Home > Bankers Trust Company > Securities
Bankers Trust Company, Securities
| 2015-12-31 | Rank | |
| Total securities | $28,697,000 | 3,440 |
| U.S. Government securities | $22,149,000 | 2,906 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $22,149,000 | 2,801 |
| Securities issued by states & political subdivisions | $6,548,000 | 3,286 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,340,000 | 1,763 |
| Mortgage-backed securities | $19,543,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $4,124,000 | 3,230 |
| Issued or guaranteed by U.S. | $4,124,000 | 3,228 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,419,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $15,419,000 | 874 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $28,697,000 | 3,157 |
| Total debt securities | $28,697,000 | 3,413 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $30,171,000 | 3,406 |
| U.S. Government securities | $23,616,000 | 2,862 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $23,616,000 | 2,767 |
| Securities issued by states & political subdivisions | $6,555,000 | 3,306 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,460,000 | 1,721 |
| Mortgage-backed securities | $20,979,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $4,416,000 | 3,199 |
| Issued or guaranteed by U.S. | $4,416,000 | 3,196 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,563,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $16,563,000 | 847 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $30,171,000 | 3,113 |
| Total debt securities | $30,171,000 | 3,380 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $31,462,000 | 3,387 |
| U.S. Government securities | $24,800,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $24,800,000 | 2,780 |
| Securities issued by states & political subdivisions | $6,662,000 | 3,301 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,462,000 | 1,606 |
| Mortgage-backed securities | $22,168,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $4,636,000 | 3,222 |
| Issued or guaranteed by U.S. | $4,636,000 | 3,220 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,532,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $17,532,000 | 848 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $31,462,000 | 3,096 |
| Total debt securities | $31,462,000 | 3,357 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $34,038,000 | 3,291 |
| U.S. Government securities | $26,610,000 | 2,797 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $26,610,000 | 2,711 |
| Securities issued by states & political subdivisions | $7,428,000 | 3,197 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| 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 | $31,381,000 | 1,625 |
| Mortgage-backed securities | $23,962,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $5,012,000 | 3,209 |
| Issued or guaranteed by U.S. | $5,012,000 | 3,207 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $18,950,000 | 885 |
| CMOs issued by government agencies or sponsored agencies | $18,950,000 | 842 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $34,038,000 | 3,000 |
| Total debt securities | $34,038,000 | 3,264 |
| 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 | $35,180,000 | 3,259 |
| U.S. Government securities | $27,237,000 | 2,775 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $27,237,000 | 2,679 |
| Securities issued by states & political subdivisions | $7,943,000 | 3,145 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| 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 | $31,145,000 | 1,650 |
| Mortgage-backed securities | $24,601,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $4,689,000 | 3,357 |
| Issued or guaranteed by U.S. | $4,689,000 | 3,352 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $19,912,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $19,912,000 | 836 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $35,180,000 | 2,975 |
| Total debt securities | $35,180,000 | 3,238 |
| 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 | $36,575,000 | 3,258 |
| U.S. Government securities | $28,408,000 | 2,795 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,408,000 | 2,709 |
| Securities issued by states & political subdivisions | $8,167,000 | 3,141 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,779,000 | 1,948 |
| Mortgage-backed securities | $25,779,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $4,887,000 | 3,394 |
| Issued or guaranteed by U.S. | $4,887,000 | 3,392 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $20,892,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $20,892,000 | 829 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $36,575,000 | 2,971 |
| Total debt securities | $36,575,000 | 3,234 |
| 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 | $36,353,000 | 3,309 |
| U.S. Government securities | $28,185,000 | 2,849 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $28,185,000 | 2,763 |
| Securities issued by states & political subdivisions | $8,168,000 | 3,184 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,828,000 | 1,900 |
| Mortgage-backed securities | $25,338,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $5,130,000 | 3,408 |
| Issued or guaranteed by U.S. | $5,130,000 | 3,408 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,208,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $20,208,000 | 844 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $36,353,000 | 3,021 |
| Total debt securities | $36,353,000 | 3,284 |
| 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 | $33,083,000 | 3,506 |
| U.S. Government securities | $24,708,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,708,000 | 3,018 |
| Securities issued by states & political subdivisions | $8,375,000 | 3,162 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,568,000 | 1,855 |
| Mortgage-backed securities | $21,867,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $2,799,000 | 4,013 |
| Issued or guaranteed by U.S. | $2,799,000 | 4,011 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $19,068,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $19,068,000 | 897 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,083,000 | 3,203 |
| Total debt securities | $33,083,000 | 3,479 |
| 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 | $32,073,000 | 3,563 |
| U.S. Government securities | $23,513,000 | 3,176 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,513,000 | 3,100 |
| Securities issued by states & political subdivisions | $8,560,000 | 3,121 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,426,000 | 1,800 |
| Mortgage-backed securities | $20,682,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,470,000 | 4,122 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $18,212,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $18,212,000 | 920 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,073,000 | 3,265 |
| Total debt securities | $32,073,000 | 3,532 |
| 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 | $32,743,000 | 3,529 |
| U.S. Government securities | $24,244,000 | 3,159 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,244,000 | 3,079 |
| Securities issued by states & political subdivisions | $8,499,000 | 3,142 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,161,000 | 1,764 |
| Mortgage-backed securities | $21,392,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $2,168,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,168,000 | 4,230 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $19,224,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $19,224,000 | 915 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $32,743,000 | 3,247 |
| Total debt securities | $32,743,000 | 3,500 |
| 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 | $30,970,000 | 3,640 |
| U.S. Government securities | $22,612,000 | 3,277 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,612,000 | 3,191 |
| Securities issued by states & political subdivisions | $8,358,000 | 3,159 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,813,000 | 1,710 |
| Mortgage-backed securities | $19,762,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $1,816,000 | 4,319 |
| Issued or guaranteed by U.S. | $1,816,000 | 4,315 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,946,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $17,946,000 | 948 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $30,970,000 | 3,349 |
| Total debt securities | $30,970,000 | 3,603 |
| 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 | $30,592,000 | 3,689 |
| U.S. Government securities | $21,287,000 | 3,424 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $21,287,000 | 3,339 |
| Securities issued by states & political subdivisions | $9,305,000 | 2,979 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,329,000 | 1,764 |
| Mortgage-backed securities | $19,489,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $2,064,000 | 4,273 |
| Issued or guaranteed by U.S. | $2,064,000 | 4,270 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,425,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $17,425,000 | 1,025 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $30,592,000 | 3,420 |
| Total debt securities | $30,592,000 | 3,654 |
| 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 | $29,962,000 | 3,677 |
| U.S. Government securities | $20,440,000 | 3,455 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,440,000 | 3,369 |
| Securities issued by states & political subdivisions | $9,522,000 | 2,914 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,644,000 | 1,993 |
| Mortgage-backed securities | $19,235,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | $2,294,000 | 4,221 |
| Issued or guaranteed by U.S. | $2,294,000 | 4,220 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,941,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $16,941,000 | 1,045 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $29,962,000 | 3,406 |
| Total debt securities | $29,962,000 | 3,644 |
| 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 | $31,491,000 | 3,624 |
| U.S. Government securities | $21,916,000 | 3,386 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,916,000 | 3,319 |
| Securities issued by states & political subdivisions | $9,575,000 | 2,869 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,578,000 | 1,996 |
| Mortgage-backed securities | $20,705,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $2,489,000 | 4,305 |
| Issued or guaranteed by U.S. | $2,489,000 | 4,304 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $18,216,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $18,216,000 | 1,052 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $31,491,000 | 3,343 |
| Total debt securities | $31,491,000 | 3,596 |
| 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 | $32,058,000 | 3,603 |
| U.S. Government securities | $22,494,000 | 3,393 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,494,000 | 3,325 |
| Securities issued by states & political subdivisions | $9,564,000 | 2,823 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,904,000 | 1,947 |
| Mortgage-backed securities | $20,778,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $2,136,000 | 4,437 |
| Issued or guaranteed by U.S. | $2,136,000 | 4,436 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,642,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $18,642,000 | 1,045 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $32,058,000 | 3,328 |
| Total debt securities | $32,058,000 | 3,574 |
| 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 | $35,619,000 | 3,395 |
| U.S. Government securities | $25,148,000 | 3,229 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $25,148,000 | 3,161 |
| Securities issued by states & political subdivisions | $10,471,000 | 2,596 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,742,000 | 1,981 |
| Mortgage-backed securities | $22,924,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $2,362,000 | 4,391 |
| Issued or guaranteed by U.S. | $2,362,000 | 4,388 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,562,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $20,562,000 | 981 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $35,619,000 | 3,142 |
| Total debt securities | $35,619,000 | 3,372 |
| 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 | $34,571,000 | 3,368 |
| U.S. Government securities | $23,922,000 | 3,266 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,922,000 | 3,195 |
| Securities issued by states & political subdivisions | $10,649,000 | 2,542 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,818,000 | 1,860 |
| Mortgage-backed securities | $20,688,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $2,050,000 | 4,427 |
| Issued or guaranteed by U.S. | $2,050,000 | 4,420 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $18,638,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $18,638,000 | 1,005 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $34,571,000 | 3,094 |
| Total debt securities | $34,571,000 | 3,344 |
| 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 | $35,381,000 | 3,279 |
| U.S. Government securities | $24,797,000 | 3,123 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,797,000 | 3,046 |
| Securities issued by states & political subdivisions | $10,584,000 | 2,496 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,291,000 | 1,786 |
| Mortgage-backed securities | $20,537,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $2,246,000 | 4,300 |
| Issued or guaranteed by U.S. | $2,246,000 | 4,286 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $18,291,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $18,291,000 | 1,000 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $35,381,000 | 2,998 |
| Total debt securities | $35,381,000 | 3,251 |
| 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 | $38,023,000 | 3,127 |
| U.S. Government securities | $27,993,000 | 2,938 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,993,000 | 2,852 |
| Securities issued by states & political subdivisions | $10,030,000 | 2,500 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,035,000 | 1,652 |
| Mortgage-backed securities | $21,187,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $2,439,000 | 4,233 |
| Issued or guaranteed by U.S. | $2,439,000 | 4,221 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $18,748,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $18,748,000 | 949 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $38,023,000 | 2,857 |
| Total debt securities | $38,023,000 | 3,105 |
| 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 | $38,227,000 | 3,079 |
| U.S. Government securities | $28,135,000 | 2,910 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,135,000 | 2,825 |
| Securities issued by states & political subdivisions | $10,092,000 | 2,475 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,730,000 | 1,528 |
| Mortgage-backed securities | $19,984,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $2,714,000 | 4,086 |
| Issued or guaranteed by U.S. | $2,714,000 | 4,075 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,270,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $17,270,000 | 971 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $38,227,000 | 2,802 |
| Total debt securities | $38,227,000 | 3,055 |
| 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 | $37,904,000 | 3,009 |
| U.S. Government securities | $27,439,000 | 2,825 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $27,439,000 | 2,739 |
| Securities issued by states & political subdivisions | $10,465,000 | 2,388 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,724,000 | 1,485 |
| Mortgage-backed securities | $18,219,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $3,004,000 | 3,887 |
| Issued or guaranteed by U.S. | $3,004,000 | 3,877 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,215,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $15,215,000 | 1,007 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $37,904,000 | 2,734 |
| Total debt securities | $37,904,000 | 2,988 |
| 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 | $36,780,000 | 3,031 |
| U.S. Government securities | $25,966,000 | 2,908 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $25,966,000 | 2,816 |
| Securities issued by states & political subdivisions | $10,814,000 | 2,266 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,849,000 | 1,517 |
| Mortgage-backed securities | $16,866,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $3,354,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,354,000 | 3,769 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,512,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $13,512,000 | 1,073 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $36,780,000 | 2,748 |
| Total debt securities | $36,780,000 | 3,006 |
| 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 | $37,135,000 | 3,010 |
| U.S. Government securities | $26,516,000 | 2,909 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $26,516,000 | 2,821 |
| Securities issued by states & political subdivisions | $10,619,000 | 2,184 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,632,000 | 1,441 |
| Mortgage-backed securities | $17,367,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $3,781,000 | 3,695 |
| Issued or guaranteed by U.S. | $3,781,000 | 3,689 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,586,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $13,586,000 | 1,018 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $37,135,000 | 2,715 |
| Total debt securities | $37,135,000 | 2,982 |
| 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 | $40,511,000 | 2,837 |
| U.S. Government securities | $29,312,000 | 2,753 |
| U.S. Treasury securities | $501,000 | 958 |
| U.S. Government agency obligations | $28,811,000 | 2,725 |
| Securities issued by states & political subdivisions | $11,199,000 | 2,086 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,205,000 | 1,356 |
| Mortgage-backed securities | $17,338,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $4,077,000 | 3,708 |
| Issued or guaranteed by U.S. | $4,077,000 | 3,701 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,261,000 | 1,208 |
| CMOs issued by government agencies or sponsored agencies | $13,261,000 | 1,004 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $40,511,000 | 2,544 |
| Total debt securities | $40,511,000 | 2,814 |
| 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 | $42,018,000 | 2,750 |
| U.S. Government securities | $30,849,000 | 2,624 |
| U.S. Treasury securities | $506,000 | 880 |
| U.S. Government agency obligations | $30,343,000 | 2,587 |
| Securities issued by states & political subdivisions | $11,169,000 | 2,088 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,919,000 | 1,311 |
| Mortgage-backed securities | $18,317,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $4,332,000 | 3,714 |
| Issued or guaranteed by U.S. | $4,332,000 | 3,708 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $13,985,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $13,985,000 | 950 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $42,018,000 | 2,459 |
| Total debt securities | $42,018,000 | 2,727 |
| 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 | $44,538,000 | 2,623 |
| U.S. Government securities | $33,205,000 | 2,475 |
| U.S. Treasury securities | $510,000 | 825 |
| U.S. Government agency obligations | $32,695,000 | 2,441 |
| Securities issued by states & political subdivisions | $11,333,000 | 2,076 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,340,000 | 1,234 |
| Mortgage-backed securities | $20,577,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $4,745,000 | 3,711 |
| Issued or guaranteed by U.S. | $4,745,000 | 3,702 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,832,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $15,832,000 | 855 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $44,538,000 | 2,317 |
| Total debt securities | $44,538,000 | 2,593 |
| 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 | $47,434,000 | 2,428 |
| U.S. Government securities | $36,496,000 | 2,227 |
| U.S. Treasury securities | $514,000 | 812 |
| U.S. Government agency obligations | $35,982,000 | 2,200 |
| Securities issued by states & political subdivisions | $10,938,000 | 2,084 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,326,000 | 1,204 |
| Mortgage-backed securities | $22,323,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $5,028,000 | 3,664 |
| Issued or guaranteed by U.S. | $5,028,000 | 3,653 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $17,295,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $17,295,000 | 780 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $47,434,000 | 2,138 |
| Total debt securities | $47,434,000 | 2,396 |
| 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 | $47,845,000 | 2,424 |
| U.S. Government securities | $36,915,000 | 2,225 |
| U.S. Treasury securities | $518,000 | 760 |
| U.S. Government agency obligations | $36,397,000 | 2,200 |
| Securities issued by states & political subdivisions | $10,930,000 | 2,009 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,845,000 | 1,131 |
| Mortgage-backed securities | $25,809,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $5,433,000 | 3,647 |
| Issued or guaranteed by U.S. | $5,433,000 | 3,636 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,376,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $20,376,000 | 685 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $47,845,000 | 2,140 |
| Total debt securities | $47,845,000 | 2,395 |
| 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 | $50,557,000 | 2,292 |
| U.S. Government securities | $39,414,000 | 2,117 |
| U.S. Treasury securities | $524,000 | 723 |
| U.S. Government agency obligations | $38,890,000 | 2,089 |
| Securities issued by states & political subdivisions | $11,143,000 | 1,914 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,557,000 | 1,098 |
| Mortgage-backed securities | $26,956,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $5,658,000 | 3,557 |
| Issued or guaranteed by U.S. | $5,658,000 | 3,542 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $21,298,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $21,298,000 | 640 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $50,557,000 | 2,015 |
| Total debt securities | $50,557,000 | 2,263 |
| 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 | $50,449,000 | 2,222 |
| U.S. Government securities | $40,169,000 | 2,010 |
| U.S. Treasury securities | $515,000 | 763 |
| U.S. Government agency obligations | $39,654,000 | 1,992 |
| Securities issued by states & political subdivisions | $10,280,000 | 2,008 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,268,000 | 1,483 |
| Mortgage-backed securities | $27,009,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $5,789,000 | 3,423 |
| Issued or guaranteed by U.S. | $5,789,000 | 3,410 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $21,220,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $21,220,000 | 593 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $50,449,000 | 1,948 |
| Total debt securities | $50,449,000 | 2,199 |
| 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 | $50,466,000 | 2,298 |
| U.S. Government securities | $40,475,000 | 2,045 |
| U.S. Treasury securities | $511,000 | 759 |
| U.S. Government agency obligations | $39,964,000 | 2,022 |
| Securities issued by states & political subdivisions | $9,991,000 | 2,080 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,486,000 | 1,397 |
| Mortgage-backed securities | $25,935,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $5,419,000 | 3,528 |
| Issued or guaranteed by U.S. | $5,419,000 | 3,511 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $20,516,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $20,516,000 | 597 |
| 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) | $50,466,000 | 2,023 |
| Total debt securities | $50,466,000 | 2,247 |
| 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 | $49,257,000 | 2,343 |
| U.S. Government securities | $39,297,000 | 2,089 |
| U.S. Treasury securities | $523,000 | 781 |
| U.S. Government agency obligations | $38,774,000 | 2,073 |
| Securities issued by states & political subdivisions | $9,960,000 | 2,073 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,846,000 | 1,316 |
| Mortgage-backed securities | $24,475,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $3,623,000 | 3,980 |
| Issued or guaranteed by U.S. | $3,623,000 | 3,966 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $20,852,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $20,852,000 | 571 |
| 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) | $49,257,000 | 2,057 |
| Total debt securities | $49,257,000 | 2,289 |
| 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 | $48,257,000 | 2,368 |
| U.S. Government securities | $38,672,000 | 2,116 |
| U.S. Treasury securities | $708,000 | 841 |
| U.S. Government agency obligations | $37,964,000 | 2,117 |
| Securities issued by states & political subdivisions | $9,585,000 | 2,139 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,112,000 | 1,292 |
| Mortgage-backed securities | $23,997,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $3,483,000 | 3,721 |
| Issued or guaranteed by U.S. | $3,483,000 | 3,706 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,514,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $20,514,000 | 550 |
| 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) | $48,257,000 | 2,063 |
| Total debt securities | $48,257,000 | 2,320 |
| 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 | $45,230,000 | 2,512 |
| U.S. Government securities | $35,746,000 | 2,290 |
| U.S. Treasury securities | $699,000 | 902 |
| U.S. Government agency obligations | $35,047,000 | 2,282 |
| Securities issued by states & political subdivisions | $9,484,000 | 2,114 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,301,000 | 1,254 |
| Mortgage-backed securities | $21,242,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $2,801,000 | 3,846 |
| Issued or guaranteed by U.S. | $2,801,000 | 3,830 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $18,441,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $18,441,000 | 563 |
| 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) | $45,230,000 | 2,186 |
| Total debt securities | $45,230,000 | 2,467 |
| 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 | $45,332,000 | 2,477 |
| U.S. Government securities | $35,973,000 | 2,277 |
| U.S. Treasury securities | $686,000 | 1,011 |
| U.S. Government agency obligations | $35,287,000 | 2,263 |
| Securities issued by states & political subdivisions | $9,359,000 | 2,121 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,423,000 | 1,205 |
| Mortgage-backed securities | $20,618,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $2,848,000 | 3,779 |
| Issued or guaranteed by U.S. | $2,848,000 | 3,767 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,770,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $17,770,000 | 580 |
| 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) | $45,332,000 | 2,150 |
| Total debt securities | $45,332,000 | 2,431 |
| 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 | $40,942,000 | 2,736 |
| U.S. Government securities | $31,481,000 | 2,586 |
| U.S. Treasury securities | $689,000 | 1,089 |
| U.S. Government agency obligations | $30,792,000 | 2,562 |
| Securities issued by states & political subdivisions | $9,461,000 | 2,110 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,216,000 | 1,230 |
| Mortgage-backed securities | $15,909,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $2,525,000 | 3,913 |
| Issued or guaranteed by U.S. | $2,525,000 | 3,895 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,384,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $13,384,000 | 697 |
| 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) | $40,942,000 | 2,376 |
| Total debt securities | $40,942,000 | 2,688 |
| 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 | $39,396,000 | 2,840 |
| U.S. Government securities | $30,183,000 | 2,713 |
| U.S. Treasury securities | $687,000 | 1,136 |
| U.S. Government agency obligations | $29,496,000 | 2,688 |
| Securities issued by states & political subdivisions | $9,213,000 | 2,154 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,980,000 | 1,260 |
| Mortgage-backed securities | $14,768,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $2,075,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,075,000 | 4,125 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,693,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $12,693,000 | 736 |
| 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) | $39,396,000 | 2,463 |
| Total debt securities | $39,396,000 | 2,794 |
| 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 | $38,819,000 | 2,896 |
| U.S. Government securities | $29,928,000 | 2,770 |
| U.S. Treasury securities | $1,085,000 | 972 |
| U.S. Government agency obligations | $28,843,000 | 2,778 |
| Securities issued by states & political subdivisions | $8,891,000 | 2,191 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,219,000 | 1,248 |
| Mortgage-backed securities | $13,395,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $2,246,000 | 4,036 |
| Issued or guaranteed by U.S. | $2,246,000 | 4,015 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $11,149,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $11,149,000 | 795 |
| 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) | $38,819,000 | 2,487 |
| Total debt securities | $38,819,000 | 2,863 |
| 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 | $38,412,000 | 2,918 |
| U.S. Government securities | $30,132,000 | 2,747 |
| U.S. Treasury securities | $1,070,000 | 1,010 |
| U.S. Government agency obligations | $29,062,000 | 2,739 |
| Securities issued by states & political subdivisions | $8,280,000 | 2,296 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,543,000 | 1,282 |
| Mortgage-backed securities | $13,493,000 | 2,246 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 4,037 |
| Issued or guaranteed by U.S. | $2,245,000 | 4,022 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,248,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $11,248,000 | 783 |
| 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) | $38,412,000 | 2,508 |
| Total debt securities | $38,413,000 | 2,884 |
| 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 | $36,325,000 | 3,080 |
| U.S. Government securities | $29,716,000 | 2,830 |
| U.S. Treasury securities | $1,076,000 | 1,075 |
| U.S. Government agency obligations | $28,640,000 | 2,814 |
| Securities issued by states & political subdivisions | $6,609,000 | 2,628 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,176,000 | 1,326 |
| Mortgage-backed securities | $13,946,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $2,393,000 | 3,993 |
| Issued or guaranteed by U.S. | $2,393,000 | 3,978 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,553,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $11,553,000 | 775 |
| 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) | $36,325,000 | 2,658 |
| Total debt securities | $36,325,000 | 3,032 |
| 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 | $32,037,000 | 3,373 |
| U.S. Government securities | $25,479,000 | 3,191 |
| U.S. Treasury securities | $591,000 | 1,342 |
| U.S. Government agency obligations | $24,888,000 | 3,147 |
| Securities issued by states & political subdivisions | $6,558,000 | 2,636 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,052,000 | 1,466 |
| Mortgage-backed securities | $13,071,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $1,763,000 | 4,389 |
| Issued or guaranteed by U.S. | $1,763,000 | 4,370 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $11,308,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $11,308,000 | 792 |
| 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) | $32,037,000 | 2,921 |
| Total debt securities | $32,037,000 | 3,319 |
| 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 | $28,006,000 | 3,720 |
| U.S. Government securities | $22,922,000 | 3,396 |
| U.S. Treasury securities | $593,000 | 1,335 |
| U.S. Government agency obligations | $22,329,000 | 3,334 |
| Securities issued by states & political subdivisions | $5,084,000 | 3,031 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,702,000 | 1,632 |
| Mortgage-backed securities | $11,156,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | $1,303,000 | 4,735 |
| Issued or guaranteed by U.S. | $1,303,000 | 4,716 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,853,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $9,853,000 | 874 |
| 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) | $28,006,000 | 3,217 |
| Total debt securities | $28,006,000 | 3,661 |
| 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 | $25,991,000 | 3,946 |
| U.S. Government securities | $21,593,000 | 3,621 |
| U.S. Treasury securities | $597,000 | 1,385 |
| U.S. Government agency obligations | $20,996,000 | 3,555 |
| Securities issued by states & political subdivisions | $4,398,000 | 3,253 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,991,000 | 1,722 |
| Mortgage-backed securities | $9,934,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 4,786 |
| Issued or guaranteed by U.S. | $1,329,000 | 4,765 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,605,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $8,605,000 | 990 |
| 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) | $25,991,000 | 3,415 |
| Total debt securities | $25,991,000 | 3,878 |
| 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 | $23,384,000 | 4,281 |
| U.S. Government securities | $20,206,000 | 3,843 |
| U.S. Treasury securities | $593,000 | 1,486 |
| U.S. Government agency obligations | $19,613,000 | 3,788 |
| Securities issued by states & political subdivisions | $3,178,000 | 3,704 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,384,000 | 1,840 |
| Mortgage-backed securities | $10,124,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $820,000 | 5,235 |
| Issued or guaranteed by U.S. | $820,000 | 5,220 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,304,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $9,304,000 | 965 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $23,384,000 | 3,714 |
| Total debt securities | $23,384,000 | 4,228 |
| 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 | $18,684,000 | 4,921 |
| U.S. Government securities | $15,805,000 | 4,501 |
| U.S. Treasury securities | $602,000 | 1,498 |
| U.S. Government agency obligations | $15,203,000 | 4,463 |
| Securities issued by states & political subdivisions | $2,879,000 | 3,887 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,191,000 | 2,218 |
| Mortgage-backed securities | $8,751,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,557 |
| Issued or guaranteed by U.S. | $23,000 | 6,545 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $8,728,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $8,728,000 | 1,022 |
| 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) | $18,684,000 | 4,280 |
| Total debt securities | $18,684,000 | 4,864 |
| 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 | $16,963,000 | 5,186 |
| U.S. Government securities | $14,060,000 | 4,802 |
| U.S. Treasury securities | $407,000 | 1,702 |
| U.S. Government agency obligations | $13,653,000 | 4,748 |
| Securities issued by states & political subdivisions | $2,903,000 | 3,872 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,772,000 | 4,695 |
| Mortgage-backed securities | $7,353,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,579 |
| Issued or guaranteed by U.S. | $26,000 | 6,565 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,327,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $7,327,000 | 1,137 |
| 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) | $16,963,000 | 4,511 |
| Total debt securities | $16,963,000 | 5,111 |
| 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 | $16,142,000 | 5,371 |
| U.S. Government securities | $13,862,000 | 4,914 |
| U.S. Treasury securities | $405,000 | 1,814 |
| U.S. Government agency obligations | $13,457,000 | 4,845 |
| Securities issued by states & political subdivisions | $2,280,000 | 4,190 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,703,000 | 4,344 |
| Mortgage-backed securities | $7,201,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,633 |
| Issued or guaranteed by U.S. | $29,000 | 6,621 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,172,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $7,172,000 | 1,162 |
| 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) | $16,142,000 | 4,712 |
| Total debt securities | $16,142,000 | 5,299 |
| 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 | $11,083,000 | 6,342 |
| U.S. Government securities | $9,257,000 | 5,914 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,257,000 | 5,758 |
| Securities issued by states & political subdivisions | $1,826,000 | 4,478 |
| 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 | $733,000 | 6,693 |
| Mortgage-backed securities | $6,752,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,603 |
| Issued or guaranteed by U.S. | $36,000 | 6,587 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,716,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $6,716,000 | 1,246 |
| 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) | $11,083,000 | 5,611 |
| Total debt securities | $11,083,000 | 6,259 |
| 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 | $9,494,000 | 6,733 |
| U.S. Government securities | $7,840,000 | 6,354 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,840,000 | 6,177 |
| Securities issued by states & political subdivisions | $1,654,000 | 4,644 |
| 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 | $665,000 | 6,745 |
| Mortgage-backed securities | $5,793,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,630 |
| Issued or guaranteed by U.S. | $41,000 | 6,609 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,752,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $5,752,000 | 1,390 |
| 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) | $9,494,000 | 5,980 |
| Total debt securities | $9,494,000 | 6,654 |
| 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 | $7,044,000 | 7,252 |
| U.S. Government securities | $6,122,000 | 6,767 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,122,000 | 6,583 |
| Securities issued by states & political subdivisions | $922,000 | 5,325 |
| 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 | $504,000 | 6,908 |
| Mortgage-backed securities | $5,317,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,638 |
| Issued or guaranteed by U.S. | $49,000 | 6,615 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,268,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $5,268,000 | 1,467 |
| 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) | $7,044,000 | 6,444 |
| Total debt securities | $7,044,000 | 7,156 |
| 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 | $5,422,000 | 7,647 |
| U.S. Government securities | $4,674,000 | 7,199 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,674,000 | 7,023 |
| Securities issued by states & political subdivisions | $748,000 | 5,507 |
| 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 | $52,000 | 7,317 |
| Mortgage-backed securities | $4,169,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $70,000 | 6,577 |
| Issued or guaranteed by U.S. | $70,000 | 6,558 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,099,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $4,099,000 | 1,783 |
| 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) | $5,422,000 | 6,828 |
| Total debt securities | $5,422,000 | 7,553 |
| 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 | $3,535,000 | 8,217 |
| U.S. Government securities | $3,535,000 | 7,693 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,535,000 | 7,496 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $3,130,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $92,000 | 6,515 |
| Issued or guaranteed by U.S. | $92,000 | 6,496 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,038,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $3,038,000 | 2,109 |
| 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) | $3,535,000 | 7,346 |
| Total debt securities | $3,535,000 | 8,141 |
| 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 | $1,017,000 | 8,904 |
| U.S. Government securities | $1,017,000 | 8,676 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,017,000 | 8,525 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $611,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $611,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 3,324 |
| 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) | $1,017,000 | 8,099 |
| Total debt securities | $1,017,000 | 8,830 |
| 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 |