteed by U.S. | $3,582,000 | 3,886 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,977,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $5,977,000 | 1,585 |
| 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) | $8,058,000 | 1,697 |
| Available-for-sale securities (fair market value) | $7,281,000 | 6,382 |
| Total debt securities | $15,339,000 | 5,308 |
| 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 | $18,164,000 | 4,816 |
| U.S. Government securities | $14,281,000 | 4,511 |
| U.S. Treasury securities | $3,500,000 | 1,021 |
| U.S. Government agency obligations | $10,781,000 | 5,086 |
| Securities issued by states & political subdivisions | $3,084,000 | 3,698 |
| Other domestic debt securities | $799,000 | 3,099 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,000 | 499 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $758,000 | 2,689 |
| 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 | $2,996,000 | 5,375 |
| Mortgage-backed securities | $7,300,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $1,690,000 | 4,703 |
| Issued or guaranteed by U.S. | $1,690,000 | 4,677 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,610,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $5,610,000 | 1,644 |
| 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) | $7,263,000 | 1,880 |
| Available-for-sale securities (fair market value) | $10,901,000 | 5,406 |
| Total debt securities | $18,155,000 | 4,726 |
| 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 | $13,240,000 | 5,933 |
| U.S. Government securities | $8,512,000 | 6,329 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,512,000 | 5,991 |
| Securities issued by states & political subdivisions | $3,480,000 | 3,436 |
| Other domestic debt securities | $952,000 | 2,555 |
| 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 | $952,000 | 2,242 |
| Foreign debt securities | NA | NA |
| Equity securities | $296,000 | 5,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,502,000 | 5,365 |
| Mortgage-backed securities | $2,823,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $1,581,000 | 4,289 |
| Issued or guaranteed by U.S. | $1,581,000 | 4,262 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,242,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $1,242,000 | 2,518 |
| 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) | $7,131,000 | 2,295 |
| Available-for-sale securities (fair market value) | $6,109,000 | 6,868 |
| Total debt securities | $12,944,000 | 5,887 |
| Structured notes | ||
| Amortized cost | $370,000 | 699 |
| Fair value | $356,000 | 699 |
| 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 | $12,558,000 | 6,383 |
| U.S. Government securities | $7,995,000 | 6,797 |
| U.S. Treasury securities | $350,000 | 4,822 |
| U.S. Government agency obligations | $7,645,000 | 6,393 |
| Securities issued by states & political subdivisions | $3,568,000 | 3,578 |
| Other domestic debt securities | $756,000 | 2,579 |
| 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 | $756,000 | 2,180 |
| Foreign debt securities | NA | NA |
| Equity securities | $239,000 | 5,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,900,000 | 5,183 |
| Mortgage-backed securities | $3,415,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $1,955,000 | 4,236 |
| Issued or guaranteed by U.S. | $1,955,000 | 4,216 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,460,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 2,560 |
| 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) | $7,581,000 | 2,473 |
| Available-for-sale securities (fair market value) | $4,977,000 | 7,428 |
| Total debt securities | $12,319,000 | 6,336 |
| Structured notes | ||
| Amortized cost | $360,000 | 1,016 |
| Fair value | $356,000 | 1,015 |
| 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 | $12,959,000 | 6,296 |
| U.S. Government securities | $8,411,000 | 6,601 |
| U.S. Treasury securities | $762,000 | 5,476 |
| U.S. Government agency obligations | $7,649,000 | 6,038 |
| Securities issued by states & political subdivisions | $3,835,000 | 3,479 |
| Other domestic debt securities | $259,000 | 3,061 |
| Privately issued residential mortgage-backed securities | $259,000 | 1,045 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $454,000 | 3,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,848,000 | 6,280 |
| Mortgage-backed securities | $4,241,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,976,000 | 4,387 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,265,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $2,006,000 | 2,503 |
| Privately issued | $259,000 | 892 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,781,000 | 2,707 |
| Available-for-sale securities (fair market value) | $5,178,000 | 7,308 |
| Total debt securities | $12,505,000 | 6,286 |
| Structured notes | ||
| Amortized cost | $351,000 | 1,238 |
| Fair value | $356,000 | 1,238 |
| 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 | $10,394,000 | 7,286 |
| U.S. Government securities | $7,440,000 | 7,476 |
| U.S. Treasury securities | $1,309,000 | 5,946 |
| U.S. Government agency obligations | $6,131,000 | 6,744 |
| Securities issued by states & political subdivisions | $2,253,000 | 4,390 |
| Other domestic debt securities | $250,000 | 2,797 |
| Privately issued residential mortgage-backed securities | $250,000 | 980 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $451,000 | 3,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $608,000 | 7,974 |
| Mortgage-backed securities | $3,616,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $1,912,000 | 4,465 |
| Issued or guaranteed by U.S. | $1,912,000 | 4,450 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,704,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $1,454,000 | 2,921 |
| Privately issued | $250,000 | 789 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,914,000 | 3,823 |
| Available-for-sale securities (fair market value) | $4,480,000 | 7,696 |
| Total debt securities | $9,943,000 | 7,302 |
| Structured notes | ||
| Amortized cost | $638,000 | 1,704 |
| Fair value | $646,000 | 1,693 |
| 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 | $7,343,000 | 8,844 |
| U.S. Government securities | $5,622,000 | 8,848 |
| U.S. Treasury securities | $1,108,000 | 6,968 |
| U.S. Government agency obligations | $4,514,000 | 7,930 |
| Securities issued by states & political subdivisions | $1,614,000 | 5,212 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $107,000 | 6,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 7,796 |
| Mortgage-backed securities | $2,462,000 | 5,570 |
| Certificates of participation in pools of residential mortgages | $899,000 | 5,979 |
| Issued or guaranteed by U.S. | $899,000 | 5,964 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,563,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $1,563,000 | 3,238 |
| 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) | $4,353,000 | 4,995 |
| Available-for-sale securities (fair market value) | $2,990,000 | 8,616 |
| Total debt securities | $7,236,000 | 8,786 |
| Structured notes | ||
| Amortized cost | $1,444,000 | 1,450 |
| Fair value | $1,420,000 | 1,439 |
| 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 | $7,261,000 | 9,274 |
| U.S. Government securities | $5,943,000 | 9,099 |
| U.S. Treasury securities | $1,423,000 | 7,891 |
| U.S. Government agency obligations | $4,520,000 | 7,996 |
| Securities issued by states & political subdivisions | $1,260,000 | 5,914 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $58,000 | 6,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,027,000 | 8,025 |
| Mortgage-backed securities | $1,978,000 | 6,282 |
| Certificates of participation in pools of residential mortgages | $945,000 | 6,161 |
| Issued or guaranteed by U.S. | $945,000 | 6,128 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,033,000 | 4,168 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 4,004 |
| 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) | $4,150,000 | 5,393 |
| Available-for-sale securities (fair market value) | $3,111,000 | 8,889 |
| Total debt securities | $7,203,000 | 9,191 |
| Structured notes | ||
| Amortized cost | $719,000 | 3,185 |
| Fair value | $721,000 | 3,166 |
| 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 | $4,845,000 | 10,929 |
| U.S. Government securities | $4,217,000 | 10,576 |
| U.S. Treasury securities | $1,385,000 | 9,099 |
| U.S. Government agency obligations | $2,832,000 | 9,270 |
| Securities issued by states & political subdivisions | $563,000 | 7,524 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 6,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $919,000 | 8,596 |
| Mortgage-backed securities | $249,000 | 9,094 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $249,000 | 5,777 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 5,520 |
| 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) | $3,948,000 | 8,659 |
| Available-for-sale securities (fair market value) | $897,000 | 9,770 |
| Total debt securities | $4,780,000 | 10,862 |
| 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 | $4,053,000 | 11,706 |
| U.S. Government securities | $3,492,000 | 11,391 |
| U.S. Treasury securities | $808,000 | 10,327 |
| U.S. Government agency obligations | $2,684,000 | 9,630 |
| Securities issued by states & political subdivisions | $482,000 | 7,958 |
| Other domestic debt securities | $41,000 | 6,213 |
| Privately issued residential mortgage-backed securities | $41,000 | 3,078 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 7,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $407,000 | 9,779 |
| Mortgage-backed securities | $341,000 | 9,574 |
| Certificates of participation in pools of residential mortgages | $341,000 | 8,531 |
| Issued or guaranteed by U.S. | $300,000 | 8,585 |
| Privately issued | $41,000 | 649 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $4,015,000 | 11,600 |
| 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 | $2,670,000 | 12,729 |
| U.S. Government securities | $1,930,000 | 12,761 |
| U.S. Treasury securities | $816,000 | 10,741 |
| U.S. Government agency obligations | $1,114,000 | 11,430 |
| Securities issued by states & political subdivisions | $649,000 | 7,324 |
| Other domestic debt securities | $53,000 | 7,028 |
| Privately issued residential mortgage-backed securities | $53,000 | 3,762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000 | 6,820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,000 | 10,352 |
| Mortgage-backed securities | $256,000 | 10,332 |
| Certificates of participation in pools of residential mortgages | $256,000 | 9,284 |
| Issued or guaranteed by U.S. | $203,000 | 9,366 |
| Privately issued | $53,000 | 743 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $2,632,000 | 12,641 |
| 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 |