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BankTrust Financial, Securities
| 2014-12-31 | Rank | |
| Total securities | $21,252,000 | 4,188 |
| U.S. Government securities | $6,276,000 | 5,015 |
| U.S. Treasury securities | $500,000 | 1,198 |
| U.S. Government agency obligations | $5,776,000 | 4,977 |
| Securities issued by states & political subdivisions | $10,204,000 | 2,809 |
| Other domestic debt securities | $4,761,000 | 910 |
| 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 | $4,761,000 | 676 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,313,000 | 2,923 |
| Mortgage-backed securities | $3,062,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $3,062,000 | 3,752 |
| Issued or guaranteed by U.S. | $3,062,000 | 3,747 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $21,252,000 | 3,834 |
| Total debt securities | $21,241,000 | 4,170 |
| 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 | $22,638,000 | 4,175 |
| U.S. Government securities | $6,394,000 | 5,092 |
| U.S. Treasury securities | $501,000 | 1,201 |
| U.S. Government agency obligations | $5,893,000 | 5,045 |
| Securities issued by states & political subdivisions | $11,411,000 | 2,681 |
| Other domestic debt securities | $4,821,000 | 927 |
| 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 | $4,821,000 | 674 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $12,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,488,000 | 2,447 |
| Mortgage-backed securities | $3,180,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $3,180,000 | 3,810 |
| Issued or guaranteed by U.S. | $3,180,000 | 3,809 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $22,638,000 | 3,813 |
| Total debt securities | $22,626,000 | 4,151 |
| 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 | $24,350,000 | 4,084 |
| U.S. Government securities | $6,614,000 | 5,124 |
| U.S. Treasury securities | $501,000 | 1,163 |
| U.S. Government agency obligations | $6,113,000 | 5,080 |
| Securities issued by states & political subdivisions | $12,859,000 | 2,510 |
| Other domestic debt securities | $4,865,000 | 941 |
| 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 | $4,865,000 | 692 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $12,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,023,000 | 3,129 |
| Mortgage-backed securities | $3,394,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $3,394,000 | 3,803 |
| Issued or guaranteed by U.S. | $3,394,000 | 3,803 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $24,350,000 | 3,729 |
| Total debt securities | $24,338,000 | 4,053 |
| 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 | $24,564,000 | 4,096 |
| U.S. Government securities | $6,657,000 | 5,142 |
| U.S. Treasury securities | $501,000 | 1,029 |
| U.S. Government agency obligations | $6,156,000 | 5,119 |
| Securities issued by states & political subdivisions | $12,991,000 | 2,516 |
| Other domestic debt securities | $4,902,000 | 963 |
| 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 | $4,902,000 | 707 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $14,000 | 1,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,586,000 | 3,196 |
| Mortgage-backed securities | $3,448,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $3,448,000 | 3,830 |
| Issued or guaranteed by U.S. | $3,448,000 | 3,830 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $24,564,000 | 3,726 |
| Total debt securities | $24,550,000 | 4,066 |
| 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 | $24,527,000 | 4,095 |
| U.S. Government securities | $6,697,000 | 5,135 |
| U.S. Treasury securities | $500,000 | 977 |
| U.S. Government agency obligations | $6,197,000 | 5,120 |
| Securities issued by states & political subdivisions | $12,885,000 | 2,521 |
| Other domestic debt securities | $4,932,000 | 1,003 |
| 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 | $4,932,000 | 721 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $13,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,544,000 | 3,203 |
| Mortgage-backed securities | $3,500,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $3,500,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,500,000 | 3,827 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $24,527,000 | 3,741 |
| Total debt securities | $24,514,000 | 4,064 |
| 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 | $25,115,000 | 4,087 |
| U.S. Government securities | $7,936,000 | 4,978 |
| U.S. Treasury securities | $500,000 | 973 |
| U.S. Government agency obligations | $7,436,000 | 4,961 |
| Securities issued by states & political subdivisions | $12,218,000 | 2,583 |
| Other domestic debt securities | $4,946,000 | 1,040 |
| 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 | $4,946,000 | 743 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $15,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,646,000 | 2,326 |
| Mortgage-backed securities | $4,225,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $4,225,000 | 3,653 |
| Issued or guaranteed by U.S. | $4,225,000 | 3,649 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $25,115,000 | 3,736 |
| Total debt securities | $25,100,000 | 4,059 |
| 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 | $25,933,000 | 4,003 |
| U.S. Government securities | $8,048,000 | 4,951 |
| U.S. Treasury securities | $499,000 | 1,006 |
| U.S. Government agency obligations | $7,549,000 | 4,926 |
| Securities issued by states & political subdivisions | $12,935,000 | 2,482 |
| Other domestic debt securities | $4,939,000 | 1,054 |
| 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 | $4,939,000 | 752 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,742,000 | 2,883 |
| Mortgage-backed securities | $4,353,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $4,353,000 | 3,631 |
| Issued or guaranteed by U.S. | $4,353,000 | 3,626 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $25,933,000 | 3,684 |
| Total debt securities | $25,922,000 | 3,971 |
| 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 | $22,771,000 | 4,258 |
| U.S. Government securities | $8,641,000 | 4,920 |
| U.S. Treasury securities | $500,000 | 1,008 |
| U.S. Government agency obligations | $8,141,000 | 4,897 |
| Securities issued by states & political subdivisions | $14,118,000 | 2,356 |
| 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 | $12,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,580,000 | 2,821 |
| Mortgage-backed securities | $4,871,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $4,871,000 | 3,554 |
| Issued or guaranteed by U.S. | $4,871,000 | 3,552 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $22,771,000 | 3,936 |
| Total debt securities | $22,759,000 | 4,233 |
| 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 | $8,999,000 | 5,669 |
| U.S. Government securities | $5,230,000 | 5,516 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,230,000 | 5,400 |
| Securities issued by states & political subdivisions | $3,769,000 | 4,054 |
| 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 | $8,864,000 | 3,494 |
| Mortgage-backed securities | $5,230,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $5,230,000 | 3,471 |
| Issued or guaranteed by U.S. | $5,230,000 | 3,469 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $8,999,000 | 5,293 |
| Total debt securities | $8,999,000 | 5,635 |
| 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 | $9,391,000 | 5,702 |
| U.S. Government securities | $5,614,000 | 5,570 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,614,000 | 5,456 |
| Securities issued by states & political subdivisions | $3,777,000 | 4,031 |
| 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 | $9,255,000 | 3,453 |
| Mortgage-backed securities | $5,614,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $5,614,000 | 3,548 |
| Issued or guaranteed by U.S. | $5,614,000 | 3,548 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $9,391,000 | 5,320 |
| Total debt securities | $9,391,000 | 5,674 |
| 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 | $9,606,000 | 5,741 |
| U.S. Government securities | $5,828,000 | 5,607 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,828,000 | 5,498 |
| Securities issued by states & political subdivisions | $3,778,000 | 3,989 |
| 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 | $8,801,000 | 3,565 |
| Mortgage-backed securities | $5,828,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $5,828,000 | 3,528 |
| Issued or guaranteed by U.S. | $5,828,000 | 3,527 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $9,606,000 | 5,356 |
| Total debt securities | $9,605,000 | 5,710 |
| 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 | $9,628,000 | 5,785 |
| U.S. Government securities | $5,926,000 | 5,687 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,926,000 | 5,576 |
| Securities issued by states & political subdivisions | $3,702,000 | 3,946 |
| 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 | $8,819,000 | 3,589 |
| Mortgage-backed securities | $5,926,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $5,926,000 | 3,504 |
| Issued or guaranteed by U.S. | $5,926,000 | 3,501 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $9,628,000 | 5,399 |
| Total debt securities | $9,628,000 | 5,758 |
| 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 | $9,761,000 | 5,766 |
| U.S. Government securities | $6,103,000 | 5,652 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,103,000 | 5,539 |
| Securities issued by states & political subdivisions | $3,658,000 | 3,941 |
| 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 | $8,767,000 | 3,424 |
| Mortgage-backed securities | $6,103,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $6,103,000 | 3,393 |
| Issued or guaranteed by U.S. | $6,103,000 | 3,392 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,761,000 | 5,349 |
| Total debt securities | $9,761,000 | 5,737 |
| 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 | $9,982,000 | 5,723 |
| U.S. Government securities | $6,304,000 | 5,609 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,304,000 | 5,493 |
| Securities issued by states & political subdivisions | $3,678,000 | 3,887 |
| 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 | $9,327,000 | 3,296 |
| Mortgage-backed securities | $6,304,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $6,304,000 | 3,269 |
| Issued or guaranteed by U.S. | $6,304,000 | 3,266 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,982,000 | 5,300 |
| Total debt securities | $9,982,000 | 5,685 |
| 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 | $9,784,000 | 5,837 |
| U.S. Government securities | $6,255,000 | 5,762 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,255,000 | 5,640 |
| Securities issued by states & political subdivisions | $3,529,000 | 3,886 |
| 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 | $6,090,000 | 3,964 |
| Mortgage-backed securities | $6,255,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $6,255,000 | 3,245 |
| Issued or guaranteed by U.S. | $6,255,000 | 3,238 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,784,000 | 5,399 |
| Total debt securities | $9,784,000 | 5,802 |
| 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 | $9,522,000 | 5,874 |
| U.S. Government securities | $6,159,000 | 5,777 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,159,000 | 5,651 |
| Securities issued by states & political subdivisions | $3,363,000 | 3,903 |
| 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 | $5,907,000 | 4,008 |
| Mortgage-backed securities | $6,159,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $6,159,000 | 3,205 |
| Issued or guaranteed by U.S. | $6,159,000 | 3,198 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $9,522,000 | 5,426 |
| Total debt securities | $9,522,000 | 5,841 |
| 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 | $6,579,000 | 6,255 |
| U.S. Government securities | $3,230,000 | 6,333 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,230,000 | 6,208 |
| Securities issued by states & political subdivisions | $3,349,000 | 3,902 |
| 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 | $5,386,000 | 4,088 |
| Mortgage-backed securities | $2,728,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $2,728,000 | 3,983 |
| Issued or guaranteed by U.S. | $2,728,000 | 3,973 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,579,000 | 5,778 |
| Total debt securities | $6,579,000 | 6,222 |
| 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 | $6,388,000 | 6,300 |
| U.S. Government securities | $2,841,000 | 6,477 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,841,000 | 6,351 |
| Securities issued by states & political subdivisions | $3,547,000 | 3,770 |
| 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 | $5,667,000 | 4,053 |
| Mortgage-backed securities | $2,336,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $2,336,000 | 4,106 |
| Issued or guaranteed by U.S. | $2,336,000 | 4,097 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,388,000 | 5,799 |
| Total debt securities | $6,388,000 | 6,261 |
| 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 | $9,597,000 | 5,797 |
| U.S. Government securities | $6,141,000 | 5,757 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,141,000 | 5,649 |
| Securities issued by states & political subdivisions | $3,456,000 | 3,731 |
| 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 | $5,530,000 | 4,152 |
| Mortgage-backed securities | $1,569,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $1,569,000 | 4,476 |
| Issued or guaranteed by U.S. | $1,569,000 | 4,468 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $9,597,000 | 5,325 |
| Total debt securities | $9,597,000 | 5,757 |
| Structured notes | ||
| Amortized cost | $1,247,000 | 2,387 |
| Fair value | $1,254,000 | 2,379 |
| 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 | $8,073,000 | 6,146 |
| U.S. Government securities | $8,073,000 | 5,410 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,073,000 | 5,297 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,018,000 | 4,374 |
| Mortgage-backed securities | $67,000 | 6,025 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,715 |
| Issued or guaranteed by U.S. | $67,000 | 5,703 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,073,000 | 5,653 |
| Total debt securities | $8,073,000 | 6,102 |
| Structured notes | ||
| Amortized cost | $4,247,000 | 1,122 |
| Fair value | $4,228,000 | 1,124 |
| 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 | $6,629,000 | 6,404 |
| U.S. Government securities | $6,629,000 | 5,689 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,629,000 | 5,585 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,020,000 | 4,399 |
| Mortgage-backed securities | $68,000 | 6,078 |
| Certificates of participation in pools of residential mortgages | $68,000 | 5,775 |
| Issued or guaranteed by U.S. | $68,000 | 5,760 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,629,000 | 5,892 |
| Total debt securities | $6,629,000 | 6,367 |
| Structured notes | ||
| Amortized cost | $3,622,000 | 1,048 |
| Fair value | $3,596,000 | 1,052 |
| 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 | $5,667,000 | 6,662 |
| U.S. Government securities | $5,667,000 | 5,979 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,667,000 | 5,890 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $4,325,000 | 4,605 |
| Mortgage-backed securities | $67,000 | 6,154 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,862 |
| Issued or guaranteed by U.S. | $67,000 | 5,845 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,667,000 | 6,130 |
| Total debt securities | $5,667,000 | 6,620 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,502,000 | 1,344 |
| 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 | $5,395,000 | 6,733 |
| U.S. Government securities | $5,395,000 | 6,052 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,395,000 | 5,967 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $4,365,000 | 4,589 |
| Mortgage-backed securities | $1,368,000 | 5,365 |
| Certificates of participation in pools of residential mortgages | $1,368,000 | 4,931 |
| Issued or guaranteed by U.S. | $1,368,000 | 4,918 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,395,000 | 6,195 |
| Total debt securities | $5,395,000 | 6,690 |
| Structured notes | ||
| Amortized cost | $1,715,000 | 902 |
| Fair value | $1,718,000 | 892 |
| 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 | $5,298,000 | 6,801 |
| U.S. Government securities | $5,298,000 | 6,203 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,298,000 | 6,124 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $4,001,000 | 4,813 |
| Mortgage-backed securities | $1,502,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $1,502,000 | 4,944 |
| Issued or guaranteed by U.S. | $1,502,000 | 4,929 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,298,000 | 6,245 |
| Total debt securities | $5,298,000 | 6,760 |
| Structured notes | ||
| Amortized cost | $730,000 | 1,165 |
| Fair value | $729,000 | 1,155 |
| 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 | $5,125,000 | 6,890 |
| U.S. Government securities | $5,125,000 | 6,359 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,125,000 | 6,272 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $4,124,000 | 4,819 |
| Mortgage-backed securities | $1,601,000 | 5,349 |
| Certificates of participation in pools of residential mortgages | $1,601,000 | 4,900 |
| Issued or guaranteed by U.S. | $1,601,000 | 4,887 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,125,000 | 6,327 |
| Total debt securities | $5,125,000 | 6,853 |
| Structured notes | ||
| Amortized cost | $240,000 | 1,647 |
| Fair value | $241,000 | 1,643 |
| 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 | $5,126,000 | 6,885 |
| U.S. Government securities | $5,126,000 | 6,347 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,126,000 | 6,256 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $4,073,000 | 4,827 |
| Mortgage-backed securities | $1,614,000 | 5,303 |
| Certificates of participation in pools of residential mortgages | $1,614,000 | 4,859 |
| Issued or guaranteed by U.S. | $1,614,000 | 4,844 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,126,000 | 6,295 |
| Total debt securities | $5,126,000 | 6,842 |
| Structured notes | ||
| Amortized cost | $246,000 | 1,641 |
| Fair value | $247,000 | 1,627 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,150,000 | 6,949 |
| U.S. Government securities | $5,150,000 | 6,397 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,150,000 | 6,310 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $4,123,000 | 4,788 |
| Mortgage-backed securities | $1,644,000 | 5,302 |
| Certificates of participation in pools of residential mortgages | $1,644,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,644,000 | 4,837 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,150,000 | 6,367 |
| Total debt securities | $5,148,000 | 6,891 |
| Structured notes | ||
| Amortized cost | $254,000 | 1,635 |
| Fair value | $248,000 | 1,663 |
| 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 | $5,290,000 | 6,940 |
| U.S. Government securities | $5,290,000 | 6,385 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,290,000 | 6,294 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $4,192,000 | 4,752 |
| Mortgage-backed securities | $1,741,000 | 5,206 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,718 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,290,000 | 6,356 |
| Total debt securities | $5,290,000 | 6,874 |
| Structured notes | ||
| Amortized cost | $264,000 | 1,788 |
| Fair value | $257,000 | 1,793 |
| 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 | $5,296,000 | 7,005 |
| U.S. Government securities | $5,296,000 | 6,488 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,296,000 | 6,388 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $3,608,000 | 4,993 |
| Mortgage-backed securities | $1,262,000 | 5,212 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 4,759 |
| Issued or guaranteed by U.S. | $1,262,000 | 4,740 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,296,000 | 6,378 |
| Total debt securities | $5,295,000 | 6,953 |
| Structured notes | ||
| Amortized cost | $272,000 | 2,276 |
| Fair value | $265,000 | 2,279 |
| 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 | $5,855,000 | 6,954 |
| U.S. Government securities | $5,855,000 | 6,439 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,855,000 | 6,331 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $4,190,000 | 4,788 |
| Mortgage-backed securities | $585,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $585,000 | 5,151 |
| Issued or guaranteed by U.S. | $585,000 | 5,132 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,855,000 | 6,331 |
| Total debt securities | $5,855,000 | 6,905 |
| Structured notes | ||
| Amortized cost | $779,000 | 2,007 |
| Fair value | $772,000 | 2,010 |
| 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 | $6,094,000 | 6,938 |
| U.S. Government securities | $6,094,000 | 6,403 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,094,000 | 6,284 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $4,219,000 | 4,814 |
| Mortgage-backed securities | $604,000 | 5,578 |
| Certificates of participation in pools of residential mortgages | $604,000 | 5,137 |
| Issued or guaranteed by U.S. | $604,000 | 5,119 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,094,000 | 6,283 |
| Total debt securities | $6,095,000 | 6,888 |
| Structured notes | ||
| Amortized cost | $789,000 | 2,101 |
| Fair value | $781,000 | 2,098 |
| 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 | $5,693,000 | 7,070 |
| U.S. Government securities | $5,693,000 | 6,567 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,693,000 | 6,439 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $4,303,000 | 4,796 |
| Mortgage-backed securities | $687,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $687,000 | 5,083 |
| Issued or guaranteed by U.S. | $687,000 | 5,064 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,693,000 | 6,392 |
| Total debt securities | $5,693,000 | 7,026 |
| Structured notes | ||
| Amortized cost | $799,000 | 2,158 |
| Fair value | $791,000 | 2,162 |
| 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 | $6,287,000 | 6,966 |
| U.S. Government securities | $6,287,000 | 6,441 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,287,000 | 6,309 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $4,079,000 | 4,887 |
| Mortgage-backed securities | $789,000 | 5,447 |
| Certificates of participation in pools of residential mortgages | $789,000 | 4,993 |
| Issued or guaranteed by U.S. | $789,000 | 4,976 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,287,000 | 6,283 |
| Total debt securities | $6,287,000 | 6,917 |
| Structured notes | ||
| Amortized cost | $1,060,000 | 1,932 |
| Fair value | $1,050,000 | 1,932 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,072,000 | 6,628 |
| U.S. Government securities | $8,072,000 | 5,977 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,072,000 | 5,858 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $4,071,000 | 4,914 |
| Mortgage-backed securities | $822,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $822,000 | 4,964 |
| Issued or guaranteed by U.S. | $822,000 | 4,941 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,072,000 | 5,940 |
| Total debt securities | $8,066,000 | 6,574 |
| Structured notes | ||
| Amortized cost | $1,324,000 | 1,929 |
| Fair value | $1,314,000 | 1,927 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,019,000 | 6,666 |
| U.S. Government securities | $8,019,000 | 6,005 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,019,000 | 5,866 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $4,022,000 | 4,950 |
| Mortgage-backed securities | $840,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $840,000 | 4,992 |
| Issued or guaranteed by U.S. | $840,000 | 4,971 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,019,000 | 5,964 |
| Total debt securities | $8,018,000 | 6,605 |
| Structured notes | ||
| Amortized cost | $1,337,000 | 1,988 |
| Fair value | $1,316,000 | 1,983 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,639,000 | 6,589 |
| U.S. Government securities | $8,639,000 | 5,924 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,639,000 | 5,781 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $3,666,000 | 5,088 |
| Mortgage-backed securities | $901,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $901,000 | 4,976 |
| Issued or guaranteed by U.S. | $901,000 | 4,957 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $8,639,000 | 5,869 |
| Total debt securities | $8,639,000 | 6,535 |
| Structured notes | ||
| Amortized cost | $1,855,000 | 1,727 |
| Fair value | $1,838,000 | 1,722 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $8,695,000 | 6,608 |
| U.S. Government securities | $8,695,000 | 5,908 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,695,000 | 5,755 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,668,000 | 5,092 |
| Mortgage-backed securities | $934,000 | 5,469 |
| Certificates of participation in pools of residential mortgages | $934,000 | 4,986 |
| Issued or guaranteed by U.S. | $934,000 | 4,967 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $8,695,000 | 5,885 |
| Total debt securities | $8,695,000 | 6,554 |
| Structured notes | ||
| Amortized cost | $1,869,000 | 1,716 |
| Fair value | $1,853,000 | 1,715 |
| 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 | $7,776,000 | 6,832 |
| U.S. Government securities | $7,776,000 | 6,133 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,776,000 | 6,001 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,691,000 | 5,524 |
| Mortgage-backed securities | $976,000 | 5,477 |
| Certificates of participation in pools of residential mortgages | $976,000 | 4,986 |
| Issued or guaranteed by U.S. | $976,000 | 4,968 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,776,000 | 6,098 |
| Total debt securities | $7,776,000 | 6,773 |
| Structured notes | ||
| Amortized cost | $1,892,000 | 1,687 |
| Fair value | $1,881,000 | 1,683 |
| 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 | $7,209,000 | 7,016 |
| U.S. Government securities | $7,209,000 | 6,341 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,209,000 | 6,214 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $2,463,000 | 5,606 |
| Mortgage-backed securities | $1,095,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $1,095,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,095,000 | 4,927 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,209,000 | 6,235 |
| Total debt securities | $7,210,000 | 6,957 |
| Structured notes | ||
| Amortized cost | $1,172,000 | 1,980 |
| Fair value | $1,166,000 | 1,979 |
| 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 | $6,974,000 | 7,123 |
| U.S. Government securities | $6,974,000 | 6,475 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,974,000 | 6,329 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,420,000 | 5,224 |
| Mortgage-backed securities | $869,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $869,000 | 5,203 |
| Issued or guaranteed by U.S. | $869,000 | 5,188 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,974,000 | 6,335 |
| Total debt securities | $6,974,000 | 7,070 |
| Structured notes | ||
| Amortized cost | $948,000 | 2,319 |
| Fair value | $946,000 | 2,317 |
| 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 | $6,609,000 | 7,223 |
| U.S. Government securities | $6,609,000 | 6,577 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,609,000 | 6,429 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,462,000 | 5,194 |
| Mortgage-backed securities | $916,000 | 5,703 |
| Certificates of participation in pools of residential mortgages | $916,000 | 5,198 |
| Issued or guaranteed by U.S. | $916,000 | 5,183 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,609,000 | 6,433 |
| Total debt securities | $6,609,000 | 7,155 |
| Structured notes | ||
| Amortized cost | $973,000 | 2,252 |
| Fair value | $976,000 | 2,242 |
| 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 | $7,970,000 | 6,945 |
| U.S. Government securities | $7,970,000 | 6,215 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,970,000 | 6,067 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,487,000 | 5,193 |
| Mortgage-backed securities | $1,462,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $964,000 | 5,172 |
| Issued or guaranteed by U.S. | $964,000 | 5,159 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $498,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,770 |
| 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) | $7,970,000 | 6,167 |
| Total debt securities | $7,970,000 | 6,880 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $502,000 | 2,437 |
| 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 | $9,939,000 | 6,597 |
| U.S. Government securities | $9,939,000 | 5,798 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,939,000 | 5,639 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $2,225,000 | 5,781 |
| Mortgage-backed securities | $990,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $990,000 | 5,218 |
| Issued or guaranteed by U.S. | $990,000 | 5,204 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,939,000 | 5,832 |
| Total debt securities | $9,939,000 | 6,522 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,760 |
| Fair value | $1,495,000 | 1,702 |
| 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 | $9,680,000 | 6,645 |
| U.S. Government securities | $9,680,000 | 5,814 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,680,000 | 5,667 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $2,276,000 | 5,725 |
| Mortgage-backed securities | $1,069,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 5,197 |
| Issued or guaranteed by U.S. | $1,069,000 | 5,181 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,680,000 | 5,901 |
| Total debt securities | $9,679,000 | 6,557 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $511,000 | 2,168 |
| 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 | $9,661,000 | 6,685 |
| U.S. Government securities | $9,661,000 | 5,870 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,661,000 | 5,704 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $4,048,000 | 4,839 |
| Mortgage-backed securities | $1,096,000 | 5,694 |
| Certificates of participation in pools of residential mortgages | $1,096,000 | 5,199 |
| Issued or guaranteed by U.S. | $1,096,000 | 5,178 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,661,000 | 5,932 |
| Total debt securities | $9,661,000 | 6,604 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $502,000 | 2,080 |
| 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 | $10,208,000 | 6,512 |
| U.S. Government securities | $10,208,000 | 5,574 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,208,000 | 5,415 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,582,000 | 4,593 |
| Mortgage-backed securities | $1,125,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 5,179 |
| Issued or guaranteed by U.S. | $1,125,000 | 5,156 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,208,000 | 5,767 |
| Total debt securities | $10,208,000 | 6,413 |
| 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 | $8,978,000 | 6,736 |
| U.S. Government securities | $8,978,000 | 5,821 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,978,000 | 5,638 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,615,000 | 4,557 |
| Mortgage-backed securities | $829,000 | 6,059 |
| Certificates of participation in pools of residential mortgages | $829,000 | 5,525 |
| Issued or guaranteed by U.S. | $829,000 | 5,504 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $8,978,000 | 5,968 |
| Total debt securities | $8,978,000 | 6,630 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $500,000 | 1,725 |
| 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 | $9,030,000 | 6,717 |
| U.S. Government securities | $9,030,000 | 5,843 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,030,000 | 5,665 |
| 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 | $4,349,000 | 4,666 |
| Mortgage-backed securities | $914,000 | 6,013 |
| Certificates of participation in pools of residential mortgages | $914,000 | 5,464 |
| Issued or guaranteed by U.S. | $914,000 | 5,445 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $9,030,000 | 5,937 |
| Total debt securities | $9,031,000 | 6,617 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $502,000 | 1,411 |
| 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 | $9,884,000 | 6,539 |
| U.S. Government securities | $9,884,000 | 5,617 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,884,000 | 5,424 |
| 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 | $4,260,000 | 4,717 |
| Mortgage-backed securities | $999,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $999,000 | 5,355 |
| Issued or guaranteed by U.S. | $999,000 | 5,336 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,884,000 | 5,744 |
| Total debt securities | $9,884,000 | 6,436 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 609 |
| Fair value | $1,503,000 | 651 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,467,000 | 7,182 |
| U.S. Government securities | $7,467,000 | 6,281 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,467,000 | 6,056 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,000 | 7,410 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,467,000 | 6,283 |
| Total debt securities | $7,467,000 | 7,082 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,132,000 | 7,962 |
| U.S. Government securities | $5,965,000 | 7,327 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,965,000 | 6,982 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $167,000 | 6,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 7,031 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,132,000 | 6,858 |
| Total debt securities | $5,965,000 | 7,904 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |