Home > The First National Bank of Byers > Securities
The First National Bank of Byers, Securities
| 2014-03-31 | Rank | |
| Total securities | $11,591,000 | 5,264 |
| U.S. Government securities | $4,018,000 | 5,583 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,018,000 | 5,483 |
| Securities issued by states & political subdivisions | $7,573,000 | 3,285 |
| 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 | $3,090,000 | 4,699 |
| Mortgage-backed securities | $928,000 | 4,910 |
| Certificates of participation in pools of residential mortgages | $928,000 | 4,623 |
| Issued or guaranteed by U.S. | $928,000 | 4,619 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $11,591,000 | 4,861 |
| Total debt securities | $11,591,000 | 5,237 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $15,303,000 | 4,896 |
| U.S. Government securities | $7,086,000 | 5,071 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,086,000 | 4,970 |
| Securities issued by states & political subdivisions | $8,217,000 | 3,179 |
| 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 | $4,019,000 | 4,459 |
| Mortgage-backed securities | $966,000 | 4,916 |
| Certificates of participation in pools of residential mortgages | $966,000 | 4,621 |
| Issued or guaranteed by U.S. | $966,000 | 4,616 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $15,303,000 | 4,506 |
| Total debt securities | $15,303,000 | 4,871 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $16,719,000 | 4,812 |
| U.S. Government securities | $8,175,000 | 4,943 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,175,000 | 4,841 |
| Securities issued by states & political subdivisions | $8,234,000 | 3,185 |
| Other domestic debt securities | $310,000 | 2,409 |
| 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 | $310,000 | 1,918 |
| 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 | $4,026,000 | 4,496 |
| Mortgage-backed securities | $1,025,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 4,631 |
| Issued or guaranteed by U.S. | $1,025,000 | 4,627 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $16,719,000 | 4,431 |
| Total debt securities | $16,719,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $15,294,000 | 4,952 |
| U.S. Government securities | $8,282,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,282,000 | 4,811 |
| Securities issued by states & political subdivisions | $6,413,000 | 3,493 |
| Other domestic debt securities | $599,000 | 2,242 |
| 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 | $599,000 | 1,757 |
| 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 | $3,235,000 | 4,743 |
| Mortgage-backed securities | $1,114,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $1,114,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,114,000 | 4,582 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $15,294,000 | 4,570 |
| Total debt securities | $15,296,000 | 4,924 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,463,000 | 5,060 |
| U.S. Government securities | $8,305,000 | 4,978 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,305,000 | 4,872 |
| Securities issued by states & political subdivisions | $5,553,000 | 3,662 |
| Other domestic debt securities | $605,000 | 2,236 |
| 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 | $605,000 | 1,726 |
| 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 | $4,007,000 | 4,569 |
| Mortgage-backed securities | $1,235,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $1,235,000 | 4,578 |
| Issued or guaranteed by U.S. | $1,235,000 | 4,576 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $14,463,000 | 4,698 |
| Total debt securities | $14,463,000 | 5,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $17,096,000 | 4,747 |
| U.S. Government securities | $10,477,000 | 4,627 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,477,000 | 4,523 |
| Securities issued by states & political subdivisions | $6,007,000 | 3,527 |
| Other domestic debt securities | $612,000 | 2,222 |
| 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 | $612,000 | 1,694 |
| 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 | $4,023,000 | 4,537 |
| Mortgage-backed securities | $1,378,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $1,378,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,378,000 | 4,547 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $635,000 | 2,052 |
| Available-for-sale securities (fair market value) | $16,461,000 | 4,440 |
| Total debt securities | $17,096,000 | 4,719 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $20,594,000 | 4,486 |
| U.S. Government securities | $14,685,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,685,000 | 4,067 |
| Securities issued by states & political subdivisions | $5,290,000 | 3,673 |
| Other domestic debt securities | $619,000 | 2,284 |
| 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 | $619,000 | 1,750 |
| 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 | $5,056,000 | 4,328 |
| Mortgage-backed securities | $1,551,000 | 4,976 |
| Certificates of participation in pools of residential mortgages | $1,551,000 | 4,595 |
| Issued or guaranteed by U.S. | $1,551,000 | 4,593 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $635,000 | 2,098 |
| Available-for-sale securities (fair market value) | $19,959,000 | 4,199 |
| Total debt securities | $20,594,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $20,545,000 | 4,529 |
| U.S. Government securities | $14,853,000 | 4,184 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,853,000 | 4,101 |
| Securities issued by states & political subdivisions | $5,068,000 | 3,679 |
| Other domestic debt securities | $624,000 | 2,277 |
| 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 | $624,000 | 1,736 |
| 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 | $5,861,000 | 4,179 |
| Mortgage-backed securities | $1,693,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $1,693,000 | 4,590 |
| Issued or guaranteed by U.S. | $1,693,000 | 4,588 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $730,000 | 2,069 |
| Available-for-sale securities (fair market value) | $19,815,000 | 4,239 |
| Total debt securities | $20,545,000 | 4,502 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $21,871,000 | 4,447 |
| U.S. Government securities | $17,509,000 | 3,980 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,509,000 | 3,896 |
| Securities issued by states & political subdivisions | $3,732,000 | 3,937 |
| Other domestic debt securities | $630,000 | 2,249 |
| 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 | $630,000 | 1,728 |
| 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 | $5,903,000 | 4,157 |
| Mortgage-backed securities | $1,801,000 | 4,978 |
| Certificates of participation in pools of residential mortgages | $1,801,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,801,000 | 4,557 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $730,000 | 2,115 |
| Available-for-sale securities (fair market value) | $21,141,000 | 4,149 |
| Total debt securities | $21,871,000 | 4,416 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $18,363,000 | 4,711 |
| U.S. Government securities | $12,722,000 | 4,529 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,722,000 | 4,442 |
| Securities issued by states & political subdivisions | $5,005,000 | 3,592 |
| Other domestic debt securities | $636,000 | 2,225 |
| 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 | $636,000 | 1,641 |
| 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 | $5,947,000 | 3,961 |
| Mortgage-backed securities | $1,910,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $1,910,000 | 4,471 |
| Issued or guaranteed by U.S. | $1,910,000 | 4,465 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $925,000 | 2,137 |
| Available-for-sale securities (fair market value) | $17,438,000 | 4,424 |
| Total debt securities | $18,362,000 | 4,680 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $16,322,000 | 4,914 |
| U.S. Government securities | $10,898,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,898,000 | 4,654 |
| Securities issued by states & political subdivisions | $5,016,000 | 3,534 |
| Other domestic debt securities | $408,000 | 2,426 |
| 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 | $408,000 | 1,802 |
| 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 | $6,008,000 | 3,930 |
| Mortgage-backed securities | $989,000 | 5,211 |
| Certificates of participation in pools of residential mortgages | $989,000 | 4,826 |
| Issued or guaranteed by U.S. | $989,000 | 4,817 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $925,000 | 2,164 |
| Available-for-sale securities (fair market value) | $15,397,000 | 4,620 |
| Total debt securities | $16,322,000 | 4,886 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $16,899,000 | 4,926 |
| U.S. Government securities | $11,996,000 | 4,728 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,996,000 | 4,612 |
| Securities issued by states & political subdivisions | $4,903,000 | 3,525 |
| 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 | $5,908,000 | 4,026 |
| Mortgage-backed securities | $1,084,000 | 5,167 |
| Certificates of participation in pools of residential mortgages | $1,084,000 | 4,766 |
| Issued or guaranteed by U.S. | $1,084,000 | 4,758 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $932,000 | 2,180 |
| Available-for-sale securities (fair market value) | $15,967,000 | 4,595 |
| Total debt securities | $16,899,000 | 4,885 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $17,205,000 | 4,869 |
| U.S. Government securities | $12,174,000 | 4,684 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,174,000 | 4,565 |
| Securities issued by states & political subdivisions | $5,031,000 | 3,470 |
| 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 | $5,943,000 | 3,999 |
| Mortgage-backed securities | $1,200,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $1,200,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,200,000 | 4,668 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $932,000 | 2,194 |
| Available-for-sale securities (fair market value) | $16,273,000 | 4,569 |
| Total debt securities | $17,206,000 | 4,830 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $18,184,000 | 4,618 |
| U.S. Government securities | $13,401,000 | 4,323 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,401,000 | 4,194 |
| Securities issued by states & political subdivisions | $4,783,000 | 3,504 |
| 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 | $5,911,000 | 3,982 |
| Mortgage-backed securities | $1,353,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $1,353,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,353,000 | 4,513 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $1,120,000 | 2,128 |
| Available-for-sale securities (fair market value) | $17,064,000 | 4,370 |
| Total debt securities | $18,179,000 | 4,582 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $16,818,000 | 4,743 |
| U.S. Government securities | $13,032,000 | 4,324 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,032,000 | 4,212 |
| Securities issued by states & political subdivisions | $3,786,000 | 3,696 |
| 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 | $5,889,000 | 4,008 |
| Mortgage-backed securities | $1,548,000 | 4,969 |
| Certificates of participation in pools of residential mortgages | $1,548,000 | 4,422 |
| Issued or guaranteed by U.S. | $1,548,000 | 4,415 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,120,000 | 2,164 |
| Available-for-sale securities (fair market value) | $15,698,000 | 4,464 |
| Total debt securities | $16,818,000 | 4,697 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $16,948,000 | 4,753 |
| U.S. Government securities | $13,158,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,158,000 | 4,261 |
| Securities issued by states & political subdivisions | $3,790,000 | 3,623 |
| 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 | $5,913,000 | 4,057 |
| Mortgage-backed securities | $1,736,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 4,399 |
| Issued or guaranteed by U.S. | $1,736,000 | 4,391 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,127,000 | 2,235 |
| Available-for-sale securities (fair market value) | $15,821,000 | 4,473 |
| Total debt securities | $16,948,000 | 4,716 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $16,088,000 | 4,897 |
| U.S. Government securities | $12,195,000 | 4,574 |
| U.S. Treasury securities | $1,005,000 | 815 |
| U.S. Government agency obligations | $11,190,000 | 4,639 |
| Securities issued by states & political subdivisions | $3,893,000 | 3,587 |
| 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 | $5,479,000 | 4,258 |
| Mortgage-backed securities | $1,906,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $1,906,000 | 4,453 |
| Issued or guaranteed by U.S. | $1,906,000 | 4,445 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,127,000 | 2,274 |
| Available-for-sale securities (fair market value) | $14,961,000 | 4,598 |
| Total debt securities | $16,089,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $15,552,000 | 4,933 |
| U.S. Government securities | $11,373,000 | 4,723 |
| U.S. Treasury securities | $1,016,000 | 740 |
| U.S. Government agency obligations | $10,357,000 | 4,811 |
| Securities issued by states & political subdivisions | $4,179,000 | 3,519 |
| 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 | $5,477,000 | 4,273 |
| Mortgage-backed securities | $2,071,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 4,465 |
| Issued or guaranteed by U.S. | $2,071,000 | 4,459 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,310,000 | 2,246 |
| Available-for-sale securities (fair market value) | $14,242,000 | 4,696 |
| Total debt securities | $15,553,000 | 4,893 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $17,643,000 | 4,721 |
| U.S. Government securities | $13,490,000 | 4,368 |
| U.S. Treasury securities | $1,026,000 | 696 |
| U.S. Government agency obligations | $12,464,000 | 4,447 |
| Securities issued by states & political subdivisions | $4,153,000 | 3,511 |
| 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 | $5,491,000 | 4,257 |
| Mortgage-backed securities | $2,225,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $2,225,000 | 4,510 |
| Issued or guaranteed by U.S. | $2,225,000 | 4,503 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $1,310,000 | 2,322 |
| Available-for-sale securities (fair market value) | $16,333,000 | 4,451 |
| Total debt securities | $17,644,000 | 4,674 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $18,411,000 | 4,626 |
| U.S. Government securities | $14,198,000 | 4,242 |
| U.S. Treasury securities | $1,035,000 | 666 |
| U.S. Government agency obligations | $13,163,000 | 4,323 |
| Securities issued by states & political subdivisions | $4,213,000 | 3,464 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,503,000 | 4,260 |
| Mortgage-backed securities | $2,370,000 | 4,994 |
| Certificates of participation in pools of residential mortgages | $2,370,000 | 4,513 |
| Issued or guaranteed by U.S. | $2,370,000 | 4,501 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $1,417,000 | 2,319 |
| Available-for-sale securities (fair market value) | $16,994,000 | 4,350 |
| Total debt securities | $18,412,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $16,438,000 | 4,873 |
| U.S. Government securities | $14,025,000 | 4,361 |
| U.S. Treasury securities | $1,043,000 | 613 |
| U.S. Government agency obligations | $12,982,000 | 4,453 |
| Securities issued by states & political subdivisions | $2,413,000 | 4,064 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,791,000 | 4,540 |
| Mortgage-backed securities | $2,624,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $2,624,000 | 4,517 |
| Issued or guaranteed by U.S. | $2,624,000 | 4,506 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $1,418,000 | 2,357 |
| Available-for-sale securities (fair market value) | $15,020,000 | 4,611 |
| Total debt securities | $16,440,000 | 4,829 |
| 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 | $20,176,000 | 4,431 |
| U.S. Government securities | $18,172,000 | 3,792 |
| U.S. Treasury securities | $1,054,000 | 579 |
| U.S. Government agency obligations | $17,118,000 | 3,867 |
| Securities issued by states & political subdivisions | $2,004,000 | 4,211 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,432,000 | 4,713 |
| Mortgage-backed securities | $2,741,000 | 4,937 |
| Certificates of participation in pools of residential mortgages | $2,741,000 | 4,445 |
| Issued or guaranteed by U.S. | $2,741,000 | 4,432 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $1,518,000 | 2,332 |
| Available-for-sale securities (fair market value) | $18,658,000 | 4,137 |
| Total debt securities | $20,177,000 | 4,398 |
| 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 | $19,896,000 | 4,404 |
| U.S. Government securities | $19,090,000 | 3,625 |
| U.S. Treasury securities | $1,047,000 | 601 |
| U.S. Government agency obligations | $18,043,000 | 3,673 |
| Securities issued by states & political subdivisions | $806,000 | 4,962 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,360,000 | 4,727 |
| Mortgage-backed securities | $2,806,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $2,806,000 | 4,347 |
| Issued or guaranteed by U.S. | $2,806,000 | 4,335 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $320,000 | 2,992 |
| Available-for-sale securities (fair market value) | $19,576,000 | 3,962 |
| Total debt securities | $19,895,000 | 4,372 |
| 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 | $18,901,000 | 4,585 |
| U.S. Government securities | $17,989,000 | 3,801 |
| U.S. Treasury securities | $1,030,000 | 602 |
| U.S. Government agency obligations | $16,959,000 | 3,884 |
| Securities issued by states & political subdivisions | $912,000 | 4,916 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,288,000 | 4,741 |
| Mortgage-backed securities | $2,844,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $2,844,000 | 4,349 |
| Issued or guaranteed by U.S. | $2,844,000 | 4,333 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $428,000 | 2,916 |
| Available-for-sale securities (fair market value) | $18,473,000 | 4,164 |
| Total debt securities | $18,902,000 | 4,536 |
| 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 | $19,573,000 | 4,484 |
| U.S. Government securities | $18,550,000 | 3,703 |
| U.S. Treasury securities | $1,062,000 | 612 |
| U.S. Government agency obligations | $17,488,000 | 3,790 |
| Securities issued by states & political subdivisions | $1,023,000 | 4,861 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,420,000 | 4,674 |
| Mortgage-backed securities | $3,069,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $3,069,000 | 4,153 |
| Issued or guaranteed by U.S. | $3,069,000 | 4,138 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $430,000 | 2,964 |
| Available-for-sale securities (fair market value) | $19,143,000 | 4,057 |
| Total debt securities | $19,573,000 | 4,420 |
| 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 | $20,879,000 | 4,347 |
| U.S. Government securities | $20,167,000 | 3,573 |
| U.S. Treasury securities | $5,017,000 | 317 |
| U.S. Government agency obligations | $15,150,000 | 4,165 |
| Securities issued by states & political subdivisions | $712,000 | 5,116 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,246,000 | 4,747 |
| Mortgage-backed securities | $31,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,083 |
| Issued or guaranteed by U.S. | $31,000 | 6,062 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $125,000 | 3,332 |
| Available-for-sale securities (fair market value) | $20,754,000 | 3,873 |
| Total debt securities | $20,880,000 | 4,291 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $23,717,000 | 4,031 |
| U.S. Government securities | $23,010,000 | 3,281 |
| U.S. Treasury securities | $7,986,000 | 249 |
| U.S. Government agency obligations | $15,024,000 | 4,263 |
| Securities issued by states & political subdivisions | $707,000 | 5,151 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,222,000 | 4,780 |
| Mortgage-backed securities | $36,000 | 6,315 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,021 |
| Issued or guaranteed by U.S. | $36,000 | 5,997 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $125,000 | 3,395 |
| Available-for-sale securities (fair market value) | $23,592,000 | 3,572 |
| Total debt securities | $23,716,000 | 3,976 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $24,044,000 | 3,972 |
| U.S. Government securities | $23,341,000 | 3,257 |
| U.S. Treasury securities | $8,956,000 | 266 |
| U.S. Government agency obligations | $14,385,000 | 4,402 |
| Securities issued by states & political subdivisions | $703,000 | 5,177 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,161,000 | 4,833 |
| Mortgage-backed securities | $42,000 | 6,321 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,017 |
| Issued or guaranteed by U.S. | $42,000 | 5,995 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $125,000 | 3,435 |
| Available-for-sale securities (fair market value) | $23,919,000 | 3,512 |
| Total debt securities | $24,045,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $21,888,000 | 4,253 |
| U.S. Government securities | $21,027,000 | 3,538 |
| U.S. Treasury securities | $10,033,000 | 265 |
| U.S. Government agency obligations | $10,994,000 | 5,078 |
| Securities issued by states & political subdivisions | $861,000 | 5,076 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,205,000 | 4,825 |
| Mortgage-backed securities | $51,000 | 6,301 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,993 |
| Issued or guaranteed by U.S. | $51,000 | 5,969 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $125,000 | 3,513 |
| Available-for-sale securities (fair market value) | $21,763,000 | 3,748 |
| Total debt securities | $21,888,000 | 4,203 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $20,770,000 | 4,429 |
| U.S. Government securities | $19,907,000 | 3,732 |
| U.S. Treasury securities | $9,952,000 | 291 |
| U.S. Government agency obligations | $9,955,000 | 5,363 |
| Securities issued by states & political subdivisions | $863,000 | 5,099 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,204,000 | 4,840 |
| Mortgage-backed securities | $60,000 | 6,295 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,975 |
| Issued or guaranteed by U.S. | $60,000 | 5,950 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $125,000 | 3,599 |
| Available-for-sale securities (fair market value) | $20,645,000 | 3,898 |
| Total debt securities | $20,770,000 | 4,381 |
| 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 | $28,812,000 | 3,601 |
| U.S. Government securities | $27,950,000 | 2,925 |
| U.S. Treasury securities | $22,454,000 | 163 |
| U.S. Government agency obligations | $5,496,000 | 6,581 |
| Securities issued by states & political subdivisions | $862,000 | 5,130 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,200,000 | 4,878 |
| Mortgage-backed securities | $68,000 | 6,305 |
| Certificates of participation in pools of residential mortgages | $68,000 | 5,984 |
| Issued or guaranteed by U.S. | $68,000 | 5,952 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $125,000 | 3,677 |
| Available-for-sale securities (fair market value) | $28,687,000 | 3,141 |
| Total debt securities | $28,812,000 | 3,552 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $13,238,000 | 5,638 |
| U.S. Government securities | $13,113,000 | 4,878 |
| U.S. Treasury securities | $6,677,000 | 409 |
| U.S. Government agency obligations | $6,436,000 | 6,317 |
| Securities issued by states & political subdivisions | $125,000 | 6,123 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,163,000 | 4,906 |
| Mortgage-backed securities | $78,000 | 6,331 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,001 |
| Issued or guaranteed by U.S. | $78,000 | 5,972 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $125,000 | 3,735 |
| Available-for-sale securities (fair market value) | $13,113,000 | 5,007 |
| Total debt securities | $13,239,000 | 5,584 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $14,706,000 | 5,414 |
| U.S. Government securities | $14,706,000 | 4,605 |
| U.S. Treasury securities | $5,690,000 | 506 |
| U.S. Government agency obligations | $9,016,000 | 5,691 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,199,000 | 4,880 |
| Mortgage-backed securities | $93,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $93,000 | 5,996 |
| Issued or guaranteed by U.S. | $93,000 | 5,972 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $14,706,000 | 4,760 |
| Total debt securities | $14,705,000 | 5,363 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $12,728,000 | 5,778 |
| U.S. Government securities | $12,728,000 | 4,987 |
| U.S. Treasury securities | $5,687,000 | 511 |
| U.S. Government agency obligations | $7,041,000 | 6,196 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,211,000 | 4,873 |
| Mortgage-backed securities | $105,000 | 6,380 |
| Certificates of participation in pools of residential mortgages | $105,000 | 6,021 |
| Issued or guaranteed by U.S. | $105,000 | 5,995 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $12,728,000 | 5,095 |
| Total debt securities | $12,729,000 | 5,721 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $12,781,000 | 5,759 |
| U.S. Government securities | $12,781,000 | 4,948 |
| U.S. Treasury securities | $4,711,000 | 574 |
| U.S. Government agency obligations | $8,070,000 | 5,904 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,230,000 | 4,859 |
| Mortgage-backed securities | $120,000 | 6,386 |
| Certificates of participation in pools of residential mortgages | $120,000 | 6,022 |
| Issued or guaranteed by U.S. | $120,000 | 6,001 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,781,000 | 5,076 |
| Total debt securities | $12,782,000 | 5,696 |
| 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 | $9,849,000 | 6,402 |
| U.S. Government securities | $9,849,000 | 5,645 |
| U.S. Treasury securities | $3,727,000 | 681 |
| U.S. Government agency obligations | $6,122,000 | 6,506 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,253,000 | 4,833 |
| Mortgage-backed securities | $135,000 | 6,398 |
| Certificates of participation in pools of residential mortgages | $135,000 | 6,035 |
| Issued or guaranteed by U.S. | $135,000 | 6,008 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,849,000 | 5,674 |
| Total debt securities | $9,850,000 | 6,335 |
| 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 | $9,857,000 | 6,456 |
| U.S. Government securities | $9,857,000 | 5,720 |
| U.S. Treasury securities | $3,711,000 | 758 |
| U.S. Government agency obligations | $6,146,000 | 6,561 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,254,000 | 4,875 |
| Mortgage-backed securities | $152,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $152,000 | 6,071 |
| Issued or guaranteed by U.S. | $152,000 | 6,048 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,857,000 | 5,723 |
| Total debt securities | $9,857,000 | 6,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $10,979,000 | 6,279 |
| U.S. Government securities | $10,904,000 | 5,503 |
| U.S. Treasury securities | $3,717,000 | 775 |
| U.S. Government agency obligations | $7,187,000 | 6,273 |
| Securities issued by states & political subdivisions | $75,000 | 6,433 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,272,000 | 4,846 |
| Mortgage-backed securities | $171,000 | 6,441 |
| Certificates of participation in pools of residential mortgages | $171,000 | 6,062 |
| Issued or guaranteed by U.S. | $171,000 | 6,043 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $10,979,000 | 5,524 |
| Total debt securities | $10,980,000 | 6,212 |
| 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 | $11,360,000 | 6,223 |
| U.S. Government securities | $11,284,000 | 5,414 |
| U.S. Treasury securities | $2,992,000 | 851 |
| U.S. Government agency obligations | $8,292,000 | 5,968 |
| Securities issued by states & political subdivisions | $76,000 | 6,474 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,324,000 | 4,842 |
| Mortgage-backed securities | $194,000 | 6,461 |
| Certificates of participation in pools of residential mortgages | $194,000 | 6,062 |
| Issued or guaranteed by U.S. | $194,000 | 6,045 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $11,360,000 | 5,459 |
| Total debt securities | $11,360,000 | 6,156 |
| 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 | $10,856,000 | 6,399 |
| U.S. Government securities | $10,779,000 | 5,598 |
| U.S. Treasury securities | $2,977,000 | 897 |
| U.S. Government agency obligations | $7,802,000 | 6,191 |
| Securities issued by states & political subdivisions | $77,000 | 6,515 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,318,000 | 4,840 |
| Mortgage-backed securities | $215,000 | 6,495 |
| Certificates of participation in pools of residential mortgages | $215,000 | 6,093 |
| Issued or guaranteed by U.S. | $215,000 | 6,076 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,856,000 | 5,645 |
| Total debt securities | $10,856,000 | 6,321 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,064,000 | 6,982 |
| U.S. Government securities | $7,986,000 | 6,238 |
| U.S. Treasury securities | $998,000 | 1,450 |
| U.S. Government agency obligations | $6,988,000 | 6,376 |
| Securities issued by states & political subdivisions | $78,000 | 6,514 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $4,415,000 | 4,760 |
| Mortgage-backed securities | $247,000 | 6,487 |
| Certificates of participation in pools of residential mortgages | $247,000 | 6,057 |
| Issued or guaranteed by U.S. | $247,000 | 6,035 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $8,064,000 | 6,219 |
| Total debt securities | $8,063,000 | 6,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,401,000 | 7,708 |
| U.S. Government securities | $5,322,000 | 7,125 |
| U.S. Treasury securities | $994,000 | 1,554 |
| U.S. Government agency obligations | $4,328,000 | 7,264 |
| Securities issued by states & political subdivisions | $79,000 | 6,592 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $3,371,000 | 5,134 |
| Mortgage-backed securities | $277,000 | 6,474 |
| Certificates of participation in pools of residential mortgages | $277,000 | 6,055 |
| Issued or guaranteed by U.S. | $277,000 | 6,031 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,401,000 | 6,893 |
| Total debt securities | $5,400,000 | 7,628 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,466,000 | 7,136 |
| U.S. Government securities | $7,385,000 | 6,352 |
| U.S. Treasury securities | $994,000 | 1,599 |
| U.S. Government agency obligations | $6,391,000 | 6,487 |
| Securities issued by states & political subdivisions | $81,000 | 6,633 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $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 | $3,420,000 | 5,086 |
| Mortgage-backed securities | $315,000 | 6,472 |
| Certificates of participation in pools of residential mortgages | $315,000 | 6,045 |
| Issued or guaranteed by U.S. | $315,000 | 6,018 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,466,000 | 6,336 |
| Total debt securities | $7,465,000 | 7,038 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,562,000 | 7,613 |
| U.S. Government securities | $5,481,000 | 6,930 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,481,000 | 6,740 |
| Securities issued by states & political subdivisions | $81,000 | 6,639 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,978,000 | 5,305 |
| Mortgage-backed securities | $373,000 | 6,457 |
| Certificates of participation in pools of residential mortgages | $373,000 | 6,009 |
| Issued or guaranteed by U.S. | $373,000 | 5,988 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,562,000 | 6,792 |
| Total debt securities | $5,562,000 | 7,514 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,150,000 | 7,489 |
| U.S. Government securities | $6,068,000 | 6,768 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,068,000 | 6,582 |
| Securities issued by states & political subdivisions | $82,000 | 6,638 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $3,328,000 | 5,127 |
| Mortgage-backed securities | $433,000 | 6,418 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,935 |
| Issued or guaranteed by U.S. | $433,000 | 5,916 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,150,000 | 6,654 |
| Total debt securities | $6,151,000 | 7,394 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,395,000 | 7,424 |
| U.S. Government securities | $6,162,000 | 6,760 |
| U.S. Treasury securities | $502,000 | 2,079 |
| U.S. Government agency obligations | $5,660,000 | 6,722 |
| Securities issued by states & political subdivisions | $233,000 | 6,309 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $3,837,000 | 4,906 |
| Mortgage-backed securities | $492,000 | 6,361 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,842 |
| Issued or guaranteed by U.S. | $492,000 | 5,822 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,395,000 | 6,583 |
| Total debt securities | $6,395,000 | 7,340 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,223,000 | 7,867 |
| U.S. Government securities | $4,875,000 | 7,288 |
| U.S. Treasury securities | $517,000 | 2,408 |
| U.S. Government agency obligations | $4,358,000 | 7,238 |
| Securities issued by states & political subdivisions | $348,000 | 6,191 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,637,000 | 4,999 |
| Mortgage-backed securities | $704,000 | 6,149 |
| Certificates of participation in pools of residential mortgages | $704,000 | 5,489 |
| Issued or guaranteed by U.S. | $704,000 | 5,467 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,223,000 | 6,911 |
| Total debt securities | $5,223,000 | 7,760 |
| 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 | $9,544,000 | 6,938 |
| U.S. Government securities | $9,432,000 | 6,035 |
| U.S. Treasury securities | $2,504,000 | 1,725 |
| U.S. Government agency obligations | $6,928,000 | 6,585 |
| Securities issued by states & political subdivisions | $82,000 | 7,052 |
| 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 | $30,000 | 7,580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,080,000 | 5,047 |
| Mortgage-backed securities | $893,000 | 5,642 |
| Certificates of participation in pools of residential mortgages | $893,000 | 4,908 |
| Issued or guaranteed by U.S. | $893,000 | 4,894 |
| 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) | $2,000,000 | 3,841 |
| Available-for-sale securities (fair market value) | $7,544,000 | 6,396 |
| Total debt securities | $9,514,000 | 6,808 |
| 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 | $8,241,000 | 7,572 |
| U.S. Government securities | $8,211,000 | 6,700 |
| U.S. Treasury securities | $3,993,000 | 1,844 |
| U.S. Government agency obligations | $4,218,000 | 7,880 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,205,000 | 5,573 |
| Mortgage-backed securities | $1,254,000 | 5,630 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 4,791 |
| Issued or guaranteed by U.S. | $1,254,000 | 4,776 |
| 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) | $2,204,000 | 4,125 |
| Available-for-sale securities (fair market value) | $6,037,000 | 7,095 |
| Total debt securities | $8,211,000 | 7,465 |
| 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 | $6,319,000 | 8,275 |
| U.S. Government securities | $6,244,000 | 7,457 |
| U.S. Treasury securities | $3,569,000 | 2,798 |
| U.S. Government agency obligations | $2,675,000 | 8,397 |
| Securities issued by states & political subdivisions | $45,000 | 7,738 |
| 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 | $30,000 | 7,401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,708,000 | 5,609 |
| Mortgage-backed securities | $668,000 | 6,467 |
| Certificates of participation in pools of residential mortgages | $668,000 | 5,708 |
| Issued or guaranteed by U.S. | $668,000 | 5,691 |
| 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) | $524,000 | 5,853 |
| Available-for-sale securities (fair market value) | $5,795,000 | 7,068 |
| Total debt securities | $6,289,000 | 8,162 |
| 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 | $6,697,000 | 8,548 |
| U.S. Government securities | $6,622,000 | 7,825 |
| U.S. Treasury securities | $4,043,000 | 3,602 |
| U.S. Government agency obligations | $2,579,000 | 8,679 |
| Securities issued by states & political subdivisions | $45,000 | 8,049 |
| 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 | $30,000 | 7,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,692,000 | 5,876 |
| Mortgage-backed securities | $1,079,000 | 6,238 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 5,337 |
| Issued or guaranteed by U.S. | $1,023,000 | 5,316 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $56,000 | 4,913 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 4,677 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,843,000 | 5,732 |
| Available-for-sale securities (fair market value) | $4,854,000 | 7,523 |
| Total debt securities | $6,667,000 | 8,427 |
| 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 | $13,374,000 | 6,878 |
| U.S. Government securities | $13,299,000 | 5,951 |
| U.S. Treasury securities | $7,564,000 | 2,794 |
| U.S. Government agency obligations | $5,735,000 | 7,255 |
| Securities issued by states & political subdivisions | $45,000 | 8,475 |
| 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 | $30,000 | 7,443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,634,000 | 6,160 |
| Mortgage-backed securities | $1,383,000 | 6,416 |
| Certificates of participation in pools of residential mortgages | $1,236,000 | 5,514 |
| Issued or guaranteed by U.S. | $1,236,000 | 5,498 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $147,000 | 5,143 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 4,929 |
| 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) | $6,934,000 | 3,980 |
| Available-for-sale securities (fair market value) | $6,440,000 | 7,196 |
| Total debt securities | $13,344,000 | 6,763 |
| 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 | $11,477,000 | 7,773 |
| U.S. Government securities | $11,403,000 | 6,781 |
| U.S. Treasury securities | $6,251,000 | 3,911 |
| U.S. Government agency obligations | $5,152,000 | 7,620 |
| Securities issued by states & political subdivisions | $45,000 | 8,845 |
| 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 | $29,000 | 7,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,199,000 | 6,683 |
| Mortgage-backed securities | $651,000 | 7,771 |
| Certificates of participation in pools of residential mortgages | $418,000 | 7,208 |
| Issued or guaranteed by U.S. | $418,000 | 7,173 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $233,000 | 5,403 |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 5,182 |
| 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) | $8,031,000 | 3,897 |
| Available-for-sale securities (fair market value) | $3,446,000 | 8,729 |
| Total debt securities | $11,448,000 | 7,649 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,551,000 | 8,901 |
| U.S. Government securities | $9,477,000 | 7,977 |
| U.S. Treasury securities | $7,725,000 | 4,149 |
| U.S. Government agency obligations | $1,752,000 | 10,166 |
| Securities issued by states & political subdivisions | $45,000 | 9,358 |
| 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 | $29,000 | 7,524 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,456,000 | 6,588 |
| Mortgage-backed securities | $750,000 | 8,127 |
| Certificates of participation in pools of residential mortgages | $437,000 | 7,563 |
| Issued or guaranteed by U.S. | $437,000 | 7,531 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $313,000 | 5,633 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 5,386 |
| 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) | $5,627,000 | 7,641 |
| Available-for-sale securities (fair market value) | $3,924,000 | 7,501 |
| Total debt securities | $9,522,000 | 8,806 |
| 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 | $9,315,000 | 9,343 |
| U.S. Government securities | $9,186,000 | 8,384 |
| U.S. Treasury securities | $8,313,000 | 4,035 |
| U.S. Government agency obligations | $873,000 | 11,337 |
| Securities issued by states & political subdivisions | $100,000 | 9,288 |
| 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 | $29,000 | 7,401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,424,000 | 6,537 |
| Mortgage-backed securities | $873,000 | 8,653 |
| Certificates of participation in pools of residential mortgages | $484,000 | 8,138 |
| Issued or guaranteed by U.S. | $484,000 | 8,086 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $389,000 | 5,954 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 5,705 |
| 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 | $9,286,000 | 9,219 |
| 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 | $11,856,000 | 8,461 |
| U.S. Government securities | $11,778,000 | 7,335 |
| U.S. Treasury securities | $11,218,000 | 3,183 |
| U.S. Government agency obligations | $560,000 | 12,035 |
| Securities issued by states & political subdivisions | $55,000 | 9,562 |
| 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 | $23,000 | 7,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,972,000 | 7,201 |
| Mortgage-backed securities | $460,000 | 9,889 |
| 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 | $460,000 | 5,995 |
| CMOs issued by government agencies or sponsored agencies | $460,000 | 5,595 |
| 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 | $11,833,000 | 8,334 |
| 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 |