Home > American Bank of Texas > Securities
American Bank of Texas, Securities
| 2011-12-31 | Rank | |
| Total securities | $193,266,000 | 775 |
| U.S. Government securities | $168,858,000 | 630 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $168,858,000 | 611 |
| Securities issued by states & political subdivisions | $24,408,000 | 1,318 |
| 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 | $88,520,000 | 649 |
| Mortgage-backed securities | $44,684,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | $44,684,000 | 963 |
| Issued or guaranteed by U.S. | $44,684,000 | 961 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,990,000 | 1,616 |
| Available-for-sale securities (fair market value) | $190,276,000 | 698 |
| Total debt securities | $193,266,000 | 765 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 859 |
| Fair value | $6,043,000 | 852 |
| 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 | $177,841,000 | 824 |
| U.S. Government securities | $155,084,000 | 676 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $155,084,000 | 653 |
| Securities issued by states & political subdivisions | $22,757,000 | 1,369 |
| 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 | $82,971,000 | 664 |
| Mortgage-backed securities | $38,998,000 | 1,528 |
| Certificates of participation in pools of residential mortgages | $38,998,000 | 1,030 |
| Issued or guaranteed by U.S. | $38,998,000 | 1,028 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,985,000 | 1,817 |
| Available-for-sale securities (fair market value) | $175,856,000 | 738 |
| Total debt securities | $177,841,000 | 813 |
| Structured notes | ||
| Amortized cost | $6,002,000 | 889 |
| Fair value | $6,063,000 | 882 |
| 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 | $153,122,000 | 941 |
| U.S. Government securities | $132,401,000 | 795 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $132,401,000 | 769 |
| Securities issued by states & political subdivisions | $20,721,000 | 1,454 |
| 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 | $84,452,000 | 666 |
| Mortgage-backed securities | $21,511,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $21,511,000 | 1,571 |
| Issued or guaranteed by U.S. | $21,511,000 | 1,568 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,225,000 | 1,795 |
| Available-for-sale securities (fair market value) | $150,897,000 | 849 |
| Total debt securities | $153,122,000 | 933 |
| Structured notes | ||
| Amortized cost | $6,004,000 | 1,011 |
| Fair value | $6,090,000 | 1,008 |
| 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 | $132,019,000 | 1,087 |
| U.S. Government securities | $111,640,000 | 911 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $111,640,000 | 877 |
| Securities issued by states & political subdivisions | $20,379,000 | 1,418 |
| 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 | $79,063,000 | 711 |
| Mortgage-backed securities | $20,424,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $20,424,000 | 1,606 |
| Issued or guaranteed by U.S. | $20,424,000 | 1,602 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,225,000 | 1,822 |
| Available-for-sale securities (fair market value) | $129,794,000 | 975 |
| Total debt securities | $132,020,000 | 1,077 |
| Structured notes | ||
| Amortized cost | $6,006,000 | 1,069 |
| Fair value | $6,099,000 | 1,058 |
| 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 | $117,688,000 | 1,158 |
| U.S. Government securities | $96,700,000 | 985 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $96,700,000 | 943 |
| Securities issued by states & political subdivisions | $20,988,000 | 1,364 |
| 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 | $88,815,000 | 628 |
| Mortgage-backed securities | $22,476,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $22,476,000 | 1,441 |
| Issued or guaranteed by U.S. | $22,476,000 | 1,435 |
| 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) | $2,285,000 | 1,822 |
| Available-for-sale securities (fair market value) | $115,403,000 | 1,060 |
| Total debt securities | $117,688,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $6,009,000 | 974 |
| Fair value | $6,091,000 | 964 |
| 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 | $116,463,000 | 1,146 |
| U.S. Government securities | $94,177,000 | 982 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $94,177,000 | 942 |
| Securities issued by states & political subdivisions | $22,286,000 | 1,232 |
| 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 | $82,805,000 | 667 |
| Mortgage-backed securities | $24,924,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $24,924,000 | 1,305 |
| Issued or guaranteed by U.S. | $24,924,000 | 1,299 |
| 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) | $2,285,000 | 1,860 |
| Available-for-sale securities (fair market value) | $114,178,000 | 1,039 |
| Total debt securities | $116,465,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,542 |
| Fair value | $3,104,000 | 1,518 |
| 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 | $133,370,000 | 993 |
| U.S. Government securities | $110,350,000 | 861 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $110,350,000 | 825 |
| Securities issued by states & political subdivisions | $23,020,000 | 1,110 |
| 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 | $77,690,000 | 703 |
| Mortgage-backed securities | $27,336,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $27,336,000 | 1,202 |
| Issued or guaranteed by U.S. | $27,336,000 | 1,196 |
| 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) | $2,560,000 | 1,876 |
| Available-for-sale securities (fair market value) | $130,810,000 | 891 |
| Total debt securities | $133,370,000 | 983 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 1,042 |
| Fair value | $6,108,000 | 1,006 |
| 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 | $132,552,000 | 991 |
| U.S. Government securities | $109,061,000 | 860 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $109,061,000 | 826 |
| Securities issued by states & political subdivisions | $23,491,000 | 1,064 |
| 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 | $79,850,000 | 705 |
| Mortgage-backed securities | $29,086,000 | 1,758 |
| Certificates of participation in pools of residential mortgages | $29,086,000 | 1,218 |
| Issued or guaranteed by U.S. | $29,086,000 | 1,214 |
| 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) | $2,560,000 | 1,894 |
| Available-for-sale securities (fair market value) | $129,992,000 | 887 |
| Total debt securities | $132,552,000 | 977 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 831 |
| Fair value | $6,042,000 | 813 |
| 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 | $134,894,000 | 953 |
| U.S. Government securities | $108,893,000 | 837 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $108,893,000 | 810 |
| Securities issued by states & political subdivisions | $26,001,000 | 941 |
| 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 | $80,608,000 | 696 |
| Mortgage-backed securities | $31,640,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $31,640,000 | 1,172 |
| Issued or guaranteed by U.S. | $31,640,000 | 1,166 |
| 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) | $2,620,000 | 1,898 |
| Available-for-sale securities (fair market value) | $132,274,000 | 845 |
| Total debt securities | $134,894,000 | 941 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,166 |
| Fair value | $3,008,000 | 1,176 |
| 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 | $141,154,000 | 905 |
| U.S. Government securities | $114,668,000 | 777 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $114,668,000 | 755 |
| Securities issued by states & political subdivisions | $26,486,000 | 917 |
| 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 | $76,916,000 | 736 |
| Mortgage-backed securities | $34,910,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $34,910,000 | 1,117 |
| Issued or guaranteed by U.S. | $34,910,000 | 1,109 |
| 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) | $120,000 | 3,091 |
| Available-for-sale securities (fair market value) | $141,034,000 | 781 |
| Total debt securities | $141,154,000 | 891 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 822 |
| Fair value | $3,015,000 | 833 |
| 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 | $126,302,000 | 1,007 |
| U.S. Government securities | $100,027,000 | 853 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $100,027,000 | 822 |
| Securities issued by states & political subdivisions | $26,275,000 | 885 |
| 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 | $73,807,000 | 763 |
| Mortgage-backed securities | $37,079,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $37,079,000 | 1,075 |
| Issued or guaranteed by U.S. | $37,079,000 | 1,065 |
| 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) | $120,000 | 3,138 |
| Available-for-sale securities (fair market value) | $126,182,000 | 868 |
| Total debt securities | $126,302,000 | 985 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 542 |
| Fair value | $2,993,000 | 561 |
| 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 | $96,560,000 | 1,289 |
| U.S. Government securities | $67,487,000 | 1,285 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $67,487,000 | 1,252 |
| Securities issued by states & political subdivisions | $29,073,000 | 740 |
| 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 | $69,672,000 | 818 |
| Mortgage-backed securities | $27,767,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $27,767,000 | 1,403 |
| Issued or guaranteed by U.S. | $27,767,000 | 1,391 |
| 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) | $120,000 | 3,178 |
| Available-for-sale securities (fair market value) | $96,440,000 | 1,126 |
| Total debt securities | $96,559,000 | 1,270 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $116,911,000 | 1,052 |
| U.S. Government securities | $85,370,000 | 1,002 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $85,370,000 | 978 |
| Securities issued by states & political subdivisions | $31,541,000 | 654 |
| 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 | $82,209,000 | 718 |
| Mortgage-backed securities | $30,285,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $30,285,000 | 1,267 |
| Issued or guaranteed by U.S. | $30,285,000 | 1,258 |
| 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) | $180,000 | 3,122 |
| Available-for-sale securities (fair market value) | $116,731,000 | 905 |
| Total debt securities | $116,911,000 | 1,032 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $122,956,000 | 973 |
| U.S. Government securities | $91,736,000 | 896 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $91,736,000 | 876 |
| Securities issued by states & political subdivisions | $31,220,000 | 644 |
| 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 | $67,645,000 | 817 |
| Mortgage-backed securities | $31,632,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $31,632,000 | 1,175 |
| Issued or guaranteed by U.S. | $31,632,000 | 1,162 |
| 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) | $180,000 | 3,144 |
| Available-for-sale securities (fair market value) | $122,776,000 | 833 |
| Total debt securities | $122,956,000 | 961 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $133,692,000 | 905 |
| U.S. Government securities | $100,253,000 | 829 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $100,253,000 | 809 |
| Securities issued by states & political subdivisions | $33,439,000 | 606 |
| 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 | $66,473,000 | 818 |
| Mortgage-backed securities | $33,176,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $33,176,000 | 1,118 |
| Issued or guaranteed by U.S. | $33,176,000 | 1,106 |
| 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) | $180,000 | 3,165 |
| Available-for-sale securities (fair market value) | $133,512,000 | 774 |
| Total debt securities | $133,692,000 | 880 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $130,110,000 | 930 |
| U.S. Government securities | $95,988,000 | 873 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $95,988,000 | 847 |
| Securities issued by states & political subdivisions | $34,122,000 | 592 |
| 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 | $58,344,000 | 906 |
| Mortgage-backed securities | $29,798,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $29,798,000 | 1,171 |
| Issued or guaranteed by U.S. | $29,798,000 | 1,160 |
| 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) | $180,000 | 3,209 |
| Available-for-sale securities (fair market value) | $129,930,000 | 814 |
| Total debt securities | $130,110,000 | 909 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $133,400,000 | 893 |
| U.S. Government securities | $97,370,000 | 859 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $97,370,000 | 833 |
| Securities issued by states & political subdivisions | $36,030,000 | 532 |
| 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 | $47,267,000 | 1,078 |
| Mortgage-backed securities | $29,703,000 | 1,458 |
| Certificates of participation in pools of residential mortgages | $29,703,000 | 1,044 |
| Issued or guaranteed by U.S. | $29,703,000 | 1,036 |
| 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) | $235,000 | 3,184 |
| Available-for-sale securities (fair market value) | $133,165,000 | 773 |
| Total debt securities | $133,400,000 | 867 |
| 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 | $136,351,000 | 878 |
| U.S. Government securities | $100,746,000 | 835 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $100,746,000 | 812 |
| Securities issued by states & political subdivisions | $35,605,000 | 531 |
| 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 | $41,337,000 | 1,171 |
| Mortgage-backed securities | $31,268,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $31,268,000 | 940 |
| Issued or guaranteed by U.S. | $31,268,000 | 934 |
| 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) | $235,000 | 3,251 |
| Available-for-sale securities (fair market value) | $136,116,000 | 747 |
| Total debt securities | $136,351,000 | 851 |
| 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 | $136,548,000 | 869 |
| U.S. Government securities | $100,812,000 | 843 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $100,812,000 | 820 |
| Securities issued by states & political subdivisions | $35,736,000 | 519 |
| 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 | $42,760,000 | 1,115 |
| Mortgage-backed securities | $32,533,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $32,533,000 | 905 |
| Issued or guaranteed by U.S. | $32,533,000 | 899 |
| 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) | $235,000 | 3,284 |
| Available-for-sale securities (fair market value) | $136,313,000 | 737 |
| Total debt securities | $136,548,000 | 850 |
| 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 | $138,549,000 | 851 |
| U.S. Government securities | $101,777,000 | 837 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $101,777,000 | 812 |
| Securities issued by states & political subdivisions | $36,772,000 | 494 |
| 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 | $43,127,000 | 1,120 |
| Mortgage-backed securities | $34,956,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $34,956,000 | 850 |
| Issued or guaranteed by U.S. | $34,956,000 | 842 |
| 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) | $235,000 | 3,350 |
| Available-for-sale securities (fair market value) | $138,314,000 | 725 |
| Total debt securities | $138,549,000 | 837 |
| 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 | $140,980,000 | 868 |
| U.S. Government securities | $103,047,000 | 856 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $103,047,000 | 828 |
| Securities issued by states & political subdivisions | $37,933,000 | 485 |
| 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 | $51,993,000 | 971 |
| Mortgage-backed securities | $36,426,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $36,426,000 | 842 |
| Issued or guaranteed by U.S. | $36,426,000 | 832 |
| 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) | $290,000 | 3,366 |
| Available-for-sale securities (fair market value) | $140,690,000 | 735 |
| Total debt securities | $140,980,000 | 851 |
| 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 | $110,281,000 | 1,141 |
| U.S. Government securities | $75,634,000 | 1,203 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $75,634,000 | 1,168 |
| Securities issued by states & political subdivisions | $31,289,000 | 607 |
| 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 | $3,358,000 | 598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,736,000 | 1,085 |
| Mortgage-backed securities | $38,052,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $38,052,000 | 828 |
| Issued or guaranteed by U.S. | $38,052,000 | 817 |
| 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) | $290,000 | 3,452 |
| Available-for-sale securities (fair market value) | $109,991,000 | 968 |
| Total debt securities | $106,923,000 | 1,144 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $101,196,000 | 1,231 |
| U.S. Government securities | $65,768,000 | 1,362 |
| U.S. Treasury securities | $2,593,000 | 732 |
| U.S. Government agency obligations | $63,175,000 | 1,396 |
| Securities issued by states & political subdivisions | $32,070,000 | 563 |
| 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 | $3,358,000 | 595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,083,000 | 1,178 |
| Mortgage-backed securities | $39,969,000 | 1,114 |
| Certificates of participation in pools of residential mortgages | $39,969,000 | 803 |
| Issued or guaranteed by U.S. | $39,969,000 | 794 |
| 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) | $290,000 | 3,505 |
| Available-for-sale securities (fair market value) | $100,906,000 | 1,050 |
| Total debt securities | $97,838,000 | 1,230 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,658,000 | 6,583 |
| U.S. Government securities | $3,972,000 | 7,245 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,972,000 | 7,101 |
| Securities issued by states & political subdivisions | $4,686,000 | 3,184 |
| 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 | $2,912,000 | 5,413 |
| Mortgage-backed securities | $2,476,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $2,476,000 | 3,964 |
| Issued or guaranteed by U.S. | $2,476,000 | 3,949 |
| 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) | $290,000 | 3,563 |
| Available-for-sale securities (fair market value) | $8,368,000 | 5,936 |
| Total debt securities | $8,658,000 | 6,528 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,640,000 | 6,417 |
| U.S. Government securities | $4,210,000 | 7,193 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,210,000 | 7,035 |
| Securities issued by states & political subdivisions | $5,430,000 | 2,932 |
| 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 | $3,359,000 | 5,229 |
| Mortgage-backed securities | $2,711,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $2,711,000 | 3,877 |
| Issued or guaranteed by U.S. | $2,711,000 | 3,862 |
| 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) | $340,000 | 3,564 |
| Available-for-sale securities (fair market value) | $9,300,000 | 5,767 |
| Total debt securities | $9,640,000 | 6,359 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,009,000 | 6,324 |
| U.S. Government securities | $4,554,000 | 7,098 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,554,000 | 6,956 |
| Securities issued by states & political subdivisions | $5,455,000 | 2,923 |
| 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 | $3,430,000 | 5,187 |
| Mortgage-backed securities | $3,044,000 | 4,377 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 3,783 |
| Issued or guaranteed by U.S. | $3,044,000 | 3,769 |
| 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) | $340,000 | 3,612 |
| Available-for-sale securities (fair market value) | $9,669,000 | 5,678 |
| Total debt securities | $10,009,000 | 6,262 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,716,000 | 6,225 |
| U.S. Government securities | $4,882,000 | 7,041 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,882,000 | 6,897 |
| Securities issued by states & political subdivisions | $5,834,000 | 2,770 |
| 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 | $3,428,000 | 5,179 |
| Mortgage-backed securities | $3,365,000 | 4,347 |
| Certificates of participation in pools of residential mortgages | $3,365,000 | 3,746 |
| Issued or guaranteed by U.S. | $3,365,000 | 3,732 |
| 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) | $340,000 | 3,669 |
| Available-for-sale securities (fair market value) | $10,376,000 | 5,558 |
| Total debt securities | $10,716,000 | 6,157 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $11,668,000 | 6,121 |
| U.S. Government securities | $5,396,000 | 6,953 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,396,000 | 6,802 |
| Securities issued by states & political subdivisions | $6,272,000 | 2,667 |
| 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 | $3,438,000 | 5,213 |
| Mortgage-backed securities | $3,878,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $3,878,000 | 3,648 |
| Issued or guaranteed by U.S. | $3,878,000 | 3,638 |
| 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) | $340,000 | 3,721 |
| Available-for-sale securities (fair market value) | $11,328,000 | 5,436 |
| Total debt securities | $11,667,000 | 6,053 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $12,356,000 | 5,996 |
| U.S. Government securities | $5,893,000 | 6,821 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,893,000 | 6,666 |
| Securities issued by states & political subdivisions | $6,463,000 | 2,643 |
| 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 | $3,483,000 | 5,183 |
| Mortgage-backed securities | $4,352,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $4,352,000 | 3,521 |
| Issued or guaranteed by U.S. | $4,352,000 | 3,511 |
| 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) | $390,000 | 3,741 |
| Available-for-sale securities (fair market value) | $11,966,000 | 5,325 |
| Total debt securities | $12,356,000 | 5,925 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $12,564,000 | 5,966 |
| U.S. Government securities | $6,457,000 | 6,664 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,457,000 | 6,509 |
| Securities issued by states & political subdivisions | $6,107,000 | 2,741 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,417,000 | 5,220 |
| Mortgage-backed securities | $4,896,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $4,896,000 | 3,358 |
| Issued or guaranteed by U.S. | $4,896,000 | 3,352 |
| 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) | $12,564,000 | 5,230 |
| Total debt securities | $12,564,000 | 5,896 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $15,010,000 | 5,570 |
| U.S. Government securities | $8,304,000 | 6,203 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,304,000 | 6,043 |
| Securities issued by states & political subdivisions | $6,706,000 | 2,581 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,384,000 | 5,211 |
| Mortgage-backed securities | $5,735,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $5,735,000 | 3,203 |
| Issued or guaranteed by U.S. | $5,735,000 | 3,195 |
| 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) | $15,010,000 | 4,894 |
| Total debt securities | $15,010,000 | 5,505 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $17,373,000 | 5,146 |
| U.S. Government securities | $10,485,000 | 5,617 |
| U.S. Treasury securities | $1,006,000 | 1,355 |
| U.S. Government agency obligations | $9,479,000 | 5,713 |
| Securities issued by states & political subdivisions | $6,888,000 | 2,558 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,521,000 | 5,110 |
| Mortgage-backed securities | $6,840,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $6,840,000 | 2,964 |
| Issued or guaranteed by U.S. | $6,840,000 | 2,954 |
| 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) | $17,373,000 | 4,515 |
| Total debt securities | $17,372,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,726,000 | 8,144 |
| U.S. Government securities | $2,885,000 | 7,949 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,885,000 | 7,769 |
| Securities issued by states & political subdivisions | $841,000 | 5,392 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,042,000 | 5,294 |
| Mortgage-backed securities | $301,000 | 6,441 |
| Certificates of participation in pools of residential mortgages | $301,000 | 6,018 |
| Issued or guaranteed by U.S. | $301,000 | 5,994 |
| 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) | $499,000 | 3,813 |
| Available-for-sale securities (fair market value) | $3,227,000 | 7,417 |
| Total debt securities | $3,725,000 | 8,073 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,775,000 | 7,837 |
| U.S. Government securities | $3,931,000 | 7,499 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,931,000 | 7,318 |
| Securities issued by states & political subdivisions | $844,000 | 5,420 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,170,000 | 4,760 |
| Mortgage-backed securities | $334,000 | 6,446 |
| Certificates of participation in pools of residential mortgages | $334,000 | 6,021 |
| Issued or guaranteed by U.S. | $334,000 | 5,995 |
| 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) | $499,000 | 3,868 |
| Available-for-sale securities (fair market value) | $4,276,000 | 7,126 |
| Total debt securities | $4,775,000 | 7,756 |
| 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 | $4,157,000 | 7,998 |
| U.S. Government securities | $3,309,000 | 7,710 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,309,000 | 7,518 |
| Securities issued by states & political subdivisions | $848,000 | 5,397 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,533,000 | 5,006 |
| Mortgage-backed securities | $656,000 | 6,179 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,984 |
| Issued or guaranteed by U.S. | $393,000 | 5,963 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $263,000 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,546 |
| 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) | $499,000 | 3,896 |
| Available-for-sale securities (fair market value) | $3,658,000 | 7,286 |
| Total debt securities | $4,157,000 | 7,907 |
| 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 | $4,942,000 | 7,834 |
| U.S. Government securities | $4,068,000 | 7,496 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,068,000 | 7,298 |
| Securities issued by states & political subdivisions | $874,000 | 5,315 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,100,000 | 4,776 |
| Mortgage-backed securities | $1,447,000 | 5,646 |
| Certificates of participation in pools of residential mortgages | $444,000 | 5,924 |
| Issued or guaranteed by U.S. | $444,000 | 5,905 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,003,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $1,003,000 | 3,001 |
| 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) | $499,000 | 3,963 |
| Available-for-sale securities (fair market value) | $4,443,000 | 7,122 |
| Total debt securities | $4,942,000 | 7,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,369,000 | 7,431 |
| U.S. Government securities | $5,318,000 | 7,034 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,318,000 | 6,835 |
| Securities issued by states & political subdivisions | $1,051,000 | 5,103 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,309,000 | 4,687 |
| Mortgage-backed securities | $2,189,000 | 5,223 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,824 |
| Issued or guaranteed by U.S. | $509,000 | 5,805 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,680,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $1,680,000 | 2,650 |
| 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) | $499,000 | 4,053 |
| Available-for-sale securities (fair market value) | $5,870,000 | 6,718 |
| Total debt securities | $6,369,000 | 7,348 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,938,000 | 7,642 |
| U.S. Government securities | $3,821,000 | 7,737 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,821,000 | 7,482 |
| Securities issued by states & political subdivisions | $1,235,000 | 4,990 |
| Other domestic debt securities | $882,000 | 3,046 |
| Privately issued residential mortgage-backed securities | $882,000 | 847 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,752,000 | 4,935 |
| Mortgage-backed securities | $3,666,000 | 4,429 |
| Certificates of participation in pools of residential mortgages | $795,000 | 5,400 |
| Issued or guaranteed by U.S. | $795,000 | 5,381 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,871,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $1,989,000 | 2,578 |
| Privately issued | $882,000 | 765 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,938,000 | 6,702 |
| Total debt securities | $5,938,000 | 7,534 |
| 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 | $10,904,000 | 6,527 |
| U.S. Government securities | $7,631,000 | 6,654 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,631,000 | 6,294 |
| Securities issued by states & political subdivisions | $1,448,000 | 4,885 |
| Other domestic debt securities | $1,247,000 | 2,304 |
| Privately issued residential mortgage-backed securities | $1,247,000 | 680 |
| 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 | $578,000 | 3,534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,375,000 | 6,751 |
| Mortgage-backed securities | $4,511,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $1,182,000 | 4,609 |
| Issued or guaranteed by U.S. | $1,182,000 | 4,593 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,329,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $2,082,000 | 2,113 |
| Privately issued | $1,247,000 | 602 |
| 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) | $10,904,000 | 5,490 |
| Total debt securities | $10,326,000 | 6,567 |
| 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 | $12,523,000 | 6,392 |
| U.S. Government securities | $9,574,000 | 6,238 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,574,000 | 5,725 |
| Securities issued by states & political subdivisions | $1,113,000 | 5,457 |
| Other domestic debt securities | $1,252,000 | 2,184 |
| Privately issued residential mortgage-backed securities | $1,252,000 | 702 |
| 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 | $584,000 | 3,411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,751,000 | 3,999 |
| Mortgage-backed securities | $5,474,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $1,546,000 | 4,537 |
| Issued or guaranteed by U.S. | $1,546,000 | 4,524 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,928,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $2,676,000 | 2,039 |
| Privately issued | $1,252,000 | 620 |
| 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) | $7,769,000 | 2,443 |
| Available-for-sale securities (fair market value) | $4,754,000 | 7,502 |
| Total debt securities | $11,939,000 | 6,434 |
| 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 | $11,909,000 | 6,552 |
| U.S. Government securities | $10,289,000 | 6,014 |
| U.S. Treasury securities | $5,301,000 | 2,132 |
| U.S. Government agency obligations | $4,988,000 | 7,232 |
| Securities issued by states & political subdivisions | $1,318,000 | 5,377 |
| 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 | $302,000 | 4,596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,051,000 | 4,255 |
| Mortgage-backed securities | $3,988,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $2,187,000 | 4,247 |
| Issued or guaranteed by U.S. | $2,187,000 | 4,228 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,801,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $1,801,000 | 2,603 |
| 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) | $3,193,000 | 4,111 |
| Available-for-sale securities (fair market value) | $8,716,000 | 6,131 |
| Total debt securities | $11,607,000 | 6,504 |
| 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 | $18,851,000 | 5,133 |
| U.S. Government securities | $16,880,000 | 4,630 |
| U.S. Treasury securities | $12,304,000 | 1,504 |
| U.S. Government agency obligations | $4,576,000 | 7,523 |
| Securities issued by states & political subdivisions | $1,680,000 | 4,924 |
| 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 | $291,000 | 4,712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,304,000 | 3,949 |
| Mortgage-backed securities | $4,576,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $2,312,000 | 4,165 |
| Issued or guaranteed by U.S. | $2,312,000 | 4,151 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,264,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $2,264,000 | 2,458 |
| 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) | $2,353,000 | 5,398 |
| Available-for-sale securities (fair market value) | $16,498,000 | 4,181 |
| Total debt securities | $18,560,000 | 5,070 |
| 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 | $19,427,000 | 5,410 |
| U.S. Government securities | $17,218,000 | 4,944 |
| U.S. Treasury securities | $8,992,000 | 2,458 |
| U.S. Government agency obligations | $8,226,000 | 6,153 |
| Securities issued by states & political subdivisions | $1,937,000 | 4,872 |
| 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 | $272,000 | 4,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,011,000 | 4,161 |
| Mortgage-backed securities | $7,224,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $4,123,000 | 3,537 |
| Issued or guaranteed by U.S. | $4,123,000 | 3,517 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,101,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $3,101,000 | 2,409 |
| 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) | $3,627,000 | 5,322 |
| Available-for-sale securities (fair market value) | $15,800,000 | 4,542 |
| Total debt securities | $19,155,000 | 5,356 |
| 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 | $17,788,000 | 6,042 |
| U.S. Government securities | $16,337,000 | 5,391 |
| U.S. Treasury securities | $7,071,000 | 3,578 |
| U.S. Government agency obligations | $9,266,000 | 5,759 |
| Securities issued by states & political subdivisions | $1,351,000 | 5,764 |
| 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 | $100,000 | 6,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,965,000 | 4,721 |
| Mortgage-backed securities | $9,266,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $5,018,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,018,000 | 3,255 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,248,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $4,248,000 | 2,255 |
| 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) | $4,349,000 | 5,312 |
| Available-for-sale securities (fair market value) | $13,439,000 | 5,187 |
| Total debt securities | $17,688,000 | 5,931 |
| 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 | $18,662,000 | 6,177 |
| U.S. Government securities | $17,148,000 | 5,538 |
| U.S. Treasury securities | $7,355,000 | 4,292 |
| U.S. Government agency obligations | $9,793,000 | 5,451 |
| Securities issued by states & political subdivisions | $1,464,000 | 5,893 |
| 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 | $50,000 | 6,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,530,000 | 5,674 |
| Mortgage-backed securities | $8,780,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $4,449,000 | 3,605 |
| Issued or guaranteed by U.S. | $4,449,000 | 3,580 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,331,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $4,331,000 | 2,382 |
| 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) | $15,317,000 | 4,248 |
| Available-for-sale securities (fair market value) | $3,345,000 | 7,890 |
| Total debt securities | $18,612,000 | 6,092 |
| 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 | $17,810,000 | 6,643 |
| U.S. Government securities | $16,758,000 | 5,833 |
| U.S. Treasury securities | $4,618,000 | 5,964 |
| U.S. Government agency obligations | $12,140,000 | 4,845 |
| Securities issued by states & political subdivisions | $1,002,000 | 6,797 |
| 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 | $50,000 | 6,709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,000 | 7,861 |
| Mortgage-backed securities | $10,087,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $5,347,000 | 3,628 |
| Issued or guaranteed by U.S. | $5,347,000 | 3,593 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,740,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $4,740,000 | 2,553 |
| 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 | $17,760,000 | 6,504 |
| 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 | $16,313,000 | 6,975 |
| U.S. Government securities | $16,043,000 | 5,955 |
| U.S. Treasury securities | $3,585,000 | 6,933 |
| U.S. Government agency obligations | $12,458,000 | 4,729 |
| Securities issued by states & political subdivisions | $225,000 | 8,646 |
| 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 | $45,000 | 6,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,522,000 | 6,471 |
| Mortgage-backed securities | $12,458,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $9,839,000 | 2,568 |
| Issued or guaranteed by U.S. | $9,839,000 | 2,529 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,619,000 | 3,673 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 3,345 |
| 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 | $16,268,000 | 6,885 |
| 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 |