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Professional Business Bank, Securities
| 2010-09-30 | Rank | |
| Total securities | $8,377,000 | 5,936 |
| U.S. Government securities | $1,847,000 | 6,772 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,847,000 | 6,652 |
| Securities issued by states & political subdivisions | $6,530,000 | 2,988 |
| 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 | $7,899,000 | 3,576 |
| Mortgage-backed securities | $224,000 | 5,685 |
| Certificates of participation in pools of residential mortgages | $224,000 | 5,289 |
| Issued or guaranteed by U.S. | $224,000 | 5,277 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $8,377,000 | 5,476 |
| Total debt securities | $8,377,000 | 5,899 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,295,000 | 6,037 |
| U.S. Government securities | $1,872,000 | 6,881 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,872,000 | 6,769 |
| Securities issued by states & political subdivisions | $6,423,000 | 2,900 |
| 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 | $7,826,000 | 3,640 |
| Mortgage-backed securities | $234,000 | 5,719 |
| Certificates of participation in pools of residential mortgages | $234,000 | 5,348 |
| Issued or guaranteed by U.S. | $234,000 | 5,336 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $8,295,000 | 5,552 |
| Total debt securities | $8,295,000 | 5,996 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,246,000 | 6,103 |
| U.S. Government securities | $1,878,000 | 6,983 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,878,000 | 6,874 |
| Securities issued by states & political subdivisions | $6,368,000 | 2,895 |
| 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 | $7,781,000 | 3,729 |
| Mortgage-backed securities | $236,000 | 5,814 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,462 |
| Issued or guaranteed by U.S. | $236,000 | 5,450 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,246,000 | 5,617 |
| Total debt securities | $8,246,000 | 6,061 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,275,000 | 6,089 |
| U.S. Government securities | $1,889,000 | 7,011 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,889,000 | 6,909 |
| Securities issued by states & political subdivisions | $6,386,000 | 2,900 |
| 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 | $7,806,000 | 3,743 |
| Mortgage-backed securities | $236,000 | 5,872 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,529 |
| Issued or guaranteed by U.S. | $236,000 | 5,514 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,275,000 | 5,609 |
| Total debt securities | $8,275,000 | 6,048 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,571,000 | 6,085 |
| U.S. Government securities | $1,921,000 | 7,058 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,921,000 | 6,960 |
| Securities issued by states & political subdivisions | $6,635,000 | 2,862 |
| Other domestic debt securities | $15,000 | 3,290 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,570 |
| 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 | $8,066,000 | 3,707 |
| Mortgage-backed securities | $260,000 | 5,918 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,590 |
| Issued or guaranteed by U.S. | $245,000 | 5,572 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $15,000 | 1,491 |
| 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) | $8,571,000 | 5,570 |
| Total debt securities | $8,571,000 | 6,040 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $12,223,000 | 5,445 |
| U.S. Government securities | $1,990,000 | 7,074 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,990,000 | 6,980 |
| Securities issued by states & political subdivisions | $6,109,000 | 2,934 |
| Other domestic debt securities | $4,124,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $4,124,000 | 763 |
| 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 | $6,396,000 | 4,028 |
| Mortgage-backed securities | $5,800,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $1,676,000 | 4,813 |
| Issued or guaranteed by U.S. | $1,676,000 | 4,798 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,124,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $4,124,000 | 732 |
| 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) | $12,223,000 | 4,975 |
| Total debt securities | $12,223,000 | 5,401 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $31,284,000 | 3,367 |
| U.S. Government securities | $2,128,000 | 7,126 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,128,000 | 7,039 |
| Securities issued by states & political subdivisions | $5,951,000 | 2,913 |
| Other domestic debt securities | $23,205,000 | 519 |
| Privately issued residential mortgage-backed securities | $23,205,000 | 331 |
| 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 | $25,262,000 | 1,925 |
| Mortgage-backed securities | $24,896,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $1,691,000 | 4,885 |
| Issued or guaranteed by U.S. | $1,691,000 | 4,870 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,205,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $23,205,000 | 319 |
| 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) | $23,205,000 | 674 |
| Available-for-sale securities (fair market value) | $8,079,000 | 5,730 |
| Total debt securities | $31,284,000 | 3,331 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $33,321,000 | 3,216 |
| U.S. Government securities | $3,355,000 | 6,872 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,355,000 | 6,777 |
| Securities issued by states & political subdivisions | $6,112,000 | 2,835 |
| Other domestic debt securities | $23,854,000 | 469 |
| Privately issued residential mortgage-backed securities | $23,854,000 | 307 |
| 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 | $26,094,000 | 1,890 |
| Mortgage-backed securities | $25,558,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $1,704,000 | 4,873 |
| Issued or guaranteed by U.S. | $1,704,000 | 4,859 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,854,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $23,854,000 | 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) | $23,854,000 | 661 |
| Available-for-sale securities (fair market value) | $9,467,000 | 5,492 |
| Total debt securities | $33,321,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $30,321,000 | 3,361 |
| U.S. Government securities | $3,604,000 | 6,809 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,604,000 | 6,718 |
| Securities issued by states & political subdivisions | $5,604,000 | 2,932 |
| Other domestic debt securities | $21,113,000 | 505 |
| Privately issued residential mortgage-backed securities | $21,113,000 | 340 |
| 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 | $30,321,000 | 1,637 |
| Mortgage-backed securities | $23,098,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 4,704 |
| Issued or guaranteed by U.S. | $1,985,000 | 4,689 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $21,113,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $21,113,000 | 326 |
| 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) | $21,113,000 | 722 |
| Available-for-sale securities (fair market value) | $9,208,000 | 5,491 |
| Total debt securities | $30,321,000 | 3,327 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $7,159,000 | 6,503 |
| U.S. Government securities | $7,159,000 | 5,818 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,159,000 | 5,735 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,158,000 | 3,948 |
| Mortgage-backed securities | $4,128,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $4,128,000 | 3,914 |
| Issued or guaranteed by U.S. | $4,128,000 | 3,899 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $7,159,000 | 5,930 |
| Total debt securities | $7,159,000 | 6,443 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $7,658,000 | 6,415 |
| U.S. Government securities | $7,658,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,658,000 | 5,602 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,658,000 | 3,817 |
| Mortgage-backed securities | $4,597,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $4,597,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,597,000 | 3,629 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $7,658,000 | 5,862 |
| Total debt securities | $7,658,000 | 6,347 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,786,000 | 6,264 |
| U.S. Government securities | $8,786,000 | 5,523 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,786,000 | 5,416 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,786,000 | 3,614 |
| Mortgage-backed securities | $4,760,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $4,760,000 | 3,292 |
| Issued or guaranteed by U.S. | $4,760,000 | 3,277 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,786,000 | 5,677 |
| Total debt securities | $8,786,000 | 6,200 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $12,952,000 | 5,558 |
| U.S. Government securities | $12,952,000 | 4,776 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,952,000 | 4,679 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,952,000 | 2,935 |
| Mortgage-backed securities | $4,945,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $4,945,000 | 3,089 |
| Issued or guaranteed by U.S. | $4,945,000 | 3,074 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,952,000 | 4,975 |
| Total debt securities | $12,952,000 | 5,508 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $14,085,000 | 5,364 |
| U.S. Government securities | $14,085,000 | 4,561 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,085,000 | 4,450 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,085,000 | 2,774 |
| Mortgage-backed securities | $5,130,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $5,130,000 | 2,973 |
| Issued or guaranteed by U.S. | $5,130,000 | 2,959 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,085,000 | 4,760 |
| Total debt securities | $14,085,000 | 5,323 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $14,455,000 | 5,344 |
| U.S. Government securities | $14,455,000 | 4,519 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,455,000 | 4,403 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,455,000 | 2,756 |
| Mortgage-backed securities | $5,488,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $5,488,000 | 2,875 |
| Issued or guaranteed by U.S. | $5,488,000 | 2,861 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $14,455,000 | 4,736 |
| Total debt securities | $14,455,000 | 5,297 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $15,701,000 | 5,191 |
| U.S. Government securities | $15,701,000 | 4,372 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,701,000 | 4,260 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,701,000 | 2,592 |
| Mortgage-backed securities | $5,756,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $5,756,000 | 2,829 |
| Issued or guaranteed by U.S. | $5,756,000 | 2,814 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $15,701,000 | 4,587 |
| Total debt securities | $15,701,000 | 5,146 |
| 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 | $14,974,000 | 5,323 |
| U.S. Government securities | $14,974,000 | 4,543 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,974,000 | 4,413 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,974,000 | 2,682 |
| Mortgage-backed securities | $6,033,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $6,033,000 | 2,755 |
| Issued or guaranteed by U.S. | $6,033,000 | 2,742 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,974,000 | 4,691 |
| Total debt securities | $14,974,000 | 5,279 |
| 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 | $15,093,000 | 5,318 |
| U.S. Government securities | $15,093,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,093,000 | 4,367 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,093,000 | 2,670 |
| Mortgage-backed securities | $6,244,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $6,244,000 | 2,738 |
| Issued or guaranteed by U.S. | $6,244,000 | 2,725 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $15,093,000 | 4,660 |
| Total debt securities | $15,093,000 | 5,261 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $15,553,000 | 5,280 |
| U.S. Government securities | $15,553,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,553,000 | 4,332 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,553,000 | 2,622 |
| Mortgage-backed securities | $6,672,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $6,672,000 | 2,702 |
| Issued or guaranteed by U.S. | $6,672,000 | 2,687 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,553,000 | 4,635 |
| Total debt securities | $15,553,000 | 5,229 |
| 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 | $13,912,000 | 5,566 |
| U.S. Government securities | $13,912,000 | 4,752 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,912,000 | 4,609 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,912,000 | 2,776 |
| Mortgage-backed securities | $4,516,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $4,516,000 | 3,228 |
| Issued or guaranteed by U.S. | $4,516,000 | 3,217 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $13,912,000 | 4,897 |
| Total debt securities | $13,912,000 | 5,517 |
| 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 | $7,720,000 | 6,844 |
| U.S. Government securities | $7,720,000 | 6,149 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,720,000 | 6,019 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,720,000 | 3,839 |
| Mortgage-backed securities | $2,276,000 | 4,704 |
| Certificates of participation in pools of residential mortgages | $2,276,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,276,000 | 4,128 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $7,720,000 | 6,105 |
| Total debt securities | $7,720,000 | 6,788 |
| 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 | $7,962,000 | 6,833 |
| U.S. Government securities | $7,962,000 | 6,120 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,962,000 | 5,979 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,962,000 | 3,784 |
| Mortgage-backed securities | $2,513,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $2,513,000 | 4,103 |
| Issued or guaranteed by U.S. | $2,513,000 | 4,087 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $7,962,000 | 6,080 |
| Total debt securities | $7,962,000 | 6,773 |
| 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 | $8,578,000 | 6,741 |
| U.S. Government securities | $8,155,000 | 6,150 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,155,000 | 6,000 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $423,000 | 2,842 |
| 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 | $423,000 | 2,387 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,155,000 | 3,753 |
| Mortgage-backed securities | $2,721,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $2,721,000 | 4,087 |
| Issued or guaranteed by U.S. | $2,721,000 | 4,075 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $8,578,000 | 5,997 |
| Total debt securities | $8,578,000 | 6,684 |
| 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 | $8,856,000 | 6,708 |
| U.S. Government securities | $6,921,000 | 6,492 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,921,000 | 6,347 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,935,000 | 1,843 |
| 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 | $1,935,000 | 1,466 |
| 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 | $6,922,000 | 4,035 |
| Mortgage-backed securities | $2,927,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $2,927,000 | 4,043 |
| Issued or guaranteed by U.S. | $2,927,000 | 4,031 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $8,856,000 | 5,956 |
| Total debt securities | $8,856,000 | 6,652 |
| 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 | $9,176,000 | 6,686 |
| U.S. Government securities | $7,223,000 | 6,441 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,223,000 | 6,278 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,953,000 | 1,836 |
| 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 | $1,953,000 | 1,501 |
| 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 | $7,223,000 | 3,935 |
| Mortgage-backed securities | $3,189,000 | 4,567 |
| Certificates of participation in pools of residential mortgages | $3,189,000 | 3,966 |
| Issued or guaranteed by U.S. | $3,189,000 | 3,956 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $9,176,000 | 5,924 |
| Total debt securities | $9,176,000 | 6,621 |
| 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 | $9,368,000 | 6,715 |
| U.S. Government securities | $7,399,000 | 6,468 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,399,000 | 6,298 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,969,000 | 1,912 |
| 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 | $1,969,000 | 1,576 |
| 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 | $7,399,000 | 3,866 |
| Mortgage-backed securities | $3,400,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $3,400,000 | 3,940 |
| Issued or guaranteed by U.S. | $3,400,000 | 3,931 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $9,368,000 | 5,956 |
| Total debt securities | $9,368,000 | 6,645 |
| 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 | $9,942,000 | 6,589 |
| U.S. Government securities | $7,941,000 | 6,249 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,941,000 | 6,089 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,001,000 | 1,995 |
| 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 | $2,001,000 | 1,654 |
| 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 | $7,941,000 | 3,694 |
| Mortgage-backed securities | $3,859,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $3,859,000 | 3,809 |
| Issued or guaranteed by U.S. | $3,859,000 | 3,800 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $9,942,000 | 5,837 |
| Total debt securities | $9,942,000 | 6,501 |
| 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 | $7,004,000 | 7,315 |
| U.S. Government securities | $4,991,000 | 7,240 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,991,000 | 7,055 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,013,000 | 2,019 |
| 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 | $2,013,000 | 1,750 |
| 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 | $4,991,000 | 4,485 |
| Mortgage-backed securities | $912,000 | 5,854 |
| Certificates of participation in pools of residential mortgages | $912,000 | 5,357 |
| Issued or guaranteed by U.S. | $912,000 | 5,335 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $7,004,000 | 6,490 |
| Total debt securities | $7,004,000 | 7,234 |
| 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 | $7,222,000 | 7,204 |
| U.S. Government securities | $5,191,000 | 7,077 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,191,000 | 6,900 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,031,000 | 2,108 |
| 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 | $2,031,000 | 1,835 |
| 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 | $5,190,000 | 4,348 |
| Mortgage-backed securities | $1,091,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 5,211 |
| Issued or guaranteed by U.S. | $1,091,000 | 5,188 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $7,222,000 | 6,400 |
| Total debt securities | $7,222,000 | 7,106 |
| 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 | $6,741,000 | 7,292 |
| U.S. Government securities | $4,684,000 | 7,196 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,684,000 | 7,018 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,057,000 | 2,163 |
| 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 | $2,057,000 | 1,883 |
| 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 | $4,684,000 | 4,526 |
| Mortgage-backed securities | $1,570,000 | 5,543 |
| Certificates of participation in pools of residential mortgages | $1,570,000 | 4,928 |
| Issued or guaranteed by U.S. | $1,570,000 | 4,909 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $6,741,000 | 6,476 |
| Total debt securities | $6,741,000 | 7,200 |
| 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 | $13,191,000 | 5,835 |
| U.S. Government securities | $11,143,000 | 5,329 |
| U.S. Treasury securities | $2,194,000 | 1,093 |
| U.S. Government agency obligations | $8,949,000 | 5,689 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,048,000 | 2,187 |
| 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 | $2,048,000 | 1,885 |
| 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 | $10,045,000 | 3,075 |
| Mortgage-backed securities | $3,737,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $3,737,000 | 3,864 |
| Issued or guaranteed by U.S. | $3,737,000 | 3,852 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $13,191,000 | 5,100 |
| Total debt securities | $13,191,000 | 5,741 |
| 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 | $14,714,000 | 5,506 |
| U.S. Government securities | $12,670,000 | 4,940 |
| U.S. Treasury securities | $2,204,000 | 1,151 |
| U.S. Government agency obligations | $10,466,000 | 5,276 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,044,000 | 2,185 |
| 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 | $2,044,000 | 1,896 |
| 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 | $5,041,000 | 4,404 |
| Mortgage-backed securities | $4,257,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $4,257,000 | 3,638 |
| Issued or guaranteed by U.S. | $4,257,000 | 3,626 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $14,714,000 | 4,770 |
| Total debt securities | $14,714,000 | 5,411 |
| 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 | $2,006,000 | 8,854 |
| U.S. Government securities | $2,006,000 | 8,479 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,006,000 | 8,283 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 7,242 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,006,000 | 7,926 |
| Total debt securities | $2,006,000 | 8,773 |
| 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 |