Home > Bay Bank & Trust Co. > Securities
Bay Bank & Trust Co., Securities
| 2011-12-31 | Rank | |
| Total securities | $26,824,000 | 3,947 |
| U.S. Government securities | $21,485,000 | 3,490 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,485,000 | 3,410 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $5,339,000 | 1,003 |
| 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 | $5,339,000 | 661 |
| 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 | $4,613,000 | 4,289 |
| Mortgage-backed securities | $21,452,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $8,149,000 | 2,990 |
| Issued or guaranteed by U.S. | $8,149,000 | 2,990 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $13,303,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $13,303,000 | 1,223 |
| 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) | $4,646,000 | 1,413 |
| Available-for-sale securities (fair market value) | $22,178,000 | 4,012 |
| Total debt securities | $26,825,000 | 3,918 |
| 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 | $31,146,000 | 3,529 |
| U.S. Government securities | $25,799,000 | 3,039 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $25,799,000 | 2,959 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $5,347,000 | 998 |
| 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 | $5,347,000 | 625 |
| 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 | $4,846,000 | 4,249 |
| Mortgage-backed securities | $22,751,000 | 2,220 |
| Certificates of participation in pools of residential mortgages | $8,679,000 | 2,861 |
| Issued or guaranteed by U.S. | $8,679,000 | 2,857 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,072,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $14,072,000 | 1,174 |
| 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) | $4,883,000 | 1,397 |
| Available-for-sale securities (fair market value) | $26,263,000 | 3,581 |
| Total debt securities | $31,146,000 | 3,493 |
| 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 | $31,301,000 | 3,548 |
| U.S. Government securities | $25,894,000 | 3,109 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $25,894,000 | 3,028 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $5,407,000 | 976 |
| 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 | $5,407,000 | 587 |
| 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 | $6,068,000 | 3,970 |
| Mortgage-backed securities | $23,856,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $9,113,000 | 2,765 |
| Issued or guaranteed by U.S. | $9,113,000 | 2,758 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,743,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $14,743,000 | 1,109 |
| 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) | $5,133,000 | 1,406 |
| Available-for-sale securities (fair market value) | $26,168,000 | 3,622 |
| Total debt securities | $31,301,000 | 3,522 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $38,147,000 | 3,081 |
| U.S. Government securities | $32,700,000 | 2,599 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $32,700,000 | 2,522 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $5,447,000 | 1,004 |
| 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 | $5,447,000 | 575 |
| 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 | $6,237,000 | 3,915 |
| Mortgage-backed securities | $24,729,000 | 2,036 |
| Certificates of participation in pools of residential mortgages | $9,393,000 | 2,665 |
| Issued or guaranteed by U.S. | $9,393,000 | 2,660 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $15,336,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $15,336,000 | 1,044 |
| 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) | $8,300,000 | 1,121 |
| Available-for-sale securities (fair market value) | $29,847,000 | 3,352 |
| Total debt securities | $38,148,000 | 3,057 |
| 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 | $44,696,000 | 2,653 |
| U.S. Government securities | $39,232,000 | 2,134 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $39,232,000 | 2,065 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $5,464,000 | 1,064 |
| 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 | $5,464,000 | 574 |
| 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 | $6,614,000 | 3,795 |
| Mortgage-backed securities | $35,215,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $14,245,000 | 1,985 |
| Issued or guaranteed by U.S. | $14,245,000 | 1,979 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,970,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $20,970,000 | 825 |
| 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) | $5,670,000 | 1,349 |
| Available-for-sale securities (fair market value) | $39,026,000 | 2,675 |
| Total debt securities | $44,696,000 | 2,626 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $36,140,000 | 3,077 |
| U.S. Government securities | $36,140,000 | 2,263 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $36,140,000 | 2,186 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,900,000 | 3,771 |
| Mortgage-backed securities | $26,291,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $8,085,000 | 2,706 |
| Issued or guaranteed by U.S. | $8,085,000 | 2,698 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,206,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $18,206,000 | 901 |
| 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) | $5,931,000 | 1,366 |
| Available-for-sale securities (fair market value) | $30,209,000 | 3,155 |
| Total debt securities | $36,140,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $38,498,000 | 2,912 |
| U.S. Government securities | $38,498,000 | 2,187 |
| U.S. Treasury securities | $2,504,000 | 612 |
| U.S. Government agency obligations | $35,994,000 | 2,238 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,214,000 | 3,758 |
| Mortgage-backed securities | $24,155,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $3,332,000 | 3,812 |
| Issued or guaranteed by U.S. | $3,332,000 | 3,805 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,823,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $20,823,000 | 790 |
| 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) | $6,162,000 | 1,376 |
| Available-for-sale securities (fair market value) | $32,336,000 | 3,001 |
| Total debt securities | $38,496,000 | 2,885 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $27,235,000 | 3,706 |
| U.S. Government securities | $27,235,000 | 2,897 |
| U.S. Treasury securities | $3,510,000 | 531 |
| U.S. Government agency obligations | $23,725,000 | 3,108 |
| 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 | $8,591,000 | 3,580 |
| Mortgage-backed securities | $23,657,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $3,549,000 | 3,872 |
| Issued or guaranteed by U.S. | $3,549,000 | 3,864 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,108,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $20,108,000 | 770 |
| 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) | $6,352,000 | 1,371 |
| Available-for-sale securities (fair market value) | $20,883,000 | 3,944 |
| Total debt securities | $27,235,000 | 3,682 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $29,921,000 | 3,492 |
| U.S. Government securities | $29,921,000 | 2,685 |
| U.S. Treasury securities | $5,017,000 | 392 |
| U.S. Government agency obligations | $24,904,000 | 2,975 |
| 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 | $14,883,000 | 2,695 |
| Mortgage-backed securities | $24,831,000 | 2,004 |
| Certificates of participation in pools of residential mortgages | $3,834,000 | 3,863 |
| Issued or guaranteed by U.S. | $3,834,000 | 3,854 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,997,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $20,997,000 | 740 |
| 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) | $6,523,000 | 1,353 |
| Available-for-sale securities (fair market value) | $23,398,000 | 3,659 |
| Total debt securities | $29,921,000 | 3,461 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $28,335,000 | 3,626 |
| U.S. Government securities | $28,335,000 | 2,787 |
| U.S. Treasury securities | $5,025,000 | 353 |
| U.S. Government agency obligations | $23,310,000 | 3,107 |
| 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 | $15,765,000 | 2,586 |
| Mortgage-backed securities | $23,232,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $4,076,000 | 3,874 |
| Issued or guaranteed by U.S. | $4,076,000 | 3,864 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $19,156,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $19,156,000 | 754 |
| 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) | $6,623,000 | 1,403 |
| Available-for-sale securities (fair market value) | $21,712,000 | 3,841 |
| Total debt securities | $28,335,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $18,597,000 | 4,600 |
| U.S. Government securities | $18,597,000 | 3,631 |
| U.S. Treasury securities | $10,098,000 | 228 |
| U.S. Government agency obligations | $8,499,000 | 5,194 |
| 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 | $14,222,000 | 2,772 |
| Mortgage-backed securities | $8,416,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $3,393,000 | 4,148 |
| Issued or guaranteed by U.S. | $3,393,000 | 4,135 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,023,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $5,023,000 | 1,518 |
| 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) | $1,514,000 | 2,285 |
| Available-for-sale securities (fair market value) | $17,083,000 | 4,341 |
| Total debt securities | $18,596,000 | 4,558 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $21,519,000 | 4,261 |
| U.S. Government securities | $21,519,000 | 3,370 |
| U.S. Treasury securities | $12,198,000 | 182 |
| U.S. Government agency obligations | $9,321,000 | 5,141 |
| 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 | $15,742,000 | 2,650 |
| Mortgage-backed securities | $9,234,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $3,702,000 | 4,144 |
| Issued or guaranteed by U.S. | $3,702,000 | 4,131 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,532,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $5,532,000 | 1,446 |
| 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) | $1,729,000 | 2,256 |
| Available-for-sale securities (fair market value) | $19,790,000 | 4,011 |
| Total debt securities | $21,519,000 | 4,226 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $20,280,000 | 4,421 |
| U.S. Government securities | $20,280,000 | 3,531 |
| U.S. Treasury securities | $12,309,000 | 153 |
| U.S. Government agency obligations | $7,971,000 | 5,528 |
| 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 | $16,068,000 | 2,649 |
| Mortgage-backed securities | $7,880,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $3,890,000 | 4,047 |
| Issued or guaranteed by U.S. | $3,890,000 | 4,035 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,990,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $3,990,000 | 1,659 |
| 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) | $1,821,000 | 2,245 |
| Available-for-sale securities (fair market value) | $18,459,000 | 4,155 |
| Total debt securities | $20,279,000 | 4,387 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $16,755,000 | 4,819 |
| U.S. Government securities | $16,755,000 | 3,933 |
| U.S. Treasury securities | $14,744,000 | 132 |
| U.S. Government agency obligations | $2,011,000 | 7,216 |
| 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 | $16,593,000 | 2,572 |
| Mortgage-backed securities | $1,915,000 | 5,196 |
| Certificates of participation in pools of residential mortgages | $1,915,000 | 4,740 |
| Issued or guaranteed by U.S. | $1,915,000 | 4,725 |
| 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) | $1,945,000 | 2,228 |
| Available-for-sale securities (fair market value) | $14,810,000 | 4,589 |
| Total debt securities | $16,753,000 | 4,779 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $17,696,000 | 4,737 |
| U.S. Government securities | $17,696,000 | 3,846 |
| U.S. Treasury securities | $15,604,000 | 124 |
| U.S. Government agency obligations | $2,092,000 | 7,237 |
| 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 | $15,604,000 | 2,624 |
| Mortgage-backed securities | $1,988,000 | 5,161 |
| Certificates of participation in pools of residential mortgages | $1,988,000 | 4,711 |
| Issued or guaranteed by U.S. | $1,988,000 | 4,691 |
| 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) | $1,982,000 | 2,220 |
| Available-for-sale securities (fair market value) | $15,714,000 | 4,526 |
| Total debt securities | $17,696,000 | 4,686 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $15,996,000 | 4,969 |
| U.S. Government securities | $15,996,000 | 4,078 |
| U.S. Treasury securities | $15,741,000 | 132 |
| U.S. Government agency obligations | $255,000 | 7,837 |
| 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 | $15,740,000 | 2,566 |
| Mortgage-backed securities | $147,000 | 6,180 |
| Certificates of participation in pools of residential mortgages | $147,000 | 5,874 |
| Issued or guaranteed by U.S. | $147,000 | 5,844 |
| 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) | $108,000 | 3,305 |
| Available-for-sale securities (fair market value) | $15,888,000 | 4,483 |
| Total debt securities | $15,997,000 | 4,911 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $17,277,000 | 4,815 |
| U.S. Government securities | $17,277,000 | 3,964 |
| U.S. Treasury securities | $16,599,000 | 146 |
| U.S. Government agency obligations | $678,000 | 7,791 |
| 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 | $16,599,000 | 2,519 |
| Mortgage-backed securities | $566,000 | 5,666 |
| Certificates of participation in pools of residential mortgages | $566,000 | 5,265 |
| Issued or guaranteed by U.S. | $566,000 | 5,245 |
| 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) | $112,000 | 3,352 |
| Available-for-sale securities (fair market value) | $17,165,000 | 4,291 |
| Total debt securities | $17,277,000 | 4,762 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $18,303,000 | 4,697 |
| U.S. Government securities | $18,303,000 | 3,864 |
| U.S. Treasury securities | $17,528,000 | 144 |
| U.S. Government agency obligations | $775,000 | 7,813 |
| 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 | $15,522,000 | 2,617 |
| Mortgage-backed securities | $657,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $657,000 | 5,086 |
| Issued or guaranteed by U.S. | $657,000 | 5,069 |
| 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) | $118,000 | 3,406 |
| Available-for-sale securities (fair market value) | $18,185,000 | 4,175 |
| Total debt securities | $18,304,000 | 4,642 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $17,287,000 | 4,849 |
| U.S. Government securities | $17,287,000 | 4,032 |
| U.S. Treasury securities | $16,441,000 | 169 |
| U.S. Government agency obligations | $846,000 | 7,847 |
| 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 | $16,441,000 | 2,518 |
| Mortgage-backed securities | $722,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $722,000 | 5,039 |
| Issued or guaranteed by U.S. | $722,000 | 5,022 |
| 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) | $124,000 | 3,442 |
| Available-for-sale securities (fair market value) | $17,163,000 | 4,303 |
| Total debt securities | $17,287,000 | 4,804 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $18,348,000 | 4,733 |
| U.S. Government securities | $18,348,000 | 3,888 |
| U.S. Treasury securities | $17,431,000 | 180 |
| U.S. Government agency obligations | $917,000 | 7,882 |
| 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 | $16,431,000 | 2,511 |
| Mortgage-backed securities | $789,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $789,000 | 4,995 |
| Issued or guaranteed by U.S. | $789,000 | 4,976 |
| 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) | $128,000 | 3,508 |
| Available-for-sale securities (fair market value) | $18,220,000 | 4,184 |
| Total debt securities | $18,348,000 | 4,684 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $16,951,000 | 5,007 |
| U.S. Government securities | $16,951,000 | 4,163 |
| U.S. Treasury securities | $15,926,000 | 204 |
| U.S. Government agency obligations | $1,025,000 | 7,876 |
| 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 | $14,426,000 | 2,760 |
| Mortgage-backed securities | $872,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $872,000 | 4,924 |
| Issued or guaranteed by U.S. | $872,000 | 4,906 |
| 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) | $153,000 | 3,555 |
| Available-for-sale securities (fair market value) | $16,798,000 | 4,426 |
| Total debt securities | $16,951,000 | 4,960 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $14,519,000 | 5,383 |
| U.S. Government securities | $14,519,000 | 4,604 |
| U.S. Treasury securities | $13,418,000 | 237 |
| U.S. Government agency obligations | $1,101,000 | 7,926 |
| 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 | $13,066,000 | 2,917 |
| Mortgage-backed securities | $933,000 | 5,350 |
| Certificates of participation in pools of residential mortgages | $933,000 | 4,874 |
| Issued or guaranteed by U.S. | $933,000 | 4,849 |
| 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) | $168,000 | 3,607 |
| Available-for-sale securities (fair market value) | $14,351,000 | 4,777 |
| Total debt securities | $14,518,000 | 5,332 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $14,563,000 | 5,386 |
| U.S. Government securities | $14,563,000 | 4,598 |
| U.S. Treasury securities | $12,363,000 | 266 |
| U.S. Government agency obligations | $2,200,000 | 7,619 |
| 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 | $14,048,000 | 2,807 |
| Mortgage-backed securities | $1,012,000 | 5,304 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 4,838 |
| Issued or guaranteed by U.S. | $1,012,000 | 4,815 |
| 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) | $191,000 | 3,631 |
| Available-for-sale securities (fair market value) | $14,372,000 | 4,770 |
| Total debt securities | $14,563,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $14,697,000 | 5,416 |
| U.S. Government securities | $14,697,000 | 4,608 |
| U.S. Treasury securities | $11,388,000 | 305 |
| U.S. Government agency obligations | $3,309,000 | 7,327 |
| 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 | $14,123,000 | 2,790 |
| Mortgage-backed securities | $1,108,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $1,108,000 | 4,793 |
| Issued or guaranteed by U.S. | $1,108,000 | 4,773 |
| 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) | $211,000 | 3,660 |
| Available-for-sale securities (fair market value) | $14,486,000 | 4,794 |
| Total debt securities | $14,697,000 | 5,367 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $14,815,000 | 5,414 |
| U.S. Government securities | $14,815,000 | 4,565 |
| U.S. Treasury securities | $11,379,000 | 314 |
| U.S. Government agency obligations | $3,436,000 | 7,310 |
| 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 | $14,157,000 | 2,731 |
| Mortgage-backed securities | $1,236,000 | 5,262 |
| Certificates of participation in pools of residential mortgages | $1,236,000 | 4,745 |
| Issued or guaranteed by U.S. | $1,236,000 | 4,725 |
| 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) | $216,000 | 3,721 |
| Available-for-sale securities (fair market value) | $14,599,000 | 4,766 |
| Total debt securities | $14,814,000 | 5,366 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $17,019,000 | 5,044 |
| U.S. Government securities | $17,019,000 | 4,185 |
| U.S. Treasury securities | $12,404,000 | 291 |
| U.S. Government agency obligations | $4,615,000 | 6,936 |
| 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 | $14,290,000 | 2,694 |
| Mortgage-backed securities | $1,385,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 4,684 |
| Issued or guaranteed by U.S. | $1,385,000 | 4,665 |
| 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) | $246,000 | 3,743 |
| Available-for-sale securities (fair market value) | $16,773,000 | 4,416 |
| Total debt securities | $17,019,000 | 4,997 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $15,255,000 | 5,370 |
| U.S. Government securities | $15,255,000 | 4,501 |
| U.S. Treasury securities | $10,414,000 | 327 |
| U.S. Government agency obligations | $4,841,000 | 6,909 |
| 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 | $14,392,000 | 2,679 |
| Mortgage-backed securities | $1,576,000 | 5,172 |
| Certificates of participation in pools of residential mortgages | $1,576,000 | 4,640 |
| Issued or guaranteed by U.S. | $1,576,000 | 4,618 |
| 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) | $278,000 | 3,751 |
| Available-for-sale securities (fair market value) | $14,977,000 | 4,738 |
| Total debt securities | $15,255,000 | 5,312 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $15,554,000 | 5,374 |
| U.S. Government securities | $15,554,000 | 4,536 |
| U.S. Treasury securities | $8,409,000 | 427 |
| U.S. Government agency obligations | $7,145,000 | 6,272 |
| 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 | $14,489,000 | 2,656 |
| Mortgage-backed securities | $1,862,000 | 5,089 |
| Certificates of participation in pools of residential mortgages | $1,862,000 | 4,525 |
| Issued or guaranteed by U.S. | $1,862,000 | 4,512 |
| 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) | $2,294,000 | 2,637 |
| Available-for-sale securities (fair market value) | $13,260,000 | 5,081 |
| Total debt securities | $15,554,000 | 5,315 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,872,000 | 5,531 |
| U.S. Government securities | $14,872,000 | 4,662 |
| U.S. Treasury securities | $7,448,000 | 469 |
| U.S. Government agency obligations | $7,424,000 | 6,204 |
| 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 | $13,672,000 | 2,748 |
| Mortgage-backed securities | $2,099,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $2,099,000 | 4,422 |
| Issued or guaranteed by U.S. | $2,099,000 | 4,407 |
| 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) | $3,305,000 | 2,387 |
| Available-for-sale securities (fair market value) | $11,567,000 | 5,403 |
| Total debt securities | $14,872,000 | 5,458 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $15,245,000 | 5,462 |
| U.S. Government securities | $15,245,000 | 4,574 |
| U.S. Treasury securities | $2,995,000 | 845 |
| U.S. Government agency obligations | $12,250,000 | 5,051 |
| 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 | $12,797,000 | 2,831 |
| Mortgage-backed securities | $2,359,000 | 4,910 |
| Certificates of participation in pools of residential mortgages | $2,359,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,359,000 | 4,303 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,330,000 | 2,167 |
| Available-for-sale securities (fair market value) | $10,915,000 | 5,555 |
| Total debt securities | $15,245,000 | 5,396 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $15,663,000 | 5,446 |
| U.S. Government securities | $15,663,000 | 4,570 |
| U.S. Treasury securities | $1,017,000 | 1,338 |
| U.S. Government agency obligations | $14,646,000 | 4,611 |
| 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 | $12,840,000 | 2,808 |
| Mortgage-backed securities | $2,721,000 | 4,814 |
| Certificates of participation in pools of residential mortgages | $2,721,000 | 4,208 |
| Issued or guaranteed by U.S. | $2,721,000 | 4,197 |
| 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) | $4,377,000 | 2,166 |
| Available-for-sale securities (fair market value) | $11,286,000 | 5,554 |
| Total debt securities | $15,663,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $29,357,000 | 3,724 |
| U.S. Government securities | $28,178,000 | 2,966 |
| U.S. Treasury securities | $5,051,000 | 624 |
| U.S. Government agency obligations | $23,127,000 | 3,359 |
| Securities issued by states & political subdivisions | $300,000 | 6,059 |
| Other domestic debt securities | $879,000 | 2,653 |
| 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 | $879,000 | 2,265 |
| 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 | $12,432,000 | 2,849 |
| Mortgage-backed securities | $6,035,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $4,098,000 | 3,727 |
| Issued or guaranteed by U.S. | $4,098,000 | 3,719 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,937,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $1,937,000 | 2,094 |
| 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) | $7,425,000 | 1,726 |
| Available-for-sale securities (fair market value) | $21,932,000 | 3,936 |
| Total debt securities | $29,357,000 | 3,645 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,000,000 | 1,940 |
| 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 | $31,602,000 | 3,574 |
| U.S. Government securities | $30,421,000 | 2,874 |
| U.S. Treasury securities | $5,046,000 | 663 |
| U.S. Government agency obligations | $25,375,000 | 3,184 |
| Securities issued by states & political subdivisions | $302,000 | 6,118 |
| Other domestic debt securities | $879,000 | 2,699 |
| 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 | $879,000 | 2,389 |
| 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 | $11,436,000 | 2,911 |
| Mortgage-backed securities | $6,358,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $4,399,000 | 3,607 |
| Issued or guaranteed by U.S. | $4,399,000 | 3,595 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,959,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $1,959,000 | 2,199 |
| 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) | $7,454,000 | 1,741 |
| Available-for-sale securities (fair market value) | $24,148,000 | 3,726 |
| Total debt securities | $31,602,000 | 3,513 |
| Structured notes | ||
| Amortized cost | $940,000 | 1,855 |
| Fair value | $941,000 | 1,856 |
| 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 | $31,198,000 | 3,537 |
| U.S. Government securities | $30,002,000 | 2,830 |
| U.S. Treasury securities | $4,060,000 | 757 |
| U.S. Government agency obligations | $25,942,000 | 3,034 |
| Securities issued by states & political subdivisions | $304,000 | 6,146 |
| Other domestic debt securities | $892,000 | 2,802 |
| 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 | $892,000 | 2,497 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,526,000 | 2,812 |
| Mortgage-backed securities | $6,854,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $4,859,000 | 3,462 |
| Issued or guaranteed by U.S. | $4,859,000 | 3,446 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,995,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 2,203 |
| 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) | $7,489,000 | 1,716 |
| Available-for-sale securities (fair market value) | $23,709,000 | 3,707 |
| Total debt securities | $31,198,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $940,000 | 1,603 |
| Fair value | $943,000 | 1,597 |
| 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 | $31,733,000 | 3,407 |
| U.S. Government securities | $30,267,000 | 2,717 |
| U.S. Treasury securities | $4,084,000 | 752 |
| U.S. Government agency obligations | $26,183,000 | 2,910 |
| Securities issued by states & political subdivisions | $307,000 | 6,139 |
| Other domestic debt securities | $1,159,000 | 2,603 |
| 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 | $1,159,000 | 2,287 |
| 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 | $12,218,000 | 2,680 |
| Mortgage-backed securities | $7,476,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $6,271,000 | 3,098 |
| Issued or guaranteed by U.S. | $6,271,000 | 3,086 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,205,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $1,205,000 | 2,721 |
| 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) | $7,522,000 | 1,702 |
| Available-for-sale securities (fair market value) | $24,211,000 | 3,574 |
| Total debt securities | $31,733,000 | 3,328 |
| Structured notes | ||
| Amortized cost | $940,000 | 1,404 |
| Fair value | $947,000 | 1,405 |
| 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 | $32,681,000 | 3,306 |
| U.S. Government securities | $31,817,000 | 2,583 |
| U.S. Treasury securities | $3,581,000 | 831 |
| U.S. Government agency obligations | $28,236,000 | 2,714 |
| Securities issued by states & political subdivisions | $308,000 | 6,139 |
| Other domestic debt securities | $556,000 | 3,169 |
| 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 | $556,000 | 2,805 |
| 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 | $11,292,000 | 2,835 |
| Mortgage-backed securities | $9,016,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $6,607,000 | 2,986 |
| Issued or guaranteed by U.S. | $6,607,000 | 2,973 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,409,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $2,409,000 | 2,288 |
| 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) | $9,654,000 | 1,498 |
| Available-for-sale securities (fair market value) | $23,027,000 | 3,670 |
| Total debt securities | $32,681,000 | 3,226 |
| Structured notes | ||
| Amortized cost | $2,940,000 | 494 |
| Fair value | $2,951,000 | 494 |
| 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 | $31,752,000 | 3,375 |
| U.S. Government securities | $30,880,000 | 2,643 |
| U.S. Treasury securities | $3,607,000 | 870 |
| U.S. Government agency obligations | $27,273,000 | 2,776 |
| Securities issued by states & political subdivisions | $310,000 | 6,136 |
| Other domestic debt securities | $562,000 | 3,182 |
| 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 | $562,000 | 2,811 |
| 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 | $10,494,000 | 2,971 |
| Mortgage-backed securities | $8,665,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $5,528,000 | 3,202 |
| Issued or guaranteed by U.S. | $5,528,000 | 3,189 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,137,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $3,137,000 | 2,123 |
| 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) | $8,698,000 | 1,620 |
| Available-for-sale securities (fair market value) | $23,054,000 | 3,626 |
| Total debt securities | $31,752,000 | 3,298 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,004,000 | 889 |
| 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 | $30,274,000 | 3,318 |
| U.S. Government securities | $28,879,000 | 2,624 |
| U.S. Treasury securities | $1,561,000 | 1,576 |
| U.S. Government agency obligations | $27,318,000 | 2,603 |
| Securities issued by states & political subdivisions | $308,000 | 6,275 |
| Other domestic debt securities | $1,087,000 | 2,790 |
| 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 | $1,087,000 | 2,396 |
| 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 | $10,101,000 | 2,952 |
| Mortgage-backed securities | $13,261,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $10,134,000 | 2,092 |
| Issued or guaranteed by U.S. | $10,134,000 | 2,078 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,127,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $3,127,000 | 2,178 |
| 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) | $1,770,000 | 3,334 |
| Available-for-sale securities (fair market value) | $28,504,000 | 2,936 |
| Total debt securities | $30,274,000 | 3,254 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $1,005,000 | 353 |
| 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 | $29,627,000 | 3,471 |
| U.S. Government securities | $27,605,000 | 2,829 |
| U.S. Treasury securities | $2,509,000 | 1,714 |
| U.S. Government agency obligations | $25,096,000 | 2,841 |
| Securities issued by states & political subdivisions | $299,000 | 6,473 |
| Other domestic debt securities | $1,056,000 | 2,401 |
| 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 | $1,056,000 | 2,088 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $667,000 | 3,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,199,000 | 2,755 |
| Mortgage-backed securities | $10,564,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $6,824,000 | 2,213 |
| Issued or guaranteed by U.S. | $6,824,000 | 2,201 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,740,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $3,740,000 | 1,622 |
| 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) | $2,049,000 | 3,813 |
| Available-for-sale securities (fair market value) | $27,578,000 | 2,944 |
| Total debt securities | $28,960,000 | 3,435 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 317 |
| Fair value | $994,000 | 349 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $34,047,000 | 3,240 |
| U.S. Government securities | $32,042,000 | 2,594 |
| U.S. Treasury securities | $3,497,000 | 2,000 |
| U.S. Government agency obligations | $28,545,000 | 2,574 |
| Securities issued by states & political subdivisions | $296,000 | 6,773 |
| Other domestic debt securities | $1,042,000 | 2,298 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,042,000 | 1,934 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $667,000 | 3,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,489,000 | 2,698 |
| Mortgage-backed securities | $14,612,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $9,663,000 | 1,918 |
| Issued or guaranteed by U.S. | $9,663,000 | 1,907 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,949,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $4,949,000 | 1,491 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,293,000 | 3,651 |
| Available-for-sale securities (fair market value) | $30,754,000 | 2,775 |
| Total debt securities | $33,380,000 | 3,193 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 256 |
| Fair value | $1,955,000 | 282 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $38,995,000 | 2,905 |
| U.S. Government securities | $37,814,000 | 2,292 |
| U.S. Treasury securities | $3,566,000 | 2,802 |
| U.S. Government agency obligations | $34,248,000 | 2,089 |
| Securities issued by states & political subdivisions | $304,000 | 6,973 |
| Other domestic debt securities | $262,000 | 3,053 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $262,000 | 2,534 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $615,000 | 3,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,366,000 | 3,441 |
| Mortgage-backed securities | $22,192,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $15,518,000 | 1,462 |
| Issued or guaranteed by U.S. | $15,518,000 | 1,452 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,674,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $6,674,000 | 1,413 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,853,000 | 3,459 |
| Available-for-sale securities (fair market value) | $34,142,000 | 2,463 |
| Total debt securities | $38,380,000 | 2,855 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 336 |
| Fair value | $1,971,000 | 383 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $32,959,000 | 3,349 |
| U.S. Government securities | $32,346,000 | 2,751 |
| U.S. Treasury securities | $6,562,000 | 2,583 |
| U.S. Government agency obligations | $25,784,000 | 2,622 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $613,000 | 3,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,221,000 | 2,833 |
| Mortgage-backed securities | $5,714,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $4,616,000 | 3,029 |
| Issued or guaranteed by U.S. | $4,616,000 | 3,013 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,098,000 | 3,301 |
| CMOs issued by government agencies or sponsored agencies | $1,098,000 | 3,178 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,491,000 | 3,957 |
| Available-for-sale securities (fair market value) | $27,468,000 | 2,812 |
| Total debt securities | $32,346,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 695 |
| Fair value | $1,900,000 | 810 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $32,219,000 | 3,703 |
| U.S. Government securities | $32,049,000 | 3,009 |
| U.S. Treasury securities | $9,019,000 | 2,437 |
| U.S. Government agency obligations | $23,030,000 | 2,990 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $170,000 | 5,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,730,000 | 3,005 |
| Mortgage-backed securities | $6,959,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $5,720,000 | 2,980 |
| Issued or guaranteed by U.S. | $5,720,000 | 2,958 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,239,000 | 3,590 |
| CMOs issued by government agencies or sponsored agencies | $1,239,000 | 3,451 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,088,000 | 4,264 |
| Available-for-sale securities (fair market value) | $26,131,000 | 3,082 |
| Total debt securities | $32,049,000 | 3,626 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,954,000 | 1,121 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $26,957,000 | 4,431 |
| U.S. Government securities | $26,787,000 | 3,699 |
| U.S. Treasury securities | $5,517,000 | 4,295 |
| U.S. Government agency obligations | $21,270,000 | 3,143 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $170,000 | 5,346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,864,000 | 3,511 |
| Mortgage-backed securities | $7,910,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $6,462,000 | 2,852 |
| Issued or guaranteed by U.S. | $6,462,000 | 2,825 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,448,000 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $1,448,000 | 3,695 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,745,000 | 4,311 |
| Available-for-sale securities (fair market value) | $20,212,000 | 3,929 |
| Total debt securities | $26,787,000 | 4,357 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,901,000 | 1,801 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $22,098,000 | 5,478 |
| U.S. Government securities | $21,509,000 | 4,642 |
| U.S. Treasury securities | $2,889,000 | 7,296 |
| U.S. Government agency obligations | $18,620,000 | 3,376 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $589,000 | 2,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,220,000 | 4,156 |
| Mortgage-backed securities | $8,589,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $6,976,000 | 2,831 |
| Issued or guaranteed by U.S. | $6,976,000 | 2,820 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,613,000 | 3,949 |
| CMOs issued by government agencies or sponsored agencies | $1,613,000 | 3,777 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,622,000 | 3,810 |
| Available-for-sale securities (fair market value) | $4,476,000 | 7,177 |
| Total debt securities | $21,509,000 | 5,488 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $21,208,000 | 5,876 |
| U.S. Government securities | $18,832,000 | 5,368 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $18,832,000 | 3,481 |
| Securities issued by states & political subdivisions | $1,800,000 | 5,575 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $576,000 | 2,836 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,070,000 | 2,993 |
| Mortgage-backed securities | $3,665,000 | 6,018 |
| Certificates of participation in pools of residential mortgages | $78,000 | 9,493 |
| Issued or guaranteed by U.S. | $78,000 | 9,444 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,587,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $3,587,000 | 2,977 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $20,632,000 | 5,863 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $24,414,000 | 5,257 |
| U.S. Government securities | $21,585,000 | 4,768 |
| U.S. Treasury securities | $12,083,000 | 3,012 |
| U.S. Government agency obligations | $9,502,000 | 5,713 |
| Securities issued by states & political subdivisions | $2,263,000 | 4,750 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $566,000 | 2,472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,901,000 | 2,316 |
| Mortgage-backed securities | $94,000 | 10,795 |
| Certificates of participation in pools of residential mortgages | $94,000 | 9,833 |
| Issued or guaranteed by U.S. | $94,000 | 9,760 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $23,848,000 | 5,255 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |