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The Business Bank, Securities
| 2013-06-30 | Rank | |
| Total securities | $8,829,000 | 5,635 |
| U.S. Government securities | $3,706,000 | 5,737 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,706,000 | 5,636 |
| Securities issued by states & political subdivisions | $3,590,000 | 4,110 |
| Other domestic debt securities | $1,533,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,533,000 | 1,327 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,224,000 | 5,392 |
| Mortgage-backed securities | $2,674,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,617,000 | 4,396 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,057,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $1,057,000 | 2,801 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $8,829,000 | 5,246 |
| Total debt securities | $8,829,000 | 5,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $9,477,000 | 5,606 |
| U.S. Government securities | $4,233,000 | 5,681 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,233,000 | 5,572 |
| Securities issued by states & political subdivisions | $3,716,000 | 4,066 |
| Other domestic debt securities | $1,528,000 | 1,752 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,528,000 | 1,323 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,352,000 | 5,401 |
| Mortgage-backed securities | $3,192,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,384 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,381 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,424,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $1,424,000 | 2,697 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $9,477,000 | 5,230 |
| Total debt securities | $9,477,000 | 5,570 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $10,746,000 | 5,462 |
| U.S. Government securities | $5,389,000 | 5,484 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,389,000 | 5,371 |
| Securities issued by states & political subdivisions | $3,869,000 | 4,030 |
| Other domestic debt securities | $1,488,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,488,000 | 1,310 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,481,000 | 5,390 |
| Mortgage-backed securities | $4,345,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $1,893,000 | 4,356 |
| Issued or guaranteed by U.S. | $1,893,000 | 4,355 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,452,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $2,452,000 | 2,438 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $10,746,000 | 5,088 |
| Total debt securities | $10,746,000 | 5,433 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $12,260,000 | 5,376 |
| U.S. Government securities | $6,909,000 | 5,311 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,909,000 | 5,215 |
| Securities issued by states & political subdivisions | $3,921,000 | 4,000 |
| Other domestic debt securities | $1,430,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,430,000 | 1,376 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,669,000 | 5,395 |
| Mortgage-backed securities | $5,863,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 4,421 |
| Issued or guaranteed by U.S. | $2,083,000 | 4,419 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,780,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $3,780,000 | 2,226 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $12,260,000 | 4,971 |
| Total debt securities | $12,260,000 | 5,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $13,099,000 | 5,302 |
| U.S. Government securities | $7,529,000 | 5,302 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,529,000 | 5,198 |
| Securities issued by states & political subdivisions | $4,110,000 | 3,905 |
| Other domestic debt securities | $1,460,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,460,000 | 1,371 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,870,000 | 5,376 |
| Mortgage-backed securities | $6,487,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $2,224,000 | 4,408 |
| Issued or guaranteed by U.S. | $2,224,000 | 4,407 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,263,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $4,263,000 | 2,146 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $13,099,000 | 4,907 |
| Total debt securities | $13,098,000 | 5,276 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $13,292,000 | 5,330 |
| U.S. Government securities | $8,174,000 | 5,288 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,174,000 | 5,185 |
| Securities issued by states & political subdivisions | $3,669,000 | 3,954 |
| Other domestic debt securities | $1,449,000 | 1,803 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,449,000 | 1,357 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,261,000 | 5,257 |
| Mortgage-backed securities | $7,137,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $2,420,000 | 4,371 |
| Issued or guaranteed by U.S. | $2,420,000 | 4,368 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,717,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $4,717,000 | 2,082 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,292,000 | 4,920 |
| Total debt securities | $13,292,000 | 5,300 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,721,000 | 5,387 |
| U.S. Government securities | $7,687,000 | 5,354 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,687,000 | 5,263 |
| Securities issued by states & political subdivisions | $3,673,000 | 3,933 |
| Other domestic debt securities | $1,361,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,361,000 | 1,296 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,512,000 | 4,939 |
| Mortgage-backed securities | $6,655,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $2,530,000 | 4,282 |
| Issued or guaranteed by U.S. | $2,530,000 | 4,273 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,125,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $4,125,000 | 2,085 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,721,000 | 4,960 |
| Total debt securities | $12,721,000 | 5,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $14,420,000 | 5,133 |
| U.S. Government securities | $9,363,000 | 5,013 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,363,000 | 4,918 |
| Securities issued by states & political subdivisions | $3,700,000 | 3,880 |
| Other domestic debt securities | $1,357,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,357,000 | 1,288 |
| 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 | $2,759,000 | 4,867 |
| Mortgage-backed securities | $7,327,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $2,712,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,712,000 | 4,153 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,615,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $4,615,000 | 1,968 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $14,420,000 | 4,719 |
| Total debt securities | $14,420,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $15,586,000 | 5,061 |
| U.S. Government securities | $10,844,000 | 4,895 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,844,000 | 4,788 |
| Securities issued by states & political subdivisions | $3,353,000 | 3,946 |
| Other domestic debt securities | $1,389,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,389,000 | 1,187 |
| 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 | $2,962,000 | 4,855 |
| Mortgage-backed securities | $7,820,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $2,853,000 | 4,091 |
| Issued or guaranteed by U.S. | $2,853,000 | 4,077 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,967,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $4,967,000 | 1,876 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $15,586,000 | 4,634 |
| Total debt securities | $15,586,000 | 5,027 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $14,265,000 | 5,206 |
| U.S. Government securities | $10,289,000 | 4,980 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,289,000 | 4,862 |
| Securities issued by states & political subdivisions | $2,732,000 | 4,123 |
| Other domestic debt securities | $1,244,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,244,000 | 1,260 |
| 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 | $3,190,000 | 4,782 |
| Mortgage-backed securities | $8,298,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $3,019,000 | 3,992 |
| Issued or guaranteed by U.S. | $3,019,000 | 3,981 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,279,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $5,279,000 | 1,769 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $14,265,000 | 4,779 |
| Total debt securities | $14,265,000 | 5,169 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $11,109,000 | 5,549 |
| U.S. Government securities | $6,627,000 | 5,544 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,627,000 | 5,430 |
| Securities issued by states & political subdivisions | $3,019,000 | 4,027 |
| Other domestic debt securities | $1,463,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,463,000 | 1,197 |
| 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 | $3,527,000 | 4,670 |
| Mortgage-backed securities | $4,634,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $2,125,000 | 4,192 |
| Issued or guaranteed by U.S. | $2,125,000 | 4,186 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,509,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $2,509,000 | 2,240 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $11,109,000 | 5,113 |
| Total debt securities | $11,108,000 | 5,513 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $11,941,000 | 5,392 |
| U.S. Government securities | $7,549,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,549,000 | 5,174 |
| Securities issued by states & political subdivisions | $2,839,000 | 4,008 |
| Other domestic debt securities | $1,553,000 | 1,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,553,000 | 1,152 |
| 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 | $4,359,000 | 4,435 |
| Mortgage-backed securities | $5,510,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $2,376,000 | 4,095 |
| Issued or guaranteed by U.S. | $2,376,000 | 4,086 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,134,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $3,134,000 | 2,047 |
| 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) | $11,941,000 | 4,943 |
| Total debt securities | $11,941,000 | 5,358 |
| 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 | $12,673,000 | 5,298 |
| U.S. Government securities | $8,345,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,345,000 | 5,144 |
| Securities issued by states & political subdivisions | $2,818,000 | 3,971 |
| Other domestic debt securities | $1,510,000 | 1,887 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,510,000 | 1,123 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,085,000 | 4,270 |
| Mortgage-backed securities | $6,302,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $2,687,000 | 4,024 |
| Issued or guaranteed by U.S. | $2,687,000 | 4,015 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,615,000 | 2,134 |
| CMOs issued by government agencies or sponsored agencies | $3,615,000 | 1,880 |
| 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) | $12,673,000 | 4,860 |
| Total debt securities | $12,673,000 | 5,262 |
| 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 | $13,158,000 | 5,278 |
| U.S. Government securities | $9,318,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,318,000 | 5,039 |
| Securities issued by states & political subdivisions | $2,339,000 | 4,141 |
| Other domestic debt securities | $1,501,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,501,000 | 1,149 |
| 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 | $5,130,000 | 4,346 |
| Mortgage-backed securities | $6,310,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $4,450,000 | 3,597 |
| Issued or guaranteed by U.S. | $4,450,000 | 3,591 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,860,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $1,860,000 | 2,222 |
| 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) | $13,158,000 | 4,829 |
| Total debt securities | $13,158,000 | 5,238 |
| 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 | $14,268,000 | 5,130 |
| U.S. Government securities | $11,327,000 | 4,727 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,327,000 | 4,623 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,604 |
| Other domestic debt securities | $1,501,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,501,000 | 1,183 |
| 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 | $6,329,000 | 4,054 |
| Mortgage-backed securities | $7,856,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $5,211,000 | 3,476 |
| Issued or guaranteed by U.S. | $5,211,000 | 3,466 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,645,000 | 2,272 |
| CMOs issued by government agencies or sponsored agencies | $2,645,000 | 1,991 |
| 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) | $14,268,000 | 4,692 |
| Total debt securities | $14,268,000 | 5,092 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $999,000 | 2,062 |
| 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 | $14,210,000 | 5,155 |
| U.S. Government securities | $10,916,000 | 4,829 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,916,000 | 4,740 |
| Securities issued by states & political subdivisions | $1,448,000 | 4,649 |
| Other domestic debt securities | $1,846,000 | 1,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,846,000 | 1,171 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,376,000 | 3,835 |
| Mortgage-backed securities | $9,408,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $6,363,000 | 3,274 |
| Issued or guaranteed by U.S. | $6,363,000 | 3,265 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,045,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $3,045,000 | 1,895 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,210,000 | 4,731 |
| Total debt securities | $14,210,000 | 5,110 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,508,000 | 1,321 |
| 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 | $11,534,000 | 5,561 |
| U.S. Government securities | $8,401,000 | 5,308 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,401,000 | 5,216 |
| Securities issued by states & political subdivisions | $1,418,000 | 4,654 |
| Other domestic debt securities | $1,715,000 | 2,058 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,715,000 | 1,222 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,180,000 | 3,681 |
| Mortgage-backed securities | $8,401,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $5,005,000 | 3,670 |
| Issued or guaranteed by U.S. | $5,005,000 | 3,659 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,396,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $3,396,000 | 1,783 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $11,534,000 | 5,085 |
| Total debt securities | $11,533,000 | 5,520 |
| 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 | $13,534,000 | 5,300 |
| U.S. Government securities | $10,371,000 | 5,008 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,371,000 | 4,921 |
| Securities issued by states & political subdivisions | $1,448,000 | 4,569 |
| Other domestic debt securities | $1,715,000 | 1,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,715,000 | 1,237 |
| 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 | $10,119,000 | 3,392 |
| Mortgage-backed securities | $9,370,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $5,677,000 | 3,594 |
| Issued or guaranteed by U.S. | $5,677,000 | 3,584 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,693,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $3,693,000 | 1,734 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $13,534,000 | 4,819 |
| Total debt securities | $13,534,000 | 5,258 |
| 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 | $16,084,000 | 4,956 |
| U.S. Government securities | $12,568,000 | 4,653 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,568,000 | 4,569 |
| Securities issued by states & political subdivisions | $1,593,000 | 4,431 |
| Other domestic debt securities | $1,923,000 | 1,863 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,923,000 | 1,157 |
| 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 | $12,024,000 | 3,141 |
| Mortgage-backed securities | $9,870,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $5,933,000 | 3,501 |
| Issued or guaranteed by U.S. | $5,933,000 | 3,488 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,937,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $3,937,000 | 1,665 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $16,084,000 | 4,473 |
| Total debt securities | $16,084,000 | 4,917 |
| 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 | $12,884,000 | 5,380 |
| U.S. Government securities | $9,239,000 | 5,260 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,239,000 | 5,177 |
| Securities issued by states & political subdivisions | $1,710,000 | 4,367 |
| Other domestic debt securities | $1,935,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,935,000 | 1,130 |
| 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 | $8,785,000 | 3,638 |
| Mortgage-backed securities | $6,573,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $4,141,000 | 3,891 |
| Issued or guaranteed by U.S. | $4,141,000 | 3,880 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,432,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $2,432,000 | 1,886 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $12,884,000 | 4,862 |
| Total debt securities | $12,884,000 | 5,341 |
| 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 | $12,057,000 | 5,574 |
| U.S. Government securities | $8,934,000 | 5,349 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,934,000 | 5,271 |
| Securities issued by states & political subdivisions | $1,723,000 | 4,397 |
| Other domestic debt securities | $1,400,000 | 2,058 |
| 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 | $1,400,000 | 1,385 |
| 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 | $8,435,000 | 3,661 |
| Mortgage-backed securities | $6,929,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $4,384,000 | 3,821 |
| Issued or guaranteed by U.S. | $4,384,000 | 3,809 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,545,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $2,545,000 | 1,859 |
| 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) | $12,057,000 | 5,073 |
| Total debt securities | $12,056,000 | 5,515 |
| 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 | $13,197,000 | 5,388 |
| U.S. Government securities | $10,116,000 | 5,097 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,116,000 | 5,002 |
| Securities issued by states & political subdivisions | $1,681,000 | 4,430 |
| Other domestic debt securities | $1,400,000 | 1,988 |
| 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 | $1,400,000 | 1,340 |
| 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 | $9,539,000 | 3,452 |
| Mortgage-backed securities | $7,078,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $5,087,000 | 3,502 |
| Issued or guaranteed by U.S. | $5,087,000 | 3,488 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,991,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 2,017 |
| 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) | $13,197,000 | 4,890 |
| Total debt securities | $13,197,000 | 5,320 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,599 |
| Fair value | $501,000 | 1,548 |
| 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 | $14,694,000 | 5,202 |
| U.S. Government securities | $11,630,000 | 4,933 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,630,000 | 4,839 |
| Securities issued by states & political subdivisions | $1,664,000 | 4,446 |
| Other domestic debt securities | $1,400,000 | 1,833 |
| 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 | $1,400,000 | 1,250 |
| 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 | $10,501,000 | 3,308 |
| Mortgage-backed securities | $7,478,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $5,434,000 | 3,126 |
| Issued or guaranteed by U.S. | $5,434,000 | 3,110 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,044,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $2,044,000 | 1,912 |
| 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) | $14,694,000 | 4,653 |
| Total debt securities | $14,695,000 | 5,148 |
| Structured notes | ||
| Amortized cost | $1,299,000 | 1,380 |
| Fair value | $1,303,000 | 1,381 |
| 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 | $14,721,000 | 5,228 |
| U.S. Government securities | $11,662,000 | 5,017 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,662,000 | 4,925 |
| Securities issued by states & political subdivisions | $1,659,000 | 4,457 |
| 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 | $1,400,000 | 864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,015,000 | 3,435 |
| Mortgage-backed securities | $5,832,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $3,740,000 | 3,463 |
| Issued or guaranteed by U.S. | $3,740,000 | 3,448 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,092,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $2,092,000 | 1,860 |
| 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) | $14,721,000 | 4,662 |
| Total debt securities | $13,322,000 | 5,444 |
| Structured notes | ||
| Amortized cost | $1,799,000 | 1,358 |
| Fair value | $1,798,000 | 1,351 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $15,016,000 | 5,200 |
| U.S. Government securities | $11,969,000 | 4,985 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,969,000 | 4,876 |
| Securities issued by states & political subdivisions | $1,647,000 | 4,470 |
| 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 | $1,400,000 | 872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,288,000 | 3,372 |
| Mortgage-backed securities | $6,209,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $4,023,000 | 3,315 |
| Issued or guaranteed by U.S. | $4,023,000 | 3,302 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,186,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $2,186,000 | 1,824 |
| 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) | $15,016,000 | 4,606 |
| Total debt securities | $13,618,000 | 5,404 |
| Structured notes | ||
| Amortized cost | $1,799,000 | 1,438 |
| Fair value | $1,775,000 | 1,435 |
| 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 | $15,398,000 | 5,192 |
| U.S. Government securities | $12,128,000 | 4,978 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,128,000 | 4,861 |
| Securities issued by states & political subdivisions | $1,870,000 | 4,352 |
| 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 | $1,400,000 | 892 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,882,000 | 3,272 |
| Mortgage-backed securities | $6,829,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $4,479,000 | 3,152 |
| Issued or guaranteed by U.S. | $4,479,000 | 3,137 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,350,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,350,000 | 1,763 |
| 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) | $15,398,000 | 4,591 |
| Total debt securities | $13,998,000 | 5,364 |
| Structured notes | ||
| Amortized cost | $1,799,000 | 1,505 |
| Fair value | $1,791,000 | 1,501 |
| 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 | $16,998,000 | 4,999 |
| U.S. Government securities | $13,513,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,513,000 | 4,625 |
| Securities issued by states & political subdivisions | $2,085,000 | 4,264 |
| 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 | $1,400,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,253,000 | 3,208 |
| Mortgage-backed securities | $7,251,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $4,797,000 | 3,063 |
| Issued or guaranteed by U.S. | $4,797,000 | 3,050 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,454,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $2,454,000 | 1,747 |
| 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) | $16,998,000 | 4,402 |
| Total debt securities | $15,599,000 | 5,159 |
| Structured notes | ||
| Amortized cost | $1,798,000 | 1,610 |
| Fair value | $1,772,000 | 1,607 |
| 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 | $17,622,000 | 4,924 |
| U.S. Government securities | $13,548,000 | 4,797 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,548,000 | 4,671 |
| Securities issued by states & political subdivisions | $2,674,000 | 3,938 |
| 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 | $1,400,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,252,000 | 3,372 |
| Mortgage-backed securities | $6,296,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $4,740,000 | 3,078 |
| Issued or guaranteed by U.S. | $4,740,000 | 3,064 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,556,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $1,556,000 | 1,967 |
| 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) | $17,622,000 | 4,316 |
| Total debt securities | $16,222,000 | 5,111 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,588 |
| Fair value | $1,970,000 | 1,586 |
| 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 | $18,459,000 | 4,787 |
| U.S. Government securities | $14,417,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,417,000 | 4,482 |
| Securities issued by states & political subdivisions | $2,642,000 | 3,934 |
| 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 | $1,400,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,569,000 | 3,312 |
| Mortgage-backed securities | $6,761,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $5,093,000 | 2,993 |
| Issued or guaranteed by U.S. | $5,093,000 | 2,981 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,668,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $1,668,000 | 1,919 |
| 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) | $18,459,000 | 4,163 |
| Total debt securities | $17,059,000 | 4,946 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,413 |
| Fair value | $2,436,000 | 1,419 |
| 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 | $19,153,000 | 4,720 |
| U.S. Government securities | $15,090,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,090,000 | 4,399 |
| Securities issued by states & political subdivisions | $2,663,000 | 3,972 |
| 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 | $1,400,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,694,000 | 3,453 |
| Mortgage-backed securities | $7,415,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $5,595,000 | 2,924 |
| Issued or guaranteed by U.S. | $5,595,000 | 2,909 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,820,000 | 2,134 |
| CMOs issued by government agencies or sponsored agencies | $1,820,000 | 1,874 |
| 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) | $19,153,000 | 4,102 |
| Total debt securities | $17,753,000 | 4,887 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,441 |
| Fair value | $2,448,000 | 1,444 |
| 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 | $19,723,000 | 4,661 |
| U.S. Government securities | $16,135,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,135,000 | 4,218 |
| Securities issued by states & political subdivisions | $2,688,000 | 3,968 |
| 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 | $900,000 | 1,161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,141,000 | 3,357 |
| Mortgage-backed securities | $7,938,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $5,973,000 | 2,868 |
| Issued or guaranteed by U.S. | $5,973,000 | 2,856 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,965,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $1,965,000 | 1,837 |
| 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) | $19,723,000 | 4,017 |
| Total debt securities | $18,823,000 | 4,741 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,298 |
| Fair value | $2,961,000 | 1,268 |
| 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 | $18,888,000 | 4,773 |
| U.S. Government securities | $15,490,000 | 4,413 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,490,000 | 4,283 |
| Securities issued by states & political subdivisions | $2,498,000 | 4,064 |
| 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 | $900,000 | 1,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,726,000 | 3,247 |
| Mortgage-backed securities | $7,773,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $5,401,000 | 3,027 |
| Issued or guaranteed by U.S. | $5,401,000 | 3,013 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,372,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $2,372,000 | 1,744 |
| 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) | $18,888,000 | 4,124 |
| Total debt securities | $17,988,000 | 4,844 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,272 |
| Fair value | $2,970,000 | 1,243 |
| 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 | $18,067,000 | 4,918 |
| U.S. Government securities | $14,664,000 | 4,632 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,664,000 | 4,492 |
| Securities issued by states & political subdivisions | $2,503,000 | 4,054 |
| 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 | $900,000 | 1,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,553,000 | 3,448 |
| Mortgage-backed securities | $7,394,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $4,428,000 | 3,365 |
| Issued or guaranteed by U.S. | $4,428,000 | 3,351 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,966,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $2,966,000 | 1,640 |
| 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) | $18,067,000 | 4,279 |
| Total debt securities | $17,167,000 | 5,032 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,415 |
| Fair value | $2,490,000 | 1,390 |
| 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 | $18,684,000 | 4,893 |
| U.S. Government securities | $15,409,000 | 4,563 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,409,000 | 4,417 |
| Securities issued by states & political subdivisions | $2,375,000 | 4,121 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $900,000 | 1,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,731,000 | 3,411 |
| Mortgage-backed securities | $7,694,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $4,889,000 | 3,303 |
| Issued or guaranteed by U.S. | $4,889,000 | 3,296 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,805,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $2,805,000 | 1,725 |
| 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) | $18,684,000 | 4,264 |
| Total debt securities | $17,784,000 | 4,967 |
| Structured notes | ||
| Amortized cost | $2,747,000 | 1,327 |
| Fair value | $2,718,000 | 1,322 |
| 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 | $19,383,000 | 4,815 |
| U.S. Government securities | $16,286,000 | 4,405 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,286,000 | 4,275 |
| Securities issued by states & political subdivisions | $2,197,000 | 4,228 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $900,000 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,248,000 | 3,299 |
| Mortgage-backed securities | $8,243,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $5,022,000 | 3,296 |
| Issued or guaranteed by U.S. | $5,022,000 | 3,285 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,221,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $3,221,000 | 1,661 |
| 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) | $19,383,000 | 4,171 |
| Total debt securities | $18,483,000 | 4,893 |
| Structured notes | ||
| Amortized cost | $2,747,000 | 1,292 |
| Fair value | $2,738,000 | 1,293 |
| 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 | $19,806,000 | 4,727 |
| U.S. Government securities | $17,500,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,500,000 | 4,031 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,774 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $900,000 | 1,296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,470,000 | 3,206 |
| Mortgage-backed securities | $8,879,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $5,486,000 | 3,194 |
| Issued or guaranteed by U.S. | $5,486,000 | 3,188 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,393,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $3,393,000 | 1,624 |
| 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) | $19,806,000 | 4,110 |
| Total debt securities | $18,906,000 | 4,794 |
| Structured notes | ||
| Amortized cost | $3,297,000 | 1,163 |
| Fair value | $3,301,000 | 1,162 |
| 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 | $21,473,000 | 4,599 |
| U.S. Government securities | $19,516,000 | 3,957 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,516,000 | 3,808 |
| Securities issued by states & political subdivisions | $1,057,000 | 5,112 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $900,000 | 1,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,074,000 | 2,918 |
| Mortgage-backed securities | $9,223,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $5,651,000 | 3,220 |
| Issued or guaranteed by U.S. | $5,651,000 | 3,212 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,572,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,572,000 | 1,608 |
| 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) | $21,473,000 | 3,993 |
| Total debt securities | $20,573,000 | 4,647 |
| Structured notes | ||
| Amortized cost | $3,297,000 | 1,138 |
| Fair value | $3,267,000 | 1,133 |
| 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 | $19,678,000 | 4,810 |
| U.S. Government securities | $18,222,000 | 4,094 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,222,000 | 3,943 |
| Securities issued by states & political subdivisions | $556,000 | 5,653 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $900,000 | 1,385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,454,000 | 3,012 |
| Mortgage-backed securities | $8,432,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $5,475,000 | 3,300 |
| Issued or guaranteed by U.S. | $5,475,000 | 3,290 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,957,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,957,000 | 1,779 |
| 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) | $19,678,000 | 4,200 |
| Total debt securities | $18,778,000 | 4,875 |
| Structured notes | ||
| Amortized cost | $2,597,000 | 1,164 |
| Fair value | $2,604,000 | 1,164 |
| 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 | $19,494,000 | 4,877 |
| U.S. Government securities | $18,352,000 | 4,152 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,352,000 | 4,007 |
| Securities issued by states & political subdivisions | $242,000 | 6,234 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $900,000 | 1,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,381,000 | 4,018 |
| Mortgage-backed securities | $6,006,000 | 3,780 |
| Certificates of participation in pools of residential mortgages | $4,499,000 | 3,574 |
| Issued or guaranteed by U.S. | $4,499,000 | 3,563 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,507,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,374 |
| 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) | $19,494,000 | 4,266 |
| Total debt securities | $18,594,000 | 4,937 |
| Structured notes | ||
| Amortized cost | $2,696,000 | 1,035 |
| Fair value | $2,710,000 | 1,032 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $15,786,000 | 5,395 |
| U.S. Government securities | $14,886,000 | 4,568 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,886,000 | 4,410 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $900,000 | 1,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,274,000 | 4,707 |
| Mortgage-backed securities | $3,577,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $2,450,000 | 4,358 |
| Issued or guaranteed by U.S. | $2,450,000 | 4,337 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,127,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $1,127,000 | 2,582 |
| 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) | $15,786,000 | 4,723 |
| Total debt securities | $14,886,000 | 5,474 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,303 |
| Fair value | $1,255,000 | 1,303 |
| 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 | $10,622,000 | 6,332 |
| U.S. Government securities | $9,722,000 | 5,627 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,722,000 | 5,453 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $900,000 | 1,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,940,000 | 4,435 |
| Mortgage-backed securities | $1,533,000 | 5,564 |
| Certificates of participation in pools of residential mortgages | $512,000 | 5,831 |
| Issued or guaranteed by U.S. | $512,000 | 5,812 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,021,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,836 |
| 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) | $10,622,000 | 5,598 |
| Total debt securities | $9,722,000 | 6,454 |
| 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 | $10,478,000 | 6,400 |
| U.S. Government securities | $9,978,000 | 5,585 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,978,000 | 5,404 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $500,000 | 1,657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $909,000 | 6,675 |
| Mortgage-backed securities | $1,033,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,033,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 2,937 |
| 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) | $10,478,000 | 5,629 |
| Total debt securities | $9,978,000 | 6,411 |
| 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 | $5,749,000 | 7,599 |
| U.S. Government securities | $5,249,000 | 7,066 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,249,000 | 6,862 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $500,000 | 1,655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $916,000 | 6,702 |
| Mortgage-backed securities | $514,000 | 6,330 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $514,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 3,426 |
| 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) | $5,749,000 | 6,749 |
| Total debt securities | $5,249,000 | 7,673 |
| 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 | $1,845,000 | 8,901 |
| U.S. Government securities | $1,845,000 | 8,569 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,845,000 | 8,369 |
| 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 | $1,845,000 | 6,059 |
| 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) | $1,845,000 | 7,981 |
| Total debt securities | $1,845,000 | 8,826 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $310,000 | 9,686 |
| U.S. Government securities | $295,000 | 9,523 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $295,000 | 9,335 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $310,000 | 8,857 |
| Total debt securities | $295,000 | 9,589 |
| 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 |