Home > Twin Oaks Savings Bank > Securities
Twin Oaks Savings Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $26,550,000 | 3,862 |
| U.S. Government securities | $14,768,000 | 3,971 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,768,000 | 3,847 |
| Securities issued by states & political subdivisions | $11,782,000 | 2,636 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $14,768,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $13,751,000 | 2,202 |
| Issued or guaranteed by U.S. | $13,751,000 | 2,201 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,017,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,702 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $26,550,000 | 3,523 |
| Total debt securities | $26,550,000 | 3,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $28,229,000 | 3,793 |
| U.S. Government securities | $16,097,000 | 3,864 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,097,000 | 3,752 |
| Securities issued by states & political subdivisions | $12,132,000 | 2,597 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $15,909,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $14,808,000 | 2,141 |
| Issued or guaranteed by U.S. | $14,808,000 | 2,140 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,101,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,705 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $28,229,000 | 3,469 |
| Total debt securities | $28,229,000 | 3,763 |
| Structured notes | ||
| Amortized cost | $187,000 | 2,265 |
| Fair value | $188,000 | 2,264 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $30,641,000 | 3,671 |
| U.S. Government securities | $17,355,000 | 3,755 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,355,000 | 3,661 |
| Securities issued by states & political subdivisions | $13,286,000 | 2,479 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $17,159,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $15,977,000 | 2,051 |
| Issued or guaranteed by U.S. | $15,977,000 | 2,050 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,182,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $1,182,000 | 2,688 |
| 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) | $30,641,000 | 3,358 |
| Total debt securities | $30,641,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $195,000 | 2,317 |
| Fair value | $196,000 | 2,310 |
| 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 | $29,730,000 | 3,721 |
| U.S. Government securities | $17,194,000 | 3,753 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,194,000 | 3,654 |
| Securities issued by states & political subdivisions | $12,536,000 | 2,552 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $16,988,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $16,313,000 | 2,039 |
| Issued or guaranteed by U.S. | $16,313,000 | 2,038 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $675,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $675,000 | 2,935 |
| 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) | $29,730,000 | 3,403 |
| Total debt securities | $29,730,000 | 3,692 |
| Structured notes | ||
| Amortized cost | $204,000 | 2,291 |
| Fair value | $206,000 | 2,293 |
| 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 | $29,244,000 | 3,774 |
| U.S. Government securities | $17,443,000 | 3,771 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,443,000 | 3,671 |
| Securities issued by states & political subdivisions | $11,801,000 | 2,639 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $17,220,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $16,489,000 | 2,040 |
| Issued or guaranteed by U.S. | $16,489,000 | 2,036 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $731,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $731,000 | 2,930 |
| 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) | $29,244,000 | 3,466 |
| Total debt securities | $29,244,000 | 3,744 |
| Structured notes | ||
| Amortized cost | $221,000 | 2,278 |
| Fair value | $223,000 | 2,278 |
| 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 | $29,308,000 | 3,758 |
| U.S. Government securities | $18,360,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,360,000 | 3,579 |
| Securities issued by states & political subdivisions | $10,948,000 | 2,746 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $17,512,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $17,126,000 | 1,988 |
| Issued or guaranteed by U.S. | $17,126,000 | 1,987 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $386,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 3,150 |
| 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) | $29,308,000 | 3,459 |
| Total debt securities | $29,308,000 | 3,727 |
| Structured notes | ||
| Amortized cost | $341,000 | 2,149 |
| Fair value | $344,000 | 2,144 |
| 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 | $30,680,000 | 3,683 |
| U.S. Government securities | $19,769,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,769,000 | 3,466 |
| Securities issued by states & political subdivisions | $10,911,000 | 2,732 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $18,900,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $18,425,000 | 1,915 |
| Issued or guaranteed by U.S. | $18,425,000 | 1,914 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $475,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 3,124 |
| 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) | $30,680,000 | 3,414 |
| Total debt securities | $30,680,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $357,000 | 2,183 |
| Fair value | $361,000 | 2,179 |
| 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 | $30,621,000 | 3,641 |
| U.S. Government securities | $20,429,000 | 3,457 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,429,000 | 3,370 |
| Securities issued by states & political subdivisions | $10,192,000 | 2,809 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $19,291,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $18,717,000 | 1,844 |
| Issued or guaranteed by U.S. | $18,717,000 | 1,842 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $574,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $574,000 | 3,102 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $30,621,000 | 3,371 |
| Total debt securities | $30,621,000 | 3,609 |
| Structured notes | ||
| Amortized cost | $371,000 | 2,227 |
| Fair value | $375,000 | 2,224 |
| 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 | $31,657,000 | 3,610 |
| U.S. Government securities | $21,354,000 | 3,444 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,354,000 | 3,369 |
| Securities issued by states & political subdivisions | $10,303,000 | 2,760 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $19,811,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $19,179,000 | 1,908 |
| Issued or guaranteed by U.S. | $19,179,000 | 1,907 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $632,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 3,151 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $31,657,000 | 3,335 |
| Total debt securities | $31,657,000 | 3,580 |
| Structured notes | ||
| Amortized cost | $391,000 | 2,414 |
| Fair value | $396,000 | 2,409 |
| 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 | $33,376,000 | 3,521 |
| U.S. Government securities | $22,993,000 | 3,353 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,993,000 | 3,282 |
| Securities issued by states & political subdivisions | $10,383,000 | 2,690 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $21,063,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $20,384,000 | 1,862 |
| Issued or guaranteed by U.S. | $20,384,000 | 1,861 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $679,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $679,000 | 3,144 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $33,376,000 | 3,257 |
| Total debt securities | $33,376,000 | 3,493 |
| Structured notes | ||
| Amortized cost | $713,000 | 2,342 |
| Fair value | $723,000 | 2,340 |
| 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 | $32,440,000 | 3,589 |
| U.S. Government securities | $23,756,000 | 3,351 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,756,000 | 3,284 |
| Securities issued by states & political subdivisions | $8,684,000 | 2,870 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $21,311,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $20,602,000 | 1,844 |
| Issued or guaranteed by U.S. | $20,602,000 | 1,842 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $709,000 | 3,315 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 3,155 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $32,440,000 | 3,328 |
| Total debt securities | $32,440,000 | 3,563 |
| Structured notes | ||
| Amortized cost | $736,000 | 2,580 |
| Fair value | $739,000 | 2,573 |
| 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 | $28,014,000 | 3,838 |
| U.S. Government securities | $19,962,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,962,000 | 3,573 |
| Securities issued by states & political subdivisions | $8,052,000 | 2,938 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $17,429,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $16,686,000 | 2,043 |
| Issued or guaranteed by U.S. | $16,686,000 | 2,041 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $743,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 2,992 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,014,000 | 3,535 |
| Total debt securities | $28,014,000 | 3,811 |
| Structured notes | ||
| Amortized cost | $749,000 | 2,457 |
| Fair value | $754,000 | 2,451 |
| 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 | $28,368,000 | 3,730 |
| U.S. Government securities | $20,903,000 | 3,472 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,903,000 | 3,392 |
| Securities issued by states & political subdivisions | $7,465,000 | 2,978 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,049,000 | 5,478 |
| Mortgage-backed securities | $18,343,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $17,581,000 | 1,906 |
| Issued or guaranteed by U.S. | $17,581,000 | 1,900 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $762,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,974 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $28,368,000 | 3,437 |
| Total debt securities | $28,368,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $771,000 | 2,515 |
| Fair value | $768,000 | 2,519 |
| 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 | $27,356,000 | 3,819 |
| U.S. Government securities | $19,319,000 | 3,731 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,319,000 | 3,639 |
| Securities issued by states & political subdivisions | $8,037,000 | 2,837 |
| 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 | $1,113,000 | 5,478 |
| Mortgage-backed securities | $16,677,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $15,882,000 | 1,976 |
| Issued or guaranteed by U.S. | $15,882,000 | 1,974 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $795,000 | 3,171 |
| CMOs issued by government agencies or sponsored agencies | $795,000 | 2,919 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $27,356,000 | 3,523 |
| Total debt securities | $27,356,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $647,000 | 2,760 |
| Fair value | $649,000 | 2,755 |
| 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 | $28,322,000 | 3,744 |
| U.S. Government securities | $21,446,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $21,446,000 | 3,404 |
| Securities issued by states & political subdivisions | $6,876,000 | 2,991 |
| 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 | $1,153,000 | 5,507 |
| Mortgage-backed securities | $19,204,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $18,386,000 | 1,742 |
| Issued or guaranteed by U.S. | $18,386,000 | 1,738 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $818,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 2,845 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $28,322,000 | 3,447 |
| Total debt securities | $28,322,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $681,000 | 2,800 |
| Fair value | $684,000 | 2,795 |
| 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 | $25,681,000 | 3,854 |
| U.S. Government securities | $19,015,000 | 3,574 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $19,015,000 | 3,475 |
| Securities issued by states & political subdivisions | $6,666,000 | 3,041 |
| 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 | $1,226,000 | 5,517 |
| Mortgage-backed securities | $16,809,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $16,809,000 | 1,783 |
| Issued or guaranteed by U.S. | $16,809,000 | 1,779 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $25,681,000 | 3,547 |
| Total debt securities | $25,681,000 | 3,823 |
| Structured notes | ||
| Amortized cost | $910,000 | 2,547 |
| Fair value | $917,000 | 2,543 |
| 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 | $25,439,000 | 3,831 |
| U.S. Government securities | $18,638,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,638,000 | 3,489 |
| Securities issued by states & political subdivisions | $6,801,000 | 2,935 |
| 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 | $732,000 | 5,849 |
| Mortgage-backed securities | $15,616,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $15,616,000 | 1,827 |
| Issued or guaranteed by U.S. | $15,616,000 | 1,821 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $25,439,000 | 3,518 |
| Total debt securities | $25,439,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $957,000 | 2,588 |
| Fair value | $966,000 | 2,583 |
| 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 | $25,237,000 | 3,861 |
| U.S. Government securities | $18,862,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $18,862,000 | 3,514 |
| Securities issued by states & political subdivisions | $6,375,000 | 2,911 |
| 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 | $773,000 | 5,879 |
| Mortgage-backed securities | $15,549,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $15,549,000 | 1,855 |
| Issued or guaranteed by U.S. | $15,549,000 | 1,848 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $25,237,000 | 3,533 |
| Total debt securities | $25,237,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $1,254,000 | 2,372 |
| Fair value | $1,260,000 | 2,374 |
| 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 | $20,871,000 | 4,353 |
| U.S. Government securities | $15,226,000 | 4,113 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,226,000 | 4,012 |
| Securities issued by states & political subdivisions | $5,645,000 | 3,079 |
| 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 | $853,000 | 5,925 |
| Mortgage-backed securities | $13,965,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $13,965,000 | 2,096 |
| Issued or guaranteed by U.S. | $13,965,000 | 2,090 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $20,871,000 | 3,946 |
| Total debt securities | $20,871,000 | 4,319 |
| Structured notes | ||
| Amortized cost | $737,000 | 2,563 |
| Fair value | $745,000 | 2,552 |
| 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 | $21,887,000 | 4,211 |
| U.S. Government securities | $16,924,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,924,000 | 3,784 |
| Securities issued by states & political subdivisions | $4,963,000 | 3,270 |
| 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 | $1,229,000 | 5,788 |
| Mortgage-backed securities | $15,742,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $15,742,000 | 2,002 |
| Issued or guaranteed by U.S. | $15,742,000 | 1,996 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,887,000 | 3,821 |
| Total debt securities | $21,887,000 | 4,180 |
| Structured notes | ||
| Amortized cost | $255,000 | 2,664 |
| Fair value | $263,000 | 2,666 |
| 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 | $19,557,000 | 4,489 |
| U.S. Government securities | $14,902,000 | 4,144 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,902,000 | 4,066 |
| Securities issued by states & political subdivisions | $4,655,000 | 3,368 |
| 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 | $2,241,000 | 5,376 |
| Mortgage-backed securities | $13,712,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $13,712,000 | 2,229 |
| Issued or guaranteed by U.S. | $13,712,000 | 2,221 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $19,557,000 | 4,073 |
| Total debt securities | $19,557,000 | 4,450 |
| Structured notes | ||
| Amortized cost | $267,000 | 2,298 |
| Fair value | $275,000 | 2,296 |
| 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 | $18,316,000 | 4,639 |
| U.S. Government securities | $13,583,000 | 4,355 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,583,000 | 4,253 |
| Securities issued by states & political subdivisions | $4,733,000 | 3,297 |
| 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 | $2,323,000 | 5,360 |
| Mortgage-backed securities | $12,369,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $12,369,000 | 2,408 |
| Issued or guaranteed by U.S. | $12,369,000 | 2,398 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $18,316,000 | 4,187 |
| Total debt securities | $18,316,000 | 4,594 |
| Structured notes | ||
| Amortized cost | $283,000 | 1,811 |
| Fair value | $290,000 | 1,809 |
| 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 | $17,119,000 | 4,791 |
| U.S. Government securities | $12,497,000 | 4,615 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,497,000 | 4,533 |
| Securities issued by states & political subdivisions | $4,622,000 | 3,256 |
| 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 | $2,607,000 | 5,301 |
| Mortgage-backed securities | $11,001,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $11,001,000 | 2,630 |
| Issued or guaranteed by U.S. | $11,001,000 | 2,614 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $17,119,000 | 4,318 |
| Total debt securities | $17,119,000 | 4,749 |
| Structured notes | ||
| Amortized cost | $309,000 | 1,508 |
| Fair value | $316,000 | 1,497 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $16,390,000 | 4,903 |
| U.S. Government securities | $12,162,000 | 4,746 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,162,000 | 4,658 |
| Securities issued by states & political subdivisions | $4,228,000 | 3,336 |
| 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 | $2,689,000 | 5,346 |
| Mortgage-backed securities | $10,642,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $10,642,000 | 2,644 |
| Issued or guaranteed by U.S. | $10,642,000 | 2,628 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $16,390,000 | 4,423 |
| Total debt securities | $16,390,000 | 4,866 |
| Structured notes | ||
| Amortized cost | $327,000 | 1,536 |
| Fair value | $331,000 | 1,530 |
| 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 | $16,586,000 | 4,850 |
| U.S. Government securities | $12,278,000 | 4,664 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,278,000 | 4,576 |
| Securities issued by states & political subdivisions | $4,308,000 | 3,302 |
| 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 | $2,726,000 | 5,353 |
| Mortgage-backed securities | $10,794,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $10,794,000 | 2,568 |
| Issued or guaranteed by U.S. | $10,794,000 | 2,551 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $16,586,000 | 4,353 |
| Total debt securities | $16,586,000 | 4,811 |
| Structured notes | ||
| Amortized cost | $333,000 | 1,529 |
| Fair value | $326,000 | 1,532 |
| 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 | $17,846,000 | 4,719 |
| U.S. Government securities | $13,419,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,419,000 | 4,412 |
| Securities issued by states & political subdivisions | $4,427,000 | 3,286 |
| 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 | $1,453,000 | 5,890 |
| Mortgage-backed securities | $11,694,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $11,694,000 | 2,415 |
| Issued or guaranteed by U.S. | $11,694,000 | 2,400 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,846,000 | 4,247 |
| Total debt securities | $17,846,000 | 4,668 |
| Structured notes | ||
| Amortized cost | $341,000 | 1,570 |
| Fair value | $335,000 | 1,572 |
| 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 | $12,550,000 | 5,498 |
| U.S. Government securities | $8,932,000 | 5,350 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,932,000 | 5,263 |
| Securities issued by states & political subdivisions | $3,618,000 | 3,554 |
| 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 | $559,000 | 6,296 |
| Mortgage-backed securities | $7,276,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $7,276,000 | 2,987 |
| Issued or guaranteed by U.S. | $7,276,000 | 2,975 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,550,000 | 5,003 |
| Total debt securities | $12,550,000 | 5,428 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,712 |
| Fair value | $351,000 | 1,713 |
| 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 | $12,113,000 | 5,655 |
| U.S. Government securities | $9,342,000 | 5,386 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,342,000 | 5,284 |
| Securities issued by states & political subdivisions | $2,771,000 | 3,885 |
| 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 | $996,000 | 6,201 |
| Mortgage-backed securities | $5,001,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $5,001,000 | 3,222 |
| Issued or guaranteed by U.S. | $5,001,000 | 3,207 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,113,000 | 5,087 |
| Total debt securities | $12,113,000 | 5,599 |
| 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 | $12,336,000 | 5,668 |
| U.S. Government securities | $9,511,000 | 5,449 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,511,000 | 5,337 |
| Securities issued by states & political subdivisions | $2,825,000 | 3,867 |
| 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 | $988,000 | 6,222 |
| Mortgage-backed securities | $4,707,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $4,707,000 | 3,148 |
| Issued or guaranteed by U.S. | $4,707,000 | 3,133 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,336,000 | 5,090 |
| Total debt securities | $12,336,000 | 5,612 |
| 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 | $14,202,000 | 5,347 |
| U.S. Government securities | $11,385,000 | 5,112 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,385,000 | 5,005 |
| Securities issued by states & political subdivisions | $2,817,000 | 3,880 |
| 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 | $1,220,000 | 6,119 |
| Mortgage-backed securities | $4,928,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $4,928,000 | 3,025 |
| Issued or guaranteed by U.S. | $4,928,000 | 3,011 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,202,000 | 4,740 |
| Total debt securities | $14,202,000 | 5,302 |
| 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 | $13,899,000 | 5,439 |
| U.S. Government securities | $11,052,000 | 5,188 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,052,000 | 5,065 |
| Securities issued by states & political subdivisions | $2,847,000 | 3,874 |
| 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 | $1,226,000 | 6,126 |
| Mortgage-backed securities | $4,779,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $4,779,000 | 3,060 |
| Issued or guaranteed by U.S. | $4,779,000 | 3,045 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $13,899,000 | 4,824 |
| Total debt securities | $13,899,000 | 5,391 |
| 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 | $13,263,000 | 5,568 |
| U.S. Government securities | $10,499,000 | 5,366 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,499,000 | 5,245 |
| Securities issued by states & political subdivisions | $2,764,000 | 3,923 |
| 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 | $1,221,000 | 6,152 |
| Mortgage-backed securities | $4,478,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $4,478,000 | 3,164 |
| Issued or guaranteed by U.S. | $4,478,000 | 3,151 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $13,263,000 | 4,953 |
| Total debt securities | $13,263,000 | 5,523 |
| 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 | $14,109,000 | 5,461 |
| U.S. Government securities | $11,194,000 | 5,258 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,194,000 | 5,145 |
| Securities issued by states & political subdivisions | $2,915,000 | 3,821 |
| 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 | $1,250,000 | 6,187 |
| Mortgage-backed securities | $4,705,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $4,705,000 | 3,093 |
| Issued or guaranteed by U.S. | $4,705,000 | 3,078 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,109,000 | 4,818 |
| Total debt securities | $14,109,000 | 5,406 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,699 |
| Fair value | $498,000 | 2,573 |
| 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 | $14,332,000 | 5,422 |
| U.S. Government securities | $11,612,000 | 5,208 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,612,000 | 5,070 |
| Securities issued by states & political subdivisions | $2,720,000 | 3,897 |
| 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 | $500,000 | 6,642 |
| Mortgage-backed securities | $4,933,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $4,933,000 | 3,046 |
| Issued or guaranteed by U.S. | $4,933,000 | 3,034 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,332,000 | 4,774 |
| Total debt securities | $14,332,000 | 5,369 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,462 |
| Fair value | $743,000 | 2,464 |
| 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 | $14,803,000 | 5,393 |
| U.S. Government securities | $12,061,000 | 5,122 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,061,000 | 4,982 |
| Securities issued by states & political subdivisions | $2,742,000 | 3,926 |
| 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 | $500,000 | 6,687 |
| Mortgage-backed securities | $5,298,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $5,298,000 | 3,000 |
| Issued or guaranteed by U.S. | $5,298,000 | 2,987 |
| 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) | $14,803,000 | 4,742 |
| Total debt securities | $14,800,000 | 5,343 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,456 |
| Fair value | $743,000 | 2,457 |
| 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 | $14,575,000 | 5,456 |
| U.S. Government securities | $11,716,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,716,000 | 5,041 |
| Securities issued by states & political subdivisions | $2,859,000 | 3,892 |
| 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 | $500,000 | 6,717 |
| Mortgage-backed securities | $5,648,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $5,648,000 | 2,935 |
| Issued or guaranteed by U.S. | $5,648,000 | 2,924 |
| 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) | $14,575,000 | 4,770 |
| Total debt securities | $14,573,000 | 5,408 |
| Structured notes | ||
| Amortized cost | $751,000 | 2,448 |
| Fair value | $743,000 | 2,451 |
| 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 | $15,595,000 | 5,285 |
| U.S. Government securities | $12,550,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,550,000 | 4,846 |
| Securities issued by states & political subdivisions | $3,045,000 | 3,812 |
| 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 | $854,000 | 6,565 |
| Mortgage-backed securities | $6,151,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $6,151,000 | 2,845 |
| Issued or guaranteed by U.S. | $6,151,000 | 2,834 |
| 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) | $15,595,000 | 4,612 |
| Total debt securities | $15,594,000 | 5,229 |
| Structured notes | ||
| Amortized cost | $752,000 | 2,406 |
| Fair value | $747,000 | 2,410 |
| 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 | $16,148,000 | 5,220 |
| U.S. Government securities | $13,666,000 | 4,805 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,666,000 | 4,669 |
| Securities issued by states & political subdivisions | $2,482,000 | 4,069 |
| 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 | $617,000 | 6,671 |
| Mortgage-backed securities | $6,736,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | $6,736,000 | 2,782 |
| Issued or guaranteed by U.S. | $6,736,000 | 2,771 |
| 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) | $16,148,000 | 4,555 |
| Total debt securities | $16,148,000 | 5,169 |
| Structured notes | ||
| Amortized cost | $752,000 | 2,394 |
| Fair value | $751,000 | 2,394 |
| 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 | $16,618,000 | 5,207 |
| U.S. Government securities | $14,088,000 | 4,794 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,088,000 | 4,651 |
| Securities issued by states & political subdivisions | $2,530,000 | 4,041 |
| 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 | $633,000 | 6,709 |
| Mortgage-backed securities | $7,181,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $7,181,000 | 2,764 |
| Issued or guaranteed by U.S. | $7,181,000 | 2,755 |
| 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) | $16,618,000 | 4,552 |
| Total debt securities | $16,618,000 | 5,148 |
| Structured notes | ||
| Amortized cost | $753,000 | 2,381 |
| Fair value | $748,000 | 2,383 |
| 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 | $16,697,000 | 5,224 |
| U.S. Government securities | $14,126,000 | 4,808 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,126,000 | 4,659 |
| Securities issued by states & political subdivisions | $2,571,000 | 4,019 |
| 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 | $658,000 | 6,716 |
| Mortgage-backed securities | $7,845,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $7,845,000 | 2,672 |
| Issued or guaranteed by U.S. | $7,845,000 | 2,666 |
| 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) | $16,697,000 | 4,557 |
| Total debt securities | $16,697,000 | 5,152 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,599 |
| Fair value | $500,000 | 2,458 |
| 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 | $17,330,000 | 5,121 |
| U.S. Government securities | $14,536,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,536,000 | 4,567 |
| Securities issued by states & political subdivisions | $2,529,000 | 4,041 |
| 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 | $265,000 | 1,672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $818,000 | 6,643 |
| Mortgage-backed securities | $7,970,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $7,970,000 | 2,690 |
| Issued or guaranteed by U.S. | $7,970,000 | 2,683 |
| 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) | $17,330,000 | 4,459 |
| Total debt securities | $17,065,000 | 5,089 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,575 |
| Fair value | $501,000 | 2,450 |
| 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 | $18,155,000 | 5,070 |
| U.S. Government securities | $14,493,000 | 4,814 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,493,000 | 4,643 |
| Securities issued by states & political subdivisions | $3,058,000 | 3,797 |
| 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 | $604,000 | 1,438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $729,000 | 6,726 |
| Mortgage-backed securities | $6,998,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $6,998,000 | 2,935 |
| Issued or guaranteed by U.S. | $6,998,000 | 2,928 |
| 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) | $18,155,000 | 4,433 |
| Total debt securities | $17,551,000 | 5,086 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,536 |
| Fair value | $495,000 | 2,459 |
| 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 | $18,639,000 | 4,971 |
| U.S. Government securities | $14,632,000 | 4,732 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,632,000 | 4,587 |
| Securities issued by states & political subdivisions | $3,388,000 | 3,661 |
| 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 | $619,000 | 1,490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,060,000 | 6,479 |
| Mortgage-backed securities | $7,427,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $7,427,000 | 2,838 |
| Issued or guaranteed by U.S. | $7,427,000 | 2,828 |
| 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) | $18,639,000 | 4,336 |
| Total debt securities | $18,020,000 | 4,974 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,312 |
| Fair value | $502,000 | 2,237 |
| 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 | $18,172,000 | 5,077 |
| U.S. Government securities | $14,859,000 | 4,718 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,859,000 | 4,578 |
| Securities issued by states & political subdivisions | $2,698,000 | 4,017 |
| 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 | $615,000 | 1,503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $910,000 | 6,612 |
| Mortgage-backed securities | $8,016,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $8,016,000 | 2,748 |
| Issued or guaranteed by U.S. | $8,016,000 | 2,733 |
| 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) | $18,172,000 | 4,436 |
| Total debt securities | $17,557,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,181 |
| Fair value | $499,000 | 2,156 |
| 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 | $19,423,000 | 4,810 |
| U.S. Government securities | $15,847,000 | 4,406 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $15,847,000 | 4,247 |
| Securities issued by states & political subdivisions | $2,959,000 | 3,884 |
| 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 | $617,000 | 1,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $668,000 | 6,774 |
| Mortgage-backed securities | $7,776,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $7,776,000 | 2,774 |
| Issued or guaranteed by U.S. | $7,776,000 | 2,760 |
| 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) | $19,423,000 | 4,199 |
| Total debt securities | $18,806,000 | 4,817 |
| 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 | $16,711,000 | 5,185 |
| U.S. Government securities | $13,504,000 | 4,793 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,504,000 | 4,631 |
| Securities issued by states & political subdivisions | $2,585,000 | 4,043 |
| 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 | $622,000 | 1,569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $793,000 | 6,714 |
| Mortgage-backed securities | $7,350,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $7,350,000 | 2,857 |
| Issued or guaranteed by U.S. | $7,350,000 | 2,846 |
| 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) | $16,711,000 | 4,511 |
| Total debt securities | $16,089,000 | 5,191 |
| 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 | $15,615,000 | 5,382 |
| U.S. Government securities | $12,918,000 | 4,901 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,918,000 | 4,721 |
| Securities issued by states & political subdivisions | $2,073,000 | 4,252 |
| 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 | $624,000 | 1,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,186,000 | 6,428 |
| Mortgage-backed securities | $7,720,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $7,720,000 | 2,726 |
| Issued or guaranteed by U.S. | $7,720,000 | 2,713 |
| 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) | $15,615,000 | 4,668 |
| Total debt securities | $14,991,000 | 5,394 |
| 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 | $14,322,000 | 5,583 |
| U.S. Government securities | $11,646,000 | 5,199 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,646,000 | 5,019 |
| Securities issued by states & political subdivisions | $2,052,000 | 4,265 |
| 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 | $624,000 | 1,565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,312,000 | 6,356 |
| Mortgage-backed securities | $7,503,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $7,503,000 | 2,738 |
| Issued or guaranteed by U.S. | $7,503,000 | 2,729 |
| 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) | $14,322,000 | 4,835 |
| Total debt securities | $13,698,000 | 5,611 |
| 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 | $8,808,000 | 6,809 |
| U.S. Government securities | $6,261,000 | 6,733 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,261,000 | 6,494 |
| Securities issued by states & political subdivisions | $1,543,000 | 4,700 |
| 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 | $1,004,000 | 1,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,453,000 | 6,374 |
| Mortgage-backed securities | $4,618,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $4,618,000 | 3,264 |
| Issued or guaranteed by U.S. | $4,618,000 | 3,247 |
| 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) | $8,808,000 | 5,928 |
| Total debt securities | $7,804,000 | 6,993 |
| 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 | $7,038,000 | 7,658 |
| U.S. Government securities | $3,944,000 | 8,212 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,944,000 | 7,868 |
| Securities issued by states & political subdivisions | $1,847,000 | 4,512 |
| 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 | $1,247,000 | 2,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $762,000 | 7,290 |
| Mortgage-backed securities | $1,149,000 | 5,402 |
| Certificates of participation in pools of residential mortgages | $1,149,000 | 4,637 |
| Issued or guaranteed by U.S. | $1,149,000 | 4,621 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,038,000 | 6,583 |
| Total debt securities | $5,791,000 | 7,954 |
| 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 | $6,851,000 | 8,041 |
| U.S. Government securities | $3,690,000 | 8,653 |
| U.S. Treasury securities | $198,000 | 5,214 |
| U.S. Government agency obligations | $3,492,000 | 8,233 |
| Securities issued by states & political subdivisions | $1,977,000 | 4,641 |
| 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 | $1,184,000 | 2,161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $635,000 | 7,551 |
| Mortgage-backed securities | $1,018,000 | 5,832 |
| Certificates of participation in pools of residential mortgages | $1,018,000 | 5,012 |
| Issued or guaranteed by U.S. | $1,018,000 | 4,999 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,851,000 | 6,814 |
| Total debt securities | $5,667,000 | 8,323 |
| 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 | $7,219,000 | 7,957 |
| U.S. Government securities | $3,306,000 | 8,843 |
| U.S. Treasury securities | $203,000 | 6,557 |
| U.S. Government agency obligations | $3,103,000 | 8,161 |
| Securities issued by states & political subdivisions | $2,585,000 | 4,279 |
| 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 | $1,328,000 | 1,956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $873,000 | 7,337 |
| Mortgage-backed securities | $1,449,000 | 5,709 |
| Certificates of participation in pools of residential mortgages | $1,449,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,449,000 | 4,798 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $7,219,000 | 6,601 |
| Total debt securities | $5,891,000 | 8,313 |
| 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 | $8,883,000 | 7,794 |
| U.S. Government securities | $5,162,000 | 8,476 |
| U.S. Treasury securities | $299,000 | 7,559 |
| U.S. Government agency obligations | $4,863,000 | 7,366 |
| Securities issued by states & political subdivisions | $2,214,000 | 4,420 |
| 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 | $1,507,000 | 1,779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $943,000 | 7,663 |
| Mortgage-backed securities | $2,450,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $2,450,000 | 4,066 |
| Issued or guaranteed by U.S. | $2,450,000 | 4,050 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,883,000 | 6,084 |
| Total debt securities | $7,376,000 | 8,178 |
| 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 | $9,328,000 | 8,167 |
| U.S. Government securities | $5,495,000 | 8,904 |
| U.S. Treasury securities | $883,000 | 7,532 |
| U.S. Government agency obligations | $4,612,000 | 7,875 |
| Securities issued by states & political subdivisions | $2,131,000 | 4,665 |
| 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 | $1,702,000 | 1,670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $405,000 | 8,721 |
| Mortgage-backed securities | $3,288,000 | 5,053 |
| Certificates of participation in pools of residential mortgages | $3,288,000 | 3,941 |
| Issued or guaranteed by U.S. | $3,288,000 | 3,918 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $9,328,000 | 6,193 |
| Total debt securities | $7,632,000 | 8,644 |
| 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 | $9,693,000 | 8,389 |
| U.S. Government securities | $5,701,000 | 9,202 |
| U.S. Treasury securities | $601,000 | 9,170 |
| U.S. Government agency obligations | $5,100,000 | 7,643 |
| Securities issued by states & political subdivisions | $2,168,000 | 4,723 |
| 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 | $1,824,000 | 1,511 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,000 | 8,996 |
| Mortgage-backed securities | $4,235,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $4,235,000 | 3,576 |
| Issued or guaranteed by U.S. | $4,235,000 | 3,547 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $9,693,000 | 6,251 |
| Total debt securities | $7,760,000 | 8,987 |
| 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 | $12,287,000 | 7,967 |
| U.S. Government securities | $8,087,000 | 8,611 |
| U.S. Treasury securities | $1,109,000 | 9,409 |
| U.S. Government agency obligations | $6,978,000 | 6,670 |
| Securities issued by states & political subdivisions | $2,390,000 | 4,739 |
| 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 | $1,810,000 | 1,397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $613,000 | 9,016 |
| Mortgage-backed securities | $5,702,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $5,702,000 | 3,155 |
| Issued or guaranteed by U.S. | $5,702,000 | 3,142 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,092,000 | 6,440 |
| Available-for-sale securities (fair market value) | $4,195,000 | 7,335 |
| Total debt securities | $10,590,000 | 8,422 |
| 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 | $13,888,000 | 7,752 |
| U.S. Government securities | $9,973,000 | 8,034 |
| U.S. Treasury securities | $2,298,000 | 8,102 |
| U.S. Government agency obligations | $7,675,000 | 6,517 |
| Securities issued by states & political subdivisions | $1,574,000 | 5,888 |
| 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 | $2,341,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,397 |
| Mortgage-backed securities | $6,228,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $6,228,000 | 3,329 |
| Issued or guaranteed by U.S. | $6,228,000 | 3,297 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,547,000 | 8,373 |
| 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 | $12,885,000 | 8,058 |
| U.S. Government securities | $11,163,000 | 7,552 |
| U.S. Treasury securities | $1,893,000 | 9,005 |
| U.S. Government agency obligations | $9,270,000 | 5,812 |
| Securities issued by states & political subdivisions | $365,000 | 8,115 |
| 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 | $1,357,000 | 1,584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $8,370,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $8,370,000 | 2,877 |
| Issued or guaranteed by U.S. | $8,370,000 | 2,827 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,528,000 | 8,438 |
| 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 |