Home > Atlantic National Bank > Securities
Atlantic National Bank, Securities
| 2017-06-30 | Rank | |
| Total securities | $14,205,000 | 4,247 |
| U.S. Government securities | $12,394,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $12,394,000 | 3,404 |
| Securities issued by states & political subdivisions | $291,000 | 4,661 |
| Other domestic debt securities | $1,520,000 | 1,375 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,520,000 | 1,124 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,300,000 | 2,767 |
| Mortgage-backed securities | $9,448,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $9,439,000 | 2,260 |
| Issued or guaranteed by U.S. | $9,439,000 | 2,259 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,974 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $14,205,000 | 3,954 |
| Total debt securities | $14,205,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $13,807,000 | 4,321 |
| U.S. Government securities | $11,425,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,425,000 | 3,547 |
| Securities issued by states & political subdivisions | $646,000 | 4,548 |
| Other domestic debt securities | $1,736,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,736,000 | 1,087 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,670,000 | 2,776 |
| Mortgage-backed securities | $8,988,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $8,978,000 | 2,361 |
| Issued or guaranteed by U.S. | $8,978,000 | 2,359 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,015 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $13,807,000 | 4,014 |
| Total debt securities | $13,807,000 | 4,303 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $14,373,000 | 4,273 |
| U.S. Government securities | $11,987,000 | 3,611 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,987,000 | 3,477 |
| Securities issued by states & political subdivisions | $651,000 | 4,595 |
| Other domestic debt securities | $1,735,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,735,000 | 1,083 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,600,000 | 2,672 |
| Mortgage-backed securities | $9,510,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $9,500,000 | 2,298 |
| Issued or guaranteed by U.S. | $9,500,000 | 2,294 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,015 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $14,373,000 | 3,959 |
| Total debt securities | $14,373,000 | 4,254 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $15,004,000 | 4,261 |
| U.S. Government securities | $12,615,000 | 3,543 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,615,000 | 3,421 |
| Securities issued by states & political subdivisions | $659,000 | 4,620 |
| Other domestic debt securities | $1,730,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,730,000 | 1,083 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,603,000 | 2,801 |
| Mortgage-backed securities | $10,069,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $10,058,000 | 2,253 |
| Issued or guaranteed by U.S. | $10,058,000 | 2,251 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,044 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,004,000 | 3,937 |
| Total debt securities | $15,004,000 | 4,236 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $15,961,000 | 4,239 |
| U.S. Government securities | $13,570,000 | 3,542 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,570,000 | 3,424 |
| Securities issued by states & political subdivisions | $664,000 | 4,658 |
| Other domestic debt securities | $1,727,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,727,000 | 1,094 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,664,000 | 2,724 |
| Mortgage-backed securities | $10,683,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $10,671,000 | 2,237 |
| Issued or guaranteed by U.S. | $10,671,000 | 2,231 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,065 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $15,961,000 | 3,907 |
| Total debt securities | $15,961,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $14,268,000 | 4,440 |
| U.S. Government securities | $11,891,000 | 3,826 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,891,000 | 3,693 |
| Securities issued by states & political subdivisions | $668,000 | 4,702 |
| Other domestic debt securities | $1,709,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,709,000 | 1,096 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,691,000 | 2,870 |
| Mortgage-backed securities | $9,873,000 | 2,861 |
| Certificates of participation in pools of residential mortgages | $9,861,000 | 2,354 |
| Issued or guaranteed by U.S. | $9,861,000 | 2,353 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,096 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $14,268,000 | 4,103 |
| Total debt securities | $14,268,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $13,651,000 | 4,560 |
| U.S. Government securities | $11,269,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,269,000 | 3,782 |
| Securities issued by states & political subdivisions | $673,000 | 4,730 |
| Other domestic debt securities | $1,709,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,709,000 | 1,085 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,897,000 | 2,875 |
| Mortgage-backed securities | $8,974,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $8,961,000 | 2,456 |
| Issued or guaranteed by U.S. | $8,961,000 | 2,453 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,130 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $13,651,000 | 4,209 |
| Total debt securities | $13,651,000 | 4,539 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $14,160,000 | 4,598 |
| U.S. Government securities | $11,773,000 | 3,963 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,773,000 | 3,837 |
| Securities issued by states & political subdivisions | $676,000 | 4,775 |
| Other domestic debt securities | $1,711,000 | 1,370 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,711,000 | 1,079 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,492,000 | 2,944 |
| Mortgage-backed securities | $9,431,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $9,417,000 | 2,432 |
| Issued or guaranteed by U.S. | $9,417,000 | 2,430 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $14,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,171 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $14,160,000 | 4,237 |
| Total debt securities | $14,160,000 | 4,575 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $14,586,000 | 4,636 |
| U.S. Government securities | $12,691,000 | 3,963 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,691,000 | 3,840 |
| Securities issued by states & political subdivisions | $679,000 | 4,811 |
| Other domestic debt securities | $1,216,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,216,000 | 1,215 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,396,000 | 2,853 |
| Mortgage-backed securities | $9,831,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $9,817,000 | 2,442 |
| Issued or guaranteed by U.S. | $9,817,000 | 2,440 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,218 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $14,586,000 | 4,274 |
| Total debt securities | $14,586,000 | 4,616 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $11,879,000 | 4,955 |
| U.S. Government securities | $9,969,000 | 4,401 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,969,000 | 4,273 |
| Securities issued by states & political subdivisions | $688,000 | 4,809 |
| Other domestic debt securities | $1,222,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,222,000 | 1,228 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,179,000 | 3,483 |
| Mortgage-backed securities | $7,100,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $7,085,000 | 2,880 |
| Issued or guaranteed by U.S. | $7,085,000 | 2,879 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $15,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,243 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $11,879,000 | 4,583 |
| Total debt securities | $11,879,000 | 4,931 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $8,867,000 | 5,330 |
| U.S. Government securities | $6,964,000 | 4,905 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,964,000 | 4,786 |
| Securities issued by states & political subdivisions | $685,000 | 4,884 |
| Other domestic debt securities | $1,218,000 | 1,587 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,218,000 | 1,242 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,310,000 | 3,846 |
| Mortgage-backed securities | $4,082,000 | 3,939 |
| Certificates of participation in pools of residential mortgages | $4,066,000 | 3,509 |
| Issued or guaranteed by U.S. | $4,066,000 | 3,504 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,285 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $8,867,000 | 4,936 |
| Total debt securities | $8,867,000 | 5,307 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $7,008,000 | 5,611 |
| U.S. Government securities | $5,100,000 | 5,293 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,100,000 | 5,174 |
| Securities issued by states & political subdivisions | $686,000 | 4,938 |
| Other domestic debt securities | $1,222,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,222,000 | 1,271 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,786,000 | 4,008 |
| Mortgage-backed securities | $3,373,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $3,356,000 | 3,758 |
| Issued or guaranteed by U.S. | $3,356,000 | 3,757 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $17,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,332 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $7,008,000 | 5,229 |
| Total debt securities | $7,008,000 | 5,589 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $7,147,000 | 5,657 |
| U.S. Government securities | $5,243,000 | 5,347 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,243,000 | 5,231 |
| Securities issued by states & political subdivisions | $686,000 | 4,994 |
| Other domestic debt securities | $1,218,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,218,000 | 1,300 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,478,000 | 4,097 |
| Mortgage-backed securities | $3,504,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $3,486,000 | 3,787 |
| Issued or guaranteed by U.S. | $3,486,000 | 3,787 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,375 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $7,147,000 | 5,259 |
| Total debt securities | $7,147,000 | 5,636 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,819,000 | 5,639 |
| U.S. Government securities | $4,583,000 | 5,489 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,583,000 | 5,392 |
| Securities issued by states & political subdivisions | $1,235,000 | 4,799 |
| Other domestic debt securities | $2,001,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,001,000 | 1,128 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,595,000 | 4,095 |
| Mortgage-backed securities | $2,843,000 | 4,385 |
| Certificates of participation in pools of residential mortgages | $2,823,000 | 4,005 |
| Issued or guaranteed by U.S. | $2,823,000 | 4,003 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $20,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,405 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $7,819,000 | 5,244 |
| Total debt securities | $7,819,000 | 5,616 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $7,888,000 | 5,677 |
| U.S. Government securities | $4,681,000 | 5,503 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,681,000 | 5,404 |
| Securities issued by states & political subdivisions | $1,220,000 | 4,844 |
| Other domestic debt securities | $1,987,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,987,000 | 1,177 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $2,939,000 | 4,385 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 3,990 |
| Issued or guaranteed by U.S. | $2,917,000 | 3,984 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $22,000 | 3,537 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,398 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $7,888,000 | 5,279 |
| Total debt securities | $7,888,000 | 5,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $7,017,000 | 5,824 |
| U.S. Government securities | $3,811,000 | 5,708 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,811,000 | 5,612 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,863 |
| Other domestic debt securities | $1,984,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,984,000 | 1,220 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,563,000 | 4,637 |
| Mortgage-backed securities | $2,310,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $2,286,000 | 4,202 |
| Issued or guaranteed by U.S. | $2,286,000 | 4,195 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $24,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,433 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,017,000 | 5,440 |
| Total debt securities | $7,017,000 | 5,802 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $4,889,000 | 6,100 |
| U.S. Government securities | $2,120,000 | 6,056 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,120,000 | 5,949 |
| Securities issued by states & political subdivisions | $1,260,000 | 4,838 |
| Other domestic debt securities | $1,509,000 | 1,747 |
| 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 | $1,509,000 | 1,335 |
| 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 | $607,000 | 5,657 |
| Mortgage-backed securities | $2,120,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,093,000 | 4,231 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $27,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,445 |
| 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) | $4,889,000 | 5,714 |
| Total debt securities | $4,889,000 | 6,073 |
| 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 | $4,574,000 | 6,176 |
| U.S. Government securities | $2,194,000 | 6,089 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,194,000 | 5,982 |
| Securities issued by states & political subdivisions | $1,291,000 | 4,815 |
| Other domestic debt securities | $1,089,000 | 1,915 |
| 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 | $1,089,000 | 1,459 |
| 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 | $622,000 | 5,710 |
| Mortgage-backed securities | $2,194,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $2,165,000 | 4,249 |
| Issued or guaranteed by U.S. | $2,165,000 | 4,245 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $29,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,469 |
| 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) | $4,574,000 | 5,792 |
| Total debt securities | $4,574,000 | 6,148 |
| 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 | $4,422,000 | 6,251 |
| U.S. Government securities | $2,258,000 | 6,111 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,258,000 | 6,009 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,839 |
| Other domestic debt securities | $863,000 | 2,102 |
| 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 | $863,000 | 1,595 |
| 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 | $634,000 | 5,733 |
| Mortgage-backed securities | $2,258,000 | 4,682 |
| Certificates of participation in pools of residential mortgages | $2,227,000 | 4,244 |
| Issued or guaranteed by U.S. | $2,227,000 | 4,243 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $31,000 | 3,676 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,517 |
| 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) | $4,422,000 | 5,853 |
| Total debt securities | $4,422,000 | 6,223 |
| 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 | $4,518,000 | 6,328 |
| U.S. Government securities | $2,379,000 | 6,204 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,379,000 | 6,112 |
| Securities issued by states & political subdivisions | $1,296,000 | 4,857 |
| Other domestic debt securities | $843,000 | 2,167 |
| 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 | $843,000 | 1,655 |
| 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 | $637,000 | 5,813 |
| Mortgage-backed securities | $2,379,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $2,346,000 | 4,343 |
| Issued or guaranteed by U.S. | $2,346,000 | 4,342 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $33,000 | 3,750 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,583 |
| 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) | $4,518,000 | 5,922 |
| Total debt securities | $4,518,000 | 6,299 |
| 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 | $4,482,000 | 6,400 |
| U.S. Government securities | $2,445,000 | 6,293 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,445,000 | 6,201 |
| Securities issued by states & political subdivisions | $1,678,000 | 4,677 |
| Other domestic debt securities | $359,000 | 2,499 |
| 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 | $359,000 | 1,948 |
| 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 | $630,000 | 5,891 |
| Mortgage-backed securities | $2,445,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $2,409,000 | 4,362 |
| Issued or guaranteed by U.S. | $2,409,000 | 4,361 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $36,000 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,586 |
| 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) | $4,482,000 | 5,980 |
| Total debt securities | $4,482,000 | 6,370 |
| 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 | $4,171,000 | 6,488 |
| U.S. Government securities | $2,505,000 | 6,356 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,505,000 | 6,256 |
| Securities issued by states & political subdivisions | $1,666,000 | 4,644 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $619,000 | 5,937 |
| Mortgage-backed securities | $2,505,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $2,467,000 | 4,354 |
| Issued or guaranteed by U.S. | $2,467,000 | 4,351 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,606 |
| 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) | $4,171,000 | 6,066 |
| Total debt securities | $4,171,000 | 6,458 |
| 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 | $4,239,000 | 6,513 |
| U.S. Government securities | $2,573,000 | 6,367 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,573,000 | 6,275 |
| Securities issued by states & political subdivisions | $1,666,000 | 4,634 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $2,573,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $2,532,000 | 4,280 |
| Issued or guaranteed by U.S. | $2,532,000 | 4,272 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $41,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,471 |
| 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) | $4,239,000 | 6,059 |
| Total debt securities | $4,239,000 | 6,481 |
| 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 | $3,255,000 | 6,707 |
| U.S. Government securities | $1,600,000 | 6,630 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,600,000 | 6,526 |
| Securities issued by states & political subdivisions | $1,655,000 | 4,594 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $610,000 | 5,669 |
| Mortgage-backed securities | $1,600,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $1,555,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,555,000 | 4,557 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $45,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,450 |
| 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) | $3,255,000 | 6,247 |
| Total debt securities | $3,255,000 | 6,674 |
| 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 | $2,539,000 | 6,902 |
| U.S. Government securities | $910,000 | 6,915 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $910,000 | 6,810 |
| Securities issued by states & political subdivisions | $1,629,000 | 4,579 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,000 | 5,727 |
| Mortgage-backed securities | $910,000 | 5,244 |
| Certificates of participation in pools of residential mortgages | $862,000 | 4,897 |
| Issued or guaranteed by U.S. | $862,000 | 4,889 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $48,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,437 |
| 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) | $2,539,000 | 6,428 |
| Total debt securities | $2,539,000 | 6,868 |
| 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 | $2,764,000 | 6,918 |
| U.S. Government securities | $948,000 | 6,952 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $948,000 | 6,836 |
| Securities issued by states & political subdivisions | $1,593,000 | 4,584 |
| Other domestic debt securities | $223,000 | 2,602 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $223,000 | 199 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $948,000 | 5,199 |
| Certificates of participation in pools of residential mortgages | $896,000 | 4,843 |
| Issued or guaranteed by U.S. | $896,000 | 4,837 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $52,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,391 |
| 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) | $2,764,000 | 6,439 |
| Total debt securities | $2,764,000 | 6,879 |
| 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 | $3,760,000 | 6,753 |
| U.S. Government securities | $1,005,000 | 6,936 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,005,000 | 6,812 |
| Securities issued by states & political subdivisions | $1,548,000 | 4,612 |
| Other domestic debt securities | $1,207,000 | 1,986 |
| 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 | $1,207,000 | 1,279 |
| 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 | $554,000 | 5,838 |
| Mortgage-backed securities | $1,005,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $949,000 | 4,734 |
| Issued or guaranteed by U.S. | $949,000 | 4,726 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $56,000 | 3,681 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,364 |
| 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) | $3,760,000 | 6,256 |
| Total debt securities | $3,760,000 | 6,722 |
| 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 | $3,662,000 | 6,812 |
| U.S. Government securities | $1,051,000 | 6,961 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,051,000 | 6,848 |
| Securities issued by states & political subdivisions | $1,373,000 | 4,633 |
| Other domestic debt securities | $1,238,000 | 2,023 |
| 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 | $1,238,000 | 1,260 |
| 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 | $2,424,000 | 5,114 |
| Mortgage-backed securities | $1,051,000 | 5,175 |
| Certificates of participation in pools of residential mortgages | $989,000 | 4,718 |
| Issued or guaranteed by U.S. | $989,000 | 4,710 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $62,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,346 |
| 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) | $3,662,000 | 6,307 |
| Total debt securities | $3,662,000 | 6,779 |
| 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 | $3,688,000 | 6,896 |
| U.S. Government securities | $1,111,000 | 7,073 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,111,000 | 6,963 |
| Securities issued by states & political subdivisions | $1,375,000 | 4,605 |
| Other domestic debt securities | $1,202,000 | 2,034 |
| 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 | $1,202,000 | 1,236 |
| 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 | $1,183,000 | 5,676 |
| Mortgage-backed securities | $1,111,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,044,000 | 4,714 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $67,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,263 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,688,000 | 6,374 |
| Total debt securities | $3,688,000 | 6,860 |
| 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 | $6,909,000 | 6,368 |
| U.S. Government securities | $4,360,000 | 6,293 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,360,000 | 6,178 |
| Securities issued by states & political subdivisions | $1,376,000 | 4,611 |
| Other domestic debt securities | $1,173,000 | 2,105 |
| 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 | $1,173,000 | 1,269 |
| 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 | $5,736,000 | 4,183 |
| Mortgage-backed securities | $4,360,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $4,288,000 | 3,638 |
| Issued or guaranteed by U.S. | $4,288,000 | 3,632 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $72,000 | 3,578 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,240 |
| 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) | $6,909,000 | 5,854 |
| Total debt securities | $6,909,000 | 6,328 |
| 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 | $7,614,000 | 6,221 |
| U.S. Government securities | $5,168,000 | 6,043 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,168,000 | 5,944 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,640 |
| Other domestic debt securities | $1,068,000 | 2,221 |
| 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 | $1,068,000 | 1,337 |
| 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 | $6,546,000 | 3,997 |
| Mortgage-backed securities | $4,666,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $4,585,000 | 3,652 |
| Issued or guaranteed by U.S. | $4,585,000 | 3,644 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $81,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,227 |
| 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) | $7,614,000 | 5,728 |
| Total debt securities | $7,614,000 | 6,179 |
| 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 | $7,928,000 | 6,199 |
| U.S. Government securities | $5,473,000 | 6,027 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,473,000 | 5,933 |
| Securities issued by states & political subdivisions | $1,394,000 | 4,682 |
| Other domestic debt securities | $1,061,000 | 2,347 |
| 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 | $1,061,000 | 1,425 |
| 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 | $6,259,000 | 4,053 |
| Mortgage-backed securities | $4,964,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $4,879,000 | 3,683 |
| Issued or guaranteed by U.S. | $4,879,000 | 3,673 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $85,000 | 3,575 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,219 |
| 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) | $7,928,000 | 5,697 |
| Total debt securities | $7,928,000 | 6,160 |
| 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 | $8,783,000 | 6,052 |
| U.S. Government securities | $6,418,000 | 5,812 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,418,000 | 5,726 |
| Securities issued by states & political subdivisions | $1,339,000 | 4,702 |
| Other domestic debt securities | $1,026,000 | 2,414 |
| 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 | $1,026,000 | 1,494 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,628,000 | 3,982 |
| Mortgage-backed securities | $5,398,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $5,307,000 | 3,604 |
| Issued or guaranteed by U.S. | $5,307,000 | 3,592 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $91,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,200 |
| 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) | $8,783,000 | 5,547 |
| Total debt securities | $8,783,000 | 5,999 |
| 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 | $10,572,000 | 5,785 |
| U.S. Government securities | $8,140,000 | 5,475 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,140,000 | 5,398 |
| Securities issued by states & political subdivisions | $1,341,000 | 4,622 |
| Other domestic debt securities | $1,091,000 | 2,277 |
| 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 | $1,091,000 | 1,478 |
| 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 | $7,186,000 | 3,919 |
| Mortgage-backed securities | $5,905,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $5,808,000 | 3,555 |
| Issued or guaranteed by U.S. | $5,808,000 | 3,545 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $97,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,202 |
| 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) | $10,572,000 | 5,280 |
| Total debt securities | $10,572,000 | 5,737 |
| 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 | $12,449,000 | 5,510 |
| U.S. Government securities | $9,843,000 | 5,181 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,843,000 | 5,097 |
| Securities issued by states & political subdivisions | $980,000 | 4,835 |
| Other domestic debt securities | $1,626,000 | 1,977 |
| 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 | $1,626,000 | 1,242 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,003,000 | 3,799 |
| Mortgage-backed securities | $6,179,000 | 4,036 |
| Certificates of participation in pools of residential mortgages | $6,079,000 | 3,466 |
| Issued or guaranteed by U.S. | $6,079,000 | 3,454 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $100,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,188 |
| 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) | $12,449,000 | 4,998 |
| Total debt securities | $12,449,000 | 5,465 |
| 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 | $12,516,000 | 5,441 |
| U.S. Government securities | $9,947,000 | 5,107 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,947,000 | 5,024 |
| Securities issued by states & political subdivisions | $1,027,000 | 4,788 |
| Other domestic debt securities | $1,542,000 | 1,962 |
| 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 | $1,542,000 | 1,243 |
| 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 | $7,598,000 | 3,882 |
| Mortgage-backed securities | $6,328,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $6,225,000 | 3,338 |
| Issued or guaranteed by U.S. | $6,225,000 | 3,326 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $103,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,097 |
| 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) | $12,516,000 | 4,924 |
| Total debt securities | $12,516,000 | 5,402 |
| 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 | $12,405,000 | 5,514 |
| U.S. Government securities | $10,195,000 | 5,082 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,195,000 | 4,995 |
| Securities issued by states & political subdivisions | $1,040,000 | 4,810 |
| Other domestic debt securities | $1,170,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,170,000 | 182 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,235,000 | 5,973 |
| Mortgage-backed securities | $6,553,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $6,444,000 | 3,275 |
| Issued or guaranteed by U.S. | $6,444,000 | 3,257 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $109,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,114 |
| 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) | $12,405,000 | 5,022 |
| Total debt securities | $12,405,000 | 5,457 |
| 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 | $13,731,000 | 5,298 |
| U.S. Government securities | $11,494,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,494,000 | 4,762 |
| Securities issued by states & political subdivisions | $1,044,000 | 4,834 |
| Other domestic debt securities | $1,193,000 | 2,066 |
| 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 | $1,193,000 | 1,406 |
| 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 | $12,538,000 | 2,973 |
| Mortgage-backed securities | $7,287,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $7,169,000 | 3,013 |
| Issued or guaranteed by U.S. | $7,169,000 | 3,001 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $118,000 | 3,431 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,091 |
| 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) | $13,731,000 | 4,799 |
| Total debt securities | $13,731,000 | 5,236 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $13,802,000 | 5,360 |
| U.S. Government securities | $13,030,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,030,000 | 4,573 |
| Securities issued by states & political subdivisions | $772,000 | 5,052 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,300,000 | 2,885 |
| Mortgage-backed securities | $7,634,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $7,512,000 | 2,669 |
| Issued or guaranteed by U.S. | $7,512,000 | 2,656 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $122,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,033 |
| 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) | $13,802,000 | 4,801 |
| Total debt securities | $13,802,000 | 5,304 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,399 |
| Fair value | $1,247,000 | 1,409 |
| 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 | $13,849,000 | 5,398 |
| U.S. Government securities | $13,085,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,085,000 | 4,656 |
| Securities issued by states & political subdivisions | $764,000 | 5,094 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,476,000 | 3,014 |
| Mortgage-backed securities | $7,248,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $7,120,000 | 2,578 |
| Issued or guaranteed by U.S. | $7,120,000 | 2,565 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $128,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,978 |
| 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) | $13,849,000 | 4,822 |
| Total debt securities | $13,849,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,442 |
| Fair value | $1,493,000 | 1,485 |
| 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 | $12,946,000 | 5,569 |
| U.S. Government securities | $12,545,000 | 4,874 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,545,000 | 4,766 |
| Securities issued by states & political subdivisions | $401,000 | 5,477 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,545,000 | 3,008 |
| Mortgage-backed securities | $6,850,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $6,713,000 | 2,608 |
| Issued or guaranteed by U.S. | $6,713,000 | 2,595 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $137,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 2,949 |
| 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) | $12,946,000 | 4,965 |
| Total debt securities | $12,946,000 | 5,522 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $489,000 | 2,426 |
| 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 | $12,038,000 | 5,731 |
| U.S. Government securities | $11,635,000 | 5,074 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,635,000 | 4,952 |
| Securities issued by states & political subdivisions | $403,000 | 5,525 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,111,000 | 3,230 |
| Mortgage-backed securities | $5,920,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $5,772,000 | 2,800 |
| Issued or guaranteed by U.S. | $5,772,000 | 2,787 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $148,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 2,935 |
| 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) | $12,038,000 | 5,127 |
| Total debt securities | $12,038,000 | 5,677 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,747 |
| Fair value | $1,236,000 | 1,763 |
| 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 | $12,497,000 | 5,690 |
| U.S. Government securities | $12,497,000 | 4,959 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,497,000 | 4,832 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,025,000 | 3,404 |
| Mortgage-backed securities | $6,256,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $6,097,000 | 2,741 |
| Issued or guaranteed by U.S. | $6,097,000 | 2,725 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $159,000 | 3,217 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 2,931 |
| 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) | $12,497,000 | 5,083 |
| Total debt securities | $12,497,000 | 5,646 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,847 |
| Fair value | $1,232,000 | 1,863 |
| 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 | $10,242,000 | 6,153 |
| U.S. Government securities | $10,242,000 | 5,467 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,242,000 | 5,340 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,973,000 | 4,318 |
| Mortgage-backed securities | $3,516,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $3,347,000 | 3,563 |
| Issued or guaranteed by U.S. | $3,347,000 | 3,544 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $169,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 2,892 |
| 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) | $10,242,000 | 5,484 |
| Total debt securities | $10,242,000 | 6,094 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,947 |
| Fair value | $1,228,000 | 1,970 |
| 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 | $6,068,000 | 7,109 |
| U.S. Government securities | $6,068,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,068,000 | 6,421 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,068,000 | 4,293 |
| Mortgage-backed securities | $1,880,000 | 4,788 |
| Certificates of participation in pools of residential mortgages | $1,699,000 | 4,364 |
| Issued or guaranteed by U.S. | $1,699,000 | 4,347 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $181,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 2,866 |
| 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) | $6,068,000 | 6,370 |
| Total debt securities | $6,068,000 | 7,056 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,007 |
| Fair value | $1,210,000 | 2,029 |
| 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 | $7,269,000 | 6,903 |
| U.S. Government securities | $7,269,000 | 6,263 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,269,000 | 6,120 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,269,000 | 3,971 |
| Mortgage-backed securities | $2,075,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $1,877,000 | 4,293 |
| Issued or guaranteed by U.S. | $1,877,000 | 4,278 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $198,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 2,855 |
| 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) | $7,269,000 | 6,162 |
| Total debt securities | $7,269,000 | 6,854 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,008 |
| Fair value | $1,222,000 | 2,025 |
| 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 | $7,967,000 | 6,768 |
| U.S. Government securities | $7,967,000 | 6,072 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,967,000 | 5,929 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,967,000 | 3,791 |
| Mortgage-backed securities | $2,264,000 | 4,650 |
| Certificates of participation in pools of residential mortgages | $2,048,000 | 4,209 |
| Issued or guaranteed by U.S. | $2,048,000 | 4,193 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $216,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 2,860 |
| 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) | $7,967,000 | 6,044 |
| Total debt securities | $7,967,000 | 6,713 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,997 |
| Fair value | $1,225,000 | 2,015 |
| 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 | $9,753,000 | 6,386 |
| U.S. Government securities | $9,250,000 | 5,738 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,250,000 | 5,595 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $503,000 | 2,546 |
| 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 | $503,000 | 2,071 |
| 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 | $9,753,000 | 3,415 |
| Mortgage-backed securities | $2,534,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $2,293,000 | 4,130 |
| Issued or guaranteed by U.S. | $2,293,000 | 4,117 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $241,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,839 |
| 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) | $9,753,000 | 5,653 |
| Total debt securities | $9,753,000 | 6,322 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,953 |
| Fair value | $1,236,000 | 1,964 |
| 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 | $11,497,000 | 6,066 |
| U.S. Government securities | $10,990,000 | 5,380 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,990,000 | 5,232 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $507,000 | 2,611 |
| 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 | $507,000 | 2,135 |
| 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 | $11,497,000 | 3,107 |
| Mortgage-backed securities | $2,905,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $2,632,000 | 4,036 |
| Issued or guaranteed by U.S. | $2,632,000 | 4,022 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $273,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,844 |
| 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) | $11,497,000 | 5,336 |
| Total debt securities | $11,497,000 | 5,996 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,941 |
| Fair value | $1,242,000 | 1,956 |
| 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 | $12,329,000 | 5,979 |
| U.S. Government securities | $11,818,000 | 5,256 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,818,000 | 5,102 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $511,000 | 2,657 |
| 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 | $511,000 | 2,207 |
| 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 | $5,049,000 | 4,592 |
| Mortgage-backed securities | $3,276,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $2,963,000 | 3,980 |
| Issued or guaranteed by U.S. | $2,963,000 | 3,970 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $313,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 2,871 |
| 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) | $12,329,000 | 5,241 |
| Total debt securities | $12,329,000 | 5,912 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,919 |
| Fair value | $1,224,000 | 1,940 |
| 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 | $12,169,000 | 6,038 |
| U.S. Government securities | $11,652,000 | 5,316 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,652,000 | 5,155 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $517,000 | 2,696 |
| 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 | $517,000 | 2,271 |
| 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 | $5,186,000 | 4,538 |
| Mortgage-backed securities | $3,048,000 | 4,596 |
| Certificates of participation in pools of residential mortgages | $2,682,000 | 4,147 |
| Issued or guaranteed by U.S. | $2,682,000 | 4,135 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $366,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 2,863 |
| 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) | $12,169,000 | 5,284 |
| Total debt securities | $12,169,000 | 5,963 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,873 |
| Fair value | $1,241,000 | 1,892 |
| 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 | $12,929,000 | 5,890 |
| U.S. Government securities | $11,898,000 | 5,275 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,898,000 | 5,118 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,031,000 | 2,294 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,031,000 | 1,923 |
| 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 | $5,960,000 | 4,286 |
| Mortgage-backed securities | $3,246,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $2,816,000 | 4,104 |
| Issued or guaranteed by U.S. | $2,816,000 | 4,093 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $430,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,831 |
| 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) | $12,929,000 | 5,165 |
| Total debt securities | $12,929,000 | 5,821 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,870 |
| Fair value | $1,243,000 | 1,892 |
| 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 | $13,267,000 | 5,896 |
| U.S. Government securities | $12,221,000 | 5,247 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,221,000 | 5,095 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,046,000 | 2,361 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,046,000 | 1,990 |
| 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 | $6,276,000 | 4,177 |
| Mortgage-backed securities | $3,648,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $3,131,000 | 4,016 |
| Issued or guaranteed by U.S. | $3,131,000 | 4,008 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $517,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 2,788 |
| 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) | $13,267,000 | 5,171 |
| Total debt securities | $13,267,000 | 5,824 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,851 |
| Fair value | $1,217,000 | 1,872 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $14,600,000 | 5,643 |
| U.S. Government securities | $13,527,000 | 4,926 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,527,000 | 4,787 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,073,000 | 2,439 |
| 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 | $1,073,000 | 2,060 |
| 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 | $6,782,000 | 3,976 |
| Mortgage-backed securities | $4,271,000 | 4,297 |
| Certificates of participation in pools of residential mortgages | $3,628,000 | 3,885 |
| Issued or guaranteed by U.S. | $3,628,000 | 3,877 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $643,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,755 |
| 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) | $14,600,000 | 4,953 |
| Total debt securities | $14,600,000 | 5,560 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,451 |
| Fair value | $1,747,000 | 1,456 |
| 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 | $13,870,000 | 5,814 |
| U.S. Government securities | $12,789,000 | 5,132 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,789,000 | 4,982 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,081,000 | 2,482 |
| 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 | $1,081,000 | 2,174 |
| 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 | $6,096,000 | 4,097 |
| Mortgage-backed securities | $4,345,000 | 4,251 |
| Certificates of participation in pools of residential mortgages | $3,591,000 | 3,882 |
| Issued or guaranteed by U.S. | $3,591,000 | 3,871 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $754,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 2,821 |
| 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) | $13,870,000 | 5,085 |
| Total debt securities | $13,870,000 | 5,722 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,085 |
| Fair value | $2,483,000 | 1,087 |
| 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 | $13,042,000 | 5,910 |
| U.S. Government securities | $11,946,000 | 5,170 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,946,000 | 5,014 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,096,000 | 2,576 |
| 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 | $1,096,000 | 2,268 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,693,000 | 3,868 |
| Mortgage-backed securities | $5,044,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $4,107,000 | 3,708 |
| Issued or guaranteed by U.S. | $4,107,000 | 3,696 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $937,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $937,000 | 2,739 |
| 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) | $13,042,000 | 5,178 |
| Total debt securities | $13,042,000 | 5,821 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 917 |
| Fair value | $2,482,000 | 916 |
| 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 | $10,177,000 | 6,456 |
| U.S. Government securities | $9,061,000 | 5,790 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,061,000 | 5,605 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,116,000 | 2,639 |
| 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 | $1,116,000 | 2,319 |
| 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 | $6,243,000 | 3,951 |
| Mortgage-backed securities | $5,636,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $5,066,000 | 3,419 |
| Issued or guaranteed by U.S. | $5,066,000 | 3,408 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $570,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 3,186 |
| 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) | $10,177,000 | 5,697 |
| Total debt securities | $10,177,000 | 6,358 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 817 |
| Fair value | $2,003,000 | 896 |
| 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 | $9,101,000 | 6,706 |
| U.S. Government securities | $7,985,000 | 6,149 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,985,000 | 5,968 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,116,000 | 2,672 |
| 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 | $1,116,000 | 2,336 |
| 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 | $8,955,000 | 3,302 |
| Mortgage-backed securities | $6,481,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $4,769,000 | 3,494 |
| Issued or guaranteed by U.S. | $4,769,000 | 3,481 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,712,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $1,712,000 | 2,610 |
| 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) | $9,101,000 | 5,924 |
| Total debt securities | $9,101,000 | 6,606 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,001,000 | 1,051 |
| 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 | $10,825,000 | 6,334 |
| U.S. Government securities | $9,698,000 | 5,663 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,698,000 | 5,472 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,127,000 | 2,693 |
| 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 | $1,127,000 | 2,353 |
| 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 | $8,892,000 | 3,293 |
| Mortgage-backed securities | $7,441,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $5,521,000 | 3,208 |
| Issued or guaranteed by U.S. | $5,521,000 | 3,194 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,920,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,920,000 | 2,535 |
| 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) | $10,825,000 | 5,547 |
| Total debt securities | $10,825,000 | 6,234 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 693 |
| Fair value | $1,249,000 | 697 |
| 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 | $13,827,000 | 5,615 |
| U.S. Government securities | $13,300,000 | 4,692 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,300,000 | 4,492 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $527,000 | 3,310 |
| 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 | $527,000 | 2,854 |
| 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 | $11,300,000 | 2,753 |
| Mortgage-backed securities | $9,261,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $6,835,000 | 2,662 |
| Issued or guaranteed by U.S. | $6,835,000 | 2,647 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,426,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $2,426,000 | 2,396 |
| 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) | $13,827,000 | 4,795 |
| Total debt securities | $13,827,000 | 5,524 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $497,000 | 609 |
| 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 | $16,804,000 | 5,210 |
| U.S. Government securities | $16,233,000 | 4,267 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,233,000 | 3,979 |
| 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 | $571,000 | 3,558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,000 | 7,217 |
| Mortgage-backed securities | $5,776,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $3,992,000 | 2,974 |
| Issued or guaranteed by U.S. | $3,992,000 | 2,957 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,784,000 | 2,387 |
| CMOs issued by government agencies or sponsored agencies | $1,784,000 | 2,248 |
| 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) | $16,804,000 | 4,279 |
| Total debt securities | $16,233,000 | 5,193 |
| 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 | $20,309,000 | 4,809 |
| U.S. Government securities | $19,931,000 | 3,860 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,931,000 | 3,493 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $378,000 | 4,327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,917,000 | 6,429 |
| Mortgage-backed securities | $9,691,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $7,519,000 | 2,212 |
| Issued or guaranteed by U.S. | $7,519,000 | 2,202 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,172,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $2,172,000 | 2,228 |
| 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) | $20,309,000 | 3,856 |
| Total debt securities | $19,931,000 | 4,741 |
| 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 | $8,516,000 | 7,545 |
| U.S. Government securities | $8,249,000 | 6,660 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,249,000 | 5,828 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $267,000 | 4,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $371,000 | 7,942 |
| Mortgage-backed securities | $6,250,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $4,248,000 | 3,246 |
| Issued or guaranteed by U.S. | $4,248,000 | 3,230 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,002,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $2,002,000 | 2,505 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $8,516,000 | 6,195 |
| Total debt securities | $8,249,000 | 7,482 |
| 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 |