Home > Nebraska National Bank > Securities
Nebraska National Bank, Securities
| 2011-09-30 | Rank | |
| Total securities | $56,186,000 | 2,314 |
| U.S. Government securities | $12,903,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,903,000 | 4,363 |
| Securities issued by states & political subdivisions | $39,156,000 | 762 |
| Other domestic debt securities | $4,127,000 | 1,145 |
| Privately issued residential mortgage-backed securities | $2,197,000 | 620 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $62,000 | 235 |
| Structured financial products - Total | $26,000 | 318 |
| Other domestic debt securities - All other | $1,842,000 | 1,161 |
| 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 | $12,923,000 | 2,781 |
| Mortgage-backed securities | $15,100,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $4,254,000 | 3,719 |
| Issued or guaranteed by U.S. | $4,254,000 | 3,710 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,846,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $8,649,000 | 1,531 |
| Privately issued | $2,197,000 | 583 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $56,186,000 | 2,093 |
| Total debt securities | $56,179,000 | 2,294 |
| Structured notes | ||
| Amortized cost | $798,000 | 2,502 |
| Fair value | $795,000 | 2,508 |
| 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 | $53,780,000 | 2,402 |
| U.S. Government securities | $14,504,000 | 4,335 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,504,000 | 4,234 |
| Securities issued by states & political subdivisions | $36,025,000 | 785 |
| Other domestic debt securities | $3,251,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $2,433,000 | 603 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $57,000 | 235 |
| Structured financial products - Total | $22,000 | 324 |
| Other domestic debt securities - All other | $739,000 | 1,485 |
| 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 | $13,676,000 | 2,727 |
| Mortgage-backed securities | $16,622,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $4,909,000 | 3,558 |
| Issued or guaranteed by U.S. | $4,909,000 | 3,546 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,713,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $9,280,000 | 1,445 |
| Privately issued | $2,433,000 | 572 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $53,780,000 | 2,176 |
| Total debt securities | $53,777,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,033 |
| Fair value | $315,000 | 3,023 |
| 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 | $57,224,000 | 2,259 |
| U.S. Government securities | $15,083,000 | 4,225 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,083,000 | 4,095 |
| Securities issued by states & political subdivisions | $38,749,000 | 699 |
| Other domestic debt securities | $3,392,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $2,580,000 | 618 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $61,000 | 232 |
| Structured financial products - Total | $23,000 | 329 |
| Other domestic debt securities - All other | $728,000 | 1,530 |
| 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 | $10,598,000 | 3,101 |
| Mortgage-backed securities | $17,352,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $5,189,000 | 3,406 |
| Issued or guaranteed by U.S. | $5,189,000 | 3,398 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $12,163,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $9,583,000 | 1,378 |
| Privately issued | $2,580,000 | 591 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $57,224,000 | 2,042 |
| Total debt securities | $57,227,000 | 2,233 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,077 |
| Fair value | $311,000 | 3,069 |
| 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 | $48,281,000 | 2,485 |
| U.S. Government securities | $14,314,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,314,000 | 4,036 |
| Securities issued by states & political subdivisions | $30,476,000 | 910 |
| Other domestic debt securities | $3,491,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $2,740,000 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $68,000 | 216 |
| Structured financial products - Total | $37,000 | 315 |
| Other domestic debt securities - All other | $646,000 | 1,568 |
| 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 | $10,977,000 | 3,020 |
| Mortgage-backed securities | $16,744,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $4,495,000 | 3,480 |
| Issued or guaranteed by U.S. | $4,495,000 | 3,472 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,249,000 | 1,333 |
| CMOs issued by government agencies or sponsored agencies | $9,509,000 | 1,348 |
| Privately issued | $2,740,000 | 616 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $48,281,000 | 2,238 |
| Total debt securities | $48,276,000 | 2,460 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,961 |
| Fair value | $310,000 | 2,955 |
| 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 | $44,955,000 | 2,606 |
| U.S. Government securities | $13,965,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,965,000 | 4,067 |
| Securities issued by states & political subdivisions | $26,964,000 | 1,007 |
| Other domestic debt securities | $4,026,000 | 1,273 |
| Privately issued residential mortgage-backed securities | $3,132,000 | 678 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $65,000 | 206 |
| Structured financial products - Total | $134,000 | 304 |
| Other domestic debt securities - All other | $695,000 | 1,567 |
| 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 | $10,321,000 | 3,166 |
| Mortgage-backed securities | $16,281,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $4,880,000 | 3,345 |
| Issued or guaranteed by U.S. | $4,880,000 | 3,339 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,401,000 | 1,372 |
| CMOs issued by government agencies or sponsored agencies | $8,269,000 | 1,413 |
| Privately issued | $3,132,000 | 647 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $44,955,000 | 2,350 |
| Total debt securities | $44,954,000 | 2,580 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,990 |
| Fair value | $316,000 | 2,985 |
| 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 | $45,480,000 | 2,583 |
| U.S. Government securities | $14,426,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,426,000 | 4,076 |
| Securities issued by states & political subdivisions | $26,810,000 | 946 |
| Other domestic debt securities | $4,244,000 | 1,245 |
| Privately issued residential mortgage-backed securities | $3,318,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $66,000 | 205 |
| Structured financial products - Total | $190,000 | 298 |
| Other domestic debt securities - All other | $670,000 | 1,534 |
| 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 | $10,755,000 | 3,120 |
| Mortgage-backed securities | $16,928,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $5,242,000 | 3,297 |
| Issued or guaranteed by U.S. | $5,242,000 | 3,290 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,686,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $8,368,000 | 1,331 |
| Privately issued | $3,318,000 | 673 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $45,480,000 | 2,302 |
| Total debt securities | $45,479,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,072 |
| Fair value | $314,000 | 3,069 |
| 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 | $47,889,000 | 2,481 |
| U.S. Government securities | $15,958,000 | 4,014 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,958,000 | 3,919 |
| Securities issued by states & political subdivisions | $26,166,000 | 937 |
| Other domestic debt securities | $5,765,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $3,706,000 | 696 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $52,000 | 211 |
| Structured financial products - Total | $239,000 | 297 |
| Other domestic debt securities - All other | $1,768,000 | 1,085 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,943,000 | 3,163 |
| Mortgage-backed securities | $18,659,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $5,717,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,717,000 | 3,274 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,942,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $9,236,000 | 1,210 |
| Privately issued | $3,706,000 | 667 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $47,889,000 | 2,217 |
| Total debt securities | $47,887,000 | 2,458 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,885 |
| Fair value | $303,000 | 2,884 |
| 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 | $45,167,000 | 2,587 |
| U.S. Government securities | $13,210,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,210,000 | 4,310 |
| Securities issued by states & political subdivisions | $25,620,000 | 959 |
| Other domestic debt securities | $6,337,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $3,818,000 | 716 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $55,000 | 235 |
| Structured financial products - Total | $229,000 | 303 |
| Other domestic debt securities - All other | $2,235,000 | 988 |
| 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 | $9,934,000 | 3,353 |
| Mortgage-backed securities | $15,121,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $3,126,000 | 4,083 |
| Issued or guaranteed by U.S. | $3,126,000 | 4,076 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,995,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $8,177,000 | 1,262 |
| Privately issued | $3,818,000 | 688 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $45,167,000 | 2,303 |
| Total debt securities | $45,167,000 | 2,562 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,633 |
| Fair value | $299,000 | 2,640 |
| 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 | $44,543,000 | 2,622 |
| U.S. Government securities | $14,349,000 | 4,235 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,349,000 | 4,151 |
| Securities issued by states & political subdivisions | $23,623,000 | 1,030 |
| Other domestic debt securities | $6,571,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $4,067,000 | 755 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $58,000 | 241 |
| Structured financial products - Total | $294,000 | 304 |
| Other domestic debt securities - All other | $2,152,000 | 1,058 |
| 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 | $8,818,000 | 3,566 |
| Mortgage-backed securities | $15,105,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $3,358,000 | 4,093 |
| Issued or guaranteed by U.S. | $3,358,000 | 4,085 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,747,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $7,680,000 | 1,278 |
| Privately issued | $4,067,000 | 724 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $44,543,000 | 2,316 |
| Total debt securities | $44,541,000 | 2,592 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,264 |
| Fair value | $300,000 | 2,270 |
| 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 | $41,306,000 | 2,719 |
| U.S. Government securities | $12,987,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,987,000 | 4,351 |
| Securities issued by states & political subdivisions | $19,429,000 | 1,236 |
| Other domestic debt securities | $8,890,000 | 988 |
| Privately issued residential mortgage-backed securities | $5,089,000 | 698 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $66,000 | 263 |
| Structured financial products - Total | $201,000 | 361 |
| Other domestic debt securities - All other | $3,534,000 | 824 |
| 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 | $10,530,000 | 3,267 |
| Mortgage-backed securities | $14,580,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $3,544,000 | 4,094 |
| Issued or guaranteed by U.S. | $3,544,000 | 4,081 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $11,036,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $5,947,000 | 1,396 |
| Privately issued | $5,089,000 | 671 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $41,306,000 | 2,408 |
| Total debt securities | $41,306,000 | 2,694 |
| Structured notes | ||
| Amortized cost | $165,000 | 1,932 |
| Fair value | $164,000 | 1,928 |
| 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 | $38,984,000 | 2,850 |
| U.S. Government securities | $13,478,000 | 4,434 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,478,000 | 4,356 |
| Securities issued by states & political subdivisions | $16,717,000 | 1,387 |
| Other domestic debt securities | $8,789,000 | 945 |
| Privately issued residential mortgage-backed securities | $5,374,000 | 688 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $74,000 | 325 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,341,000 | 861 |
| 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 | $10,415,000 | 3,341 |
| Mortgage-backed securities | $15,330,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | $3,847,000 | 4,099 |
| Issued or guaranteed by U.S. | $3,847,000 | 4,089 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,483,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $6,109,000 | 1,381 |
| Privately issued | $5,374,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $38,984,000 | 2,546 |
| Total debt securities | $38,985,000 | 2,822 |
| Structured notes | ||
| Amortized cost | $165,000 | 1,661 |
| Fair value | $155,000 | 1,660 |
| 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 | $37,245,000 | 2,955 |
| U.S. Government securities | $11,751,000 | 4,819 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,751,000 | 4,727 |
| Securities issued by states & political subdivisions | $15,628,000 | 1,446 |
| Other domestic debt securities | $9,866,000 | 842 |
| Privately issued residential mortgage-backed securities | $6,051,000 | 621 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,000 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,739,000 | 782 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,863,000 | 3,309 |
| Mortgage-backed securities | $14,972,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $3,997,000 | 4,011 |
| Issued or guaranteed by U.S. | $3,997,000 | 3,999 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,975,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $4,924,000 | 1,510 |
| Privately issued | $6,051,000 | 595 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $37,245,000 | 2,618 |
| Total debt securities | $37,247,000 | 2,919 |
| Structured notes | ||
| Amortized cost | $165,000 | 1,691 |
| Fair value | $147,000 | 1,698 |
| 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 | $38,548,000 | 2,817 |
| U.S. Government securities | $11,353,000 | 4,829 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,353,000 | 4,740 |
| Securities issued by states & political subdivisions | $15,976,000 | 1,395 |
| Other domestic debt securities | $11,219,000 | 771 |
| Privately issued residential mortgage-backed securities | $6,710,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $82,000 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,427,000 | 684 |
| 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 | $12,031,000 | 3,128 |
| Mortgage-backed securities | $15,160,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $4,059,000 | 3,916 |
| Issued or guaranteed by U.S. | $4,059,000 | 3,905 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $11,101,000 | 1,197 |
| CMOs issued by government agencies or sponsored agencies | $4,391,000 | 1,502 |
| Privately issued | $6,710,000 | 580 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $38,548,000 | 2,486 |
| Total debt securities | $38,550,000 | 2,781 |
| Structured notes | ||
| Amortized cost | $165,000 | 1,692 |
| Fair value | $161,000 | 1,692 |
| 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 | $39,423,000 | 2,817 |
| U.S. Government securities | $9,759,000 | 5,182 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,759,000 | 5,091 |
| Securities issued by states & political subdivisions | $17,874,000 | 1,250 |
| Other domestic debt securities | $11,312,000 | 813 |
| Privately issued residential mortgage-backed securities | $6,331,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $86,000 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,895,000 | 709 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $478,000 | 1,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,012,000 | 2,936 |
| Mortgage-backed securities | $12,897,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $3,510,000 | 4,125 |
| Issued or guaranteed by U.S. | $3,510,000 | 4,110 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $9,387,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $3,056,000 | 1,744 |
| Privately issued | $6,331,000 | 596 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $39,423,000 | 2,488 |
| Total debt securities | $38,943,000 | 2,801 |
| Structured notes | ||
| Amortized cost | $911,000 | 1,164 |
| Fair value | $689,000 | 1,254 |
| 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 | $41,991,000 | 2,656 |
| U.S. Government securities | $11,137,000 | 4,912 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,137,000 | 4,817 |
| Securities issued by states & political subdivisions | $18,255,000 | 1,227 |
| Other domestic debt securities | $12,115,000 | 759 |
| Privately issued residential mortgage-backed securities | $6,751,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $122,000 | 264 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,242,000 | 681 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $484,000 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,930,000 | 2,779 |
| Mortgage-backed securities | $13,719,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $3,798,000 | 3,913 |
| Issued or guaranteed by U.S. | $3,798,000 | 3,898 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,921,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $3,170,000 | 1,702 |
| Privately issued | $6,751,000 | 554 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $41,991,000 | 2,355 |
| Total debt securities | $41,508,000 | 2,636 |
| Structured notes | ||
| Amortized cost | $465,000 | 1,654 |
| Fair value | $465,000 | 1,654 |
| 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 | $41,683,000 | 2,676 |
| U.S. Government securities | $13,556,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,556,000 | 4,480 |
| Securities issued by states & political subdivisions | $17,769,000 | 1,240 |
| Other domestic debt securities | $10,358,000 | 776 |
| Privately issued residential mortgage-backed securities | $5,337,000 | 599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $187,000 | 241 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,834,000 | 681 |
| 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 | $15,439,000 | 2,640 |
| Mortgage-backed securities | $7,956,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $1,926,000 | 4,400 |
| Issued or guaranteed by U.S. | $1,926,000 | 4,383 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,030,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $693,000 | 2,526 |
| Privately issued | $5,337,000 | 562 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $41,683,000 | 2,348 |
| Total debt securities | $41,680,000 | 2,636 |
| Structured notes | ||
| Amortized cost | $1,509,000 | 1,268 |
| Fair value | $1,511,000 | 1,270 |
| 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 | $37,142,000 | 2,932 |
| U.S. Government securities | $15,114,000 | 4,340 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,114,000 | 4,247 |
| Securities issued by states & political subdivisions | $16,859,000 | 1,269 |
| Other domestic debt securities | $5,169,000 | 1,067 |
| Privately issued residential mortgage-backed securities | $2,771,000 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $201,000 | 237 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,197,000 | 993 |
| 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 | $16,640,000 | 2,493 |
| Mortgage-backed securities | $4,713,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $1,795,000 | 4,325 |
| Issued or guaranteed by U.S. | $1,795,000 | 4,313 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,918,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 2,958 |
| Privately issued | $2,771,000 | 689 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $37,142,000 | 2,560 |
| Total debt securities | $37,139,000 | 2,881 |
| Structured notes | ||
| Amortized cost | $1,707,000 | 1,386 |
| Fair value | $1,693,000 | 1,390 |
| 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 | $32,565,000 | 3,246 |
| U.S. Government securities | $15,301,000 | 4,348 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,301,000 | 4,239 |
| Securities issued by states & political subdivisions | $15,885,000 | 1,321 |
| Other domestic debt securities | $1,379,000 | 1,732 |
| 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 | $1,379,000 | 1,201 |
| 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 | $15,119,000 | 2,651 |
| Mortgage-backed securities | $2,119,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 4,193 |
| Issued or guaranteed by U.S. | $1,951,000 | 4,180 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $168,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 2,909 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $32,565,000 | 2,836 |
| Total debt securities | $32,567,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $3,354,000 | 925 |
| Fair value | $3,311,000 | 922 |
| 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 | $31,507,000 | 3,329 |
| U.S. Government securities | $15,646,000 | 4,320 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,646,000 | 4,215 |
| Securities issued by states & political subdivisions | $14,808,000 | 1,413 |
| Other domestic debt securities | $1,053,000 | 1,869 |
| 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 | $1,053,000 | 1,308 |
| 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 | $15,211,000 | 2,661 |
| Mortgage-backed securities | $2,353,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $2,163,000 | 4,086 |
| Issued or guaranteed by U.S. | $2,163,000 | 4,068 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $190,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,892 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $31,507,000 | 2,903 |
| Total debt securities | $31,509,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $3,351,000 | 966 |
| Fair value | $3,326,000 | 967 |
| 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 | $30,322,000 | 3,441 |
| U.S. Government securities | $14,159,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,159,000 | 4,510 |
| Securities issued by states & political subdivisions | $15,112,000 | 1,380 |
| Other domestic debt securities | $1,051,000 | 1,881 |
| 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 | $1,051,000 | 1,328 |
| 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 | $16,112,000 | 2,543 |
| Mortgage-backed securities | $2,496,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $2,282,000 | 4,026 |
| Issued or guaranteed by U.S. | $2,282,000 | 4,015 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $214,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,876 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $30,322,000 | 2,989 |
| Total debt securities | $30,320,000 | 3,401 |
| Structured notes | ||
| Amortized cost | $2,682,000 | 1,230 |
| Fair value | $2,662,000 | 1,228 |
| 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 | $30,162,000 | 3,482 |
| U.S. Government securities | $13,511,000 | 4,805 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,511,000 | 4,677 |
| Securities issued by states & political subdivisions | $15,307,000 | 1,329 |
| Other domestic debt securities | $1,344,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,344,000 | 1,266 |
| 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 | $15,118,000 | 2,665 |
| Mortgage-backed securities | $2,530,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $2,288,000 | 4,008 |
| Issued or guaranteed by U.S. | $2,288,000 | 3,987 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $242,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,820 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $30,162,000 | 3,027 |
| Total debt securities | $30,162,000 | 3,434 |
| Structured notes | ||
| Amortized cost | $2,679,000 | 1,307 |
| Fair value | $2,650,000 | 1,305 |
| 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 | $29,568,000 | 3,542 |
| U.S. Government securities | $13,823,000 | 4,736 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,823,000 | 4,594 |
| Securities issued by states & political subdivisions | $14,329,000 | 1,409 |
| Other domestic debt securities | $1,416,000 | 1,773 |
| 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 | $1,416,000 | 1,268 |
| 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 | $14,708,000 | 2,732 |
| Mortgage-backed securities | $2,743,000 | 4,380 |
| Certificates of participation in pools of residential mortgages | $2,472,000 | 3,926 |
| Issued or guaranteed by U.S. | $2,472,000 | 3,910 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $271,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,766 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $29,568,000 | 3,072 |
| Total debt securities | $29,568,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $2,974,000 | 1,301 |
| Fair value | $2,899,000 | 1,288 |
| 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 | $30,865,000 | 3,483 |
| U.S. Government securities | $13,499,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,499,000 | 4,717 |
| Securities issued by states & political subdivisions | $15,760,000 | 1,275 |
| Other domestic debt securities | $1,606,000 | 1,716 |
| 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 | $1,606,000 | 1,246 |
| 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 | $14,270,000 | 2,768 |
| Mortgage-backed securities | $2,958,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $2,656,000 | 3,881 |
| Issued or guaranteed by U.S. | $2,656,000 | 3,864 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $302,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 2,738 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $30,865,000 | 3,015 |
| Total debt securities | $30,864,000 | 3,430 |
| Structured notes | ||
| Amortized cost | $2,723,000 | 1,372 |
| Fair value | $2,673,000 | 1,367 |
| 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 | $30,533,000 | 3,521 |
| U.S. Government securities | $12,688,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,688,000 | 4,845 |
| Securities issued by states & political subdivisions | $16,261,000 | 1,235 |
| Other domestic debt securities | $1,584,000 | 1,786 |
| 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 | $1,584,000 | 1,327 |
| 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 | $12,617,000 | 2,957 |
| Mortgage-backed securities | $3,162,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $2,826,000 | 3,815 |
| Issued or guaranteed by U.S. | $2,826,000 | 3,800 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $336,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $336,000 | 2,728 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $30,533,000 | 3,044 |
| Total debt securities | $30,532,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $2,231,000 | 1,494 |
| Fair value | $2,190,000 | 1,495 |
| 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 | $29,197,000 | 3,611 |
| U.S. Government securities | $11,540,000 | 5,195 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,540,000 | 5,046 |
| Securities issued by states & political subdivisions | $16,000,000 | 1,248 |
| Other domestic debt securities | $1,657,000 | 1,795 |
| 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 | $1,657,000 | 1,354 |
| 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 | $11,764,000 | 3,064 |
| Mortgage-backed securities | $3,312,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $3,102,000 | 3,758 |
| Issued or guaranteed by U.S. | $3,102,000 | 3,744 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $210,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 2,886 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $29,197,000 | 3,126 |
| Total debt securities | $29,197,000 | 3,556 |
| Structured notes | ||
| Amortized cost | $1,737,000 | 1,731 |
| Fair value | $1,722,000 | 1,726 |
| 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 | $28,690,000 | 3,700 |
| U.S. Government securities | $10,999,000 | 5,379 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,999,000 | 5,231 |
| Securities issued by states & political subdivisions | $16,034,000 | 1,223 |
| Other domestic debt securities | $1,657,000 | 1,823 |
| 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 | $1,657,000 | 1,410 |
| 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 | $10,168,000 | 3,326 |
| Mortgage-backed securities | $3,777,000 | 4,187 |
| Certificates of participation in pools of residential mortgages | $3,492,000 | 3,699 |
| Issued or guaranteed by U.S. | $3,492,000 | 3,685 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $285,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $285,000 | 2,829 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $28,690,000 | 3,209 |
| Total debt securities | $28,691,000 | 3,650 |
| Structured notes | ||
| Amortized cost | $1,394,000 | 1,899 |
| Fair value | $1,384,000 | 1,898 |
| 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 | $30,376,000 | 3,586 |
| U.S. Government securities | $11,547,000 | 5,318 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,547,000 | 5,171 |
| Securities issued by states & political subdivisions | $16,320,000 | 1,183 |
| Other domestic debt securities | $2,509,000 | 1,574 |
| 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 | $2,509,000 | 1,194 |
| 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 | $7,532,000 | 3,902 |
| Mortgage-backed securities | $3,929,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $3,556,000 | 3,763 |
| Issued or guaranteed by U.S. | $3,556,000 | 3,754 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $373,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,818 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $30,376,000 | 3,096 |
| Total debt securities | $30,376,000 | 3,529 |
| Structured notes | ||
| Amortized cost | $1,392,000 | 1,881 |
| Fair value | $1,360,000 | 1,881 |
| 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 | $27,908,000 | 3,819 |
| U.S. Government securities | $9,758,000 | 5,750 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,758,000 | 5,591 |
| Securities issued by states & political subdivisions | $15,902,000 | 1,221 |
| Other domestic debt securities | $2,248,000 | 1,705 |
| 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 | $2,248,000 | 1,324 |
| 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 | $7,623,000 | 3,868 |
| Mortgage-backed securities | $2,918,000 | 4,642 |
| Certificates of participation in pools of residential mortgages | $2,463,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,463,000 | 4,226 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $455,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 2,788 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $27,908,000 | 3,297 |
| Total debt securities | $27,909,000 | 3,757 |
| Structured notes | ||
| Amortized cost | $1,098,000 | 1,941 |
| Fair value | $1,086,000 | 1,942 |
| 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 | $28,308,000 | 3,766 |
| U.S. Government securities | $9,633,000 | 5,786 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,633,000 | 5,628 |
| Securities issued by states & political subdivisions | $15,694,000 | 1,235 |
| Other domestic debt securities | $2,981,000 | 1,518 |
| 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 | $2,981,000 | 1,196 |
| 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 | $7,845,000 | 3,789 |
| Mortgage-backed securities | $2,455,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $2,140,000 | 4,426 |
| Issued or guaranteed by U.S. | $2,140,000 | 4,413 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $315,000 | 3,200 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,929 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $28,308,000 | 3,260 |
| Total debt securities | $28,308,000 | 3,697 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 1,936 |
| Fair value | $1,094,000 | 1,935 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $27,794,000 | 3,885 |
| U.S. Government securities | $9,050,000 | 6,007 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,050,000 | 5,851 |
| Securities issued by states & political subdivisions | $15,151,000 | 1,282 |
| Other domestic debt securities | $3,593,000 | 1,411 |
| 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 | $3,593,000 | 1,087 |
| 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 | $7,820,000 | 3,780 |
| Mortgage-backed securities | $2,639,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $2,305,000 | 4,399 |
| Issued or guaranteed by U.S. | $2,305,000 | 4,385 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $334,000 | 3,242 |
| CMOs issued by government agencies or sponsored agencies | $334,000 | 2,977 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $27,794,000 | 3,349 |
| Total debt securities | $27,793,000 | 3,808 |
| Structured notes | ||
| Amortized cost | $1,096,000 | 1,922 |
| Fair value | $1,058,000 | 1,925 |
| 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 | $28,977,000 | 3,765 |
| U.S. Government securities | $9,939,000 | 5,751 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,939,000 | 5,610 |
| Securities issued by states & political subdivisions | $15,015,000 | 1,305 |
| Other domestic debt securities | $4,023,000 | 1,424 |
| 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 | $4,023,000 | 1,098 |
| 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 | $7,358,000 | 3,826 |
| Mortgage-backed securities | $2,918,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $2,573,000 | 4,324 |
| Issued or guaranteed by U.S. | $2,573,000 | 4,314 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $345,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 3,027 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $28,977,000 | 3,251 |
| Total debt securities | $28,977,000 | 3,687 |
| Structured notes | ||
| Amortized cost | $1,096,000 | 1,705 |
| Fair value | $1,099,000 | 1,705 |
| 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 | $25,563,000 | 4,150 |
| U.S. Government securities | $8,765,000 | 6,098 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,765,000 | 5,928 |
| Securities issued by states & political subdivisions | $13,830,000 | 1,434 |
| Other domestic debt securities | $2,968,000 | 1,705 |
| 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 | $2,968,000 | 1,426 |
| 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 | $7,330,000 | 3,766 |
| Mortgage-backed securities | $3,336,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $2,990,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,990,000 | 4,097 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $346,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 3,178 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $25,563,000 | 3,580 |
| Total debt securities | $25,563,000 | 4,074 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 1,565 |
| Fair value | $1,081,000 | 1,563 |
| 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 | $22,114,000 | 4,483 |
| U.S. Government securities | $7,765,000 | 6,244 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,765,000 | 6,062 |
| Securities issued by states & political subdivisions | $10,772,000 | 1,838 |
| Other domestic debt securities | $3,577,000 | 1,623 |
| 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 | $3,577,000 | 1,351 |
| 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 | $6,411,000 | 3,949 |
| Mortgage-backed securities | $3,330,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 4,124 |
| Issued or guaranteed by U.S. | $2,934,000 | 4,109 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $396,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 3,196 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $22,114,000 | 3,883 |
| Total debt securities | $22,115,000 | 4,403 |
| Structured notes | ||
| Amortized cost | $599,000 | 1,726 |
| Fair value | $581,000 | 1,730 |
| 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 | $19,872,000 | 4,713 |
| U.S. Government securities | $7,027,000 | 6,398 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,027,000 | 6,226 |
| Securities issued by states & political subdivisions | $8,869,000 | 2,123 |
| Other domestic debt securities | $3,976,000 | 1,596 |
| 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 | $3,976,000 | 1,331 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,195,000 | 3,702 |
| Mortgage-backed securities | $3,936,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $3,436,000 | 3,964 |
| Issued or guaranteed by U.S. | $3,436,000 | 3,951 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $500,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,290 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $19,872,000 | 4,096 |
| Total debt securities | $19,873,000 | 4,618 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| 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 | $21,678,000 | 4,424 |
| U.S. Government securities | $8,484,000 | 5,988 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,484,000 | 5,810 |
| Securities issued by states & political subdivisions | $8,708,000 | 2,072 |
| Other domestic debt securities | $4,486,000 | 1,492 |
| 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 | $4,486,000 | 1,220 |
| 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 | $6,532,000 | 3,886 |
| Mortgage-backed securities | $4,597,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $3,924,000 | 3,794 |
| Issued or guaranteed by U.S. | $3,924,000 | 3,784 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $673,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 3,218 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $21,678,000 | 3,821 |
| Total debt securities | $21,677,000 | 4,331 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,684 |
| Fair value | $201,000 | 1,695 |
| 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 | $18,735,000 | 4,842 |
| U.S. Government securities | $8,004,000 | 6,160 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,004,000 | 5,966 |
| Securities issued by states & political subdivisions | $7,968,000 | 2,186 |
| Other domestic debt securities | $2,763,000 | 1,906 |
| 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 | $2,763,000 | 1,642 |
| 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 | $6,437,000 | 3,902 |
| Mortgage-backed securities | $4,322,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $3,262,000 | 4,043 |
| Issued or guaranteed by U.S. | $3,262,000 | 4,030 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,060,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,941 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $18,735,000 | 4,173 |
| Total debt securities | $18,734,000 | 4,753 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,490 |
| Fair value | $202,000 | 1,500 |
| 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 | $11,016,000 | 6,256 |
| U.S. Government securities | $6,023,000 | 6,824 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,023,000 | 6,591 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,558 |
| Other domestic debt securities | $1,631,000 | 2,453 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,631,000 | 2,093 |
| 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 | $4,316,000 | 4,681 |
| Mortgage-backed securities | $3,251,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $1,701,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,701,000 | 4,666 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,550,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,780 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $11,016,000 | 5,371 |
| Total debt securities | $11,016,000 | 6,163 |
| Structured notes | ||
| Amortized cost | $220,000 | 790 |
| Fair value | $216,000 | 788 |
| 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 | $7,977,000 | 7,363 |
| U.S. Government securities | $4,410,000 | 8,007 |
| U.S. Treasury securities | $599,000 | 3,175 |
| U.S. Government agency obligations | $3,811,000 | 7,927 |
| Securities issued by states & political subdivisions | $2,981,000 | 3,719 |
| Other domestic debt securities | $232,000 | 3,392 |
| 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 | $232,000 | 2,969 |
| Foreign debt securities | NA | NA |
| Equity securities | $354,000 | 4,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,754,000 | 5,241 |
| Mortgage-backed securities | $2,187,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $1,849,000 | 4,069 |
| Issued or guaranteed by U.S. | $1,849,000 | 4,043 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $338,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 3,396 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,977,000 | 6,259 |
| Total debt securities | $7,623,000 | 7,362 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,171,000 | 7,932 |
| U.S. Government securities | $4,219,000 | 8,395 |
| U.S. Treasury securities | $395,000 | 4,801 |
| U.S. Government agency obligations | $3,824,000 | 8,080 |
| Securities issued by states & political subdivisions | $2,404,000 | 4,304 |
| Other domestic debt securities | $236,000 | 3,267 |
| 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 | $236,000 | 2,795 |
| Foreign debt securities | NA | NA |
| Equity securities | $312,000 | 4,773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,640,000 | 5,310 |
| Mortgage-backed securities | $1,975,000 | 5,089 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 4,465 |
| Issued or guaranteed by U.S. | $1,634,000 | 4,451 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $341,000 | 3,770 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 3,602 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $7,171,000 | 6,703 |
| Total debt securities | $6,859,000 | 7,921 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,871,000 | 8,061 |
| U.S. Government securities | $4,615,000 | 8,218 |
| U.S. Treasury securities | $705,000 | 5,578 |
| U.S. Government agency obligations | $3,910,000 | 7,764 |
| Securities issued by states & political subdivisions | $1,630,000 | 5,070 |
| Other domestic debt securities | $353,000 | 2,940 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $353,000 | 2,442 |
| Foreign debt securities | NA | NA |
| Equity securities | $273,000 | 4,821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,526,000 | 4,533 |
| Mortgage-backed securities | $2,064,000 | 5,267 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,665 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,645 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $433,000 | 3,885 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 3,729 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,871,000 | 6,702 |
| Total debt securities | $6,598,000 | 8,040 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,974,000 | 8,460 |
| U.S. Government securities | $6,438,000 | 7,900 |
| U.S. Treasury securities | $1,404,000 | 5,870 |
| U.S. Government agency obligations | $5,034,000 | 7,249 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $321,000 | 2,636 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $321,000 | 2,103 |
| Foreign debt securities | NA | NA |
| Equity securities | $215,000 | 5,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,857,000 | 5,115 |
| Mortgage-backed securities | $1,659,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $827,000 | 5,627 |
| Issued or guaranteed by U.S. | $827,000 | 5,609 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $832,000 | 3,608 |
| CMOs issued by government agencies or sponsored agencies | $832,000 | 3,485 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,974,000 | 6,712 |
| Total debt securities | $6,759,000 | 8,397 |
| Structured notes | ||
| Amortized cost | $156,000 | 2,785 |
| Fair value | $162,000 | 2,785 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,293,000 | 8,504 |
| U.S. Government securities | $7,525,000 | 8,048 |
| U.S. Treasury securities | $1,821,000 | 6,231 |
| U.S. Government agency obligations | $5,704,000 | 7,266 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $708,000 | 2,376 |
| 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 | $708,000 | 1,806 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,863,000 | 4,699 |
| Mortgage-backed securities | $1,006,000 | 6,827 |
| Certificates of participation in pools of residential mortgages | $615,000 | 6,431 |
| Issued or guaranteed by U.S. | $615,000 | 6,415 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $391,000 | 4,670 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 4,493 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,293,000 | 6,525 |
| Total debt securities | $8,233,000 | 8,416 |
| Structured notes | ||
| Amortized cost | $258,000 | 3,172 |
| Fair value | $260,000 | 3,170 |
| 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 | $5,955,000 | 9,791 |
| U.S. Government securities | $5,139,000 | 9,488 |
| U.S. Treasury securities | $1,791,000 | 7,413 |
| U.S. Government agency obligations | $3,348,000 | 8,761 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $756,000 | 2,778 |
| 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 | $756,000 | 2,161 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,296,000 | 6,573 |
| Mortgage-backed securities | $422,000 | 8,145 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $422,000 | 5,046 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 4,853 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,955,000 | 7,595 |
| Total debt securities | $5,895,000 | 9,718 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |