Home > American Security Bank > Securities
American Security Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $47,540,000 | 2,787 |
| U.S. Government securities | $26,031,000 | 3,010 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $26,031,000 | 2,934 |
| Securities issued by states & political subdivisions | $8,930,000 | 3,068 |
| Other domestic debt securities | $12,579,000 | 566 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $4,270,000 | 85 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $8,309,000 | 499 |
| 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 | $9,797,000 | 3,316 |
| Mortgage-backed securities | $14,313,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $384,000 | 4,891 |
| Issued or guaranteed by U.S. | $384,000 | 4,886 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,659,000 | 1,382 |
| CMOs issued by government agencies or sponsored agencies | $9,659,000 | 1,316 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $4,270,000 | 456 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $4,270,000 | 263 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $47,540,000 | 2,537 |
| Total debt securities | $47,540,000 | 2,760 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,174 |
| Fair value | $311,000 | 2,169 |
| 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 | $57,615,000 | 2,386 |
| U.S. Government securities | $32,325,000 | 2,623 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,325,000 | 2,554 |
| Securities issued by states & political subdivisions | $9,225,000 | 3,012 |
| Other domestic debt securities | $16,065,000 | 500 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $4,408,000 | 83 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $11,657,000 | 410 |
| 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 | $13,053,000 | 2,880 |
| Mortgage-backed securities | $15,046,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $401,000 | 4,912 |
| Issued or guaranteed by U.S. | $401,000 | 4,907 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,237,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $10,237,000 | 1,284 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $4,408,000 | 431 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $4,408,000 | 248 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $57,615,000 | 2,166 |
| Total debt securities | $57,615,000 | 2,367 |
| Structured notes | ||
| Amortized cost | $2,600,000 | 1,072 |
| Fair value | $2,613,000 | 1,061 |
| 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 | $63,811,000 | 2,218 |
| U.S. Government securities | $37,618,000 | 2,363 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,618,000 | 2,300 |
| Securities issued by states & political subdivisions | $9,250,000 | 3,014 |
| Other domestic debt securities | $16,934,000 | 504 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $4,475,000 | 84 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $12,459,000 | 404 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $9,000 | 1,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,106,000 | 2,850 |
| Mortgage-backed securities | $21,009,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $899,000 | 4,694 |
| Issued or guaranteed by U.S. | $899,000 | 4,690 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,635,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $15,635,000 | 1,032 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $4,475,000 | 417 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $4,475,000 | 245 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $63,811,000 | 2,000 |
| Total debt securities | $63,802,000 | 2,194 |
| Structured notes | ||
| Amortized cost | $3,357,000 | 935 |
| Fair value | $3,365,000 | 906 |
| 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 | $65,954,000 | 2,162 |
| U.S. Government securities | $35,087,000 | 2,480 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $35,087,000 | 2,414 |
| Securities issued by states & political subdivisions | $8,654,000 | 3,111 |
| Other domestic debt securities | $17,224,000 | 499 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $4,784,000 | 84 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $12,440,000 | 399 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,989,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,769,000 | 3,661 |
| Mortgage-backed securities | $21,736,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $968,000 | 4,646 |
| Issued or guaranteed by U.S. | $968,000 | 4,642 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,984,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $15,984,000 | 1,027 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $4,784,000 | 390 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $4,784,000 | 213 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $65,954,000 | 1,954 |
| Total debt securities | $60,965,000 | 2,265 |
| Structured notes | ||
| Amortized cost | $3,358,000 | 909 |
| Fair value | $3,359,000 | 901 |
| 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 | $76,844,000 | 1,923 |
| U.S. Government securities | $51,984,000 | 1,841 |
| U.S. Treasury securities | $5,003,000 | 459 |
| U.S. Government agency obligations | $46,981,000 | 1,939 |
| Securities issued by states & political subdivisions | $7,874,000 | 3,211 |
| Other domestic debt securities | $15,038,000 | 543 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $2,784,000 | 97 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $12,254,000 | 403 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,948,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,549,000 | 3,766 |
| Mortgage-backed securities | $19,399,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $1,850,000 | 4,349 |
| Issued or guaranteed by U.S. | $1,850,000 | 4,346 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,765,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $14,765,000 | 1,120 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $2,784,000 | 427 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $2,784,000 | 224 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $76,844,000 | 1,740 |
| Total debt securities | $74,896,000 | 1,942 |
| Structured notes | ||
| Amortized cost | $3,567,000 | 887 |
| Fair value | $3,589,000 | 885 |
| 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 | $83,817,000 | 1,742 |
| U.S. Government securities | $52,387,000 | 1,789 |
| U.S. Treasury securities | $5,010,000 | 452 |
| U.S. Government agency obligations | $47,377,000 | 1,891 |
| Securities issued by states & political subdivisions | $8,921,000 | 2,999 |
| Other domestic debt securities | $21,625,000 | 426 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $7,022,000 | 72 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $14,603,000 | 353 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $884,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,575,000 | 3,719 |
| Mortgage-backed securities | $24,666,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 4,578 |
| Issued or guaranteed by U.S. | $1,309,000 | 4,577 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,335,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $16,335,000 | 1,074 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $7,022,000 | 239 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $7,022,000 | 131 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $83,817,000 | 1,586 |
| Total debt securities | $82,933,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $5,421,000 | 699 |
| Fair value | $5,437,000 | 695 |
| 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 | $82,488,000 | 1,787 |
| U.S. Government securities | $55,218,000 | 1,758 |
| U.S. Treasury securities | $5,014,000 | 407 |
| U.S. Government agency obligations | $50,204,000 | 1,838 |
| Securities issued by states & political subdivisions | $5,367,000 | 3,659 |
| Other domestic debt securities | $17,852,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $7,433,000 | 71 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $10,419,000 | 465 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,051,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,076,000 | 3,674 |
| Mortgage-backed securities | $26,152,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | $4,944,000 | 3,691 |
| Issued or guaranteed by U.S. | $4,944,000 | 3,689 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,775,000 | 1,333 |
| CMOs issued by government agencies or sponsored agencies | $13,775,000 | 1,245 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $7,433,000 | 216 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $7,433,000 | 126 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $82,488,000 | 1,633 |
| Total debt securities | $78,430,000 | 1,837 |
| Structured notes | ||
| Amortized cost | $3,667,000 | 976 |
| Fair value | $3,682,000 | 974 |
| 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 | $72,984,000 | 1,972 |
| U.S. Government securities | $53,398,000 | 1,808 |
| U.S. Treasury securities | $5,017,000 | 409 |
| U.S. Government agency obligations | $48,381,000 | 1,917 |
| Securities issued by states & political subdivisions | $4,206,000 | 3,872 |
| Other domestic debt securities | $10,303,000 | 706 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $3,557,000 | 88 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $6,746,000 | 619 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $5,077,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,098,000 | 3,710 |
| Mortgage-backed securities | $18,240,000 | 2,669 |
| Certificates of participation in pools of residential mortgages | $6,325,000 | 3,428 |
| Issued or guaranteed by U.S. | $6,325,000 | 3,427 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,358,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $8,358,000 | 1,635 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $3,557,000 | 294 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $3,557,000 | 165 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $72,984,000 | 1,795 |
| Total debt securities | $67,907,000 | 2,073 |
| Structured notes | ||
| Amortized cost | $7,017,000 | 674 |
| Fair value | $6,999,000 | 695 |
| 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 | $45,969,000 | 2,862 |
| U.S. Government securities | $35,336,000 | 2,573 |
| U.S. Treasury securities | $5,021,000 | 431 |
| U.S. Government agency obligations | $30,315,000 | 2,812 |
| Securities issued by states & political subdivisions | $995,000 | 4,939 |
| Other domestic debt securities | $5,859,000 | 977 |
| 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 | $5,859,000 | 674 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,779,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,116,000 | 3,715 |
| Mortgage-backed securities | $15,148,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $6,791,000 | 3,333 |
| Issued or guaranteed by U.S. | $6,791,000 | 3,331 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,357,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $8,357,000 | 1,636 |
| 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) | $45,969,000 | 2,615 |
| Total debt securities | $42,190,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $7,870,000 | 749 |
| Fair value | $7,848,000 | 747 |
| 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 | $38,184,000 | 3,173 |
| U.S. Government securities | $29,236,000 | 2,863 |
| U.S. Treasury securities | $5,028,000 | 401 |
| U.S. Government agency obligations | $24,208,000 | 3,171 |
| Securities issued by states & political subdivisions | $451,000 | 5,347 |
| Other domestic debt securities | $1,687,000 | 1,706 |
| 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 | $1,687,000 | 1,210 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $6,810,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,153,000 | 3,535 |
| Mortgage-backed securities | $14,672,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $6,168,000 | 3,373 |
| Issued or guaranteed by U.S. | $6,168,000 | 3,372 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,504,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $8,504,000 | 1,550 |
| 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) | $38,184,000 | 2,906 |
| Total debt securities | $31,375,000 | 3,561 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 2,004 |
| Fair value | $1,268,000 | 2,017 |
| 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 | $18,553,000 | 4,660 |
| U.S. Government securities | $17,242,000 | 3,894 |
| U.S. Treasury securities | $5,032,000 | 412 |
| U.S. Government agency obligations | $12,210,000 | 4,462 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,311,000 | 1,829 |
| 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 | $1,311,000 | 1,296 |
| 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 | $8,202,000 | 3,497 |
| Mortgage-backed securities | $2,657,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,657,000 | 4,183 |
| Issued or guaranteed by U.S. | $2,657,000 | 4,168 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $18,553,000 | 4,273 |
| Total debt securities | $18,553,000 | 4,627 |
| Structured notes | ||
| Amortized cost | $1,298,000 | 2,104 |
| Fair value | $1,289,000 | 2,111 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $22,837,000 | 4,270 |
| U.S. Government securities | $22,837,000 | 3,363 |
| U.S. Treasury securities | $5,326,000 | 450 |
| U.S. Government agency obligations | $17,511,000 | 3,854 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $9,569,000 | 3,272 |
| Mortgage-backed securities | $8,440,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $8,440,000 | 2,856 |
| Issued or guaranteed by U.S. | $8,440,000 | 2,849 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $22,837,000 | 3,921 |
| Total debt securities | $22,837,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $18,249,000 | 4,750 |
| U.S. Government securities | $18,249,000 | 3,816 |
| U.S. Treasury securities | $300,000 | 1,157 |
| U.S. Government agency obligations | $17,949,000 | 3,747 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $9,609,000 | 3,288 |
| Mortgage-backed securities | $8,880,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $8,880,000 | 2,730 |
| Issued or guaranteed by U.S. | $8,880,000 | 2,724 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $18,249,000 | 4,349 |
| Total debt securities | $18,249,000 | 4,712 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $19,001,000 | 4,525 |
| U.S. Government securities | $19,001,000 | 3,578 |
| U.S. Treasury securities | $300,000 | 1,152 |
| U.S. Government agency obligations | $18,701,000 | 3,508 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $9,657,000 | 3,227 |
| Mortgage-backed securities | $9,635,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $9,635,000 | 2,494 |
| Issued or guaranteed by U.S. | $9,635,000 | 2,488 |
| 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) | $19,001,000 | 4,138 |
| Total debt securities | $19,001,000 | 4,489 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $10,060,000 | 5,655 |
| U.S. Government securities | $10,060,000 | 4,824 |
| U.S. Treasury securities | $299,000 | 1,070 |
| U.S. Government agency obligations | $9,761,000 | 4,765 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $8,246,000 | 3,512 |
| Mortgage-backed securities | $8,738,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $8,738,000 | 2,603 |
| Issued or guaranteed by U.S. | $8,738,000 | 2,596 |
| 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) | $10,060,000 | 5,205 |
| Total debt securities | $10,060,000 | 5,621 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $10,847,000 | 5,587 |
| U.S. Government securities | $10,847,000 | 4,769 |
| U.S. Treasury securities | $300,000 | 1,005 |
| U.S. Government agency obligations | $10,547,000 | 4,709 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $6,962,000 | 3,806 |
| Mortgage-backed securities | $9,530,000 | 3,218 |
| Certificates of participation in pools of residential mortgages | $9,530,000 | 2,505 |
| Issued or guaranteed by U.S. | $9,530,000 | 2,499 |
| 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) | $10,847,000 | 5,128 |
| Total debt securities | $10,847,000 | 5,549 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $13,231,000 | 5,267 |
| U.S. Government securities | $13,231,000 | 4,413 |
| U.S. Treasury securities | $300,000 | 1,025 |
| U.S. Government agency obligations | $12,931,000 | 4,353 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $7,193,000 | 3,845 |
| Mortgage-backed securities | $9,926,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $9,926,000 | 2,543 |
| Issued or guaranteed by U.S. | $9,926,000 | 2,536 |
| 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) | $13,231,000 | 4,819 |
| Total debt securities | $13,231,000 | 5,227 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $13,688,000 | 5,207 |
| U.S. Government securities | $13,688,000 | 4,330 |
| U.S. Treasury securities | $300,000 | 970 |
| U.S. Government agency obligations | $13,388,000 | 4,282 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,483,000 | 4,270 |
| Mortgage-backed securities | $10,383,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $10,383,000 | 2,535 |
| Issued or guaranteed by U.S. | $10,383,000 | 2,529 |
| 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) | $13,688,000 | 4,771 |
| Total debt securities | $13,688,000 | 5,168 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,251,000 | 6,128 |
| U.S. Government securities | $7,864,000 | 5,441 |
| U.S. Treasury securities | $299,000 | 929 |
| U.S. Government agency obligations | $7,565,000 | 5,421 |
| Securities issued by states & political subdivisions | $359,000 | 5,462 |
| Other domestic debt securities | $28,000 | 3,273 |
| 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 | $28,000 | 363 |
| 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 | $4,001,000 | 4,727 |
| Mortgage-backed securities | $4,469,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $4,469,000 | 3,764 |
| Issued or guaranteed by U.S. | $4,469,000 | 3,753 |
| 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) | $8,251,000 | 5,629 |
| Total debt securities | $8,251,000 | 6,084 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,079,000 | 6,985 |
| U.S. Government securities | $4,073,000 | 6,437 |
| U.S. Treasury securities | $300,000 | 912 |
| U.S. Government agency obligations | $3,773,000 | 6,445 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $6,000 | 3,386 |
| 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 | $6,000 | 395 |
| 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 | $4,073,000 | 4,699 |
| Mortgage-backed securities | $681,000 | 5,710 |
| Certificates of participation in pools of residential mortgages | $681,000 | 5,314 |
| Issued or guaranteed by U.S. | $681,000 | 5,294 |
| 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) | $4,079,000 | 6,452 |
| Total debt securities | $4,079,000 | 6,944 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $4,170,000 | 7,017 |
| U.S. Government securities | $4,161,000 | 6,529 |
| U.S. Treasury securities | $300,000 | 847 |
| U.S. Government agency obligations | $3,861,000 | 6,523 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $9,000 | 3,301 |
| 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 | $9,000 | 2,503 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,162,000 | 4,744 |
| Mortgage-backed securities | $762,000 | 5,732 |
| Certificates of participation in pools of residential mortgages | $762,000 | 5,337 |
| Issued or guaranteed by U.S. | $762,000 | 5,319 |
| 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) | $4,170,000 | 6,477 |
| Total debt securities | $4,170,000 | 6,978 |
| 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 | $4,254,000 | 7,065 |
| U.S. Government securities | $4,245,000 | 6,613 |
| U.S. Treasury securities | $300,000 | 819 |
| U.S. Government agency obligations | $3,945,000 | 6,616 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $9,000 | 3,225 |
| 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 | $9,000 | 2,431 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,245,000 | 4,774 |
| Mortgage-backed securities | $827,000 | 5,706 |
| Certificates of participation in pools of residential mortgages | $827,000 | 5,301 |
| Issued or guaranteed by U.S. | $827,000 | 5,285 |
| 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) | $4,254,000 | 6,501 |
| Total debt securities | $4,254,000 | 7,024 |
| 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 | $4,223,000 | 7,090 |
| U.S. Government securities | $4,187,000 | 6,637 |
| U.S. Treasury securities | $295,000 | 872 |
| U.S. Government agency obligations | $3,892,000 | 6,639 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $36,000 | 3,153 |
| 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 | $36,000 | 2,377 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,187,000 | 4,780 |
| Mortgage-backed securities | $890,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $890,000 | 5,247 |
| Issued or guaranteed by U.S. | $890,000 | 5,231 |
| 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) | $4,223,000 | 6,506 |
| Total debt securities | $4,223,000 | 7,046 |
| 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 | $7,338,000 | 6,467 |
| U.S. Government securities | $7,275,000 | 5,789 |
| U.S. Treasury securities | $301,000 | 859 |
| U.S. Government agency obligations | $6,974,000 | 5,790 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $63,000 | 3,091 |
| 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 | $63,000 | 2,355 |
| 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 | $7,275,000 | 3,926 |
| Mortgage-backed securities | $958,000 | 5,625 |
| Certificates of participation in pools of residential mortgages | $958,000 | 5,208 |
| Issued or guaranteed by U.S. | $958,000 | 5,186 |
| 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) | $7,338,000 | 5,893 |
| Total debt securities | $7,338,000 | 6,406 |
| 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 | $9,507,000 | 6,035 |
| U.S. Government securities | $9,432,000 | 5,239 |
| U.S. Treasury securities | $304,000 | 891 |
| U.S. Government agency obligations | $9,128,000 | 5,213 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $75,000 | 3,050 |
| 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 | $75,000 | 2,305 |
| 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 | $9,431,000 | 3,469 |
| Mortgage-backed securities | $1,081,000 | 5,504 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 5,071 |
| Issued or guaranteed by U.S. | $1,081,000 | 5,047 |
| 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) | $9,507,000 | 5,502 |
| Total debt securities | $9,507,000 | 5,965 |
| 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 | $19,608,000 | 4,508 |
| U.S. Government securities | $19,521,000 | 3,652 |
| U.S. Treasury securities | $301,000 | 996 |
| U.S. Government agency obligations | $19,220,000 | 3,614 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $87,000 | 2,875 |
| 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 | $87,000 | 2,177 |
| 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 | $19,521,000 | 2,260 |
| Mortgage-backed securities | $1,148,000 | 5,279 |
| Certificates of participation in pools of residential mortgages | $1,148,000 | 4,827 |
| Issued or guaranteed by U.S. | $1,148,000 | 4,808 |
| 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) | $19,608,000 | 3,995 |
| Total debt securities | $19,608,000 | 4,453 |
| 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 | $21,561,000 | 4,289 |
| U.S. Government securities | $21,460,000 | 3,458 |
| U.S. Treasury securities | $300,000 | 1,076 |
| U.S. Government agency obligations | $21,160,000 | 3,411 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $101,000 | 2,785 |
| 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 | $101,000 | 2,094 |
| 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 | $21,460,000 | 2,070 |
| Mortgage-backed securities | $1,217,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 4,647 |
| Issued or guaranteed by U.S. | $1,217,000 | 4,634 |
| 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) | $21,561,000 | 3,785 |
| Total debt securities | $21,561,000 | 4,240 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $24,548,000 | 3,920 |
| U.S. Government securities | $24,361,000 | 3,163 |
| U.S. Treasury securities | $299,000 | 1,194 |
| U.S. Government agency obligations | $24,062,000 | 3,105 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $187,000 | 2,673 |
| 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 | $187,000 | 2,015 |
| 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 | $22,336,000 | 1,998 |
| Mortgage-backed securities | $1,310,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 4,572 |
| Issued or guaranteed by U.S. | $1,310,000 | 4,558 |
| 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) | $24,548,000 | 3,450 |
| Total debt securities | $24,548,000 | 3,870 |
| 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 | $28,012,000 | 3,616 |
| U.S. Government securities | $27,512,000 | 2,895 |
| U.S. Treasury securities | $297,000 | 1,285 |
| U.S. Government agency obligations | $27,215,000 | 2,837 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $500,000 | 2,283 |
| 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 | $500,000 | 1,690 |
| 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 | $22,480,000 | 1,996 |
| Mortgage-backed securities | $1,421,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $1,421,000 | 4,512 |
| Issued or guaranteed by U.S. | $1,421,000 | 4,495 |
| 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) | $28,012,000 | 3,168 |
| Total debt securities | $28,013,000 | 3,575 |
| 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 | $31,010,000 | 3,384 |
| U.S. Government securities | $30,508,000 | 2,692 |
| U.S. Treasury securities | $296,000 | 1,334 |
| U.S. Government agency obligations | $30,212,000 | 2,643 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $502,000 | 2,294 |
| 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 | $502,000 | 1,717 |
| 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 | $22,488,000 | 1,996 |
| Mortgage-backed securities | $1,495,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $1,495,000 | 4,471 |
| Issued or guaranteed by U.S. | $1,495,000 | 4,457 |
| 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) | $31,010,000 | 2,947 |
| Total debt securities | $31,010,000 | 3,342 |
| 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 | $34,000,000 | 3,214 |
| U.S. Government securities | $33,497,000 | 2,530 |
| U.S. Treasury securities | $295,000 | 1,406 |
| U.S. Government agency obligations | $33,202,000 | 2,480 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $503,000 | 2,316 |
| 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 | $503,000 | 1,741 |
| 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 | $23,504,000 | 1,914 |
| Mortgage-backed securities | $1,580,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 4,427 |
| Issued or guaranteed by U.S. | $1,580,000 | 4,402 |
| 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) | $34,000,000 | 2,785 |
| Total debt securities | $34,000,000 | 3,173 |
| 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 | $36,748,000 | 3,021 |
| U.S. Government securities | $36,244,000 | 2,372 |
| U.S. Treasury securities | $291,000 | 1,458 |
| U.S. Government agency obligations | $35,953,000 | 2,313 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $504,000 | 2,335 |
| 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 | $504,000 | 1,769 |
| 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 | $22,326,000 | 1,975 |
| Mortgage-backed securities | $1,662,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $1,662,000 | 4,385 |
| Issued or guaranteed by U.S. | $1,662,000 | 4,368 |
| 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) | $36,748,000 | 2,606 |
| Total debt securities | $36,748,000 | 2,979 |
| 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 | $39,024,000 | 2,917 |
| U.S. Government securities | $38,521,000 | 2,275 |
| U.S. Treasury securities | $292,000 | 1,534 |
| U.S. Government agency obligations | $38,229,000 | 2,216 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $503,000 | 2,410 |
| 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 | $503,000 | 1,868 |
| 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 | $22,595,000 | 1,943 |
| Mortgage-backed securities | $1,786,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 4,343 |
| Issued or guaranteed by U.S. | $1,786,000 | 4,327 |
| 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) | $39,024,000 | 2,511 |
| Total debt securities | $39,024,000 | 2,869 |
| 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 | $41,220,000 | 2,777 |
| U.S. Government securities | $40,716,000 | 2,156 |
| U.S. Treasury securities | $292,000 | 1,552 |
| U.S. Government agency obligations | $40,424,000 | 2,091 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $504,000 | 2,484 |
| 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 | $504,000 | 1,971 |
| 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 | $12,961,000 | 2,894 |
| Mortgage-backed securities | $1,917,000 | 4,844 |
| Certificates of participation in pools of residential mortgages | $1,917,000 | 4,289 |
| Issued or guaranteed by U.S. | $1,917,000 | 4,272 |
| 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) | $41,220,000 | 2,395 |
| Total debt securities | $41,220,000 | 2,737 |
| 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 | $33,764,000 | 3,216 |
| U.S. Government securities | $33,260,000 | 2,514 |
| U.S. Treasury securities | $294,000 | 1,584 |
| U.S. Government agency obligations | $32,966,000 | 2,471 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $504,000 | 2,535 |
| 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 | $504,000 | 2,055 |
| 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 | $13,238,000 | 2,830 |
| Mortgage-backed securities | $2,061,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $2,061,000 | 4,250 |
| Issued or guaranteed by U.S. | $2,061,000 | 4,236 |
| 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) | $33,764,000 | 2,781 |
| Total debt securities | $33,764,000 | 3,165 |
| 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 | $26,033,000 | 3,937 |
| U.S. Government securities | $25,529,000 | 3,179 |
| U.S. Treasury securities | $294,000 | 1,645 |
| U.S. Government agency obligations | $25,235,000 | 3,092 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $504,000 | 2,626 |
| 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 | $504,000 | 2,153 |
| 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 | $13,482,000 | 2,806 |
| Mortgage-backed securities | $2,246,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $2,246,000 | 4,222 |
| Issued or guaranteed by U.S. | $2,246,000 | 4,206 |
| 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) | $26,033,000 | 3,407 |
| Total debt securities | $26,033,000 | 3,870 |
| 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 | $27,974,000 | 3,810 |
| U.S. Government securities | $27,470,000 | 3,047 |
| U.S. Treasury securities | $292,000 | 1,757 |
| U.S. Government agency obligations | $27,178,000 | 2,948 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $504,000 | 2,698 |
| 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 | $504,000 | 2,255 |
| 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 | $13,456,000 | 2,802 |
| Mortgage-backed securities | $2,371,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $2,371,000 | 4,235 |
| Issued or guaranteed by U.S. | $2,371,000 | 4,221 |
| 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) | $27,974,000 | 3,294 |
| Total debt securities | $27,974,000 | 3,753 |
| 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 | $42,532,000 | 2,747 |
| U.S. Government securities | $42,029,000 | 2,149 |
| U.S. Treasury securities | $297,000 | 1,753 |
| U.S. Government agency obligations | $41,732,000 | 2,079 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $503,000 | 2,744 |
| 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 | $503,000 | 2,324 |
| 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 | $14,833,000 | 2,591 |
| Mortgage-backed securities | $2,589,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $2,589,000 | 4,181 |
| Issued or guaranteed by U.S. | $2,589,000 | 4,168 |
| 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) | $1,007,000 | 3,221 |
| Available-for-sale securities (fair market value) | $41,525,000 | 2,409 |
| Total debt securities | $42,532,000 | 2,696 |
| 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 | $37,370,000 | 3,063 |
| U.S. Government securities | $36,867,000 | 2,372 |
| U.S. Treasury securities | $300,000 | 1,749 |
| U.S. Government agency obligations | $36,567,000 | 2,314 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $503,000 | 2,793 |
| 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 | $503,000 | 2,389 |
| 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 | $21,563,000 | 1,914 |
| Mortgage-backed securities | $22,234,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $2,762,000 | 4,129 |
| Issued or guaranteed by U.S. | $2,762,000 | 4,117 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,472,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $19,472,000 | 629 |
| 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) | $1,016,000 | 3,273 |
| Available-for-sale securities (fair market value) | $36,354,000 | 2,687 |
| Total debt securities | $37,370,000 | 2,999 |
| 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 | $54,649,000 | 2,257 |
| U.S. Government securities | $46,460,000 | 1,978 |
| U.S. Treasury securities | $300,000 | 1,859 |
| U.S. Government agency obligations | $46,160,000 | 1,923 |
| Securities issued by states & political subdivisions | $7,687,000 | 2,362 |
| Other domestic debt securities | $502,000 | 2,901 |
| 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 | $502,000 | 2,506 |
| 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 | $19,607,000 | 2,058 |
| Mortgage-backed securities | $29,216,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $2,828,000 | 4,149 |
| Issued or guaranteed by U.S. | $2,828,000 | 4,140 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,388,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $26,388,000 | 517 |
| 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) | $1,024,000 | 3,297 |
| Available-for-sale securities (fair market value) | $53,625,000 | 1,953 |
| Total debt securities | $54,648,000 | 2,203 |
| 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 | $47,190,000 | 2,584 |
| U.S. Government securities | $38,423,000 | 2,311 |
| U.S. Treasury securities | $301,000 | 1,841 |
| U.S. Government agency obligations | $38,122,000 | 2,257 |
| Securities issued by states & political subdivisions | $8,265,000 | 2,272 |
| Other domestic debt securities | $502,000 | 3,013 |
| 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 | $502,000 | 2,597 |
| 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 | $21,817,000 | 1,874 |
| Mortgage-backed securities | $20,486,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $3,218,000 | 4,049 |
| Issued or guaranteed by U.S. | $3,218,000 | 4,040 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $17,268,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $17,268,000 | 703 |
| 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) | $1,032,000 | 3,307 |
| Available-for-sale securities (fair market value) | $46,158,000 | 2,251 |
| Total debt securities | $47,189,000 | 2,523 |
| 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 | $37,001,000 | 3,168 |
| U.S. Government securities | $31,954,000 | 2,781 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $31,954,000 | 2,685 |
| Securities issued by states & political subdivisions | $5,047,000 | 3,073 |
| 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 | $1,551,000 | 6,128 |
| Mortgage-backed securities | $21,028,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $3,372,000 | 3,960 |
| Issued or guaranteed by U.S. | $3,372,000 | 3,949 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,656,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $17,656,000 | 756 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,040,000 | 3,341 |
| Available-for-sale securities (fair market value) | $35,961,000 | 2,791 |
| Total debt securities | $36,998,000 | 3,111 |
| 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 | $1,573,000 | 8,650 |
| U.S. Government securities | $1,573,000 | 8,346 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,573,000 | 8,195 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $1,573,000 | 6,110 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $786,000 | 3,594 |
| Available-for-sale securities (fair market value) | $787,000 | 8,089 |
| Total debt securities | $1,574,000 | 8,583 |
| 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 | $1,570,000 | 8,685 |
| U.S. Government securities | $1,570,000 | 8,368 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,570,000 | 8,209 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $1,570,000 | 6,108 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $1,056,000 | 3,403 |
| Available-for-sale securities (fair market value) | $514,000 | 8,172 |
| Total debt securities | $1,570,000 | 8,616 |
| 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 | $2,088,000 | 8,623 |
| U.S. Government securities | $2,088,000 | 8,240 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,088,000 | 8,066 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $1,586,000 | 6,137 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $1,064,000 | 3,466 |
| Available-for-sale securities (fair market value) | $1,024,000 | 8,070 |
| Total debt securities | $2,088,000 | 8,541 |
| 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 | $2,099,000 | 8,656 |
| U.S. Government securities | $2,099,000 | 8,275 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,099,000 | 8,086 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $2,099,000 | 5,809 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $1,072,000 | 3,528 |
| Available-for-sale securities (fair market value) | $1,027,000 | 8,088 |
| Total debt securities | $2,099,000 | 8,568 |
| 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 | $3,103,000 | 8,536 |
| U.S. Government securities | $3,103,000 | 8,016 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,103,000 | 7,785 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,069,000 | 5,888 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $3,103,000 | 7,576 |
| Total debt securities | $3,103,000 | 8,442 |
| 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 | $8,292,000 | 7,285 |
| U.S. Government securities | $7,946,000 | 6,544 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,946,000 | 6,190 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $346,000 | 4,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 6,470 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,946,000 | 2,157 |
| Available-for-sale securities (fair market value) | $346,000 | 8,832 |
| Total debt securities | $7,946,000 | 7,265 |
| 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 | $4,682,000 | 8,784 |
| U.S. Government securities | $4,440,000 | 8,294 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,440,000 | 7,778 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $242,000 | 5,316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 6,548 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,440,000 | 3,249 |
| Available-for-sale securities (fair market value) | $242,000 | 9,181 |
| Total debt securities | $4,440,000 | 8,762 |
| 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 | $1,500,000 | 9,923 |
| U.S. Government securities | $1,500,000 | 9,647 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,500,000 | 9,042 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,158 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,500,000 | 5,066 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $1,500,000 | 9,816 |
| 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 | $499,000 | 10,695 |
| U.S. Government securities | $499,000 | 10,543 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $499,000 | 10,004 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 8,210 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $499,000 | 6,792 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $499,000 | 10,606 |
| 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 | $1,999,000 | 10,873 |
| U.S. Government securities | $1,999,000 | 10,608 |
| U.S. Treasury securities | $1,003,000 | 7,191 |
| U.S. Government agency obligations | $996,000 | 10,173 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 8,631 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $498,000 | 7,451 |
| Available-for-sale securities (fair market value) | $1,501,000 | 9,261 |
| Total debt securities | $1,999,000 | 10,775 |
| 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 | $987,000 | 11,648 |
| U.S. Government securities | $987,000 | 11,488 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $987,000 | 10,526 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $987,000 | 8,220 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $987,000 | 9,988 |
| Total debt securities | $987,000 | 11,555 |
| 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 | $2,346,000 | 11,934 |
| U.S. Government securities | $2,346,000 | 11,595 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $2,346,000 | 9,615 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,000 | 8,822 |
| Mortgage-backed securities | $710,000 | 8,181 |
| Certificates of participation in pools of residential mortgages | $239,000 | 8,191 |
| Issued or guaranteed by U.S. | $239,000 | 8,164 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $471,000 | 5,335 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 5,104 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,346,000 | 9,761 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,346,000 | 11,836 |
| 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 | $1,885,000 | 12,625 |
| U.S. Government securities | $1,885,000 | 12,287 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,885,000 | 10,372 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,000 | 10,082 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| 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 | $1,885,000 | 12,511 |
| 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 | $1,360,000 | 13,337 |
| U.S. Government securities | $1,360,000 | 13,046 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $1,360,000 | 11,161 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,000 | 9,200 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $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 | $1,360,000 | 13,226 |
| 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 |