Home > Central Valley Bank > Securities
Central Valley Bank, Securities
| 2013-03-31 | Rank | |
| Total securities | $11,491,000 | 5,390 |
| U.S. Government securities | $6,522,000 | 5,275 |
| U.S. Treasury securities | $1,629,000 | 742 |
| U.S. Government agency obligations | $4,893,000 | 5,441 |
| Securities issued by states & political subdivisions | $4,323,000 | 3,922 |
| Other domestic debt securities | $646,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $580,000 | 636 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $66,000 | 441 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,835,000 | 4,908 |
| Mortgage-backed securities | $4,877,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $1,852,000 | 4,347 |
| Issued or guaranteed by U.S. | $1,852,000 | 4,344 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,025,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $2,445,000 | 2,387 |
| Privately issued | $580,000 | 613 |
| 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) | $4,300,000 | 1,385 |
| Available-for-sale securities (fair market value) | $7,191,000 | 5,500 |
| Total debt securities | $11,501,000 | 5,357 |
| Structured notes | ||
| Amortized cost | $596,000 | 1,917 |
| Fair value | $600,000 | 1,915 |
| 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 | $11,204,000 | 5,397 |
| U.S. Government securities | $6,191,000 | 5,334 |
| U.S. Treasury securities | $1,633,000 | 723 |
| U.S. Government agency obligations | $4,558,000 | 5,535 |
| Securities issued by states & political subdivisions | $4,351,000 | 3,911 |
| Other domestic debt securities | $662,000 | 2,200 |
| Privately issued residential mortgage-backed securities | $596,000 | 664 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $66,000 | 416 |
| 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 | $3,017,000 | 4,858 |
| Mortgage-backed securities | $4,547,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,025,000 | 4,303 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,522,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $1,926,000 | 2,580 |
| Privately issued | $596,000 | 641 |
| 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) | $4,382,000 | 1,383 |
| Available-for-sale securities (fair market value) | $6,822,000 | 5,546 |
| Total debt securities | $11,203,000 | 5,373 |
| Structured notes | ||
| Amortized cost | $607,000 | 1,954 |
| Fair value | $612,000 | 1,953 |
| 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 | $11,284,000 | 5,475 |
| U.S. Government securities | $6,655,000 | 5,377 |
| U.S. Treasury securities | $1,637,000 | 685 |
| U.S. Government agency obligations | $5,018,000 | 5,567 |
| Securities issued by states & political subdivisions | $3,960,000 | 3,991 |
| Other domestic debt securities | $669,000 | 2,253 |
| Privately issued residential mortgage-backed securities | $606,000 | 705 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $63,000 | 406 |
| 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 | $3,099,000 | 4,880 |
| Mortgage-backed securities | $5,007,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $2,125,000 | 4,404 |
| Issued or guaranteed by U.S. | $2,125,000 | 4,402 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,882,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 2,568 |
| Privately issued | $606,000 | 678 |
| 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) | $4,459,000 | 1,384 |
| Available-for-sale securities (fair market value) | $6,825,000 | 5,644 |
| Total debt securities | $11,284,000 | 5,446 |
| Structured notes | ||
| Amortized cost | $618,000 | 2,113 |
| Fair value | $624,000 | 2,111 |
| 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 | $12,951,000 | 5,320 |
| U.S. Government securities | $8,582,000 | 5,108 |
| U.S. Treasury securities | $1,641,000 | 669 |
| U.S. Government agency obligations | $6,941,000 | 5,313 |
| Securities issued by states & political subdivisions | $3,688,000 | 4,017 |
| Other domestic debt securities | $681,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $624,000 | 761 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $57,000 | 364 |
| 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 | $3,200,000 | 4,890 |
| Mortgage-backed securities | $5,435,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $2,237,000 | 4,401 |
| Issued or guaranteed by U.S. | $2,237,000 | 4,400 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,198,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $2,574,000 | 2,500 |
| Privately issued | $624,000 | 736 |
| 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) | $4,565,000 | 1,377 |
| Available-for-sale securities (fair market value) | $8,386,000 | 5,506 |
| Total debt securities | $12,952,000 | 5,292 |
| Structured notes | ||
| Amortized cost | $2,130,000 | 1,445 |
| Fair value | $2,138,000 | 1,449 |
| 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 | $11,647,000 | 5,530 |
| U.S. Government securities | $7,521,000 | 5,404 |
| U.S. Treasury securities | $2,151,000 | 621 |
| U.S. Government agency obligations | $5,370,000 | 5,669 |
| Securities issued by states & political subdivisions | $3,413,000 | 4,030 |
| Other domestic debt securities | $713,000 | 2,216 |
| Privately issued residential mortgage-backed securities | $644,000 | 793 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $69,000 | 312 |
| 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 | $3,332,000 | 4,888 |
| Mortgage-backed securities | $4,372,000 | 4,408 |
| Certificates of participation in pools of residential mortgages | $2,369,000 | 4,386 |
| Issued or guaranteed by U.S. | $2,369,000 | 4,383 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,003,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $1,359,000 | 2,881 |
| Privately issued | $644,000 | 766 |
| 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) | $4,680,000 | 1,376 |
| Available-for-sale securities (fair market value) | $6,967,000 | 5,699 |
| Total debt securities | $11,646,000 | 5,503 |
| Structured notes | ||
| Amortized cost | $1,141,000 | 2,115 |
| Fair value | $1,151,000 | 2,114 |
| 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 | $11,063,000 | 5,597 |
| U.S. Government securities | $6,859,000 | 5,512 |
| U.S. Treasury securities | $2,161,000 | 583 |
| U.S. Government agency obligations | $4,698,000 | 5,819 |
| Securities issued by states & political subdivisions | $3,471,000 | 4,000 |
| Other domestic debt securities | $733,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $666,000 | 859 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $67,000 | 245 |
| 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 | $3,441,000 | 4,649 |
| Mortgage-backed securities | $4,211,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $2,464,000 | 4,301 |
| Issued or guaranteed by U.S. | $2,464,000 | 4,292 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,747,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $1,081,000 | 2,836 |
| Privately issued | $666,000 | 817 |
| 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) | $4,773,000 | 1,395 |
| Available-for-sale securities (fair market value) | $6,290,000 | 5,785 |
| Total debt securities | $11,062,000 | 5,568 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 2,068 |
| Fair value | $1,164,000 | 2,066 |
| 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 | $9,331,000 | 5,817 |
| U.S. Government securities | $5,481,000 | 5,789 |
| U.S. Treasury securities | $2,171,000 | 613 |
| U.S. Government agency obligations | $3,310,000 | 6,147 |
| Securities issued by states & political subdivisions | $3,094,000 | 4,064 |
| Other domestic debt securities | $756,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $688,000 | 886 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $68,000 | 234 |
| 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 | $3,528,000 | 4,620 |
| Mortgage-backed securities | $3,837,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $2,016,000 | 4,396 |
| Issued or guaranteed by U.S. | $2,016,000 | 4,383 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,821,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,817 |
| Privately issued | $688,000 | 840 |
| 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) | $4,873,000 | 1,400 |
| Available-for-sale securities (fair market value) | $4,458,000 | 6,075 |
| Total debt securities | $9,331,000 | 5,777 |
| Structured notes | ||
| Amortized cost | $161,000 | 3,001 |
| Fair value | $173,000 | 2,999 |
| 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 | $10,069,000 | 5,801 |
| U.S. Government securities | $6,104,000 | 5,797 |
| U.S. Treasury securities | $2,181,000 | 668 |
| U.S. Government agency obligations | $3,923,000 | 6,142 |
| Securities issued by states & political subdivisions | $3,004,000 | 4,065 |
| Other domestic debt securities | $961,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $895,000 | 850 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $66,000 | 232 |
| 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 | $3,594,000 | 4,649 |
| Mortgage-backed securities | $4,148,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $2,073,000 | 4,364 |
| Issued or guaranteed by U.S. | $2,073,000 | 4,353 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,075,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $1,180,000 | 2,747 |
| Privately issued | $895,000 | 807 |
| 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) | $5,151,000 | 1,403 |
| Available-for-sale securities (fair market value) | $4,918,000 | 6,093 |
| Total debt securities | $10,069,000 | 5,766 |
| Structured notes | ||
| Amortized cost | $670,000 | 2,750 |
| Fair value | $684,000 | 2,745 |
| 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 | $9,756,000 | 5,835 |
| U.S. Government securities | $6,682,000 | 5,676 |
| U.S. Treasury securities | $2,189,000 | 703 |
| U.S. Government agency obligations | $4,493,000 | 6,019 |
| Securities issued by states & political subdivisions | $2,081,000 | 4,383 |
| Other domestic debt securities | $993,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $924,000 | 877 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $69,000 | 230 |
| 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 | $3,621,000 | 4,634 |
| Mortgage-backed securities | $4,237,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 4,303 |
| Issued or guaranteed by U.S. | $2,093,000 | 4,294 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,144,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $1,220,000 | 2,666 |
| Privately issued | $924,000 | 837 |
| 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) | $5,253,000 | 1,400 |
| Available-for-sale securities (fair market value) | $4,503,000 | 6,164 |
| Total debt securities | $9,757,000 | 5,802 |
| Structured notes | ||
| Amortized cost | $680,000 | 2,801 |
| Fair value | $692,000 | 2,793 |
| 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 | $7,940,000 | 6,024 |
| U.S. Government securities | $5,407,000 | 5,827 |
| U.S. Treasury securities | $2,197,000 | 713 |
| U.S. Government agency obligations | $3,210,000 | 6,212 |
| Securities issued by states & political subdivisions | $1,471,000 | 4,655 |
| Other domestic debt securities | $1,062,000 | 2,045 |
| Privately issued residential mortgage-backed securities | $974,000 | 919 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $88,000 | 212 |
| 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 | $4,328,000 | 4,403 |
| Mortgage-backed securities | $3,990,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $2,249,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,249,000 | 4,139 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,741,000 | 2,719 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 2,846 |
| Privately issued | $974,000 | 876 |
| 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) | $5,145,000 | 1,401 |
| Available-for-sale securities (fair market value) | $2,795,000 | 6,424 |
| Total debt securities | $7,939,000 | 5,991 |
| Structured notes | ||
| Amortized cost | $194,000 | 3,060 |
| Fair value | $207,000 | 3,038 |
| 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 | $7,965,000 | 6,011 |
| U.S. Government securities | $5,711,000 | 5,749 |
| U.S. Treasury securities | $2,207,000 | 647 |
| U.S. Government agency obligations | $3,504,000 | 6,170 |
| Securities issued by states & political subdivisions | $1,121,000 | 4,786 |
| Other domestic debt securities | $1,133,000 | 2,063 |
| Privately issued residential mortgage-backed securities | $1,042,000 | 963 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $91,000 | 201 |
| 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 | $4,547,000 | 4,379 |
| Mortgage-backed securities | $4,335,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $2,437,000 | 4,066 |
| Issued or guaranteed by U.S. | $2,437,000 | 4,057 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,898,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 2,776 |
| Privately issued | $1,042,000 | 919 |
| 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) | $5,333,000 | 1,429 |
| Available-for-sale securities (fair market value) | $2,632,000 | 6,482 |
| Total debt securities | $7,966,000 | 5,976 |
| Structured notes | ||
| Amortized cost | $211,000 | 3,070 |
| Fair value | $228,000 | 3,065 |
| 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 | $7,842,000 | 6,129 |
| U.S. Government securities | $6,020,000 | 5,796 |
| U.S. Treasury securities | $2,215,000 | 624 |
| U.S. Government agency obligations | $3,805,000 | 6,241 |
| Securities issued by states & political subdivisions | $643,000 | 5,079 |
| Other domestic debt securities | $1,179,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $1,091,000 | 988 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $88,000 | 199 |
| 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 | $4,783,000 | 4,375 |
| Mortgage-backed securities | $4,672,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $2,662,000 | 4,032 |
| Issued or guaranteed by U.S. | $2,662,000 | 4,023 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,010,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 2,647 |
| Privately issued | $1,091,000 | 953 |
| 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) | $5,007,000 | 1,506 |
| Available-for-sale securities (fair market value) | $2,835,000 | 6,524 |
| Total debt securities | $7,841,000 | 6,088 |
| Structured notes | ||
| Amortized cost | $224,000 | 3,149 |
| Fair value | $241,000 | 3,146 |
| 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 | $8,392,000 | 6,078 |
| U.S. Government securities | $6,928,000 | 5,649 |
| U.S. Treasury securities | $2,217,000 | 630 |
| U.S. Government agency obligations | $4,711,000 | 6,087 |
| Securities issued by states & political subdivisions | $209,000 | 5,579 |
| Other domestic debt securities | $1,255,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $1,160,000 | 1,021 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $95,000 | 202 |
| 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 | $5,556,000 | 4,230 |
| Mortgage-backed securities | $5,126,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $2,913,000 | 4,075 |
| Issued or guaranteed by U.S. | $2,913,000 | 4,068 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,213,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 2,537 |
| Privately issued | $1,160,000 | 982 |
| 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) | $4,816,000 | 1,547 |
| Available-for-sale securities (fair market value) | $3,576,000 | 6,476 |
| Total debt securities | $8,392,000 | 6,033 |
| Structured notes | ||
| Amortized cost | $243,000 | 2,947 |
| Fair value | $259,000 | 2,908 |
| 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 | $8,515,000 | 6,050 |
| U.S. Government securities | $6,983,000 | 5,605 |
| U.S. Treasury securities | $1,730,000 | 641 |
| U.S. Government agency obligations | $5,253,000 | 5,924 |
| Securities issued by states & political subdivisions | $206,000 | 5,614 |
| Other domestic debt securities | $1,326,000 | 2,088 |
| Privately issued residential mortgage-backed securities | $1,236,000 | 1,038 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $90,000 | 224 |
| 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 | $1,635,000 | 5,614 |
| Mortgage-backed securities | $5,728,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $3,313,000 | 4,026 |
| Issued or guaranteed by U.S. | $3,313,000 | 4,018 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,415,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,179,000 | 2,462 |
| Privately issued | $1,236,000 | 996 |
| 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) | $4,547,000 | 1,585 |
| Available-for-sale securities (fair market value) | $3,968,000 | 6,418 |
| Total debt securities | $8,514,000 | 6,008 |
| Structured notes | ||
| Amortized cost | $255,000 | 2,664 |
| Fair value | $270,000 | 2,661 |
| 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 | $8,100,000 | 6,160 |
| U.S. Government securities | $6,156,000 | 5,851 |
| U.S. Treasury securities | $548,000 | 803 |
| U.S. Government agency obligations | $5,608,000 | 5,902 |
| Securities issued by states & political subdivisions | $211,000 | 5,641 |
| Other domestic debt securities | $1,733,000 | 2,025 |
| Privately issued residential mortgage-backed securities | $1,534,000 | 1,026 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $199,000 | 211 |
| 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 | $1,698,000 | 5,605 |
| Mortgage-backed securities | $6,369,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $3,573,000 | 4,025 |
| Issued or guaranteed by U.S. | $3,573,000 | 4,016 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,796,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $1,262,000 | 2,407 |
| Privately issued | $1,534,000 | 985 |
| 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) | $3,882,000 | 1,758 |
| Available-for-sale securities (fair market value) | $4,218,000 | 6,404 |
| Total debt securities | $8,101,000 | 6,118 |
| Structured notes | ||
| Amortized cost | $264,000 | 2,301 |
| Fair value | $279,000 | 2,293 |
| 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 | $8,470,000 | 6,096 |
| U.S. Government securities | $6,439,000 | 5,802 |
| U.S. Treasury securities | $546,000 | 791 |
| U.S. Government agency obligations | $5,893,000 | 5,845 |
| Securities issued by states & political subdivisions | $202,000 | 5,691 |
| Other domestic debt securities | $1,829,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $1,630,000 | 1,036 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $199,000 | 236 |
| 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 | $1,762,000 | 5,600 |
| Mortgage-backed securities | $6,729,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $3,741,000 | 4,033 |
| Issued or guaranteed by U.S. | $3,741,000 | 4,020 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,988,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $1,358,000 | 2,354 |
| Privately issued | $1,630,000 | 995 |
| 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) | $4,117,000 | 1,729 |
| Available-for-sale securities (fair market value) | $4,353,000 | 6,397 |
| Total debt securities | $8,470,000 | 6,049 |
| Structured notes | ||
| Amortized cost | $282,000 | 1,812 |
| Fair value | $296,000 | 1,798 |
| 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 | $9,982,000 | 5,882 |
| U.S. Government securities | $7,431,000 | 5,657 |
| U.S. Treasury securities | $556,000 | 738 |
| U.S. Government agency obligations | $6,875,000 | 5,725 |
| Securities issued by states & political subdivisions | $203,000 | 5,628 |
| Other domestic debt securities | $2,348,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $2,145,000 | 981 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $203,000 | 289 |
| 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 | $1,572,000 | 5,730 |
| Mortgage-backed securities | $7,702,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $4,225,000 | 3,981 |
| Issued or guaranteed by U.S. | $4,225,000 | 3,969 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,477,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $1,332,000 | 2,372 |
| Privately issued | $2,145,000 | 943 |
| 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) | $4,641,000 | 1,678 |
| Available-for-sale securities (fair market value) | $5,341,000 | 6,237 |
| Total debt securities | $9,981,000 | 5,829 |
| Structured notes | ||
| Amortized cost | $302,000 | 1,513 |
| Fair value | $307,000 | 1,502 |
| 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 | $10,390,000 | 5,836 |
| U.S. Government securities | $7,751,000 | 5,667 |
| U.S. Treasury securities | $562,000 | 704 |
| U.S. Government agency obligations | $7,189,000 | 5,722 |
| Securities issued by states & political subdivisions | $200,000 | 5,602 |
| Other domestic debt securities | $2,439,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $2,233,000 | 928 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $206,000 | 279 |
| 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 | $1,584,000 | 5,786 |
| Mortgage-backed securities | $8,084,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $4,312,000 | 3,917 |
| Issued or guaranteed by U.S. | $4,312,000 | 3,904 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,772,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $1,539,000 | 2,269 |
| Privately issued | $2,233,000 | 892 |
| 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) | $4,975,000 | 1,636 |
| Available-for-sale securities (fair market value) | $5,415,000 | 6,270 |
| Total debt securities | $10,390,000 | 5,788 |
| Structured notes | ||
| Amortized cost | $316,000 | 1,543 |
| Fair value | $320,000 | 1,535 |
| 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 | $10,743,000 | 5,737 |
| U.S. Government securities | $7,784,000 | 5,627 |
| U.S. Treasury securities | $538,000 | 748 |
| U.S. Government agency obligations | $7,246,000 | 5,682 |
| Securities issued by states & political subdivisions | $196,000 | 5,638 |
| Other domestic debt securities | $2,763,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $2,479,000 | 893 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $284,000 | 260 |
| 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 | $1,044,000 | 6,029 |
| Mortgage-backed securities | $8,401,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $4,347,000 | 3,825 |
| Issued or guaranteed by U.S. | $4,347,000 | 3,815 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,054,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $1,575,000 | 2,169 |
| Privately issued | $2,479,000 | 854 |
| 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) | $5,358,000 | 1,596 |
| Available-for-sale securities (fair market value) | $5,385,000 | 6,250 |
| Total debt securities | $10,742,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $323,000 | 1,536 |
| Fair value | $326,000 | 1,532 |
| 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 | $11,040,000 | 5,747 |
| U.S. Government securities | $5,701,000 | 6,229 |
| U.S. Treasury securities | $527,000 | 749 |
| U.S. Government agency obligations | $5,174,000 | 6,307 |
| Securities issued by states & political subdivisions | $196,000 | 5,690 |
| 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 | $5,143,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,346,000 | 5,931 |
| Mortgage-backed securities | $3,844,000 | 4,539 |
| Certificates of participation in pools of residential mortgages | $2,889,000 | 4,320 |
| Issued or guaranteed by U.S. | $2,889,000 | 4,304 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $955,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 2,470 |
| 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) | $1,209,000 | 2,463 |
| Available-for-sale securities (fair market value) | $9,831,000 | 5,451 |
| Total debt securities | $5,897,000 | 6,718 |
| Structured notes | ||
| Amortized cost | $332,000 | 1,576 |
| Fair value | $333,000 | 1,574 |
| 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 | $12,091,000 | 5,576 |
| U.S. Government securities | $6,229,000 | 6,086 |
| U.S. Treasury securities | $554,000 | 766 |
| U.S. Government agency obligations | $5,675,000 | 6,155 |
| Securities issued by states & political subdivisions | $104,000 | 5,810 |
| 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 | $5,758,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,367,000 | 5,441 |
| Mortgage-backed securities | $4,314,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 4,136 |
| Issued or guaranteed by U.S. | $3,120,000 | 4,121 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,194,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $1,194,000 | 2,324 |
| 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) | $1,280,000 | 2,484 |
| Available-for-sale securities (fair market value) | $10,811,000 | 5,261 |
| Total debt securities | $6,332,000 | 6,628 |
| Structured notes | ||
| Amortized cost | $345,000 | 1,719 |
| Fair value | $350,000 | 1,715 |
| 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 | $11,124,000 | 5,821 |
| U.S. Government securities | $5,305,000 | 6,484 |
| U.S. Treasury securities | $531,000 | 869 |
| U.S. Government agency obligations | $4,774,000 | 6,561 |
| 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 | $5,819,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,723,000 | 5,816 |
| Mortgage-backed securities | $3,420,000 | 4,329 |
| Certificates of participation in pools of residential mortgages | $2,204,000 | 4,255 |
| Issued or guaranteed by U.S. | $2,204,000 | 4,239 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,216,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $1,216,000 | 2,224 |
| 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) | $1,340,000 | 2,525 |
| Available-for-sale securities (fair market value) | $9,784,000 | 5,476 |
| Total debt securities | $5,305,000 | 6,948 |
| Structured notes | ||
| Amortized cost | $356,000 | 2,202 |
| Fair value | $353,000 | 2,203 |
| 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 | $13,684,000 | 5,425 |
| U.S. Government securities | $7,872,000 | 5,872 |
| U.S. Treasury securities | $512,000 | 934 |
| U.S. Government agency obligations | $7,360,000 | 5,878 |
| 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 | $5,812,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,697,000 | 5,855 |
| Mortgage-backed securities | $2,000,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 4,612 |
| Issued or guaranteed by U.S. | $1,273,000 | 4,599 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $727,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $727,000 | 2,453 |
| 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) | $872,000 | 2,807 |
| Available-for-sale securities (fair market value) | $12,812,000 | 4,994 |
| Total debt securities | $7,874,000 | 6,459 |
| Structured notes | ||
| Amortized cost | $1,365,000 | 1,558 |
| Fair value | $1,360,000 | 1,559 |
| 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 | $13,269,000 | 5,512 |
| U.S. Government securities | $7,450,000 | 5,991 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,450,000 | 5,875 |
| 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 | $5,819,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,638,000 | 5,933 |
| Mortgage-backed securities | $2,092,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $1,359,000 | 4,544 |
| Issued or guaranteed by U.S. | $1,359,000 | 4,529 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $733,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 2,436 |
| 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) | $911,000 | 2,821 |
| Available-for-sale securities (fair market value) | $12,358,000 | 5,061 |
| Total debt securities | $7,451,000 | 6,568 |
| Structured notes | ||
| Amortized cost | $1,877,000 | 1,410 |
| Fair value | $1,866,000 | 1,406 |
| 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 | $13,421,000 | 5,512 |
| U.S. Government securities | $7,572,000 | 6,003 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,572,000 | 5,887 |
| 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 | $5,849,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,574,000 | 5,966 |
| Mortgage-backed securities | $2,202,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,494 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,477 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $750,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 2,419 |
| 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) | $956,000 | 2,832 |
| Available-for-sale securities (fair market value) | $12,465,000 | 5,053 |
| Total debt securities | $7,573,000 | 6,582 |
| Structured notes | ||
| Amortized cost | $3,891,000 | 870 |
| Fair value | $3,881,000 | 867 |
| 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 | $14,512,000 | 5,359 |
| U.S. Government securities | $8,669,000 | 5,781 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,669,000 | 5,658 |
| 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 | $5,843,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,520,000 | 6,000 |
| Mortgage-backed securities | $2,295,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 4,438 |
| Issued or guaranteed by U.S. | $1,534,000 | 4,424 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $761,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 2,414 |
| 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) | $995,000 | 2,873 |
| Available-for-sale securities (fair market value) | $13,517,000 | 4,918 |
| Total debt securities | $8,667,000 | 6,393 |
| Structured notes | ||
| Amortized cost | $3,904,000 | 934 |
| Fair value | $3,890,000 | 928 |
| 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 | $15,626,000 | 5,231 |
| U.S. Government securities | $9,771,000 | 5,574 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,771,000 | 5,450 |
| 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 | $5,855,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,477,000 | 6,088 |
| Mortgage-backed securities | $2,402,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,393 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,368 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $771,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,378 |
| 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) | $1,046,000 | 2,884 |
| Available-for-sale securities (fair market value) | $14,580,000 | 4,752 |
| Total debt securities | $9,771,000 | 6,205 |
| Structured notes | ||
| Amortized cost | $4,422,000 | 892 |
| Fair value | $4,394,000 | 888 |
| 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 | $15,739,000 | 5,196 |
| U.S. Government securities | $9,859,000 | 5,565 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,859,000 | 5,438 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $49,000 | 3,021 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,219 |
| 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 | $5,831,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,515,000 | 4,777 |
| Mortgage-backed securities | $2,578,000 | 4,441 |
| Certificates of participation in pools of residential mortgages | $1,731,000 | 4,348 |
| Issued or guaranteed by U.S. | $1,731,000 | 4,331 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $847,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 2,345 |
| Privately issued | $49,000 | 1,127 |
| 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) | $1,103,000 | 2,890 |
| Available-for-sale securities (fair market value) | $14,636,000 | 4,730 |
| Total debt securities | $9,906,000 | 6,190 |
| Structured notes | ||
| Amortized cost | $4,440,000 | 955 |
| Fair value | $4,368,000 | 947 |
| 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 | $17,559,000 | 4,975 |
| U.S. Government securities | $11,585,000 | 5,231 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,585,000 | 5,094 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $131,000 | 2,965 |
| Privately issued residential mortgage-backed securities | $131,000 | 1,130 |
| 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 | $5,843,000 | 413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,335,000 | 4,831 |
| Mortgage-backed securities | $2,859,000 | 4,362 |
| Certificates of participation in pools of residential mortgages | $1,863,000 | 4,304 |
| Issued or guaranteed by U.S. | $1,863,000 | 4,289 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $996,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $865,000 | 2,308 |
| Privately issued | $131,000 | 1,048 |
| 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) | $1,163,000 | 2,927 |
| Available-for-sale securities (fair market value) | $16,396,000 | 4,508 |
| Total debt securities | $11,717,000 | 5,878 |
| Structured notes | ||
| Amortized cost | $4,461,000 | 968 |
| Fair value | $4,405,000 | 959 |
| 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 | $17,835,000 | 4,929 |
| U.S. Government securities | $11,753,000 | 5,179 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,753,000 | 5,031 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $227,000 | 2,916 |
| Privately issued residential mortgage-backed securities | $227,000 | 1,054 |
| 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 | $5,855,000 | 439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,197,000 | 4,876 |
| Mortgage-backed securities | $3,122,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 4,254 |
| Issued or guaranteed by U.S. | $1,972,000 | 4,238 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,150,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $923,000 | 2,281 |
| Privately issued | $227,000 | 973 |
| 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) | $1,205,000 | 2,962 |
| Available-for-sale securities (fair market value) | $16,630,000 | 4,451 |
| Total debt securities | $11,980,000 | 5,855 |
| Structured notes | ||
| Amortized cost | $4,479,000 | 969 |
| Fair value | $4,422,000 | 962 |
| 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 | $17,864,000 | 4,918 |
| U.S. Government securities | $11,520,000 | 5,200 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,520,000 | 5,051 |
| Securities issued by states & political subdivisions | $105,000 | 6,269 |
| Other domestic debt securities | $372,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $372,000 | 981 |
| 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 | $5,867,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,508,000 | 3,663 |
| Mortgage-backed securities | $3,490,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $2,102,000 | 4,226 |
| Issued or guaranteed by U.S. | $2,102,000 | 4,213 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,388,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $1,016,000 | 2,233 |
| Privately issued | $372,000 | 914 |
| 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) | $856,000 | 3,203 |
| Available-for-sale securities (fair market value) | $17,008,000 | 4,377 |
| Total debt securities | $11,997,000 | 5,841 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,015 |
| Fair value | $3,960,000 | 1,010 |
| 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 | $18,863,000 | 4,803 |
| U.S. Government securities | $12,279,000 | 5,082 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,279,000 | 4,943 |
| Securities issued by states & political subdivisions | $105,000 | 6,287 |
| Other domestic debt securities | $588,000 | 2,515 |
| Privately issued residential mortgage-backed securities | $588,000 | 872 |
| 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 | $5,891,000 | 446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,944,000 | 3,364 |
| Mortgage-backed securities | $3,934,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $2,241,000 | 4,227 |
| Issued or guaranteed by U.S. | $2,241,000 | 4,211 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,693,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $1,105,000 | 2,248 |
| Privately issued | $588,000 | 808 |
| 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) | $876,000 | 3,247 |
| Available-for-sale securities (fair market value) | $17,987,000 | 4,293 |
| Total debt securities | $12,971,000 | 5,702 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,019 |
| Fair value | $3,979,000 | 1,010 |
| 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 | $19,218,000 | 4,812 |
| U.S. Government securities | $12,469,000 | 5,114 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,469,000 | 4,969 |
| Securities issued by states & political subdivisions | $105,000 | 6,322 |
| Other domestic debt securities | $729,000 | 2,508 |
| Privately issued residential mortgage-backed securities | $729,000 | 832 |
| 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 | $5,915,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,172,000 | 6,376 |
| Mortgage-backed securities | $4,356,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $2,359,000 | 4,250 |
| Issued or guaranteed by U.S. | $2,359,000 | 4,236 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,997,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $1,268,000 | 2,227 |
| Privately issued | $729,000 | 776 |
| 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) | $105,000 | 4,098 |
| Available-for-sale securities (fair market value) | $19,113,000 | 4,204 |
| Total debt securities | $13,302,000 | 5,710 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,021 |
| Fair value | $3,629,000 | 1,092 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $18,457,000 | 4,951 |
| U.S. Government securities | $11,565,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,565,000 | 5,176 |
| Securities issued by states & political subdivisions | $105,000 | 6,359 |
| Other domestic debt securities | $854,000 | 2,440 |
| Privately issued residential mortgage-backed securities | $854,000 | 793 |
| 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 | $5,933,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 6,356 |
| Mortgage-backed securities | $3,496,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $1,137,000 | 5,020 |
| Issued or guaranteed by U.S. | $1,137,000 | 5,007 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,359,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $1,505,000 | 2,159 |
| Privately issued | $854,000 | 740 |
| 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) | $105,000 | 4,150 |
| Available-for-sale securities (fair market value) | $18,352,000 | 4,330 |
| Total debt securities | $12,524,000 | 5,896 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,004 |
| Fair value | $3,962,000 | 1,016 |
| 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 | $18,539,000 | 4,913 |
| U.S. Government securities | $11,520,000 | 5,355 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,520,000 | 5,198 |
| Securities issued by states & political subdivisions | $105,000 | 6,402 |
| Other domestic debt securities | $972,000 | 2,405 |
| Privately issued residential mortgage-backed securities | $972,000 | 712 |
| 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 | $5,942,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $722,000 | 6,704 |
| Mortgage-backed securities | $3,525,000 | 4,444 |
| Certificates of participation in pools of residential mortgages | $711,000 | 5,387 |
| Issued or guaranteed by U.S. | $711,000 | 5,373 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,814,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $1,842,000 | 2,032 |
| Privately issued | $972,000 | 662 |
| 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) | $105,000 | 4,197 |
| Available-for-sale securities (fair market value) | $18,434,000 | 4,290 |
| Total debt securities | $12,597,000 | 5,889 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,100 |
| Fair value | $3,483,000 | 1,132 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $16,155,000 | 5,368 |
| U.S. Government securities | $10,111,000 | 5,740 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,111,000 | 5,579 |
| Securities issued by states & political subdivisions | $105,000 | 6,439 |
| 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 | $5,939,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,442,000 | 4,792 |
| Mortgage-backed securities | $2,236,000 | 5,035 |
| Certificates of participation in pools of residential mortgages | $792,000 | 5,391 |
| Issued or guaranteed by U.S. | $792,000 | 5,375 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,444,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,262 |
| 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) | $105,000 | 4,252 |
| Available-for-sale securities (fair market value) | $16,050,000 | 4,722 |
| Total debt securities | $10,216,000 | 6,459 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,333 |
| Fair value | $2,445,000 | 1,355 |
| 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 | $10,947,000 | 6,374 |
| U.S. Government securities | $5,868,000 | 6,887 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,868,000 | 6,731 |
| Securities issued by states & political subdivisions | $105,000 | 6,446 |
| 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 | $4,974,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,399,000 | 4,770 |
| Mortgage-backed securities | $2,867,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $956,000 | 5,306 |
| Issued or guaranteed by U.S. | $956,000 | 5,289 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,911,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $1,911,000 | 2,113 |
| 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) | $105,000 | 4,305 |
| Available-for-sale securities (fair market value) | $10,842,000 | 5,661 |
| Total debt securities | $5,973,000 | 7,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,137,000 | 5,972 |
| U.S. Government securities | $8,058,000 | 6,290 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,058,000 | 6,119 |
| Securities issued by states & political subdivisions | $105,000 | 6,529 |
| 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 | $4,974,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,118,000 | 4,803 |
| Mortgage-backed securities | $2,562,000 | 4,897 |
| Certificates of participation in pools of residential mortgages | $1,048,000 | 5,246 |
| Issued or guaranteed by U.S. | $1,048,000 | 5,224 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,514,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,368 |
| 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) | $105,000 | 4,364 |
| Available-for-sale securities (fair market value) | $13,032,000 | 5,239 |
| Total debt securities | $8,164,000 | 6,942 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $11,225,000 | 6,282 |
| U.S. Government securities | $5,907,000 | 6,852 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,907,000 | 6,675 |
| Securities issued by states & political subdivisions | $295,000 | 6,179 |
| Other domestic debt securities | $49,000 | 3,821 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,088 |
| 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 | $4,974,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,223,000 | 4,734 |
| Mortgage-backed securities | $2,956,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $1,192,000 | 5,129 |
| Issued or guaranteed by U.S. | $1,192,000 | 5,108 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,764,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $1,715,000 | 2,329 |
| Privately issued | $49,000 | 945 |
| 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) | $295,000 | 4,083 |
| Available-for-sale securities (fair market value) | $10,930,000 | 5,619 |
| Total debt securities | $6,251,000 | 7,368 |
| 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 | $10,827,000 | 6,286 |
| U.S. Government securities | $6,022,000 | 6,717 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,022,000 | 6,544 |
| Securities issued by states & political subdivisions | $295,000 | 6,183 |
| Other domestic debt securities | $507,000 | 3,253 |
| Privately issued residential mortgage-backed securities | $507,000 | 819 |
| 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 | $4,003,000 | 791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,231,000 | 4,295 |
| Mortgage-backed securities | $3,013,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $1,464,000 | 5,008 |
| Issued or guaranteed by U.S. | $1,464,000 | 4,989 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,549,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,807 |
| Privately issued | $507,000 | 723 |
| 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) | $295,000 | 4,126 |
| Available-for-sale securities (fair market value) | $10,532,000 | 5,616 |
| Total debt securities | $6,824,000 | 7,173 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,000,000 | 1,348 |
| 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 | $10,734,000 | 6,353 |
| U.S. Government securities | $5,936,000 | 6,817 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,936,000 | 6,625 |
| Securities issued by states & political subdivisions | $295,000 | 6,182 |
| Other domestic debt securities | $500,000 | 3,303 |
| Privately issued residential mortgage-backed securities | $500,000 | 851 |
| 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 | $4,003,000 | 796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,140,000 | 4,372 |
| Mortgage-backed securities | $2,907,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $1,111,000 | 5,269 |
| Issued or guaranteed by U.S. | $1,111,000 | 5,249 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,796,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $1,296,000 | 2,791 |
| Privately issued | $500,000 | 749 |
| 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) | $295,000 | 4,193 |
| Available-for-sale securities (fair market value) | $10,439,000 | 5,637 |
| Total debt securities | $6,731,000 | 7,254 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $999,000 | 1,102 |
| 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 | $10,252,000 | 6,454 |
| U.S. Government securities | $5,950,000 | 6,829 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,950,000 | 6,625 |
| Securities issued by states & political subdivisions | $295,000 | 6,179 |
| 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 | $4,007,000 | 787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,903,000 | 4,458 |
| Mortgage-backed securities | $1,406,000 | 5,659 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,805 |
| Issued or guaranteed by U.S. | $518,000 | 5,786 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $888,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $888,000 | 3,116 |
| 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) | $295,000 | 4,269 |
| Available-for-sale securities (fair market value) | $9,957,000 | 5,728 |
| Total debt securities | $6,243,000 | 7,388 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $500,000 | 1,297 |
| 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 | $6,163,000 | 7,569 |
| U.S. Government securities | $5,743,000 | 6,933 |
| U.S. Treasury securities | $205,000 | 2,937 |
| U.S. Government agency obligations | $5,538,000 | 6,783 |
| Securities issued by states & political subdivisions | $420,000 | 6,062 |
| 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 | $3,735,000 | 4,950 |
| Mortgage-backed securities | $516,000 | 6,319 |
| 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 | $516,000 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 3,535 |
| 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) | $420,000 | 4,388 |
| Available-for-sale securities (fair market value) | $5,743,000 | 6,779 |
| Total debt securities | $6,164,000 | 7,467 |
| 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 | $11,941,000 | 6,247 |
| U.S. Government securities | $11,165,000 | 5,487 |
| U.S. Treasury securities | $503,000 | 3,318 |
| U.S. Government agency obligations | $10,662,000 | 5,326 |
| Securities issued by states & political subdivisions | $420,000 | 6,221 |
| 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 | $356,000 | 4,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,086,000 | 5,044 |
| 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) | $420,000 | 5,021 |
| Available-for-sale securities (fair market value) | $11,521,000 | 5,348 |
| Total debt securities | $11,585,000 | 6,219 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $12,607,000 | 6,370 |
| U.S. Government securities | $12,112,000 | 5,474 |
| U.S. Treasury securities | $800,000 | 4,005 |
| U.S. Government agency obligations | $11,312,000 | 5,193 |
| Securities issued by states & political subdivisions | $420,000 | 6,538 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,000 | 7,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,338,000 | 5,486 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $720,000 | 5,106 |
| Available-for-sale securities (fair market value) | $11,887,000 | 5,393 |
| Total debt securities | $12,532,000 | 6,284 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,415,000 | 7,573 |
| U.S. Government securities | $8,091,000 | 6,731 |
| U.S. Treasury securities | $3,018,000 | 3,163 |
| U.S. Government agency obligations | $5,073,000 | 7,169 |
| Securities issued by states & political subdivisions | $250,000 | 7,119 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 6,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,317,000 | 5,189 |
| Mortgage-backed securities | $122,000 | 7,436 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $122,000 | 4,430 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 4,249 |
| 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) | $2,748,000 | 4,313 |
| Available-for-sale securities (fair market value) | $5,667,000 | 7,122 |
| Total debt securities | $8,341,000 | 7,461 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,105,000 | 8,782 |
| U.S. Government securities | $5,681,000 | 8,221 |
| U.S. Treasury securities | $5,381,000 | 3,024 |
| U.S. Government agency obligations | $300,000 | 10,105 |
| Securities issued by states & political subdivisions | $352,000 | 7,062 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $72,000 | 6,739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,689,000 | 5,878 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,531,000 | 3,938 |
| Available-for-sale securities (fair market value) | $574,000 | 9,426 |
| Total debt securities | $6,033,000 | 8,680 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $5,224,000 | 9,687 |
| U.S. Government securities | $4,776,000 | 9,274 |
| U.S. Treasury securities | $4,776,000 | 3,921 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $378,000 | 7,362 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 6,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,479,000 | 4,896 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $5,154,000 | 4,623 |
| Available-for-sale securities (fair market value) | $70,000 | 10,294 |
| Total debt securities | $5,154,000 | 9,601 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,889,000 | 10,679 |
| U.S. Government securities | $3,594,000 | 10,273 |
| U.S. Treasury securities | $3,594,000 | 5,531 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $227,000 | 8,122 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $68,000 | 6,678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,493,000 | 6,413 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $3,821,000 | 5,571 |
| Available-for-sale securities (fair market value) | $68,000 | 10,764 |
| Total debt securities | $3,821,000 | 10,600 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $4,541,000 | 11,062 |
| U.S. Government securities | $4,289,000 | 10,540 |
| U.S. Treasury securities | $4,289,000 | 6,037 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $209,000 | 8,628 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,000 | 7,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $829,000 | 8,720 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $4,498,000 | 8,296 |
| Available-for-sale securities (fair market value) | $43,000 | 10,952 |
| Total debt securities | $4,498,000 | 10,989 |
| 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 | $3,964,000 | 11,747 |
| U.S. Government securities | $3,368,000 | 11,449 |
| U.S. Treasury securities | $3,368,000 | 7,018 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $256,000 | 8,619 |
| Other domestic debt securities | $299,000 | 4,868 |
| 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 | $299,000 | 3,793 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $909,000 | 8,747 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,923,000 | 11,651 |
| 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 | $4,117,000 | 12,068 |
| U.S. Government securities | $3,759,000 | 11,612 |
| U.S. Treasury securities | $3,759,000 | 6,808 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $318,000 | 8,266 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $40,000 | 6,742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,000 | 8,855 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $4,077,000 | 11,951 |
| 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 |