Home > First State Bank of St. Robert > Securities
First State Bank of St. Robert, Securities
| 2015-03-31 | Rank | |
| Total securities | $19,963,000 | 4,227 |
| U.S. Government securities | $8,385,000 | 4,618 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,385,000 | 4,500 |
| Securities issued by states & political subdivisions | $11,578,000 | 2,623 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| 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 | $16,567,000 | 2,510 |
| Mortgage-backed securities | $23,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $21,000 | 4,958 |
| Issued or guaranteed by U.S. | $21,000 | 4,951 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,295 |
| 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) | $19,963,000 | 3,871 |
| Total debt securities | $19,963,000 | 4,201 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 439 |
| Fair value | $6,975,000 | 444 |
| 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 | $21,790,000 | 4,149 |
| U.S. Government securities | $8,821,000 | 4,592 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,821,000 | 4,476 |
| Securities issued by states & political subdivisions | $12,969,000 | 2,493 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| 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 | $15,524,000 | 2,613 |
| Mortgage-backed securities | $25,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $23,000 | 5,026 |
| Issued or guaranteed by U.S. | $23,000 | 5,019 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,334 |
| 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) | $21,790,000 | 3,804 |
| Total debt securities | $21,791,000 | 4,124 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 469 |
| Fair value | $7,417,000 | 472 |
| 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 | $25,196,000 | 3,961 |
| U.S. Government securities | $12,173,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,173,000 | 4,157 |
| Securities issued by states & political subdivisions | $13,023,000 | 2,488 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| 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 | $15,901,000 | 2,576 |
| Mortgage-backed securities | $26,000 | 5,286 |
| Certificates of participation in pools of residential mortgages | $24,000 | 5,108 |
| Issued or guaranteed by U.S. | $24,000 | 5,103 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,392 |
| 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) | $25,196,000 | 3,618 |
| Total debt securities | $25,196,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $10,900,000 | 363 |
| Fair value | $10,773,000 | 360 |
| 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 | $27,132,000 | 3,859 |
| U.S. Government securities | $13,504,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,504,000 | 4,057 |
| Securities issued by states & political subdivisions | $13,628,000 | 2,433 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| 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 | $15,863,000 | 2,568 |
| Mortgage-backed securities | $28,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,149 |
| Issued or guaranteed by U.S. | $26,000 | 5,145 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,433 |
| 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) | $27,132,000 | 3,523 |
| Total debt securities | $27,132,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 334 |
| Fair value | $12,335,000 | 333 |
| 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 | $27,196,000 | 3,887 |
| U.S. Government securities | $13,126,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,126,000 | 4,144 |
| Securities issued by states & political subdivisions | $14,070,000 | 2,395 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| 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 | $16,507,000 | 2,536 |
| Mortgage-backed securities | $30,000 | 5,384 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,200 |
| Issued or guaranteed by U.S. | $28,000 | 5,193 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,472 |
| 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) | $27,196,000 | 3,552 |
| Total debt securities | $27,196,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 358 |
| Fair value | $11,710,000 | 357 |
| 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 | $27,654,000 | 3,847 |
| U.S. Government securities | $13,262,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,262,000 | 4,121 |
| Securities issued by states & political subdivisions | $14,392,000 | 2,360 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| 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 | $15,598,000 | 2,624 |
| Mortgage-backed securities | $32,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,242 |
| Issued or guaranteed by U.S. | $30,000 | 5,234 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,000 | 3,625 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,481 |
| 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) | $27,654,000 | 3,525 |
| Total debt securities | $27,654,000 | 3,819 |
| Structured notes | ||
| Amortized cost | $12,250,000 | 344 |
| Fair value | $11,845,000 | 339 |
| 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 | $27,034,000 | 3,935 |
| U.S. Government securities | $13,233,000 | 4,251 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,233,000 | 4,150 |
| Securities issued by states & political subdivisions | $13,801,000 | 2,406 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| 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 | $15,751,000 | 2,574 |
| Mortgage-backed securities | $35,000 | 5,470 |
| Certificates of participation in pools of residential mortgages | $33,000 | 5,288 |
| Issued or guaranteed by U.S. | $33,000 | 5,280 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,516 |
| 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) | $27,034,000 | 3,608 |
| Total debt securities | $27,033,000 | 3,908 |
| Structured notes | ||
| Amortized cost | $12,250,000 | 329 |
| Fair value | $11,818,000 | 331 |
| 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 | $26,233,000 | 3,975 |
| U.S. Government securities | $12,691,000 | 4,316 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,691,000 | 4,216 |
| Securities issued by states & political subdivisions | $13,542,000 | 2,421 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| 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 | $15,577,000 | 2,576 |
| Mortgage-backed securities | $38,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,290 |
| Issued or guaranteed by U.S. | $36,000 | 5,281 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,000 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,535 |
| 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) | $26,233,000 | 3,661 |
| Total debt securities | $26,232,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $11,750,000 | 332 |
| Fair value | $11,514,000 | 328 |
| 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 | $24,763,000 | 4,116 |
| U.S. Government securities | $10,650,000 | 4,627 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,650,000 | 4,529 |
| Securities issued by states & political subdivisions | $14,113,000 | 2,357 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| 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 | $15,786,000 | 2,579 |
| Mortgage-backed securities | $41,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,336 |
| Issued or guaranteed by U.S. | $39,000 | 5,329 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,568 |
| 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) | $24,763,000 | 3,803 |
| Total debt securities | $24,763,000 | 4,088 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 418 |
| Fair value | $9,454,000 | 423 |
| 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 | $23,432,000 | 4,170 |
| U.S. Government securities | $7,640,000 | 5,070 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,640,000 | 4,969 |
| Securities issued by states & political subdivisions | $15,792,000 | 2,153 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| 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 | $15,141,000 | 2,640 |
| Mortgage-backed securities | $44,000 | 5,582 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,361 |
| Issued or guaranteed by U.S. | $42,000 | 5,355 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,000 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,615 |
| 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) | $23,432,000 | 3,848 |
| Total debt securities | $23,432,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $6,700,000 | 598 |
| Fair value | $6,684,000 | 599 |
| 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 | $22,016,000 | 4,344 |
| U.S. Government securities | $6,616,000 | 5,386 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,616,000 | 5,277 |
| Securities issued by states & political subdivisions | $15,400,000 | 2,156 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| 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 | $15,811,000 | 2,589 |
| Mortgage-backed securities | $47,000 | 5,672 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,453 |
| Issued or guaranteed by U.S. | $45,000 | 5,443 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,000 | 3,858 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,685 |
| 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) | $22,016,000 | 3,989 |
| Total debt securities | $22,015,000 | 4,310 |
| Structured notes | ||
| Amortized cost | $5,800,000 | 696 |
| Fair value | $5,802,000 | 694 |
| 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 | $21,879,000 | 4,419 |
| U.S. Government securities | $7,879,000 | 5,231 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,879,000 | 5,130 |
| Securities issued by states & political subdivisions | $14,000,000 | 2,258 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| 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 | $16,275,000 | 2,573 |
| Mortgage-backed securities | $52,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,489 |
| Issued or guaranteed by U.S. | $50,000 | 5,479 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,000 | 3,869 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,692 |
| 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) | $21,879,000 | 4,068 |
| Total debt securities | $21,877,000 | 4,386 |
| Structured notes | ||
| Amortized cost | $6,550,000 | 717 |
| Fair value | $6,555,000 | 722 |
| 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 | $21,547,000 | 4,468 |
| U.S. Government securities | $8,865,000 | 5,180 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,865,000 | 5,078 |
| Securities issued by states & political subdivisions | $12,682,000 | 2,335 |
| 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 | $16,014,000 | 2,579 |
| Mortgage-backed securities | $56,000 | 5,738 |
| Certificates of participation in pools of residential mortgages | $54,000 | 5,513 |
| Issued or guaranteed by U.S. | $54,000 | 5,504 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,000 | 3,890 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,709 |
| 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) | $21,547,000 | 4,119 |
| Total debt securities | $21,546,000 | 4,440 |
| Structured notes | ||
| Amortized cost | $7,050,000 | 799 |
| Fair value | $7,036,000 | 799 |
| 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 | $21,214,000 | 4,437 |
| U.S. Government securities | $8,405,000 | 5,218 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,405,000 | 5,122 |
| Securities issued by states & political subdivisions | $12,809,000 | 2,282 |
| 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 | $15,482,000 | 2,537 |
| Mortgage-backed securities | $61,000 | 5,746 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,500 |
| Issued or guaranteed by U.S. | $59,000 | 5,486 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,000 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,565 |
| 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) | $21,214,000 | 4,073 |
| Total debt securities | $21,214,000 | 4,409 |
| Structured notes | ||
| Amortized cost | $7,051,000 | 750 |
| Fair value | $7,058,000 | 748 |
| 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 | $21,702,000 | 4,341 |
| U.S. Government securities | $9,035,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,035,000 | 4,980 |
| Securities issued by states & political subdivisions | $12,667,000 | 2,225 |
| 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 | $15,742,000 | 2,486 |
| Mortgage-backed securities | $68,000 | 5,762 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,500 |
| Issued or guaranteed by U.S. | $66,000 | 5,485 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,000 | 3,835 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,555 |
| 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) | $21,702,000 | 3,986 |
| Total debt securities | $21,701,000 | 4,302 |
| Structured notes | ||
| Amortized cost | $7,650,000 | 735 |
| Fair value | $7,672,000 | 736 |
| 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 | $22,055,000 | 4,351 |
| U.S. Government securities | $9,998,000 | 5,033 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,998,000 | 4,919 |
| Securities issued by states & political subdivisions | $12,057,000 | 2,239 |
| 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 | $16,168,000 | 2,488 |
| Mortgage-backed securities | $74,000 | 5,777 |
| Certificates of participation in pools of residential mortgages | $72,000 | 5,507 |
| Issued or guaranteed by U.S. | $72,000 | 5,497 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,000 | 3,840 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,545 |
| 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) | $22,055,000 | 3,995 |
| Total debt securities | $22,054,000 | 4,319 |
| Structured notes | ||
| Amortized cost | $8,601,000 | 784 |
| Fair value | $8,627,000 | 782 |
| 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 | $19,726,000 | 4,574 |
| U.S. Government securities | $9,217,000 | 5,160 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,217,000 | 5,045 |
| Securities issued by states & political subdivisions | $10,509,000 | 2,409 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $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 | $15,541,000 | 2,526 |
| Mortgage-backed securities | $80,000 | 5,776 |
| Certificates of participation in pools of residential mortgages | $78,000 | 5,495 |
| Issued or guaranteed by U.S. | $78,000 | 5,484 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,000 | 3,811 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,515 |
| 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) | $19,726,000 | 4,190 |
| Total debt securities | $19,725,000 | 4,537 |
| Structured notes | ||
| Amortized cost | $7,351,000 | 938 |
| Fair value | $7,338,000 | 934 |
| 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 | $19,994,000 | 4,399 |
| U.S. Government securities | $9,654,000 | 4,908 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,654,000 | 4,786 |
| Securities issued by states & political subdivisions | $10,340,000 | 2,411 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,198,000 | 2,730 |
| Mortgage-backed securities | $86,000 | 5,797 |
| Certificates of participation in pools of residential mortgages | $84,000 | 5,480 |
| Issued or guaranteed by U.S. | $84,000 | 5,469 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,000 | 3,823 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,504 |
| 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) | $19,994,000 | 4,045 |
| Total debt securities | $19,992,000 | 4,366 |
| Structured notes | ||
| Amortized cost | $6,602,000 | 914 |
| Fair value | $6,598,000 | 911 |
| 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 | $20,798,000 | 4,260 |
| U.S. Government securities | $10,510,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,510,000 | 4,609 |
| Securities issued by states & political subdivisions | $10,288,000 | 2,336 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,376,000 | 2,746 |
| Mortgage-backed securities | $98,000 | 5,837 |
| Certificates of participation in pools of residential mortgages | $96,000 | 5,487 |
| Issued or guaranteed by U.S. | $96,000 | 5,475 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,492 |
| 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) | $20,798,000 | 3,903 |
| Total debt securities | $20,798,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $7,103,000 | 839 |
| Fair value | $7,153,000 | 840 |
| 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 | $17,342,000 | 4,706 |
| U.S. Government securities | $8,293,000 | 5,268 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,293,000 | 5,156 |
| Securities issued by states & political subdivisions | $9,049,000 | 2,410 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,384,000 | 2,765 |
| Mortgage-backed securities | $105,000 | 5,861 |
| Certificates of participation in pools of residential mortgages | $103,000 | 5,529 |
| Issued or guaranteed by U.S. | $103,000 | 5,517 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,418 |
| 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) | $17,342,000 | 4,292 |
| Total debt securities | $17,342,000 | 4,668 |
| Structured notes | ||
| Amortized cost | $4,099,000 | 1,353 |
| Fair value | $4,121,000 | 1,353 |
| 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 | $17,415,000 | 4,735 |
| U.S. Government securities | $8,205,000 | 5,378 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,205,000 | 5,265 |
| Securities issued by states & political subdivisions | $9,210,000 | 2,359 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,736,000 | 2,922 |
| Mortgage-backed securities | $114,000 | 5,941 |
| Certificates of participation in pools of residential mortgages | $112,000 | 5,622 |
| Issued or guaranteed by U.S. | $112,000 | 5,610 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,000 | 3,750 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,403 |
| 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) | $17,415,000 | 4,311 |
| Total debt securities | $17,415,000 | 4,693 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,344 |
| Fair value | $3,250,000 | 1,344 |
| 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 | $18,148,000 | 4,614 |
| U.S. Government securities | $8,740,000 | 5,224 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,740,000 | 5,124 |
| Securities issued by states & political subdivisions | $9,408,000 | 2,326 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,161,000 | 3,310 |
| Mortgage-backed securities | $122,000 | 5,989 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,675 |
| Issued or guaranteed by U.S. | $120,000 | 5,660 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,399 |
| 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) | $18,148,000 | 4,196 |
| Total debt securities | $18,148,000 | 4,576 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,340 |
| Fair value | $2,492,000 | 1,360 |
| 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 | $16,176,000 | 4,909 |
| U.S. Government securities | $7,947,000 | 5,430 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,947,000 | 5,334 |
| Securities issued by states & political subdivisions | $8,229,000 | 2,556 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,919,000 | 3,547 |
| Mortgage-backed securities | $134,000 | 6,044 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,742 |
| Issued or guaranteed by U.S. | $132,000 | 5,724 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,000 | 3,767 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,394 |
| 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) | $16,176,000 | 4,478 |
| Total debt securities | $16,176,000 | 4,865 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,285 |
| Fair value | $1,650,000 | 1,288 |
| 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 | $14,281,000 | 5,152 |
| U.S. Government securities | $6,900,000 | 5,663 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,900,000 | 5,577 |
| Securities issued by states & political subdivisions | $6,881,000 | 2,759 |
| Other domestic debt securities | $500,000 | 2,808 |
| 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 | $500,000 | 1,846 |
| 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 | $6,291,000 | 4,054 |
| Mortgage-backed securities | $145,000 | 6,091 |
| Certificates of participation in pools of residential mortgages | $142,000 | 5,787 |
| Issued or guaranteed by U.S. | $142,000 | 5,768 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,000 | 3,757 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,375 |
| 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) | $14,281,000 | 4,706 |
| Total debt securities | $14,281,000 | 5,105 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $245,000 | 1,878 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $13,681,000 | 5,279 |
| U.S. Government securities | $6,652,000 | 5,858 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,652,000 | 5,779 |
| Securities issued by states & political subdivisions | $6,529,000 | 2,773 |
| Other domestic debt securities | $500,000 | 2,720 |
| 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 | $500,000 | 1,912 |
| 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 | $6,181,000 | 4,155 |
| Mortgage-backed securities | $156,000 | 6,128 |
| Certificates of participation in pools of residential mortgages | $153,000 | 5,830 |
| Issued or guaranteed by U.S. | $153,000 | 5,812 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,000 | 3,766 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,374 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $13,681,000 | 4,796 |
| Total debt securities | $13,681,000 | 5,236 |
| 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 | $13,503,000 | 5,330 |
| U.S. Government securities | $6,037,000 | 6,109 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,037,000 | 6,025 |
| Securities issued by states & political subdivisions | $6,966,000 | 2,635 |
| Other domestic debt securities | $500,000 | 2,669 |
| 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 | $500,000 | 1,872 |
| 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 | $6,319,000 | 4,158 |
| Mortgage-backed securities | $165,000 | 6,144 |
| Certificates of participation in pools of residential mortgages | $162,000 | 5,843 |
| Issued or guaranteed by U.S. | $162,000 | 5,822 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,376 |
| 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) | $13,503,000 | 4,816 |
| Total debt securities | $13,503,000 | 5,290 |
| 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 | $13,358,000 | 5,296 |
| U.S. Government securities | $5,925,000 | 6,111 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,925,000 | 6,022 |
| Securities issued by states & political subdivisions | $6,933,000 | 2,621 |
| Other domestic debt securities | $500,000 | 2,622 |
| 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 | $500,000 | 1,841 |
| 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 | $6,328,000 | 4,167 |
| Mortgage-backed securities | $177,000 | 6,128 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,824 |
| Issued or guaranteed by U.S. | $175,000 | 5,806 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,332 |
| 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) | $13,358,000 | 4,783 |
| Total debt securities | $13,358,000 | 5,256 |
| 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 | $13,497,000 | 5,322 |
| U.S. Government securities | $6,217,000 | 6,078 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,217,000 | 5,993 |
| Securities issued by states & political subdivisions | $6,592,000 | 2,709 |
| Other domestic debt securities | $688,000 | 2,485 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $688,000 | 1,765 |
| 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 | $6,541,000 | 4,109 |
| Mortgage-backed securities | $196,000 | 6,125 |
| Certificates of participation in pools of residential mortgages | $194,000 | 5,813 |
| Issued or guaranteed by U.S. | $194,000 | 5,788 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,369 |
| 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) | $13,497,000 | 4,835 |
| Total debt securities | $13,497,000 | 5,270 |
| 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 | $13,323,000 | 5,367 |
| U.S. Government securities | $6,396,000 | 6,040 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,396,000 | 5,948 |
| Securities issued by states & political subdivisions | $6,221,000 | 2,813 |
| Other domestic debt securities | $706,000 | 2,399 |
| 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 | $706,000 | 1,698 |
| 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 | $6,399,000 | 4,094 |
| Mortgage-backed securities | $216,000 | 6,096 |
| Certificates of participation in pools of residential mortgages | $213,000 | 5,784 |
| Issued or guaranteed by U.S. | $213,000 | 5,752 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,353 |
| 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) | $13,323,000 | 4,866 |
| Total debt securities | $13,323,000 | 5,305 |
| 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 | $13,341,000 | 5,438 |
| U.S. Government securities | $7,283,000 | 5,934 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,283,000 | 5,825 |
| Securities issued by states & political subdivisions | $5,353,000 | 3,016 |
| Other domestic debt securities | $705,000 | 2,231 |
| 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 | $705,000 | 1,580 |
| 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 | $5,557,000 | 4,357 |
| Mortgage-backed securities | $228,000 | 5,987 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,651 |
| Issued or guaranteed by U.S. | $226,000 | 5,630 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,325 |
| 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) | $13,341,000 | 4,880 |
| Total debt securities | $13,341,000 | 5,384 |
| Structured notes | ||
| Amortized cost | $475,000 | 2,142 |
| Fair value | $480,000 | 2,137 |
| 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 | $13,728,000 | 5,417 |
| U.S. Government securities | $8,242,000 | 5,780 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,242,000 | 5,672 |
| Securities issued by states & political subdivisions | $4,747,000 | 3,168 |
| Other domestic debt securities | $739,000 | 2,152 |
| 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 | $739,000 | 1,531 |
| 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 | $7,211,000 | 3,962 |
| Mortgage-backed securities | $247,000 | 5,921 |
| Certificates of participation in pools of residential mortgages | $244,000 | 5,564 |
| Issued or guaranteed by U.S. | $244,000 | 5,542 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,276 |
| 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) | $13,728,000 | 4,845 |
| Total debt securities | $13,728,000 | 5,370 |
| Structured notes | ||
| Amortized cost | $475,000 | 2,374 |
| Fair value | $478,000 | 2,371 |
| 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 | $12,889,000 | 5,578 |
| U.S. Government securities | $7,881,000 | 5,881 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,881,000 | 5,774 |
| Securities issued by states & political subdivisions | $4,257,000 | 3,315 |
| Other domestic debt securities | $751,000 | 2,084 |
| 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 | $751,000 | 1,487 |
| 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 | $7,220,000 | 3,948 |
| Mortgage-backed securities | $259,000 | 5,919 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,560 |
| Issued or guaranteed by U.S. | $257,000 | 5,540 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,286 |
| 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) | $12,889,000 | 4,975 |
| Total debt securities | $12,889,000 | 5,531 |
| Structured notes | ||
| Amortized cost | $196,000 | 2,675 |
| Fair value | $195,000 | 2,670 |
| 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 | $12,638,000 | 5,634 |
| U.S. Government securities | $7,956,000 | 5,907 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,956,000 | 5,789 |
| Securities issued by states & political subdivisions | $3,929,000 | 3,440 |
| Other domestic debt securities | $753,000 | 2,096 |
| 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 | $753,000 | 1,515 |
| 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 | $7,291,000 | 3,965 |
| Mortgage-backed securities | $278,000 | 5,902 |
| Certificates of participation in pools of residential mortgages | $276,000 | 5,540 |
| Issued or guaranteed by U.S. | $276,000 | 5,516 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,293 |
| 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) | $12,638,000 | 5,019 |
| Total debt securities | $12,638,000 | 5,588 |
| Structured notes | ||
| Amortized cost | $196,000 | 2,749 |
| Fair value | $196,000 | 2,745 |
| 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 | $11,971,000 | 5,791 |
| U.S. Government securities | $6,770,000 | 6,286 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,770,000 | 6,157 |
| Securities issued by states & political subdivisions | $4,201,000 | 3,361 |
| Other domestic debt securities | $1,000,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,374 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,661,000 | 4,118 |
| Mortgage-backed securities | $298,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,516 |
| Issued or guaranteed by U.S. | $296,000 | 5,495 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,299 |
| 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) | $11,971,000 | 5,173 |
| Total debt securities | $11,973,000 | 5,739 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $12,219,000 | 5,788 |
| U.S. Government securities | $7,016,000 | 6,256 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,016,000 | 6,133 |
| Securities issued by states & political subdivisions | $4,199,000 | 3,337 |
| Other domestic debt securities | $1,004,000 | 1,919 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 1,379 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,119,000 | 4,276 |
| Mortgage-backed securities | $319,000 | 5,890 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,511 |
| Issued or guaranteed by U.S. | $317,000 | 5,484 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,295 |
| 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) | $12,219,000 | 5,162 |
| Total debt securities | $12,219,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $249,000 | 2,901 |
| Fair value | $246,000 | 2,897 |
| 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 | $11,022,000 | 6,034 |
| U.S. Government securities | $5,820,000 | 6,638 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,820,000 | 6,497 |
| Securities issued by states & political subdivisions | $4,222,000 | 3,328 |
| Other domestic debt securities | $980,000 | 2,008 |
| 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 | $980,000 | 1,490 |
| 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 | $6,302,000 | 4,241 |
| Mortgage-backed securities | $348,000 | 5,880 |
| Certificates of participation in pools of residential mortgages | $346,000 | 5,507 |
| Issued or guaranteed by U.S. | $346,000 | 5,482 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,289 |
| 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) | $11,022,000 | 5,364 |
| Total debt securities | $11,022,000 | 5,975 |
| Structured notes | ||
| Amortized cost | $245,000 | 2,975 |
| Fair value | $244,000 | 2,952 |
| 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 | $10,275,000 | 6,215 |
| U.S. Government securities | $5,369,000 | 6,810 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,369,000 | 6,668 |
| Securities issued by states & political subdivisions | $3,901,000 | 3,448 |
| Other domestic debt securities | $1,005,000 | 1,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 1,465 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,103,000 | 4,279 |
| Mortgage-backed securities | $377,000 | 5,881 |
| Certificates of participation in pools of residential mortgages | $375,000 | 5,486 |
| Issued or guaranteed by U.S. | $375,000 | 5,463 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,287 |
| 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) | $10,275,000 | 5,514 |
| Total debt securities | $10,275,000 | 6,158 |
| Structured notes | ||
| Amortized cost | $245,000 | 2,969 |
| Fair value | $246,000 | 2,939 |
| 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 | $10,093,000 | 6,311 |
| U.S. Government securities | $5,395,000 | 6,838 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,395,000 | 6,690 |
| Securities issued by states & political subdivisions | $3,698,000 | 3,546 |
| Other domestic debt securities | $1,000,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,600 |
| 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 | $4,797,000 | 4,665 |
| Mortgage-backed securities | $402,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $400,000 | 5,494 |
| Issued or guaranteed by U.S. | $400,000 | 5,469 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,308 |
| 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) | $10,093,000 | 5,595 |
| Total debt securities | $10,093,000 | 6,253 |
| Structured notes | ||
| Amortized cost | $245,000 | 2,960 |
| Fair value | $245,000 | 2,941 |
| 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 | $9,424,000 | 6,457 |
| U.S. Government securities | $5,201,000 | 6,894 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,201,000 | 6,750 |
| Securities issued by states & political subdivisions | $3,223,000 | 3,726 |
| Other domestic debt securities | $1,000,000 | 2,131 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,672 |
| 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 | $4,229,000 | 4,861 |
| Mortgage-backed securities | $440,000 | 5,921 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,494 |
| Issued or guaranteed by U.S. | $438,000 | 5,472 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,316 |
| 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) | $9,424,000 | 5,728 |
| Total debt securities | $9,424,000 | 6,399 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $8,480,000 | 6,712 |
| U.S. Government securities | $4,451,000 | 7,174 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,451,000 | 7,023 |
| Securities issued by states & political subdivisions | $3,024,000 | 3,785 |
| Other domestic debt securities | $1,005,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 1,730 |
| 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 | $3,699,000 | 5,064 |
| Mortgage-backed securities | $479,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,512 |
| Issued or guaranteed by U.S. | $477,000 | 5,485 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,353 |
| 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) | $8,480,000 | 5,976 |
| Total debt securities | $8,480,000 | 6,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,088,000 | 7,093 |
| U.S. Government securities | $3,586,000 | 7,539 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,586,000 | 7,369 |
| Securities issued by states & political subdivisions | $2,496,000 | 4,064 |
| Other domestic debt securities | $1,006,000 | 2,234 |
| 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 | $1,006,000 | 1,816 |
| 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 | $3,082,000 | 5,352 |
| Mortgage-backed securities | $516,000 | 5,971 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,536 |
| Issued or guaranteed by U.S. | $514,000 | 5,516 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,404 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,088,000 | 6,310 |
| Total debt securities | $7,088,000 | 7,037 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,913 |
| Fair value | $100,000 | 2,915 |
| 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 | $6,513,000 | 7,252 |
| U.S. Government securities | $2,649,000 | 7,864 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,649,000 | 7,711 |
| Securities issued by states & political subdivisions | $2,511,000 | 4,055 |
| Other domestic debt securities | $1,353,000 | 2,080 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $91,000 | 312 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,262,000 | 1,730 |
| 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 | $1,648,000 | 6,084 |
| Mortgage-backed securities | $565,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $563,000 | 5,524 |
| Issued or guaranteed by U.S. | $563,000 | 5,505 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,440 |
| 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) | $6,513,000 | 6,457 |
| Total debt securities | $6,513,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,099,000 | 7,419 |
| U.S. Government securities | $2,207,000 | 8,043 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,207,000 | 7,891 |
| Securities issued by states & political subdivisions | $2,524,000 | 4,043 |
| Other domestic debt securities | $1,368,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $109,000 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,259,000 | 1,782 |
| 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 | $1,956,000 | 5,957 |
| Mortgage-backed securities | $613,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $611,000 | 5,496 |
| Issued or guaranteed by U.S. | $611,000 | 5,479 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,458 |
| 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) | $6,099,000 | 6,599 |
| Total debt securities | $6,099,000 | 7,342 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,344,000 | 6,929 |
| U.S. Government securities | $3,982,000 | 7,527 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,982,000 | 7,367 |
| Securities issued by states & political subdivisions | $2,418,000 | 4,108 |
| Other domestic debt securities | $1,944,000 | 1,921 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $121,000 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,823,000 | 1,623 |
| 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 | $3,982,000 | 4,979 |
| Mortgage-backed securities | $671,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $668,000 | 5,509 |
| Issued or guaranteed by U.S. | $668,000 | 5,492 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,885 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,530 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,344,000 | 6,181 |
| Total debt securities | $8,344,000 | 6,862 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $1,966,000 | 1,532 |
| 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 | $8,012,000 | 6,993 |
| U.S. Government securities | $4,130,000 | 7,446 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,130,000 | 7,290 |
| Securities issued by states & political subdivisions | $1,889,000 | 4,431 |
| Other domestic debt securities | $1,993,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $137,000 | 344 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,856,000 | 1,711 |
| 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 | $4,129,000 | 4,863 |
| Mortgage-backed securities | $763,000 | 5,957 |
| Certificates of participation in pools of residential mortgages | $753,000 | 5,463 |
| Issued or guaranteed by U.S. | $753,000 | 5,444 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,000 | 3,902 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,559 |
| 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) | $8,012,000 | 6,230 |
| Total debt securities | $8,012,000 | 6,921 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $2,010,000 | 1,332 |
| 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 | $9,305,000 | 6,775 |
| U.S. Government securities | $5,190,000 | 7,165 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,190,000 | 6,977 |
| Securities issued by states & political subdivisions | $1,866,000 | 4,485 |
| Other domestic debt securities | $2,249,000 | 1,915 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $153,000 | 362 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,096,000 | 1,695 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,070,000 | 4,452 |
| Mortgage-backed securities | $840,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $828,000 | 5,428 |
| Issued or guaranteed by U.S. | $828,000 | 5,405 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,000 | 3,948 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,756 |
| 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) | $9,305,000 | 6,020 |
| Total debt securities | $9,305,000 | 6,696 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 994 |
| Fair value | $2,986,000 | 964 |
| 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 | $9,312,000 | 6,680 |
| U.S. Government securities | $5,079,000 | 7,117 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,079,000 | 6,938 |
| Securities issued by states & political subdivisions | $1,960,000 | 4,433 |
| Other domestic debt securities | $2,273,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $181,000 | 372 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,092,000 | 1,800 |
| 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 | $4,920,000 | 4,458 |
| Mortgage-backed securities | $979,000 | 5,826 |
| Certificates of participation in pools of residential mortgages | $947,000 | 5,341 |
| Issued or guaranteed by U.S. | $947,000 | 5,316 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $32,000 | 3,978 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,776 |
| 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) | $9,312,000 | 5,923 |
| Total debt securities | $9,312,000 | 6,584 |
| Structured notes | ||
| Amortized cost | $2,490,000 | 932 |
| Fair value | $2,477,000 | 920 |
| 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 | $9,815,000 | 6,540 |
| U.S. Government securities | $5,507,000 | 6,917 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,507,000 | 6,730 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,376 |
| Other domestic debt securities | $2,037,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $196,000 | 388 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,841,000 | 1,971 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $271,000 | 1,838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,071,000 | 4,777 |
| Mortgage-backed securities | $1,246,000 | 5,744 |
| Certificates of participation in pools of residential mortgages | $1,169,000 | 5,201 |
| Issued or guaranteed by U.S. | $1,169,000 | 5,181 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $77,000 | 4,029 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,835 |
| 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) | $9,815,000 | 5,772 |
| Total debt securities | $9,544,000 | 6,491 |
| Structured notes | ||
| Amortized cost | $1,840,000 | 956 |
| Fair value | $1,859,000 | 956 |
| 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 | $9,664,000 | 6,572 |
| U.S. Government securities | $5,980,000 | 6,803 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,980,000 | 6,613 |
| Securities issued by states & political subdivisions | $1,664,000 | 4,540 |
| Other domestic debt securities | $2,020,000 | 2,207 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,020,000 | 1,906 |
| 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 | $4,211,000 | 4,732 |
| Mortgage-backed securities | $2,008,000 | 5,319 |
| Certificates of participation in pools of residential mortgages | $1,887,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,887,000 | 4,705 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $121,000 | 4,025 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,841 |
| 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) | $9,664,000 | 5,796 |
| Total debt securities | $9,664,000 | 6,476 |
| Structured notes | ||
| Amortized cost | $490,000 | 1,516 |
| Fair value | $499,000 | 1,488 |
| 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 | $11,629,000 | 6,150 |
| U.S. Government securities | $7,139,000 | 6,443 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,139,000 | 6,248 |
| Securities issued by states & political subdivisions | $2,584,000 | 3,965 |
| Other domestic debt securities | $1,906,000 | 2,267 |
| 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 | $1,906,000 | 1,974 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,569,000 | 4,589 |
| Mortgage-backed securities | $2,371,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 4,546 |
| Issued or guaranteed by U.S. | $2,195,000 | 4,530 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $176,000 | 3,986 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 3,813 |
| 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) | $11,629,000 | 5,361 |
| Total debt securities | $11,629,000 | 6,052 |
| Structured notes | ||
| Amortized cost | $490,000 | 1,337 |
| Fair value | $499,000 | 1,317 |
| 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 | $12,976,000 | 5,792 |
| U.S. Government securities | $9,770,000 | 5,575 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,770,000 | 5,338 |
| Securities issued by states & political subdivisions | $2,218,000 | 4,172 |
| Other domestic debt securities | $732,000 | 3,141 |
| 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 | $732,000 | 2,710 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $256,000 | 1,805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,250,000 | 4,706 |
| Mortgage-backed securities | $3,205,000 | 4,616 |
| Certificates of participation in pools of residential mortgages | $2,951,000 | 3,912 |
| Issued or guaranteed by U.S. | $2,951,000 | 3,897 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $254,000 | 4,040 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,858 |
| 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) | $12,976,000 | 4,950 |
| Total debt securities | $12,720,000 | 5,752 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $9,179,000 | 7,044 |
| U.S. Government securities | $7,823,000 | 6,584 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,823,000 | 6,230 |
| Securities issued by states & political subdivisions | $1,132,000 | 5,166 |
| 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 | $224,000 | 5,591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,853,000 | 4,324 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,179,000 | 5,943 |
| Total debt securities | $8,955,000 | 6,987 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $9,434,000 | 7,246 |
| U.S. Government securities | $7,968,000 | 6,803 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,968,000 | 6,262 |
| Securities issued by states & political subdivisions | $1,389,000 | 5,170 |
| 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 | $77,000 | 7,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,012,000 | 4,610 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $365,000 | 5,493 |
| Available-for-sale securities (fair market value) | $9,069,000 | 6,130 |
| Total debt securities | $9,357,000 | 7,149 |
| 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 | $8,395,000 | 7,578 |
| U.S. Government securities | $6,449,000 | 7,374 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,449,000 | 6,536 |
| Securities issued by states & political subdivisions | $1,754,000 | 4,949 |
| 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 | $192,000 | 5,506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,372,000 | 3,766 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $428,000 | 5,978 |
| Available-for-sale securities (fair market value) | $7,967,000 | 6,362 |
| Total debt securities | $8,203,000 | 7,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,183,000 | 8,380 |
| U.S. Government securities | $5,284,000 | 8,424 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $5,284,000 | 7,150 |
| Securities issued by states & political subdivisions | $1,716,000 | 4,894 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $183,000 | 5,545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,155,000 | 4,423 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $431,000 | 6,843 |
| Available-for-sale securities (fair market value) | $6,752,000 | 6,790 |
| Total debt securities | $7,000,000 | 8,308 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,461,000 | 8,808 |
| U.S. Government securities | $5,432,000 | 8,937 |
| U.S. Treasury securities | $249,000 | 8,511 |
| U.S. Government agency obligations | $5,183,000 | 7,544 |
| Securities issued by states & political subdivisions | $1,717,000 | 5,105 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $312,000 | 4,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,345,000 | 5,609 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $439,000 | 7,494 |
| Available-for-sale securities (fair market value) | $7,022,000 | 6,975 |
| Total debt securities | $7,149,000 | 8,825 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,665,000 | 9,512 |
| U.S. Government securities | $4,453,000 | 9,837 |
| U.S. Treasury securities | $450,000 | 9,603 |
| U.S. Government agency obligations | $4,003,000 | 8,324 |
| Securities issued by states & political subdivisions | $1,901,000 | 5,020 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $311,000 | 4,165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,382,000 | 5,662 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $668,000 | 7,664 |
| Available-for-sale securities (fair market value) | $5,997,000 | 7,575 |
| Total debt securities | $6,354,000 | 9,525 |
| Structured notes | ||
| Amortized cost | $200,000 | 4,276 |
| Fair value | $199,000 | 4,322 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,973,000 | 9,941 |
| U.S. Government securities | $4,384,000 | 10,491 |
| U.S. Treasury securities | $1,671,000 | 8,694 |
| U.S. Government agency obligations | $2,713,000 | 9,368 |
| Securities issued by states & political subdivisions | $2,521,000 | 4,600 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $68,000 | 6,539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,123,000 | 5,271 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,521,000 | 9,637 |
| Available-for-sale securities (fair market value) | $4,452,000 | 7,195 |
| Total debt securities | $6,905,000 | 9,873 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $6,896,000 | 10,367 |
| U.S. Government securities | $4,933,000 | 10,568 |
| U.S. Treasury securities | $2,358,000 | 8,039 |
| U.S. Government agency obligations | $2,575,000 | 9,742 |
| Securities issued by states & political subdivisions | $1,898,000 | 5,446 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 6,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,288,000 | 8,046 |
| Mortgage-backed securities | $532,000 | 9,164 |
| Certificates of participation in pools of residential mortgages | $532,000 | 7,989 |
| Issued or guaranteed by U.S. | $532,000 | 7,940 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,831,000 | 10,266 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,008,000 | 12,128 |
| U.S. Government securities | $3,149,000 | 11,996 |
| U.S. Treasury securities | $1,565,000 | 9,376 |
| U.S. Government agency obligations | $1,584,000 | 10,925 |
| Securities issued by states & political subdivisions | $794,000 | 7,001 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 5,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,388,000 | 6,654 |
| Mortgage-backed securities | $919,000 | 9,072 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $919,000 | 5,228 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 4,849 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,943,000 | 12,033 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |