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The RiverBank, Securities
| 2011-09-30 | Rank | |
| Total securities | $27,312,000 | 3,812 |
| U.S. Government securities | $24,484,000 | 3,145 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,484,000 | 3,068 |
| Securities issued by states & political subdivisions | $982,000 | 4,937 |
| Other domestic debt securities | $1,846,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $1,846,000 | 669 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,226,000 | 1,748 |
| Mortgage-backed securities | $22,839,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $6,372,000 | 3,256 |
| Issued or guaranteed by U.S. | $6,372,000 | 3,253 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $16,467,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $14,621,000 | 1,142 |
| Privately issued | $1,846,000 | 632 |
| 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) | $27,312,000 | 3,512 |
| Total debt securities | $27,312,000 | 3,779 |
| 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 | $29,510,000 | 3,663 |
| U.S. Government securities | $26,606,000 | 3,054 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $26,606,000 | 2,970 |
| Securities issued by states & political subdivisions | $971,000 | 4,934 |
| Other domestic debt securities | $1,933,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $1,933,000 | 659 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,535,000 | 1,717 |
| Mortgage-backed securities | $25,159,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $6,725,000 | 3,156 |
| Issued or guaranteed by U.S. | $6,725,000 | 3,151 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $18,434,000 | 1,100 |
| CMOs issued by government agencies or sponsored agencies | $16,501,000 | 1,026 |
| Privately issued | $1,933,000 | 624 |
| 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) | $29,510,000 | 3,363 |
| Total debt securities | $29,510,000 | 3,631 |
| 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 | $31,318,000 | 3,527 |
| U.S. Government securities | $28,354,000 | 2,900 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,354,000 | 2,814 |
| Securities issued by states & political subdivisions | $963,000 | 4,949 |
| Other domestic debt securities | $2,001,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $2,001,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,227,000 | 1,730 |
| Mortgage-backed securities | $27,006,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $7,070,000 | 3,022 |
| Issued or guaranteed by U.S. | $7,070,000 | 3,016 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $19,936,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $17,935,000 | 942 |
| Privately issued | $2,001,000 | 653 |
| 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) | $31,318,000 | 3,239 |
| Total debt securities | $31,318,000 | 3,496 |
| 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 | $30,934,000 | 3,439 |
| U.S. Government securities | $28,132,000 | 2,781 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,132,000 | 2,695 |
| Securities issued by states & political subdivisions | $956,000 | 4,974 |
| Other domestic debt securities | $1,846,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $1,846,000 | 754 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,332,000 | 1,656 |
| Mortgage-backed securities | $29,978,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $7,482,000 | 2,835 |
| Issued or guaranteed by U.S. | $7,482,000 | 2,827 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $22,496,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $20,650,000 | 833 |
| Privately issued | $1,846,000 | 719 |
| 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) | $30,934,000 | 3,149 |
| Total debt securities | $30,934,000 | 3,407 |
| 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 | $29,620,000 | 3,500 |
| U.S. Government securities | $26,768,000 | 2,848 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $26,768,000 | 2,759 |
| Securities issued by states & political subdivisions | $982,000 | 4,879 |
| Other domestic debt securities | $1,870,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $1,870,000 | 810 |
| 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 | $25,866,000 | 1,789 |
| Mortgage-backed securities | $28,638,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $8,063,000 | 2,709 |
| Issued or guaranteed by U.S. | $8,063,000 | 2,701 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,575,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $18,705,000 | 890 |
| Privately issued | $1,870,000 | 769 |
| 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) | $29,620,000 | 3,197 |
| Total debt securities | $29,620,000 | 3,470 |
| 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 | $34,412,000 | 3,188 |
| U.S. Government securities | $31,595,000 | 2,576 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $31,595,000 | 2,496 |
| Securities issued by states & political subdivisions | $963,000 | 4,876 |
| Other domestic debt securities | $1,854,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $1,854,000 | 841 |
| 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 | $28,268,000 | 1,690 |
| Mortgage-backed securities | $32,436,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $8,731,000 | 2,624 |
| Issued or guaranteed by U.S. | $8,731,000 | 2,617 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $23,705,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $21,851,000 | 767 |
| Privately issued | $1,854,000 | 807 |
| 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) | $34,412,000 | 2,873 |
| Total debt securities | $34,410,000 | 3,156 |
| 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 | $35,298,000 | 3,147 |
| U.S. Government securities | $30,966,000 | 2,648 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $30,966,000 | 2,579 |
| Securities issued by states & political subdivisions | $1,543,000 | 4,510 |
| Other domestic debt securities | $2,789,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $2,789,000 | 770 |
| 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 | $31,416,000 | 1,608 |
| Mortgage-backed securities | $32,730,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $9,386,000 | 2,616 |
| Issued or guaranteed by U.S. | $9,386,000 | 2,608 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $23,344,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $20,555,000 | 760 |
| Privately issued | $2,789,000 | 737 |
| 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) | $35,298,000 | 2,823 |
| Total debt securities | $35,298,000 | 3,116 |
| 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 | $31,362,000 | 3,390 |
| U.S. Government securities | $26,917,000 | 2,882 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $26,917,000 | 2,817 |
| Securities issued by states & political subdivisions | $1,531,000 | 4,547 |
| Other domestic debt securities | $2,914,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $2,914,000 | 783 |
| 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 | $20,234,000 | 2,213 |
| Mortgage-backed securities | $28,793,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $10,173,000 | 2,560 |
| Issued or guaranteed by U.S. | $10,173,000 | 2,554 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $18,620,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $15,706,000 | 890 |
| Privately issued | $2,914,000 | 748 |
| 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) | $31,362,000 | 3,067 |
| Total debt securities | $31,362,000 | 3,354 |
| 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 | $36,539,000 | 3,051 |
| U.S. Government securities | $31,857,000 | 2,555 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $31,857,000 | 2,495 |
| Securities issued by states & political subdivisions | $1,546,000 | 4,586 |
| Other domestic debt securities | $3,136,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $3,136,000 | 830 |
| 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 | $22,408,000 | 2,053 |
| Mortgage-backed securities | $33,947,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $11,345,000 | 2,494 |
| Issued or guaranteed by U.S. | $11,345,000 | 2,484 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $22,602,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $19,466,000 | 746 |
| Privately issued | $3,136,000 | 792 |
| 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) | $36,539,000 | 2,727 |
| Total debt securities | $36,539,000 | 3,025 |
| 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 | $39,590,000 | 2,811 |
| U.S. Government securities | $34,996,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,996,000 | 2,247 |
| Securities issued by states & political subdivisions | $1,481,000 | 4,616 |
| Other domestic debt securities | $3,113,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $3,113,000 | 840 |
| 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 | $23,556,000 | 1,977 |
| Mortgage-backed securities | $37,060,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $12,533,000 | 2,388 |
| Issued or guaranteed by U.S. | $12,533,000 | 2,378 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $24,527,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $21,414,000 | 666 |
| Privately issued | $3,113,000 | 804 |
| 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) | $39,590,000 | 2,502 |
| Total debt securities | $39,590,000 | 2,784 |
| 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 | $43,923,000 | 2,588 |
| U.S. Government securities | $38,493,000 | 2,158 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $38,493,000 | 2,107 |
| Securities issued by states & political subdivisions | $2,244,000 | 4,152 |
| Other domestic debt securities | $3,186,000 | 1,538 |
| Privately issued residential mortgage-backed securities | $3,186,000 | 858 |
| 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 | $33,557,000 | 1,544 |
| Mortgage-backed securities | $40,626,000 | 1,454 |
| Certificates of participation in pools of residential mortgages | $14,326,000 | 2,249 |
| Issued or guaranteed by U.S. | $14,326,000 | 2,235 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $26,300,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $23,114,000 | 624 |
| Privately issued | $3,186,000 | 823 |
| 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) | $43,923,000 | 2,306 |
| Total debt securities | $43,923,000 | 2,557 |
| 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 | $23,028,000 | 4,082 |
| U.S. Government securities | $13,261,000 | 4,524 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,261,000 | 4,438 |
| Securities issued by states & political subdivisions | $6,507,000 | 2,742 |
| Other domestic debt securities | $3,260,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $3,260,000 | 819 |
| 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 | $22,152,000 | 2,132 |
| Mortgage-backed securities | $15,459,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $4,591,000 | 3,849 |
| Issued or guaranteed by U.S. | $4,591,000 | 3,836 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,868,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $7,608,000 | 1,204 |
| Privately issued | $3,260,000 | 783 |
| 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) | $23,028,000 | 3,643 |
| Total debt securities | $23,028,000 | 4,045 |
| 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 | $25,822,000 | 3,743 |
| U.S. Government securities | $15,137,000 | 4,184 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,137,000 | 4,101 |
| Securities issued by states & political subdivisions | $6,572,000 | 2,710 |
| Other domestic debt securities | $4,087,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $4,087,000 | 753 |
| 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 | $26,000 | 1,629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,865,000 | 1,951 |
| Mortgage-backed securities | $16,686,000 | 2,522 |
| Certificates of participation in pools of residential mortgages | $4,751,000 | 3,720 |
| Issued or guaranteed by U.S. | $4,751,000 | 3,708 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $11,935,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $7,848,000 | 1,133 |
| Privately issued | $4,087,000 | 720 |
| 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) | $25,822,000 | 3,329 |
| Total debt securities | $25,796,000 | 3,712 |
| 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 | $26,899,000 | 3,710 |
| U.S. Government securities | $15,647,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,647,000 | 4,061 |
| Securities issued by states & political subdivisions | $6,580,000 | 2,710 |
| Other domestic debt securities | $4,464,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $4,464,000 | 728 |
| 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 | $208,000 | 1,531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,777,000 | 2,180 |
| Mortgage-backed securities | $17,575,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $4,882,000 | 3,676 |
| Issued or guaranteed by U.S. | $4,882,000 | 3,661 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $12,693,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $8,229,000 | 1,107 |
| Privately issued | $4,464,000 | 693 |
| 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) | $26,899,000 | 3,295 |
| Total debt securities | $26,691,000 | 3,681 |
| 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 | $25,875,000 | 3,796 |
| U.S. Government securities | $15,934,000 | 4,088 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,934,000 | 4,010 |
| Securities issued by states & political subdivisions | $6,900,000 | 2,664 |
| Other domestic debt securities | $2,845,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $2,845,000 | 817 |
| 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 | $196,000 | 1,555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,529,000 | 2,260 |
| Mortgage-backed securities | $15,693,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $3,782,000 | 3,922 |
| Issued or guaranteed by U.S. | $3,782,000 | 3,907 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,911,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $9,066,000 | 1,034 |
| Privately issued | $2,845,000 | 778 |
| 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) | $25,875,000 | 3,386 |
| Total debt securities | $25,679,000 | 3,767 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $502,000 | 1,531 |
| 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 | $25,502,000 | 3,831 |
| U.S. Government securities | $15,108,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,108,000 | 4,175 |
| Securities issued by states & political subdivisions | $6,907,000 | 2,643 |
| Other domestic debt securities | $2,972,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $2,972,000 | 742 |
| 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 | $515,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,209,000 | 2,196 |
| Mortgage-backed securities | $14,538,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $3,916,000 | 3,565 |
| Issued or guaranteed by U.S. | $3,916,000 | 3,550 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,622,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $7,650,000 | 1,090 |
| Privately issued | $2,972,000 | 703 |
| 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) | $25,502,000 | 3,399 |
| Total debt securities | $24,987,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,058 |
| Fair value | $501,000 | 1,966 |
| 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 | $20,693,000 | 4,398 |
| U.S. Government securities | $9,562,000 | 5,438 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,562,000 | 5,326 |
| Securities issued by states & political subdivisions | $7,630,000 | 2,439 |
| Other domestic debt securities | $2,986,000 | 1,361 |
| Privately issued residential mortgage-backed securities | $2,986,000 | 711 |
| 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 | $515,000 | 1,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,658,000 | 2,125 |
| Mortgage-backed securities | $9,034,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $4,093,000 | 3,326 |
| Issued or guaranteed by U.S. | $4,093,000 | 3,313 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,941,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $1,955,000 | 1,906 |
| Privately issued | $2,986,000 | 672 |
| 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) | $20,693,000 | 3,879 |
| Total debt securities | $20,178,000 | 4,407 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,294 |
| Fair value | $500,000 | 2,183 |
| 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 | $20,788,000 | 4,384 |
| U.S. Government securities | $9,650,000 | 5,481 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,650,000 | 5,378 |
| Securities issued by states & political subdivisions | $7,582,000 | 2,447 |
| Other domestic debt securities | $3,041,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $3,041,000 | 657 |
| 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 | $515,000 | 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 | $19,972,000 | 2,183 |
| Mortgage-backed securities | $9,233,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $4,263,000 | 3,222 |
| Issued or guaranteed by U.S. | $4,263,000 | 3,210 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,970,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $1,929,000 | 1,898 |
| Privately issued | $3,041,000 | 618 |
| 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) | $20,788,000 | 3,859 |
| Total debt securities | $20,273,000 | 4,407 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,392 |
| Fair value | $498,000 | 2,288 |
| 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 | $20,839,000 | 4,391 |
| U.S. Government securities | $9,052,000 | 5,634 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,052,000 | 5,517 |
| Securities issued by states & political subdivisions | $8,009,000 | 2,380 |
| Other domestic debt securities | $3,263,000 | 1,243 |
| Privately issued residential mortgage-backed securities | $3,263,000 | 625 |
| 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 | $515,000 | 1,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,169,000 | 2,664 |
| Mortgage-backed securities | $8,817,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $4,557,000 | 3,127 |
| Issued or guaranteed by U.S. | $4,557,000 | 3,111 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,260,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,249 |
| Privately issued | $3,263,000 | 582 |
| 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) | $20,839,000 | 3,863 |
| Total debt securities | $20,324,000 | 4,406 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,482 |
| Fair value | $500,000 | 2,329 |
| 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 | $6,857,000 | 6,838 |
| U.S. Government securities | $2,451,000 | 7,564 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,451,000 | 7,443 |
| Securities issued by states & political subdivisions | $4,406,000 | 3,298 |
| 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 | $6,626,000 | 4,129 |
| Mortgage-backed securities | $1,452,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,489 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,475 |
| 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) | $6,857,000 | 6,160 |
| Total debt securities | $6,857,000 | 6,784 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,588 |
| Fair value | $500,000 | 2,428 |
| 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 | $6,951,000 | 6,897 |
| U.S. Government securities | $2,529,000 | 7,597 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,529,000 | 7,472 |
| Securities issued by states & political subdivisions | $4,422,000 | 3,265 |
| 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 | $6,625,000 | 4,140 |
| Mortgage-backed securities | $1,531,000 | 4,965 |
| Certificates of participation in pools of residential mortgages | $1,531,000 | 4,452 |
| Issued or guaranteed by U.S. | $1,531,000 | 4,428 |
| 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) | $6,951,000 | 6,176 |
| Total debt securities | $6,951,000 | 6,846 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,718 |
| Fair value | $500,000 | 2,544 |
| 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 | $6,915,000 | 6,920 |
| U.S. Government securities | $2,590,000 | 7,640 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,590,000 | 7,510 |
| Securities issued by states & political subdivisions | $4,325,000 | 3,287 |
| 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 | $6,792,000 | 4,096 |
| Mortgage-backed securities | $1,605,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,605,000 | 4,421 |
| Issued or guaranteed by U.S. | $1,605,000 | 4,403 |
| 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) | $6,915,000 | 6,187 |
| Total debt securities | $6,915,000 | 6,865 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,782 |
| Fair value | $496,000 | 2,607 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,365,000 | 7,103 |
| U.S. Government securities | $2,725,000 | 7,661 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,725,000 | 7,529 |
| Securities issued by states & political subdivisions | $3,640,000 | 3,545 |
| 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 | $6,231,000 | 4,247 |
| Mortgage-backed securities | $1,731,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $1,731,000 | 4,375 |
| Issued or guaranteed by U.S. | $1,731,000 | 4,360 |
| 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) | $6,365,000 | 6,374 |
| Total debt securities | $6,365,000 | 7,047 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,774 |
| Fair value | $498,000 | 2,596 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,525,000 | 7,099 |
| U.S. Government securities | $2,858,000 | 7,647 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,858,000 | 7,516 |
| Securities issued by states & political subdivisions | $3,667,000 | 3,555 |
| 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 | $6,035,000 | 4,272 |
| Mortgage-backed securities | $1,862,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $1,862,000 | 4,323 |
| Issued or guaranteed by U.S. | $1,862,000 | 4,305 |
| 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) | $6,525,000 | 6,364 |
| Total debt securities | $6,525,000 | 7,043 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,790 |
| Fair value | $496,000 | 2,619 |
| 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 | $6,743,000 | 7,069 |
| U.S. Government securities | $3,038,000 | 7,602 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,038,000 | 7,467 |
| Securities issued by states & political subdivisions | $3,705,000 | 3,527 |
| 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 | $6,316,000 | 4,206 |
| Mortgage-backed securities | $1,543,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $1,543,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,543,000 | 4,563 |
| 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) | $6,743,000 | 6,309 |
| Total debt securities | $6,743,000 | 7,014 |
| Structured notes | ||
| Amortized cost | $1,489,000 | 1,874 |
| Fair value | $1,495,000 | 1,796 |
| 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 | $6,960,000 | 7,070 |
| U.S. Government securities | $3,224,000 | 7,588 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,224,000 | 7,440 |
| Securities issued by states & political subdivisions | $3,736,000 | 3,506 |
| 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 | $4,915,000 | 4,625 |
| Mortgage-backed securities | $1,727,000 | 5,093 |
| Certificates of participation in pools of residential mortgages | $1,727,000 | 4,546 |
| Issued or guaranteed by U.S. | $1,727,000 | 4,526 |
| 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) | $6,960,000 | 6,290 |
| Total debt securities | $6,960,000 | 7,013 |
| Structured notes | ||
| Amortized cost | $1,488,000 | 1,866 |
| Fair value | $1,497,000 | 1,791 |
| 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 | $7,601,000 | 6,971 |
| U.S. Government securities | $3,885,000 | 7,445 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,885,000 | 7,276 |
| Securities issued by states & political subdivisions | $3,716,000 | 3,513 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,954,000 | 4,636 |
| Mortgage-backed securities | $1,893,000 | 5,063 |
| Certificates of participation in pools of residential mortgages | $1,893,000 | 4,499 |
| Issued or guaranteed by U.S. | $1,893,000 | 4,485 |
| 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) | $7,601,000 | 6,198 |
| Total debt securities | $7,601,000 | 6,915 |
| Structured notes | ||
| Amortized cost | $1,992,000 | 1,635 |
| Fair value | $1,985,000 | 1,516 |
| 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 | $7,331,000 | 7,055 |
| U.S. Government securities | $4,394,000 | 7,298 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,394,000 | 7,139 |
| Securities issued by states & political subdivisions | $2,937,000 | 3,853 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,660,000 | 4,389 |
| Mortgage-backed securities | $2,390,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 4,268 |
| Issued or guaranteed by U.S. | $2,390,000 | 4,254 |
| 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) | $7,331,000 | 6,280 |
| Total debt securities | $7,331,000 | 6,997 |
| Structured notes | ||
| Amortized cost | $1,983,000 | 1,607 |
| Fair value | $2,004,000 | 1,464 |
| 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 | $8,302,000 | 6,866 |
| U.S. Government securities | $5,338,000 | 7,031 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,338,000 | 6,871 |
| Securities issued by states & political subdivisions | $2,964,000 | 3,842 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,443,000 | 4,455 |
| Mortgage-backed securities | $2,323,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $2,323,000 | 4,340 |
| Issued or guaranteed by U.S. | $2,323,000 | 4,328 |
| 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) | $8,302,000 | 6,084 |
| Total debt securities | $8,302,000 | 6,803 |
| Structured notes | ||
| Amortized cost | $2,982,000 | 1,294 |
| Fair value | $3,015,000 | 1,211 |
| 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 | $8,961,000 | 6,799 |
| U.S. Government securities | $6,094,000 | 6,861 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,094,000 | 6,691 |
| Securities issued by states & political subdivisions | $2,867,000 | 3,886 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,062,000 | 4,561 |
| Mortgage-backed securities | $2,595,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $2,595,000 | 4,263 |
| Issued or guaranteed by U.S. | $2,595,000 | 4,251 |
| 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) | $8,961,000 | 6,049 |
| Total debt securities | $8,961,000 | 6,725 |
| Structured notes | ||
| Amortized cost | $2,981,000 | 1,262 |
| Fair value | $2,998,000 | 1,177 |
| 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 | $9,601,000 | 6,660 |
| U.S. Government securities | $4,583,000 | 7,306 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,583,000 | 7,153 |
| Securities issued by states & political subdivisions | $3,037,000 | 3,810 |
| Other domestic debt securities | $1,981,000 | 2,006 |
| 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 | $1,981,000 | 1,667 |
| 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 | $5,398,000 | 4,412 |
| Mortgage-backed securities | $3,072,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $3,072,000 | 4,111 |
| Issued or guaranteed by U.S. | $3,072,000 | 4,101 |
| 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) | $9,601,000 | 5,921 |
| Total debt securities | $9,601,000 | 6,573 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,004,000 | 1,846 |
| 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 | $11,005,000 | 6,386 |
| U.S. Government securities | $4,934,000 | 7,257 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,934,000 | 7,077 |
| Securities issued by states & political subdivisions | $3,068,000 | 3,838 |
| Other domestic debt securities | $3,003,000 | 1,691 |
| 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 | $3,003,000 | 1,412 |
| 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 | $5,463,000 | 4,306 |
| Mortgage-backed securities | $3,420,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $3,420,000 | 3,947 |
| Issued or guaranteed by U.S. | $3,420,000 | 3,935 |
| 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) | $11,005,000 | 5,658 |
| Total debt securities | $11,005,000 | 6,299 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,006,000 | 1,647 |
| 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 | $10,573,000 | 6,422 |
| U.S. Government securities | $4,512,000 | 7,290 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,512,000 | 7,111 |
| Securities issued by states & political subdivisions | $3,032,000 | 3,850 |
| Other domestic debt securities | $3,029,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,029,000 | 1,495 |
| 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 | $5,313,000 | 4,301 |
| Mortgage-backed securities | $4,003,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $4,003,000 | 3,739 |
| Issued or guaranteed by U.S. | $4,003,000 | 3,727 |
| 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) | $10,573,000 | 5,694 |
| Total debt securities | $10,573,000 | 6,331 |
| 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 | $10,667,000 | 6,321 |
| U.S. Government securities | $4,481,000 | 7,272 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,481,000 | 7,092 |
| Securities issued by states & political subdivisions | $3,140,000 | 3,765 |
| Other domestic debt securities | $3,046,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,046,000 | 1,550 |
| 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 | $5,205,000 | 4,310 |
| Mortgage-backed securities | $4,481,000 | 4,290 |
| Certificates of participation in pools of residential mortgages | $4,409,000 | 3,629 |
| Issued or guaranteed by U.S. | $4,409,000 | 3,619 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $72,000 | 4,042 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,847 |
| 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) | $10,667,000 | 5,588 |
| Total debt securities | $10,667,000 | 6,230 |
| 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 | $10,864,000 | 6,324 |
| U.S. Government securities | $6,793,000 | 6,518 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,793,000 | 6,328 |
| Securities issued by states & political subdivisions | $3,078,000 | 3,728 |
| Other domestic debt securities | $993,000 | 2,846 |
| 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 | $993,000 | 2,517 |
| 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 | $5,040,000 | 4,420 |
| Mortgage-backed securities | $6,291,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $5,751,000 | 3,204 |
| Issued or guaranteed by U.S. | $5,751,000 | 3,193 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $540,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,309 |
| 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) | $10,864,000 | 5,544 |
| Total debt securities | $10,864,000 | 6,234 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $502,000 | 1,411 |
| 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 | $12,349,000 | 5,987 |
| U.S. Government securities | $8,325,000 | 6,074 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,325,000 | 5,869 |
| Securities issued by states & political subdivisions | $3,045,000 | 3,731 |
| Other domestic debt securities | $979,000 | 2,878 |
| 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 | $979,000 | 2,548 |
| 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 | $4,288,000 | 4,704 |
| Mortgage-backed securities | $7,822,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $6,963,000 | 2,859 |
| Issued or guaranteed by U.S. | $6,963,000 | 2,849 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $859,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 3,141 |
| 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) | $12,349,000 | 5,209 |
| Total debt securities | $12,349,000 | 5,894 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $503,000 | 1,248 |
| 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 | $8,834,000 | 6,800 |
| U.S. Government securities | $5,927,000 | 6,865 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,927,000 | 6,633 |
| Securities issued by states & political subdivisions | $2,907,000 | 3,798 |
| 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 | $5,691,000 | 4,138 |
| Mortgage-backed securities | $5,927,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $5,635,000 | 2,969 |
| Issued or guaranteed by U.S. | $5,635,000 | 2,954 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $292,000 | 3,974 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 3,797 |
| 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) | $8,834,000 | 5,915 |
| Total debt securities | $8,834,000 | 6,689 |
| 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 | $9,789,000 | 6,850 |
| U.S. Government securities | $6,625,000 | 7,069 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,625,000 | 6,707 |
| Securities issued by states & political subdivisions | $3,040,000 | 3,683 |
| 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 | $124,000 | 6,548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,182,000 | 4,197 |
| Mortgage-backed securities | $6,625,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $5,326,000 | 2,537 |
| Issued or guaranteed by U.S. | $5,326,000 | 2,519 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,299,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $1,299,000 | 2,498 |
| 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) | $9,789,000 | 5,781 |
| Total debt securities | $9,665,000 | 6,767 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $9,175,000 | 7,326 |
| U.S. Government securities | $8,327,000 | 6,661 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,327,000 | 6,127 |
| Securities issued by states & political subdivisions | $729,000 | 6,033 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,919,000 | 6,427 |
| Mortgage-backed securities | $7,346,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $5,361,000 | 2,678 |
| Issued or guaranteed by U.S. | $5,361,000 | 2,667 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,985,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $1,985,000 | 2,305 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,175,000 | 6,106 |
| Total debt securities | $9,056,000 | 7,243 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,479,000 | 9,318 |
| U.S. Government securities | $2,829,000 | 9,081 |
| U.S. Treasury securities | $100,000 | 6,739 |
| U.S. Government agency obligations | $2,729,000 | 8,372 |
| Securities issued by states & political subdivisions | $645,000 | 6,310 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 7,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $735,000 | 7,468 |
| Mortgage-backed securities | $404,000 | 6,827 |
| Certificates of participation in pools of residential mortgages | $404,000 | 6,152 |
| Issued or guaranteed by U.S. | $404,000 | 6,134 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,609,000 | 4,991 |
| Available-for-sale securities (fair market value) | $1,870,000 | 8,515 |
| Total debt securities | $3,474,000 | 9,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,784,000 | 8,893 |
| U.S. Government securities | $5,019,000 | 8,546 |
| U.S. Treasury securities | $100,000 | 7,848 |
| U.S. Government agency obligations | $4,919,000 | 7,330 |
| Securities issued by states & political subdivisions | $760,000 | 6,242 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,697,000 | 6,788 |
| Mortgage-backed securities | $538,000 | 6,908 |
| Certificates of participation in pools of residential mortgages | $538,000 | 6,084 |
| Issued or guaranteed by U.S. | $538,000 | 6,065 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,853,000 | 5,725 |
| Available-for-sale securities (fair market value) | $3,931,000 | 7,949 |
| Total debt securities | $5,779,000 | 8,775 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,907,000 | 9,393 |
| U.S. Government securities | $4,906,000 | 9,203 |
| U.S. Treasury securities | $350,000 | 8,333 |
| U.S. Government agency obligations | $4,556,000 | 7,913 |
| Securities issued by states & political subdivisions | $895,000 | 6,271 |
| Other domestic debt securities | $101,000 | 3,764 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,604,000 | 6,182 |
| Mortgage-backed securities | $540,000 | 7,475 |
| Certificates of participation in pools of residential mortgages | $540,000 | 6,591 |
| Issued or guaranteed by U.S. | $540,000 | 6,575 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,232,000 | 6,823 |
| Available-for-sale securities (fair market value) | $4,675,000 | 7,925 |
| Total debt securities | $5,907,000 | 9,287 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,472,000 | 10,004 |
| U.S. Government securities | $3,888,000 | 10,120 |
| U.S. Treasury securities | $350,000 | 9,729 |
| U.S. Government agency obligations | $3,538,000 | 8,617 |
| Securities issued by states & political subdivisions | $1,480,000 | 5,600 |
| Other domestic debt securities | $99,000 | 4,496 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 3,548 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,000 | 7,420 |
| Mortgage-backed securities | $637,000 | 7,789 |
| Certificates of participation in pools of residential mortgages | $637,000 | 6,721 |
| Issued or guaranteed by U.S. | $637,000 | 6,689 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,551,000 | 6,278 |
| Available-for-sale securities (fair market value) | $2,921,000 | 8,980 |
| Total debt securities | $5,472,000 | 9,897 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,059,000 | 10,832 |
| U.S. Government securities | $3,174,000 | 11,142 |
| U.S. Treasury securities | $633,000 | 10,221 |
| U.S. Government agency obligations | $2,541,000 | 9,472 |
| Securities issued by states & political subdivisions | $1,580,000 | 5,734 |
| Other domestic debt securities | $300,000 | 4,144 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 3,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,321,000 | 7,949 |
| Mortgage-backed securities | $713,000 | 8,178 |
| Certificates of participation in pools of residential mortgages | $713,000 | 6,929 |
| Issued or guaranteed by U.S. | $713,000 | 6,902 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,538,000 | 9,620 |
| Available-for-sale securities (fair market value) | $2,521,000 | 8,456 |
| Total debt securities | $5,059,000 | 10,718 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,582,000 | 11,906 |
| U.S. Government securities | $1,865,000 | 12,294 |
| U.S. Treasury securities | $451,000 | 11,022 |
| U.S. Government agency obligations | $1,414,000 | 10,792 |
| Securities issued by states & political subdivisions | $1,411,000 | 6,155 |
| Other domestic debt securities | $301,000 | 4,825 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 3,741 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,209,000 | 8,161 |
| Mortgage-backed securities | $714,000 | 8,859 |
| Certificates of participation in pools of residential mortgages | $714,000 | 7,586 |
| Issued or guaranteed by U.S. | $714,000 | 7,539 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,582,000 | 11,786 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,469,000 | 12,372 |
| U.S. Government securities | $2,251,000 | 12,554 |
| U.S. Treasury securities | $701,000 | 10,961 |
| U.S. Government agency obligations | $1,550,000 | 10,954 |
| Securities issued by states & political subdivisions | $911,000 | 6,761 |
| Other domestic debt securities | $302,000 | 5,732 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $302,000 | 4,357 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,685 |
| Mortgage-backed securities | $1,250,000 | 8,572 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 7,138 |
| Issued or guaranteed by U.S. | $1,250,000 | 7,079 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,469,000 | 12,254 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |