Home > Bank of Birch Tree > Securities
Bank of Birch Tree, Securities
| 2012-03-31 | Rank | |
| Total securities | $3,256,000 | 6,613 |
| U.S. Government securities | $2,512,000 | 6,352 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,512,000 | 6,252 |
| Securities issued by states & political subdivisions | $744,000 | 5,103 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,609,000 | 5,507 |
| Mortgage-backed securities | $2,512,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $1,014,000 | 4,847 |
| Issued or guaranteed by U.S. | $1,014,000 | 4,845 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,498,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,841 |
| 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) | $3,256,000 | 6,183 |
| Total debt securities | $3,256,000 | 6,582 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,277,000 | 6,641 |
| U.S. Government securities | $2,529,000 | 6,378 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,529,000 | 6,286 |
| Securities issued by states & political subdivisions | $748,000 | 5,092 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,633,000 | 5,256 |
| Mortgage-backed securities | $2,028,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,056 |
| Issued or guaranteed by U.S. | $509,000 | 5,044 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,519,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $1,519,000 | 2,710 |
| 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) | $3,277,000 | 6,182 |
| Total debt securities | $3,277,000 | 6,611 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $501,000 | 2,629 |
| 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 | $3,286,000 | 6,706 |
| U.S. Government securities | $2,537,000 | 6,419 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,537,000 | 6,315 |
| Securities issued by states & political subdivisions | $749,000 | 5,095 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,417,000 | 5,329 |
| Mortgage-backed securities | $1,533,000 | 5,028 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,533,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $1,533,000 | 2,689 |
| 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) | $3,286,000 | 6,244 |
| Total debt securities | $3,287,000 | 6,671 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,403 |
| Fair value | $1,004,000 | 2,290 |
| 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 | $3,730,000 | 6,732 |
| U.S. Government securities | $3,005,000 | 6,445 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,005,000 | 6,335 |
| Securities issued by states & political subdivisions | $725,000 | 5,088 |
| 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 | $2,347,000 | 5,039 |
| Mortgage-backed securities | $1,000,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 4,818 |
| Issued or guaranteed by U.S. | $1,000,000 | 4,810 |
| 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) | $3,730,000 | 6,254 |
| Total debt securities | $3,730,000 | 6,698 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,586 |
| Fair value | $1,003,000 | 2,489 |
| 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 | $3,710,000 | 6,774 |
| U.S. Government securities | $3,196,000 | 6,426 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,196,000 | 6,310 |
| Securities issued by states & political subdivisions | $514,000 | 5,258 |
| 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 | $2,170,000 | 5,134 |
| Mortgage-backed securities | $1,223,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $1,221,000 | 4,666 |
| Issued or guaranteed by U.S. | $1,221,000 | 4,658 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,000 | 3,811 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,515 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,710,000 | 6,295 |
| Total debt securities | $3,710,000 | 6,736 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,631 |
| Fair value | $978,000 | 2,635 |
| 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 | $3,744,000 | 6,758 |
| U.S. Government securities | $3,238,000 | 6,332 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,238,000 | 6,207 |
| Securities issued by states & political subdivisions | $506,000 | 5,276 |
| 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 | $3,261,000 | 4,758 |
| Mortgage-backed securities | $261,000 | 5,599 |
| Certificates of participation in pools of residential mortgages | $244,000 | 5,257 |
| Issued or guaranteed by U.S. | $244,000 | 5,244 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,000 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,442 |
| 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) | $3,744,000 | 6,258 |
| Total debt securities | $3,744,000 | 6,727 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,857 |
| Fair value | $477,000 | 2,868 |
| 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 | $3,870,000 | 6,773 |
| U.S. Government securities | $3,339,000 | 6,335 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,339,000 | 6,215 |
| Securities issued by states & political subdivisions | $531,000 | 5,215 |
| 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 | $2,864,000 | 4,959 |
| Mortgage-backed securities | $325,000 | 5,602 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,231 |
| Issued or guaranteed by U.S. | $287,000 | 5,220 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $38,000 | 3,705 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,383 |
| 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) | $3,870,000 | 6,270 |
| Total debt securities | $3,870,000 | 6,738 |
| 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 | $3,688,000 | 6,896 |
| U.S. Government securities | $2,925,000 | 6,585 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,925,000 | 6,461 |
| Securities issued by states & political subdivisions | $763,000 | 5,001 |
| 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 | $2,674,000 | 5,072 |
| Mortgage-backed securities | $555,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,088 |
| Issued or guaranteed by U.S. | $503,000 | 5,076 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $52,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,289 |
| 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) | $3,688,000 | 6,374 |
| Total debt securities | $3,688,000 | 6,860 |
| Structured notes | ||
| Amortized cost | $346,000 | 3,058 |
| Fair value | $347,000 | 3,058 |
| 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 | $2,930,000 | 7,109 |
| U.S. Government securities | $2,159,000 | 6,886 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,159,000 | 6,775 |
| Securities issued by states & political subdivisions | $771,000 | 5,007 |
| 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 | $2,380,000 | 5,263 |
| Mortgage-backed securities | $666,000 | 5,514 |
| Certificates of participation in pools of residential mortgages | $605,000 | 5,140 |
| Issued or guaranteed by U.S. | $605,000 | 5,130 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $61,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,252 |
| 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) | $2,930,000 | 6,583 |
| Total debt securities | $2,930,000 | 7,068 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $497,000 | 2,768 |
| 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 | $2,225,000 | 7,273 |
| U.S. Government securities | $1,313,000 | 7,149 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,313,000 | 7,047 |
| Securities issued by states & political subdivisions | $912,000 | 4,954 |
| 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 | $2,217,000 | 5,362 |
| Mortgage-backed securities | $811,000 | 5,495 |
| Certificates of participation in pools of residential mortgages | $738,000 | 5,124 |
| Issued or guaranteed by U.S. | $738,000 | 5,115 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $73,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,243 |
| 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) | $2,225,000 | 6,747 |
| Total debt securities | $2,226,000 | 7,235 |
| 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 | $2,349,000 | 7,320 |
| U.S. Government securities | $1,432,000 | 7,187 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,432,000 | 7,092 |
| Securities issued by states & political subdivisions | $917,000 | 4,988 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,341,000 | 5,335 |
| Mortgage-backed securities | $929,000 | 5,510 |
| Certificates of participation in pools of residential mortgages | $845,000 | 5,149 |
| Issued or guaranteed by U.S. | $845,000 | 5,136 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $84,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,220 |
| 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) | $2,349,000 | 6,768 |
| Total debt securities | $2,349,000 | 7,281 |
| 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 | $2,481,000 | 7,337 |
| U.S. Government securities | $1,596,000 | 7,177 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,596,000 | 7,088 |
| Securities issued by states & political subdivisions | $885,000 | 5,016 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,116,000 | 5,440 |
| Mortgage-backed securities | $1,099,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 5,101 |
| Issued or guaranteed by U.S. | $1,002,000 | 5,086 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $97,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,196 |
| 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) | $2,481,000 | 6,784 |
| Total debt securities | $2,481,000 | 7,294 |
| 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 | $2,448,000 | 7,404 |
| U.S. Government securities | $1,775,000 | 7,241 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,775,000 | 7,155 |
| Securities issued by states & political subdivisions | $673,000 | 5,097 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,271,000 | 5,435 |
| Mortgage-backed securities | $1,273,000 | 5,468 |
| Certificates of participation in pools of residential mortgages | $1,159,000 | 5,105 |
| Issued or guaranteed by U.S. | $1,159,000 | 5,088 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $114,000 | 3,559 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,185 |
| 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) | $2,448,000 | 6,837 |
| Total debt securities | $2,448,000 | 7,366 |
| 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 | $2,841,000 | 7,408 |
| U.S. Government securities | $1,880,000 | 7,303 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,880,000 | 7,212 |
| Securities issued by states & political subdivisions | $961,000 | 4,851 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,366,000 | 5,456 |
| Mortgage-backed securities | $1,378,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $1,255,000 | 5,053 |
| Issued or guaranteed by U.S. | $1,255,000 | 5,039 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $123,000 | 3,512 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 3,167 |
| 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) | $2,841,000 | 6,813 |
| Total debt securities | $2,841,000 | 7,367 |
| 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 | $2,890,000 | 7,420 |
| U.S. Government securities | $1,929,000 | 7,352 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,929,000 | 7,255 |
| Securities issued by states & political subdivisions | $961,000 | 4,835 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,413,000 | 5,465 |
| Mortgage-backed securities | $1,432,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $1,304,000 | 5,006 |
| Issued or guaranteed by U.S. | $1,304,000 | 4,992 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $128,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,075 |
| 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) | $2,890,000 | 6,804 |
| Total debt securities | $2,890,000 | 7,378 |
| 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 | $3,095,000 | 7,442 |
| U.S. Government securities | $2,125,000 | 7,313 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,125,000 | 7,224 |
| Securities issued by states & political subdivisions | $970,000 | 4,871 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,617,000 | 5,371 |
| Mortgage-backed securities | $1,634,000 | 5,306 |
| Certificates of participation in pools of residential mortgages | $1,501,000 | 4,916 |
| Issued or guaranteed by U.S. | $1,501,000 | 4,897 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $133,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,087 |
| 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) | $3,095,000 | 6,827 |
| Total debt securities | $3,095,000 | 7,388 |
| 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 | $3,267,000 | 7,426 |
| U.S. Government securities | $2,293,000 | 7,289 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,293,000 | 7,185 |
| Securities issued by states & political subdivisions | $974,000 | 4,902 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,787,000 | 5,279 |
| Mortgage-backed securities | $1,786,000 | 5,189 |
| Certificates of participation in pools of residential mortgages | $1,643,000 | 4,784 |
| Issued or guaranteed by U.S. | $1,643,000 | 4,761 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $143,000 | 3,403 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,063 |
| 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) | $3,267,000 | 6,812 |
| Total debt securities | $3,267,000 | 7,372 |
| 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 | $3,621,000 | 7,429 |
| U.S. Government securities | $2,553,000 | 7,329 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,553,000 | 7,212 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,837 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 5,824 |
| Mortgage-backed securities | $1,355,000 | 5,170 |
| Certificates of participation in pools of residential mortgages | $1,208,000 | 4,787 |
| Issued or guaranteed by U.S. | $1,208,000 | 4,768 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $147,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 3,004 |
| 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) | $3,621,000 | 6,763 |
| Total debt securities | $3,621,000 | 7,381 |
| 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 | $3,848,000 | 7,421 |
| U.S. Government securities | $2,788,000 | 7,325 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,788,000 | 7,209 |
| Securities issued by states & political subdivisions | $1,060,000 | 4,845 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,503,000 | 5,460 |
| Mortgage-backed securities | $1,397,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 4,628 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,615 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $151,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,955 |
| 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) | $3,848,000 | 6,749 |
| Total debt securities | $3,848,000 | 7,383 |
| 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 | $3,897,000 | 7,445 |
| U.S. Government securities | $2,845,000 | 7,356 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,845,000 | 7,231 |
| Securities issued by states & political subdivisions | $1,052,000 | 4,866 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,511,000 | 5,499 |
| Mortgage-backed securities | $1,466,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 4,574 |
| Issued or guaranteed by U.S. | $1,309,000 | 4,560 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $157,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 2,923 |
| 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) | $3,897,000 | 6,760 |
| Total debt securities | $3,897,000 | 7,405 |
| 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 | $3,990,000 | 7,460 |
| U.S. Government securities | $2,922,000 | 7,381 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,922,000 | 7,252 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,899 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,880,000 | 5,841 |
| Mortgage-backed securities | $1,540,000 | 4,966 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 4,537 |
| Issued or guaranteed by U.S. | $1,373,000 | 4,520 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $167,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 2,916 |
| 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) | $3,990,000 | 6,763 |
| Total debt securities | $3,990,000 | 7,413 |
| 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 | $4,043,000 | 7,491 |
| U.S. Government securities | $2,972,000 | 7,409 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,972,000 | 7,283 |
| Securities issued by states & political subdivisions | $1,071,000 | 4,920 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,876,000 | 5,847 |
| Mortgage-backed securities | $1,596,000 | 4,927 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,422,000 | 4,493 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $174,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,915 |
| 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) | $4,043,000 | 6,783 |
| Total debt securities | $4,043,000 | 7,439 |
| 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 | $4,092,000 | 7,546 |
| U.S. Government securities | $3,024,000 | 7,456 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,024,000 | 7,321 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,950 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,867,000 | 5,902 |
| Mortgage-backed securities | $1,653,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $1,472,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,472,000 | 4,467 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $181,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 2,878 |
| 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) | $4,092,000 | 6,816 |
| Total debt securities | $4,092,000 | 7,497 |
| 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 | $4,131,000 | 7,571 |
| U.S. Government securities | $3,078,000 | 7,490 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,078,000 | 7,351 |
| Securities issued by states & political subdivisions | $1,053,000 | 4,985 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,838,000 | 5,948 |
| Mortgage-backed securities | $1,723,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 4,467 |
| Issued or guaranteed by U.S. | $1,535,000 | 4,447 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $188,000 | 3,159 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 2,856 |
| 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) | $4,131,000 | 6,828 |
| Total debt securities | $4,131,000 | 7,516 |
| 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 | $4,266,000 | 7,585 |
| U.S. Government securities | $3,202,000 | 7,507 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,202,000 | 7,364 |
| Securities issued by states & political subdivisions | $1,064,000 | 4,998 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,953,000 | 5,868 |
| Mortgage-backed securities | $1,637,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,410 |
| 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) | $4,266,000 | 6,843 |
| Total debt securities | $4,266,000 | 7,536 |
| 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 | $4,581,000 | 7,543 |
| U.S. Government securities | $3,517,000 | 7,416 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,517,000 | 7,270 |
| Securities issued by states & political subdivisions | $1,064,000 | 5,020 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,000 | 5,719 |
| Mortgage-backed securities | $1,698,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $1,698,000 | 4,428 |
| Issued or guaranteed by U.S. | $1,698,000 | 4,410 |
| 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) | $4,581,000 | 6,790 |
| Total debt securities | $4,581,000 | 7,490 |
| 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 | $4,842,000 | 7,522 |
| U.S. Government securities | $3,763,000 | 7,356 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,763,000 | 7,216 |
| Securities issued by states & political subdivisions | $1,079,000 | 5,018 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,331,000 | 5,685 |
| Mortgage-backed securities | $1,826,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,826,000 | 4,393 |
| Issued or guaranteed by U.S. | $1,826,000 | 4,378 |
| 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) | $4,842,000 | 6,757 |
| Total debt securities | $4,842,000 | 7,462 |
| 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 | $5,275,000 | 7,456 |
| U.S. Government securities | $3,942,000 | 7,356 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,942,000 | 7,204 |
| Securities issued by states & political subdivisions | $1,333,000 | 4,813 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $558,000 | 6,714 |
| Mortgage-backed securities | $1,995,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $1,995,000 | 4,362 |
| Issued or guaranteed by U.S. | $1,995,000 | 4,344 |
| 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) | $5,275,000 | 6,671 |
| Total debt securities | $5,275,000 | 7,390 |
| 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 | $5,358,000 | 7,506 |
| U.S. Government securities | $4,032,000 | 7,384 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,032,000 | 7,215 |
| Securities issued by states & political subdivisions | $1,326,000 | 4,814 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $561,000 | 6,749 |
| Mortgage-backed securities | $2,093,000 | 4,964 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 4,385 |
| Issued or guaranteed by U.S. | $2,093,000 | 4,373 |
| 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) | $5,358,000 | 6,718 |
| Total debt securities | $5,357,000 | 7,445 |
| 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 | $5,114,000 | 7,617 |
| U.S. Government securities | $4,152,000 | 7,367 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,152,000 | 7,204 |
| Securities issued by states & political subdivisions | $962,000 | 5,154 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,000 | 6,756 |
| Mortgage-backed securities | $1,198,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $1,198,000 | 4,971 |
| Issued or guaranteed by U.S. | $1,198,000 | 4,958 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,114,000 | 6,802 |
| Total debt securities | $5,114,000 | 7,551 |
| 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 | $5,578,000 | 7,542 |
| U.S. Government securities | $4,376,000 | 7,333 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,376,000 | 7,174 |
| Securities issued by states & political subdivisions | $839,000 | 5,302 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $363,000 | 1,593 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $576,000 | 6,784 |
| Mortgage-backed securities | $695,000 | 5,886 |
| Certificates of participation in pools of residential mortgages | $695,000 | 5,410 |
| Issued or guaranteed by U.S. | $695,000 | 5,396 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,578,000 | 6,719 |
| Total debt securities | $5,215,000 | 7,556 |
| 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 | $6,181,000 | 7,469 |
| U.S. Government securities | $4,965,000 | 7,222 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,965,000 | 7,067 |
| Securities issued by states & political subdivisions | $858,000 | 5,319 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $358,000 | 1,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $577,000 | 6,816 |
| Mortgage-backed securities | $473,000 | 6,189 |
| Certificates of participation in pools of residential mortgages | $473,000 | 5,732 |
| Issued or guaranteed by U.S. | $473,000 | 5,718 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,181,000 | 6,650 |
| Total debt securities | $5,823,000 | 7,475 |
| 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 | $7,090,000 | 7,235 |
| U.S. Government securities | $5,842,000 | 6,894 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,842,000 | 6,735 |
| Securities issued by states & political subdivisions | $883,000 | 5,304 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $365,000 | 1,670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $586,000 | 6,791 |
| Mortgage-backed securities | $517,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $517,000 | 5,696 |
| Issued or guaranteed by U.S. | $517,000 | 5,679 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $7,090,000 | 6,429 |
| Total debt securities | $6,725,000 | 7,238 |
| 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 | $8,691,000 | 6,903 |
| U.S. Government securities | $7,463,000 | 6,464 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,463,000 | 6,291 |
| Securities issued by states & political subdivisions | $863,000 | 5,369 |
| 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 | $365,000 | 1,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $687,000 | 6,735 |
| Mortgage-backed securities | $546,000 | 6,153 |
| Certificates of participation in pools of residential mortgages | $546,000 | 5,708 |
| Issued or guaranteed by U.S. | $546,000 | 5,689 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,691,000 | 6,139 |
| Total debt securities | $8,326,000 | 6,904 |
| 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 | $8,639,000 | 6,854 |
| U.S. Government securities | $7,304,000 | 6,376 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,304,000 | 6,192 |
| Securities issued by states & political subdivisions | $969,000 | 5,265 |
| 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 | $366,000 | 1,744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $694,000 | 6,763 |
| Mortgage-backed securities | $573,000 | 6,180 |
| Certificates of participation in pools of residential mortgages | $573,000 | 5,719 |
| Issued or guaranteed by U.S. | $573,000 | 5,697 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,639,000 | 6,076 |
| Total debt securities | $8,273,000 | 6,854 |
| 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 | $7,429,000 | 7,096 |
| U.S. Government securities | $6,082,000 | 6,694 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,082,000 | 6,521 |
| Securities issued by states & political subdivisions | $980,000 | 5,239 |
| 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 | $367,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $707,000 | 6,764 |
| Mortgage-backed securities | $109,000 | 6,864 |
| Certificates of participation in pools of residential mortgages | $109,000 | 6,472 |
| Issued or guaranteed by U.S. | $109,000 | 6,454 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,429,000 | 6,309 |
| Total debt securities | $7,062,000 | 7,113 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,935,000 | 7,296 |
| U.S. Government securities | $5,626,000 | 6,930 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,626,000 | 6,722 |
| Securities issued by states & political subdivisions | $941,000 | 5,238 |
| 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 | $368,000 | 1,751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $701,000 | 6,798 |
| Mortgage-backed securities | $131,000 | 6,845 |
| Certificates of participation in pools of residential mortgages | $131,000 | 6,424 |
| Issued or guaranteed by U.S. | $131,000 | 6,404 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,935,000 | 6,488 |
| Total debt securities | $6,567,000 | 7,291 |
| 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 | $8,628,000 | 6,859 |
| U.S. Government securities | $7,240,000 | 6,409 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,240,000 | 6,211 |
| Securities issued by states & political subdivisions | $1,016,000 | 5,146 |
| 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 | $372,000 | 1,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $703,000 | 6,838 |
| Mortgage-backed securities | $167,000 | 6,793 |
| Certificates of participation in pools of residential mortgages | $167,000 | 6,328 |
| Issued or guaranteed by U.S. | $167,000 | 6,308 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,628,000 | 6,052 |
| Total debt securities | $8,257,000 | 6,854 |
| 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 | $10,020,000 | 6,520 |
| U.S. Government securities | $8,627,000 | 5,906 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,627,000 | 5,677 |
| Securities issued by states & political subdivisions | $1,031,000 | 5,215 |
| 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 | $362,000 | 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 | $971,000 | 6,814 |
| Mortgage-backed securities | $3,278,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $3,238,000 | 3,774 |
| Issued or guaranteed by U.S. | $3,238,000 | 3,760 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $40,000 | 4,371 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 4,181 |
| 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) | $6,412,000 | 2,011 |
| Available-for-sale securities (fair market value) | $3,608,000 | 7,417 |
| Total debt securities | $9,658,000 | 6,504 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $9,895,000 | 6,827 |
| U.S. Government securities | $8,598,000 | 6,305 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,598,000 | 5,963 |
| Securities issued by states & political subdivisions | $938,000 | 5,440 |
| 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 | $359,000 | 4,567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $785,000 | 7,283 |
| Mortgage-backed securities | $4,329,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 2,904 |
| Issued or guaranteed by U.S. | $4,208,000 | 2,887 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $121,000 | 3,905 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,721 |
| 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) | $6,752,000 | 2,364 |
| Available-for-sale securities (fair market value) | $3,143,000 | 7,825 |
| Total debt securities | $9,536,000 | 6,801 |
| 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 | $10,976,000 | 6,787 |
| U.S. Government securities | $9,558,000 | 6,245 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,558,000 | 5,731 |
| Securities issued by states & political subdivisions | $1,071,000 | 5,525 |
| 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 | $347,000 | 4,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 7,394 |
| Mortgage-backed securities | $5,064,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $4,854,000 | 2,851 |
| Issued or guaranteed by U.S. | $4,854,000 | 2,839 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $210,000 | 3,972 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 3,796 |
| 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) | $7,782,000 | 2,441 |
| Available-for-sale securities (fair market value) | $3,194,000 | 8,018 |
| Total debt securities | $10,629,000 | 6,773 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,546,000 | 6,651 |
| U.S. Government securities | $10,381,000 | 5,982 |
| U.S. Treasury securities | $101,000 | 6,706 |
| U.S. Government agency obligations | $10,280,000 | 5,210 |
| Securities issued by states & political subdivisions | $674,000 | 6,266 |
| Other domestic debt securities | $123,000 | 3,370 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,000 | 2,801 |
| Foreign debt securities | NA | NA |
| Equity securities | $368,000 | 4,207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,269 |
| Mortgage-backed securities | $5,958,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $5,683,000 | 2,781 |
| Issued or guaranteed by U.S. | $5,682,000 | 2,766 |
| Privately issued | $1,000 | 346 |
| Collaterized mortgage obligations | $275,000 | 4,115 |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 3,947 |
| 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) | $9,089,000 | 2,479 |
| Available-for-sale securities (fair market value) | $2,457,000 | 8,322 |
| Total debt securities | $11,178,000 | 6,625 |
| 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 | $10,087,000 | 7,387 |
| U.S. Government securities | $8,558,000 | 7,018 |
| U.S. Treasury securities | $100,000 | 7,848 |
| U.S. Government agency obligations | $8,458,000 | 5,781 |
| Securities issued by states & political subdivisions | $907,000 | 5,979 |
| Other domestic debt securities | $253,000 | 2,771 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,737 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 2,255 |
| Foreign debt securities | NA | NA |
| Equity securities | $369,000 | 4,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,000 | 8,704 |
| Mortgage-backed securities | $3,558,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $3,458,000 | 3,508 |
| Issued or guaranteed by U.S. | $3,454,000 | 3,502 |
| Privately issued | $4,000 | 385 |
| Collaterized mortgage obligations | $100,000 | 4,769 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 4,570 |
| 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) | $7,750,000 | 3,298 |
| Available-for-sale securities (fair market value) | $2,337,000 | 8,585 |
| Total debt securities | $9,718,000 | 7,379 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $198,000 | 2,709 |
| 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 | $10,362,000 | 7,813 |
| U.S. Government securities | $7,954,000 | 7,853 |
| U.S. Treasury securities | $201,000 | 8,556 |
| U.S. Government agency obligations | $7,753,000 | 6,386 |
| Securities issued by states & political subdivisions | $1,241,000 | 5,726 |
| Other domestic debt securities | $802,000 | 2,276 |
| 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 | $802,000 | 1,731 |
| Foreign debt securities | NA | NA |
| Equity securities | $365,000 | 4,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 9,110 |
| Mortgage-backed securities | $2,371,000 | 5,632 |
| Certificates of participation in pools of residential mortgages | $2,271,000 | 4,532 |
| Issued or guaranteed by U.S. | $2,271,000 | 4,511 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $100,000 | 5,239 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 5,002 |
| 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) | $8,627,000 | 3,493 |
| Available-for-sale securities (fair market value) | $1,735,000 | 9,159 |
| Total debt securities | $9,997,000 | 7,818 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $193,000 | 3,470 |
| 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 | $10,365,000 | 8,146 |
| U.S. Government securities | $6,991,000 | 8,637 |
| U.S. Treasury securities | $203,000 | 9,936 |
| U.S. Government agency obligations | $6,788,000 | 6,819 |
| Securities issued by states & political subdivisions | $1,475,000 | 5,608 |
| Other domestic debt securities | $1,524,000 | 2,043 |
| 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 | $1,524,000 | 1,568 |
| Foreign debt securities | NA | NA |
| Equity securities | $375,000 | 3,832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 9,497 |
| Mortgage-backed securities | $2,598,000 | 5,793 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 4,512 |
| Issued or guaranteed by U.S. | $2,498,000 | 4,487 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $100,000 | 5,720 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 5,440 |
| 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) | $9,002,000 | 3,661 |
| Available-for-sale securities (fair market value) | $1,363,000 | 9,745 |
| Total debt securities | $9,990,000 | 8,158 |
| Structured notes | ||
| Amortized cost | $199,000 | 4,395 |
| Fair value | $183,000 | 4,408 |
| 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 | $10,478,000 | 8,587 |
| U.S. Government securities | $5,829,000 | 9,730 |
| U.S. Treasury securities | $206,000 | 10,920 |
| U.S. Government agency obligations | $5,623,000 | 7,364 |
| Securities issued by states & political subdivisions | $1,636,000 | 5,663 |
| Other domestic debt securities | $2,668,000 | 1,725 |
| 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 | $2,668,000 | 1,348 |
| Foreign debt securities | NA | NA |
| Equity securities | $345,000 | 3,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 9,974 |
| Mortgage-backed securities | $2,522,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $2,422,000 | 4,819 |
| Issued or guaranteed by U.S. | $2,422,000 | 4,792 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $100,000 | 6,179 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 5,856 |
| 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) | $10,133,000 | 5,625 |
| Available-for-sale securities (fair market value) | $345,000 | 10,311 |
| Total debt securities | $10,133,000 | 8,588 |
| 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 | $10,130,000 | 9,031 |
| U.S. Government securities | $5,362,000 | 10,304 |
| U.S. Treasury securities | $103,000 | 11,465 |
| U.S. Government agency obligations | $5,259,000 | 7,726 |
| Securities issued by states & political subdivisions | $1,238,000 | 6,386 |
| Other domestic debt securities | $3,144,000 | 1,831 |
| Privately issued residential mortgage-backed securities | $49,000 | 3,029 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,095,000 | 1,399 |
| Foreign debt securities | NA | NA |
| Equity securities | $386,000 | 3,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 10,380 |
| Mortgage-backed securities | $3,303,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $3,130,000 | 4,797 |
| Issued or guaranteed by U.S. | $3,081,000 | 4,797 |
| Privately issued | $49,000 | 634 |
| Collaterized mortgage obligations | $173,000 | 6,441 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 6,134 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,744,000 | 9,051 |
| 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 | $9,991,000 | 9,152 |
| U.S. Government securities | $5,623,000 | 10,391 |
| U.S. Treasury securities | $50,000 | 12,117 |
| U.S. Government agency obligations | $5,573,000 | 7,638 |
| Securities issued by states & political subdivisions | $911,000 | 6,761 |
| Other domestic debt securities | $3,056,000 | 2,305 |
| 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 | $3,056,000 | 1,620 |
| Foreign debt securities | NA | NA |
| Equity securities | $401,000 | 2,911 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,714 |
| Mortgage-backed securities | $4,064,000 | 5,997 |
| Certificates of participation in pools of residential mortgages | $3,720,000 | 4,611 |
| Issued or guaranteed by U.S. | $3,720,000 | 4,559 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $344,000 | 6,235 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 5,815 |
| 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 | $9,590,000 | 9,192 |
| 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 |