Home > Bank of the Wichitas > Securities
Bank of the Wichitas, Securities
| 2015-03-31 | Rank | |
| Total securities | $35,992,000 | 3,181 |
| U.S. Government securities | $13,429,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,429,000 | 3,839 |
| Securities issued by states & political subdivisions | $3,216,000 | 4,019 |
| Other domestic debt securities | $19,347,000 | 408 |
| Privately issued residential mortgage-backed securities | $19,347,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,276,000 | 1,922 |
| Mortgage-backed securities | $32,776,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $5,582,000 | 3,111 |
| Issued or guaranteed by U.S. | $5,582,000 | 3,109 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $20,829,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,467 |
| Privately issued | $19,347,000 | 87 |
| Commercial mortgage-backed securities | $6,365,000 | 426 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $6,365,000 | 255 |
| Held to maturity securities (book value) | $34,023,000 | 573 |
| Available-for-sale securities (fair market value) | $1,969,000 | 5,616 |
| Total debt securities | $35,992,000 | 3,152 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $38,471,000 | 3,081 |
| U.S. Government securities | $14,878,000 | 3,843 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,878,000 | 3,720 |
| Securities issued by states & political subdivisions | $3,256,000 | 4,048 |
| Other domestic debt securities | $20,337,000 | 392 |
| Privately issued residential mortgage-backed securities | $20,337,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,274,000 | 1,919 |
| Mortgage-backed securities | $35,215,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | $5,866,000 | 3,121 |
| Issued or guaranteed by U.S. | $5,866,000 | 3,118 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,928,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $1,591,000 | 2,468 |
| Privately issued | $20,337,000 | 84 |
| Commercial mortgage-backed securities | $7,421,000 | 389 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $7,421,000 | 224 |
| Held to maturity securities (book value) | $36,356,000 | 539 |
| Available-for-sale securities (fair market value) | $2,115,000 | 5,688 |
| Total debt securities | $38,471,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $40,568,000 | 3,032 |
| U.S. Government securities | $15,782,000 | 3,856 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,782,000 | 3,731 |
| Securities issued by states & political subdivisions | $3,259,000 | 4,087 |
| Other domestic debt securities | $21,527,000 | 379 |
| Privately issued residential mortgage-backed securities | $21,527,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,308,000 | 1,859 |
| Mortgage-backed securities | $37,309,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $6,124,000 | 3,158 |
| Issued or guaranteed by U.S. | $6,124,000 | 3,155 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $23,227,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $1,700,000 | 2,471 |
| Privately issued | $21,527,000 | 84 |
| Commercial mortgage-backed securities | $7,958,000 | 359 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $7,958,000 | 204 |
| Held to maturity securities (book value) | $38,313,000 | 520 |
| Available-for-sale securities (fair market value) | $2,255,000 | 5,754 |
| Total debt securities | $40,567,000 | 3,012 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $43,980,000 | 2,917 |
| U.S. Government securities | $17,714,000 | 3,687 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,714,000 | 3,577 |
| Securities issued by states & political subdivisions | $3,761,000 | 4,007 |
| Other domestic debt securities | $22,505,000 | 384 |
| Privately issued residential mortgage-backed securities | $22,505,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,314,000 | 1,813 |
| Mortgage-backed securities | $40,219,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $6,671,000 | 3,128 |
| Issued or guaranteed by U.S. | $6,671,000 | 3,127 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $24,331,000 | 789 |
| CMOs issued by government agencies or sponsored agencies | $1,826,000 | 2,468 |
| Privately issued | $22,505,000 | 87 |
| Commercial mortgage-backed securities | $9,217,000 | 331 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $9,217,000 | 186 |
| Held to maturity securities (book value) | $41,183,000 | 495 |
| Available-for-sale securities (fair market value) | $2,797,000 | 5,752 |
| Total debt securities | $43,978,000 | 2,893 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $45,973,000 | 2,850 |
| U.S. Government securities | $18,502,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,502,000 | 3,540 |
| Securities issued by states & political subdivisions | $3,764,000 | 4,040 |
| Other domestic debt securities | $23,707,000 | 378 |
| Privately issued residential mortgage-backed securities | $23,707,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,797,000 | 2,030 |
| Mortgage-backed securities | $42,209,000 | 1,440 |
| Certificates of participation in pools of residential mortgages | $7,087,000 | 3,077 |
| Issued or guaranteed by U.S. | $7,087,000 | 3,077 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $25,656,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $1,949,000 | 2,420 |
| Privately issued | $23,707,000 | 85 |
| Commercial mortgage-backed securities | $9,466,000 | 312 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $9,466,000 | 174 |
| Held to maturity securities (book value) | $43,041,000 | 468 |
| Available-for-sale securities (fair market value) | $2,932,000 | 5,786 |
| Total debt securities | $45,973,000 | 2,823 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $47,814,000 | 2,780 |
| U.S. Government securities | $19,183,000 | 3,562 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,183,000 | 3,464 |
| Securities issued by states & political subdivisions | $3,804,000 | 4,051 |
| Other domestic debt securities | $24,827,000 | 390 |
| Privately issued residential mortgage-backed securities | $24,827,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,924,000 | 2,175 |
| Mortgage-backed securities | $44,010,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $7,484,000 | 3,024 |
| Issued or guaranteed by U.S. | $7,484,000 | 3,022 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $26,886,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $2,059,000 | 2,356 |
| Privately issued | $24,827,000 | 86 |
| Commercial mortgage-backed securities | $9,640,000 | 294 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $9,640,000 | 161 |
| Held to maturity securities (book value) | $44,723,000 | 442 |
| Available-for-sale securities (fair market value) | $3,091,000 | 5,820 |
| Total debt securities | $47,814,000 | 2,754 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $49,947,000 | 2,703 |
| U.S. Government securities | $19,892,000 | 3,518 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,892,000 | 3,428 |
| Securities issued by states & political subdivisions | $3,809,000 | 4,053 |
| Other domestic debt securities | $26,246,000 | 380 |
| Privately issued residential mortgage-backed securities | $26,246,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,306,000 | 2,359 |
| Mortgage-backed securities | $46,138,000 | 1,369 |
| Certificates of participation in pools of residential mortgages | $7,955,000 | 2,953 |
| Issued or guaranteed by U.S. | $7,955,000 | 2,950 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $28,429,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $2,183,000 | 2,347 |
| Privately issued | $26,246,000 | 86 |
| Commercial mortgage-backed securities | $9,754,000 | 280 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $9,754,000 | 158 |
| Held to maturity securities (book value) | $46,669,000 | 418 |
| Available-for-sale securities (fair market value) | $3,278,000 | 5,881 |
| Total debt securities | $49,946,000 | 2,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $45,623,000 | 2,872 |
| U.S. Government securities | $15,169,000 | 4,023 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,169,000 | 3,921 |
| Securities issued by states & political subdivisions | $1,963,000 | 4,574 |
| Other domestic debt securities | $28,491,000 | 356 |
| Privately issued residential mortgage-backed securities | $28,393,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $98,000 | 2,115 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,725,000 | 2,887 |
| Mortgage-backed securities | $43,562,000 | 1,414 |
| Certificates of participation in pools of residential mortgages | $2,976,000 | 3,995 |
| Issued or guaranteed by U.S. | $2,976,000 | 3,989 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,746,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $2,353,000 | 2,345 |
| Privately issued | $28,393,000 | 86 |
| Commercial mortgage-backed securities | $9,840,000 | 267 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $9,840,000 | 146 |
| Held to maturity securities (book value) | $41,775,000 | 419 |
| Available-for-sale securities (fair market value) | $3,848,000 | 5,836 |
| Total debt securities | $45,625,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $46,595,000 | 2,844 |
| U.S. Government securities | $16,078,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,078,000 | 3,845 |
| Securities issued by states & political subdivisions | $1,967,000 | 4,562 |
| Other domestic debt securities | $28,550,000 | 359 |
| Privately issued residential mortgage-backed securities | $28,447,000 | 100 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $103,000 | 2,069 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,279,000 | 3,815 |
| Mortgage-backed securities | $44,525,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $3,286,000 | 3,950 |
| Issued or guaranteed by U.S. | $3,286,000 | 3,946 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,956,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $2,509,000 | 2,360 |
| Privately issued | $28,447,000 | 95 |
| Commercial mortgage-backed securities | $10,283,000 | 233 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $10,283,000 | 124 |
| Held to maturity securities (book value) | $42,509,000 | 395 |
| Available-for-sale securities (fair market value) | $4,086,000 | 5,852 |
| Total debt securities | $46,595,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $40,693,000 | 3,080 |
| U.S. Government securities | $7,212,000 | 5,142 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,212,000 | 5,040 |
| Securities issued by states & political subdivisions | $2,736,000 | 4,324 |
| Other domestic debt securities | $30,745,000 | 336 |
| Privately issued residential mortgage-backed securities | $30,641,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $104,000 | 2,036 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,306,000 | 3,602 |
| Mortgage-backed securities | $37,853,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | $228,000 | 5,130 |
| Issued or guaranteed by U.S. | $228,000 | 5,126 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $34,275,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $3,634,000 | 2,157 |
| Privately issued | $30,641,000 | 92 |
| Commercial mortgage-backed securities | $3,350,000 | 333 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $3,350,000 | 172 |
| Held to maturity securities (book value) | $35,611,000 | 440 |
| Available-for-sale securities (fair market value) | $5,082,000 | 5,769 |
| Total debt securities | $40,693,000 | 3,053 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $42,658,000 | 3,007 |
| U.S. Government securities | $7,450,000 | 5,204 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,450,000 | 5,109 |
| Securities issued by states & political subdivisions | $2,738,000 | 4,336 |
| Other domestic debt securities | $32,470,000 | 335 |
| Privately issued residential mortgage-backed securities | $32,363,000 | 100 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $107,000 | 2,104 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,542,000 | 3,589 |
| Mortgage-backed securities | $39,812,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $241,000 | 5,225 |
| Issued or guaranteed by U.S. | $241,000 | 5,217 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $36,194,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $3,831,000 | 2,212 |
| Privately issued | $32,363,000 | 94 |
| Commercial mortgage-backed securities | $3,377,000 | 315 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $3,377,000 | 171 |
| Held to maturity securities (book value) | $37,293,000 | 427 |
| Available-for-sale securities (fair market value) | $5,365,000 | 5,821 |
| Total debt securities | $42,663,000 | 2,983 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $42,691,000 | 3,014 |
| U.S. Government securities | $7,700,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,700,000 | 5,164 |
| Securities issued by states & political subdivisions | $3,059,000 | 4,206 |
| Other domestic debt securities | $31,932,000 | 342 |
| Privately issued residential mortgage-backed securities | $31,825,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $107,000 | 2,105 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,175,000 | 3,492 |
| Mortgage-backed securities | $39,524,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $253,000 | 5,249 |
| Issued or guaranteed by U.S. | $253,000 | 5,241 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $35,817,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $3,992,000 | 2,195 |
| Privately issued | $31,825,000 | 101 |
| Commercial mortgage-backed securities | $3,454,000 | 299 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $3,454,000 | 168 |
| Held to maturity securities (book value) | $36,738,000 | 432 |
| Available-for-sale securities (fair market value) | $5,953,000 | 5,788 |
| Total debt securities | $42,698,000 | 2,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $45,017,000 | 2,916 |
| U.S. Government securities | $8,001,000 | 5,318 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,001,000 | 5,216 |
| Securities issued by states & political subdivisions | $3,097,000 | 4,125 |
| Other domestic debt securities | $33,919,000 | 319 |
| Privately issued residential mortgage-backed securities | $33,811,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $108,000 | 2,106 |
| 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 | $8,462,000 | 3,656 |
| Mortgage-backed securities | $41,811,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $265,000 | 5,261 |
| Issued or guaranteed by U.S. | $265,000 | 5,255 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,053,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $4,242,000 | 2,166 |
| Privately issued | $33,811,000 | 103 |
| Commercial mortgage-backed securities | $3,493,000 | 266 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $3,493,000 | 150 |
| Held to maturity securities (book value) | $38,497,000 | 423 |
| Available-for-sale securities (fair market value) | $6,520,000 | 5,753 |
| Total debt securities | $45,017,000 | 2,895 |
| 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 | $44,344,000 | 2,856 |
| U.S. Government securities | $8,199,000 | 5,256 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,199,000 | 5,159 |
| Securities issued by states & political subdivisions | $3,097,000 | 4,108 |
| Other domestic debt securities | $33,048,000 | 336 |
| Privately issued residential mortgage-backed securities | $32,932,000 | 148 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $116,000 | 2,036 |
| 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 | $2,816,000 | 4,838 |
| Mortgage-backed securities | $41,130,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $274,000 | 5,242 |
| Issued or guaranteed by U.S. | $274,000 | 5,228 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $37,338,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $4,406,000 | 2,037 |
| Privately issued | $32,932,000 | 144 |
| Commercial mortgage-backed securities | $3,518,000 | 211 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $3,518,000 | 118 |
| Held to maturity securities (book value) | $37,374,000 | 436 |
| Available-for-sale securities (fair market value) | $6,970,000 | 5,702 |
| Total debt securities | $44,343,000 | 2,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $39,467,000 | 3,031 |
| U.S. Government securities | $6,879,000 | 5,500 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,879,000 | 5,390 |
| Securities issued by states & political subdivisions | $3,217,000 | 4,013 |
| Other domestic debt securities | $29,371,000 | 361 |
| Privately issued residential mortgage-backed securities | $29,259,000 | 169 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $112,000 | 2,001 |
| 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 | $3,339,000 | 4,674 |
| Mortgage-backed securities | $36,137,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $285,000 | 5,240 |
| Issued or guaranteed by U.S. | $285,000 | 5,225 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $33,832,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $4,573,000 | 1,978 |
| Privately issued | $29,259,000 | 163 |
| Commercial mortgage-backed securities | $2,020,000 | 243 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $2,020,000 | 115 |
| Held to maturity securities (book value) | $31,913,000 | 483 |
| Available-for-sale securities (fair market value) | $7,554,000 | 5,624 |
| Total debt securities | $39,474,000 | 3,003 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $34,986,000 | 3,310 |
| U.S. Government securities | $4,018,000 | 6,235 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,018,000 | 6,116 |
| Securities issued by states & political subdivisions | $2,711,000 | 4,164 |
| Other domestic debt securities | $28,257,000 | 363 |
| Privately issued residential mortgage-backed securities | $28,143,000 | 184 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $114,000 | 1,932 |
| 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 | $4,100,000 | 4,463 |
| Mortgage-backed securities | $32,160,000 | 1,732 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,247 |
| Issued or guaranteed by U.S. | $291,000 | 5,232 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $31,869,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $3,726,000 | 2,086 |
| Privately issued | $28,143,000 | 178 |
| 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) | $26,084,000 | 555 |
| Available-for-sale securities (fair market value) | $8,902,000 | 5,526 |
| Total debt securities | $34,992,000 | 3,283 |
| 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 | $32,256,000 | 3,467 |
| U.S. Government securities | $1,757,000 | 6,738 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,757,000 | 6,643 |
| Securities issued by states & political subdivisions | $2,842,000 | 4,084 |
| Other domestic debt securities | $27,657,000 | 375 |
| Privately issued residential mortgage-backed securities | $27,535,000 | 196 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $122,000 | 1,970 |
| 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 | $4,246,000 | 4,434 |
| Mortgage-backed securities | $29,291,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,216 |
| Issued or guaranteed by U.S. | $303,000 | 5,205 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $28,988,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $1,453,000 | 2,598 |
| Privately issued | $27,535,000 | 190 |
| 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) | $22,589,000 | 614 |
| Available-for-sale securities (fair market value) | $9,667,000 | 5,401 |
| Total debt securities | $32,256,000 | 3,439 |
| 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 | $34,299,000 | 3,200 |
| U.S. Government securities | $1,992,000 | 6,682 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,992,000 | 6,567 |
| Securities issued by states & political subdivisions | $2,894,000 | 4,066 |
| Other domestic debt securities | $29,413,000 | 393 |
| Privately issued residential mortgage-backed securities | $29,294,000 | 206 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $119,000 | 1,982 |
| 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 | $4,476,000 | 4,363 |
| Mortgage-backed securities | $31,285,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,188 |
| Issued or guaranteed by U.S. | $312,000 | 5,176 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $30,973,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $1,679,000 | 2,486 |
| Privately issued | $29,294,000 | 200 |
| 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) | $23,587,000 | 586 |
| Available-for-sale securities (fair market value) | $10,712,000 | 5,171 |
| Total debt securities | $34,303,000 | 3,172 |
| 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 | $36,108,000 | 3,082 |
| U.S. Government securities | $2,289,000 | 6,625 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,289,000 | 6,506 |
| Securities issued by states & political subdivisions | $3,189,000 | 3,903 |
| Other domestic debt securities | $30,630,000 | 368 |
| Privately issued residential mortgage-backed securities | $30,505,000 | 201 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $125,000 | 2,019 |
| 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 | $4,797,000 | 4,310 |
| Mortgage-backed securities | $32,794,000 | 1,609 |
| Certificates of participation in pools of residential mortgages | $323,000 | 5,191 |
| Issued or guaranteed by U.S. | $323,000 | 5,179 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $32,471,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $1,966,000 | 2,364 |
| Privately issued | $30,505,000 | 194 |
| 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) | $23,852,000 | 595 |
| Available-for-sale securities (fair market value) | $12,256,000 | 4,897 |
| Total debt securities | $36,112,000 | 3,055 |
| 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 | $38,895,000 | 2,895 |
| U.S. Government securities | $2,556,000 | 6,688 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,556,000 | 6,575 |
| Securities issued by states & political subdivisions | $4,977,000 | 3,301 |
| Other domestic debt securities | $31,362,000 | 368 |
| Privately issued residential mortgage-backed securities | $31,235,000 | 210 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $127,000 | 1,977 |
| 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 | $6,030,000 | 4,029 |
| Mortgage-backed securities | $33,790,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,216 |
| Issued or guaranteed by U.S. | $358,000 | 5,206 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $33,432,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $2,197,000 | 2,193 |
| Privately issued | $31,235,000 | 202 |
| 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) | $23,735,000 | 619 |
| Available-for-sale securities (fair market value) | $15,160,000 | 4,548 |
| Total debt securities | $38,892,000 | 2,869 |
| 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 | $34,859,000 | 3,169 |
| U.S. Government securities | $2,759,000 | 6,737 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,759,000 | 6,628 |
| Securities issued by states & political subdivisions | $5,501,000 | 3,122 |
| Other domestic debt securities | $26,599,000 | 430 |
| Privately issued residential mortgage-backed securities | $26,470,000 | 248 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $129,000 | 2,004 |
| 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 | $22,761,000 | 2,056 |
| Mortgage-backed securities | $29,228,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $382,000 | 5,324 |
| Issued or guaranteed by U.S. | $382,000 | 5,313 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $28,846,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $2,376,000 | 2,088 |
| Privately issued | $26,470,000 | 239 |
| 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) | $18,198,000 | 757 |
| Available-for-sale securities (fair market value) | $16,661,000 | 4,400 |
| Total debt securities | $34,857,000 | 3,137 |
| 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 | $32,624,000 | 3,299 |
| U.S. Government securities | $2,959,000 | 6,685 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,959,000 | 6,587 |
| Securities issued by states & political subdivisions | $5,519,000 | 3,113 |
| Other domestic debt securities | $24,146,000 | 463 |
| Privately issued residential mortgage-backed securities | $24,016,000 | 279 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $130,000 | 2,056 |
| 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 | $24,206,000 | 1,970 |
| Mortgage-backed securities | $26,974,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $388,000 | 5,382 |
| Issued or guaranteed by U.S. | $388,000 | 5,369 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $26,586,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $2,570,000 | 2,008 |
| Privately issued | $24,016,000 | 271 |
| 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) | $16,216,000 | 832 |
| Available-for-sale securities (fair market value) | $16,408,000 | 4,405 |
| Total debt securities | $32,625,000 | 3,266 |
| 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 | $35,437,000 | 3,127 |
| U.S. Government securities | $3,188,000 | 6,653 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,188,000 | 6,556 |
| Securities issued by states & political subdivisions | $5,934,000 | 3,017 |
| Other domestic debt securities | $26,315,000 | 477 |
| Privately issued residential mortgage-backed securities | $26,183,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $132,000 | 2,151 |
| 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 | $26,248,000 | 1,827 |
| Mortgage-backed securities | $29,370,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $407,000 | 5,444 |
| Issued or guaranteed by U.S. | $407,000 | 5,428 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $28,963,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $2,780,000 | 1,947 |
| Privately issued | $26,183,000 | 286 |
| 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) | $16,086,000 | 849 |
| Available-for-sale securities (fair market value) | $19,351,000 | 4,098 |
| Total debt securities | $35,437,000 | 3,094 |
| 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 | $32,301,000 | 3,280 |
| U.S. Government securities | $1,381,000 | 7,240 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,381,000 | 7,153 |
| Securities issued by states & political subdivisions | $5,903,000 | 2,969 |
| Other domestic debt securities | $25,017,000 | 511 |
| Privately issued residential mortgage-backed securities | $24,883,000 | 309 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $134,000 | 2,249 |
| 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 | $27,901,000 | 1,762 |
| Mortgage-backed securities | $26,263,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $434,000 | 5,485 |
| Issued or guaranteed by U.S. | $434,000 | 5,467 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $25,829,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,546 |
| Privately issued | $24,883,000 | 298 |
| 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) | $14,960,000 | 896 |
| Available-for-sale securities (fair market value) | $17,341,000 | 4,306 |
| Total debt securities | $32,302,000 | 3,242 |
| 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 | $32,863,000 | 3,250 |
| U.S. Government securities | $1,573,000 | 7,282 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,573,000 | 7,199 |
| Securities issued by states & political subdivisions | $6,111,000 | 2,873 |
| Other domestic debt securities | $25,179,000 | 491 |
| Privately issued residential mortgage-backed securities | $25,044,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,000 | 2,377 |
| 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 | $28,231,000 | 1,773 |
| Mortgage-backed securities | $26,616,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $457,000 | 5,530 |
| Issued or guaranteed by U.S. | $457,000 | 5,514 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $26,159,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $1,115,000 | 2,471 |
| Privately issued | $25,044,000 | 307 |
| 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) | $14,170,000 | 947 |
| Available-for-sale securities (fair market value) | $18,693,000 | 4,144 |
| Total debt securities | $32,865,000 | 3,215 |
| 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 | $29,920,000 | 3,461 |
| U.S. Government securities | $1,696,000 | 7,347 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,696,000 | 7,260 |
| Securities issued by states & political subdivisions | $6,093,000 | 2,841 |
| Other domestic debt securities | $22,131,000 | 498 |
| Privately issued residential mortgage-backed securities | $21,994,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,000 | 2,295 |
| 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 | $29,193,000 | 1,729 |
| Mortgage-backed securities | $23,689,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,507 |
| Issued or guaranteed by U.S. | $492,000 | 5,491 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,197,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $1,203,000 | 2,416 |
| Privately issued | $21,994,000 | 310 |
| 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) | $14,952,000 | 920 |
| Available-for-sale securities (fair market value) | $14,968,000 | 4,614 |
| Total debt securities | $29,918,000 | 3,428 |
| 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 | $13,795,000 | 5,245 |
| U.S. Government securities | $1,849,000 | 7,367 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,849,000 | 7,269 |
| Securities issued by states & political subdivisions | $6,067,000 | 2,815 |
| Other domestic debt securities | $5,879,000 | 1,097 |
| Privately issued residential mortgage-backed securities | $5,741,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,000 | 2,260 |
| 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 | $7,332,000 | 3,939 |
| Mortgage-backed securities | $7,589,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $575,000 | 5,429 |
| Issued or guaranteed by U.S. | $575,000 | 5,414 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,014,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $1,273,000 | 2,296 |
| Privately issued | $5,741,000 | 624 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,741,000 | 1,547 |
| Available-for-sale securities (fair market value) | $8,054,000 | 5,702 |
| Total debt securities | $13,796,000 | 5,204 |
| 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 | $5,622,000 | 6,844 |
| U.S. Government securities | $2,049,000 | 7,339 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,049,000 | 7,251 |
| Securities issued by states & political subdivisions | $3,434,000 | 3,599 |
| Other domestic debt securities | $139,000 | 3,010 |
| 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 | $139,000 | 2,270 |
| 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 | $5,396,000 | 4,409 |
| Mortgage-backed securities | $2,048,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $647,000 | 5,406 |
| Issued or guaranteed by U.S. | $647,000 | 5,385 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,401,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $1,401,000 | 2,247 |
| 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) | $5,622,000 | 6,260 |
| Total debt securities | $5,622,000 | 6,780 |
| 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 | $7,238,000 | 6,517 |
| U.S. Government securities | $3,792,000 | 6,843 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,792,000 | 6,737 |
| Securities issued by states & political subdivisions | $3,305,000 | 3,661 |
| Other domestic debt securities | $141,000 | 2,966 |
| 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 | $141,000 | 2,227 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,435,000 | 4,666 |
| Mortgage-backed securities | $2,289,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $719,000 | 5,307 |
| Issued or guaranteed by U.S. | $719,000 | 5,281 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,570,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $1,570,000 | 2,160 |
| 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) | $7,238,000 | 5,952 |
| Total debt securities | $7,239,000 | 6,445 |
| 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 | $9,354,000 | 6,141 |
| U.S. Government securities | $5,906,000 | 6,317 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,906,000 | 6,217 |
| Securities issued by states & political subdivisions | $3,306,000 | 3,665 |
| Other domestic debt securities | $142,000 | 2,799 |
| 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 | $142,000 | 2,095 |
| 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 | $7,426,000 | 3,905 |
| Mortgage-backed securities | $2,436,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $758,000 | 5,104 |
| Issued or guaranteed by U.S. | $758,000 | 5,083 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,678,000 | 2,343 |
| CMOs issued by government agencies or sponsored agencies | $1,678,000 | 2,041 |
| 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) | $9,354,000 | 5,555 |
| Total debt securities | $9,354,000 | 6,073 |
| 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 | $9,478,000 | 6,181 |
| U.S. Government securities | $6,062,000 | 6,359 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,062,000 | 6,250 |
| Securities issued by states & political subdivisions | $3,273,000 | 3,675 |
| Other domestic debt securities | $143,000 | 2,758 |
| 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 | $143,000 | 2,074 |
| 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 | $7,406,000 | 3,923 |
| Mortgage-backed securities | $2,622,000 | 4,490 |
| Certificates of participation in pools of residential mortgages | $805,000 | 4,959 |
| Issued or guaranteed by U.S. | $805,000 | 4,944 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,817,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $1,817,000 | 1,959 |
| 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) | $9,478,000 | 5,577 |
| Total debt securities | $9,478,000 | 6,119 |
| 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 | $9,594,000 | 6,180 |
| U.S. Government securities | $6,214,000 | 6,370 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,214,000 | 6,252 |
| Securities issued by states & political subdivisions | $3,235,000 | 3,689 |
| Other domestic debt securities | $145,000 | 2,706 |
| 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 | $145,000 | 2,037 |
| 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 | $7,357,000 | 3,918 |
| Mortgage-backed securities | $2,818,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $839,000 | 4,944 |
| Issued or guaranteed by U.S. | $839,000 | 4,929 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,979,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $1,979,000 | 1,882 |
| 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) | $9,594,000 | 5,565 |
| Total debt securities | $9,594,000 | 6,126 |
| 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 | $7,992,000 | 6,540 |
| U.S. Government securities | $4,300,000 | 6,956 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,300,000 | 6,820 |
| Securities issued by states & political subdivisions | $3,546,000 | 3,587 |
| Other domestic debt securities | $146,000 | 2,725 |
| 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 | $146,000 | 2,083 |
| 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 | $7,730,000 | 3,850 |
| Mortgage-backed securities | $897,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $897,000 | 4,911 |
| Issued or guaranteed by U.S. | $897,000 | 4,893 |
| 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) | $7,992,000 | 5,878 |
| Total debt securities | $7,992,000 | 6,484 |
| 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 | $8,062,000 | 6,565 |
| U.S. Government securities | $4,344,000 | 6,979 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,344,000 | 6,855 |
| Securities issued by states & political subdivisions | $3,572,000 | 3,581 |
| Other domestic debt securities | $146,000 | 2,763 |
| 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 | $146,000 | 2,143 |
| 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 | $7,763,000 | 3,865 |
| Mortgage-backed securities | $944,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $944,000 | 4,859 |
| Issued or guaranteed by U.S. | $944,000 | 4,842 |
| 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) | $8,062,000 | 5,909 |
| Total debt securities | $8,062,000 | 6,505 |
| 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 | $8,099,000 | 6,620 |
| U.S. Government securities | $4,374,000 | 7,054 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,374,000 | 6,921 |
| Securities issued by states & political subdivisions | $3,577,000 | 3,552 |
| Other domestic debt securities | $148,000 | 2,805 |
| 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 | $148,000 | 2,181 |
| 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 | $7,811,000 | 3,862 |
| Mortgage-backed securities | $1,011,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 4,805 |
| Issued or guaranteed by U.S. | $1,011,000 | 4,781 |
| 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) | $8,099,000 | 5,933 |
| Total debt securities | $8,099,000 | 6,561 |
| 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 | $8,166,000 | 6,630 |
| U.S. Government securities | $4,443,000 | 7,068 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,443,000 | 6,930 |
| Securities issued by states & political subdivisions | $3,574,000 | 3,564 |
| Other domestic debt securities | $149,000 | 2,868 |
| 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 | $149,000 | 2,256 |
| 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 | $7,869,000 | 3,843 |
| Mortgage-backed securities | $1,128,000 | 5,224 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 4,750 |
| Issued or guaranteed by U.S. | $1,128,000 | 4,726 |
| 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) | $8,166,000 | 5,928 |
| Total debt securities | $8,164,000 | 6,573 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,289,000 | 6,670 |
| U.S. Government securities | $4,501,000 | 7,080 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,501,000 | 6,943 |
| Securities issued by states & political subdivisions | $3,637,000 | 3,546 |
| Other domestic debt securities | $151,000 | 2,936 |
| 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 | $151,000 | 2,354 |
| 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 | $7,989,000 | 3,807 |
| Mortgage-backed securities | $1,171,000 | 5,242 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,171,000 | 4,724 |
| 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) | $8,289,000 | 5,956 |
| Total debt securities | $8,289,000 | 6,618 |
| 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 | $8,402,000 | 6,681 |
| U.S. Government securities | $4,608,000 | 7,076 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,608,000 | 6,927 |
| Securities issued by states & political subdivisions | $3,641,000 | 3,566 |
| Other domestic debt securities | $153,000 | 3,032 |
| 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 | $153,000 | 2,477 |
| 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 | $8,077,000 | 3,770 |
| Mortgage-backed securities | $1,254,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 4,728 |
| Issued or guaranteed by U.S. | $1,254,000 | 4,708 |
| 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) | $8,402,000 | 5,952 |
| Total debt securities | $8,402,000 | 6,627 |
| 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 | $8,572,000 | 6,644 |
| U.S. Government securities | $4,770,000 | 7,034 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,770,000 | 6,887 |
| Securities issued by states & political subdivisions | $3,648,000 | 3,557 |
| Other domestic debt securities | $154,000 | 3,089 |
| 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 | $154,000 | 2,541 |
| 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 | $8,393,000 | 3,687 |
| Mortgage-backed securities | $1,382,000 | 5,202 |
| Certificates of participation in pools of residential mortgages | $1,382,000 | 4,685 |
| Issued or guaranteed by U.S. | $1,382,000 | 4,666 |
| 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) | $8,572,000 | 5,912 |
| Total debt securities | $8,574,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,934,000 | 6,382 |
| U.S. Government securities | $4,917,000 | 7,030 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,917,000 | 6,885 |
| Securities issued by states & political subdivisions | $4,862,000 | 3,099 |
| Other domestic debt securities | $155,000 | 3,133 |
| 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 | $155,000 | 2,608 |
| 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 | $9,168,000 | 3,525 |
| Mortgage-backed securities | $1,512,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,654 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,934,000 | 5,652 |
| Total debt securities | $9,930,000 | 6,318 |
| 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 | $13,158,000 | 5,802 |
| U.S. Government securities | $8,169,000 | 6,145 |
| U.S. Treasury securities | $1,301,000 | 1,170 |
| U.S. Government agency obligations | $6,868,000 | 6,360 |
| Securities issued by states & political subdivisions | $4,827,000 | 3,091 |
| Other domestic debt securities | $162,000 | 3,176 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,000 | 2,688 |
| 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 | $10,398,000 | 3,297 |
| Mortgage-backed securities | $3,505,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $3,503,000 | 3,786 |
| Issued or guaranteed by U.S. | $3,503,000 | 3,777 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000 | 3,759 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,000 | 1,168 |
| 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) | $13,158,000 | 5,102 |
| Total debt securities | $13,160,000 | 5,739 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $12,420,000 | 5,987 |
| U.S. Government securities | $7,107,000 | 6,431 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,107,000 | 6,291 |
| Securities issued by states & political subdivisions | $5,151,000 | 3,020 |
| Other domestic debt securities | $162,000 | 3,234 |
| 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 | $162,000 | 2,763 |
| 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 | $11,488,000 | 3,074 |
| Mortgage-backed securities | $3,677,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $3,666,000 | 3,768 |
| Issued or guaranteed by U.S. | $3,666,000 | 3,760 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $11,000 | 3,732 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,393 |
| 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) | $12,420,000 | 5,242 |
| Total debt securities | $12,427,000 | 5,917 |
| 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 | $15,242,000 | 5,464 |
| U.S. Government securities | $9,329,000 | 5,857 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,329,000 | 5,697 |
| Securities issued by states & political subdivisions | $5,749,000 | 2,838 |
| Other domestic debt securities | $164,000 | 3,291 |
| 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 | $164,000 | 2,836 |
| 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 | $13,721,000 | 2,701 |
| Mortgage-backed securities | $5,873,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $5,851,000 | 3,108 |
| Issued or guaranteed by U.S. | $5,851,000 | 3,102 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,000 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,370 |
| 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) | $15,242,000 | 4,783 |
| Total debt securities | $15,242,000 | 5,397 |
| 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 | $14,863,000 | 5,592 |
| U.S. Government securities | $11,706,000 | 5,386 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,706,000 | 5,228 |
| Securities issued by states & political subdivisions | $2,992,000 | 3,820 |
| Other domestic debt securities | $165,000 | 3,388 |
| 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 | $165,000 | 2,937 |
| 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 | $13,798,000 | 2,661 |
| Mortgage-backed securities | $6,874,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $6,276,000 | 3,066 |
| Issued or guaranteed by U.S. | $6,276,000 | 3,059 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $598,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 2,733 |
| 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) | $14,863,000 | 4,910 |
| Total debt securities | $14,861,000 | 5,528 |
| 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 | $14,848,000 | 5,590 |
| U.S. Government securities | $12,209,000 | 5,197 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,209,000 | 5,051 |
| Securities issued by states & political subdivisions | $2,639,000 | 4,000 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,485,000 | 2,568 |
| Mortgage-backed securities | $7,184,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $6,889,000 | 2,951 |
| Issued or guaranteed by U.S. | $6,889,000 | 2,941 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $295,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 3,073 |
| 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) | $14,848,000 | 4,914 |
| Total debt securities | $14,847,000 | 5,506 |
| 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 | $15,902,000 | 5,467 |
| U.S. Government securities | $14,917,000 | 4,702 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,917,000 | 4,564 |
| Securities issued by states & political subdivisions | $985,000 | 5,233 |
| 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 | $10,688,000 | 3,055 |
| Mortgage-backed securities | $8,177,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $7,794,000 | 2,795 |
| Issued or guaranteed by U.S. | $7,794,000 | 2,779 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $383,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 3,144 |
| 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) | $15,902,000 | 4,775 |
| Total debt securities | $15,903,000 | 5,370 |
| 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 | $15,474,000 | 5,456 |
| U.S. Government securities | $14,975,000 | 4,549 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,975,000 | 4,389 |
| Securities issued by states & political subdivisions | $499,000 | 5,850 |
| 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 | $11,413,000 | 2,831 |
| Mortgage-backed securities | $8,614,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $8,054,000 | 2,724 |
| Issued or guaranteed by U.S. | $8,054,000 | 2,711 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $560,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,997 |
| 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) | $15,474,000 | 4,768 |
| Total debt securities | $15,475,000 | 5,367 |
| 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 | $14,948,000 | 5,499 |
| U.S. Government securities | $14,737,000 | 4,555 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,737,000 | 4,397 |
| Securities issued by states & political subdivisions | $211,000 | 6,352 |
| 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 | $11,075,000 | 2,846 |
| Mortgage-backed securities | $7,596,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $6,747,000 | 2,990 |
| Issued or guaranteed by U.S. | $6,747,000 | 2,978 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $849,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $849,000 | 3,003 |
| 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) | $14,948,000 | 4,794 |
| Total debt securities | $14,948,000 | 5,394 |
| 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 | $18,953,000 | 4,824 |
| U.S. Government securities | $18,953,000 | 3,851 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,953,000 | 3,691 |
| 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 | $10,524,000 | 2,973 |
| Mortgage-backed securities | $10,261,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $9,053,000 | 2,513 |
| Issued or guaranteed by U.S. | $9,053,000 | 2,497 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,208,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $1,208,000 | 2,837 |
| 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) | $18,953,000 | 4,182 |
| Total debt securities | $18,952,000 | 4,724 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $14,676,000 | 5,513 |
| U.S. Government securities | $14,676,000 | 4,529 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,676,000 | 4,357 |
| 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 | $8,417,000 | 3,397 |
| Mortgage-backed securities | $9,442,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $7,163,000 | 2,812 |
| Issued or guaranteed by U.S. | $7,163,000 | 2,802 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,279,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $2,279,000 | 2,405 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $14,676,000 | 4,776 |
| Total debt securities | $14,676,000 | 5,417 |
| 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 | $12,376,000 | 5,926 |
| U.S. Government securities | $12,376,000 | 4,931 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $12,376,000 | 4,716 |
| 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 | $6,111,000 | 3,978 |
| Mortgage-backed securities | $7,825,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $3,833,000 | 3,524 |
| Issued or guaranteed by U.S. | $3,833,000 | 3,509 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,992,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $3,992,000 | 1,965 |
| 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) | $12,376,000 | 5,075 |
| Total debt securities | $12,375,000 | 5,825 |
| 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 | $16,560,000 | 5,250 |
| U.S. Government securities | $16,426,000 | 4,231 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,426,000 | 3,946 |
| 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 | $134,000 | 6,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,001,000 | 4,271 |
| Mortgage-backed securities | $9,516,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $6,973,000 | 2,192 |
| Issued or guaranteed by U.S. | $6,973,000 | 2,179 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,543,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $2,543,000 | 1,937 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,560,000 | 4,312 |
| Total debt securities | $16,426,000 | 5,151 |
| 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 | $16,923,000 | 5,396 |
| U.S. Government securities | $16,100,000 | 4,547 |
| U.S. Treasury securities | $2,303,000 | 2,516 |
| U.S. Government agency obligations | $13,797,000 | 4,569 |
| Securities issued by states & political subdivisions | $374,000 | 6,616 |
| 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 | $449,000 | 3,953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,979,000 | 4,635 |
| Mortgage-backed securities | $10,170,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $8,971,000 | 2,008 |
| Issued or guaranteed by U.S. | $8,971,000 | 1,998 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,199,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $1,199,000 | 2,719 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $16,923,000 | 4,370 |
| Total debt securities | $16,474,000 | 5,375 |
| Structured notes | ||
| Amortized cost | $285,000 | 1,072 |
| Fair value | $281,000 | 1,065 |
| 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 | $14,401,000 | 5,933 |
| U.S. Government securities | $13,619,000 | 5,100 |
| U.S. Treasury securities | $1,039,000 | 4,872 |
| U.S. Government agency obligations | $12,580,000 | 4,599 |
| Securities issued by states & political subdivisions | $782,000 | 6,096 |
| 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 | $6,664,000 | 3,658 |
| Mortgage-backed securities | $10,453,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $9,529,000 | 2,060 |
| Issued or guaranteed by U.S. | $9,529,000 | 2,049 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $924,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $924,000 | 3,226 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $14,401,000 | 4,758 |
| Total debt securities | $14,401,000 | 5,807 |
| Structured notes | ||
| Amortized cost | $752,000 | 830 |
| Fair value | $756,000 | 827 |
| 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 | $14,056,000 | 6,216 |
| U.S. Government securities | $13,144,000 | 5,503 |
| U.S. Treasury securities | $1,517,000 | 5,636 |
| U.S. Government agency obligations | $11,627,000 | 4,757 |
| Securities issued by states & political subdivisions | $912,000 | 5,969 |
| 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 | $4,991,000 | 4,532 |
| Mortgage-backed securities | $5,998,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $5,998,000 | 2,649 |
| Issued or guaranteed by U.S. | $5,998,000 | 2,638 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $14,056,000 | 4,693 |
| Total debt securities | $14,056,000 | 6,091 |
| Structured notes | ||
| Amortized cost | $753,000 | 1,598 |
| Fair value | $750,000 | 1,596 |
| 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 | $11,336,000 | 7,484 |
| U.S. Government securities | $9,832,000 | 7,081 |
| U.S. Treasury securities | $3,501,000 | 4,692 |
| U.S. Government agency obligations | $6,331,000 | 6,967 |
| Securities issued by states & political subdivisions | $1,504,000 | 5,342 |
| 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 | $3,737,000 | 5,321 |
| Mortgage-backed securities | $1,588,000 | 6,227 |
| Certificates of participation in pools of residential mortgages | $1,555,000 | 5,143 |
| Issued or guaranteed by U.S. | $1,555,000 | 5,124 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $33,000 | 5,466 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 5,173 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $11,336,000 | 5,591 |
| Total debt securities | $11,336,000 | 7,360 |
| 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 | $15,082,000 | 6,684 |
| U.S. Government securities | $13,787,000 | 6,027 |
| U.S. Treasury securities | $8,538,000 | 3,088 |
| U.S. Government agency obligations | $5,249,000 | 7,568 |
| Securities issued by states & political subdivisions | $1,295,000 | 5,864 |
| 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 | $5,789,000 | 4,305 |
| Mortgage-backed securities | $3,460,000 | 5,250 |
| Certificates of participation in pools of residential mortgages | $2,302,000 | 4,669 |
| Issued or guaranteed by U.S. | $2,302,000 | 4,642 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,158,000 | 4,062 |
| CMOs issued by government agencies or sponsored agencies | $1,158,000 | 3,908 |
| 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) | $15,082,000 | 4,859 |
| Total debt securities | $15,085,000 | 6,552 |
| Structured notes | ||
| Amortized cost | $503,000 | 3,384 |
| Fair value | $490,000 | 3,681 |
| 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 | $16,051,000 | 6,810 |
| U.S. Government securities | $14,710,000 | 6,141 |
| U.S. Treasury securities | $8,741,000 | 3,811 |
| U.S. Government agency obligations | $5,969,000 | 7,182 |
| Securities issued by states & political subdivisions | $1,341,000 | 6,076 |
| 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 | $5,539,000 | 4,470 |
| Mortgage-backed securities | $3,657,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $1,783,000 | 5,421 |
| Issued or guaranteed by U.S. | $1,783,000 | 5,396 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,874,000 | 3,756 |
| CMOs issued by government agencies or sponsored agencies | $1,874,000 | 3,588 |
| 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) | $14,755,000 | 4,361 |
| Available-for-sale securities (fair market value) | $1,296,000 | 9,423 |
| Total debt securities | $16,051,000 | 6,699 |
| 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 | $18,890,000 | 6,399 |
| U.S. Government securities | $17,348,000 | 5,673 |
| U.S. Treasury securities | $13,240,000 | 2,729 |
| U.S. Government agency obligations | $4,108,000 | 8,514 |
| Securities issued by states & political subdivisions | $1,542,000 | 5,932 |
| 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 | $4,206,000 | 5,092 |
| Mortgage-backed securities | $3,851,000 | 5,906 |
| Certificates of participation in pools of residential mortgages | $3,851,000 | 4,341 |
| Issued or guaranteed by U.S. | $3,851,000 | 4,302 |
| 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 | $18,890,000 | 6,258 |
| 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 | $21,274,000 | 5,866 |
| U.S. Government securities | $19,760,000 | 5,105 |
| U.S. Treasury securities | $18,177,000 | 2,055 |
| U.S. Government agency obligations | $1,583,000 | 10,927 |
| Securities issued by states & political subdivisions | $1,513,000 | 5,677 |
| 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 | $3,693,000 | 5,359 |
| Mortgage-backed securities | $1,583,000 | 8,131 |
| Certificates of participation in pools of residential mortgages | $1,075,000 | 7,384 |
| Issued or guaranteed by U.S. | $1,075,000 | 7,326 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $508,000 | 5,801 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 5,378 |
| 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 | $21,273,000 | 5,757 |
| 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 |