Home > Citizens Bank of Blythedale > Securities
Citizens Bank of Blythedale, Securities
| 2012-09-30 | Rank | |
| Total securities | $6,977,000 | 6,007 |
| U.S. Government securities | $4,524,000 | 5,773 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,524,000 | 5,675 |
| Securities issued by states & political subdivisions | $2,453,000 | 4,412 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,754,000 | 5,363 |
| Mortgage-backed securities | $2,148,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $1,683,000 | 4,554 |
| Issued or guaranteed by U.S. | $1,683,000 | 4,552 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $465,000 | 3,401 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,244 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $6,977,000 | 5,619 |
| Total debt securities | $6,977,000 | 5,979 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,476,000 | 6,004 |
| U.S. Government securities | $4,919,000 | 5,789 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,919,000 | 5,692 |
| Securities issued by states & political subdivisions | $2,557,000 | 4,365 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,331,000 | 5,205 |
| Mortgage-backed securities | $2,345,000 | 4,816 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 4,556 |
| Issued or guaranteed by U.S. | $1,802,000 | 4,554 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $543,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $543,000 | 3,203 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $7,476,000 | 5,611 |
| Total debt securities | $7,476,000 | 5,979 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,812 |
| Fair value | $201,000 | 2,812 |
| 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 | $7,894,000 | 6,008 |
| U.S. Government securities | $5,238,000 | 5,816 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,238,000 | 5,702 |
| Securities issued by states & political subdivisions | $2,656,000 | 4,249 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,537,000 | 5,166 |
| Mortgage-backed securities | $2,470,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $1,915,000 | 4,537 |
| Issued or guaranteed by U.S. | $1,915,000 | 4,533 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $555,000 | 3,379 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 3,214 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $100,000 | 2,556 |
| Available-for-sale securities (fair market value) | $7,794,000 | 5,604 |
| Total debt securities | $7,894,000 | 5,984 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,030 |
| Fair value | $201,000 | 3,030 |
| 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 | $8,513,000 | 5,924 |
| U.S. Government securities | $5,844,000 | 5,698 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,844,000 | 5,586 |
| Securities issued by states & political subdivisions | $2,669,000 | 4,235 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 5,147 |
| Mortgage-backed securities | $2,277,000 | 4,819 |
| Certificates of participation in pools of residential mortgages | $1,712,000 | 4,538 |
| Issued or guaranteed by U.S. | $1,712,000 | 4,531 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $565,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 3,084 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $100,000 | 2,660 |
| Available-for-sale securities (fair market value) | $8,413,000 | 5,521 |
| Total debt securities | $8,513,000 | 5,891 |
| Structured notes | ||
| Amortized cost | $202,000 | 2,908 |
| Fair value | $202,000 | 2,911 |
| 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 | $9,078,000 | 5,858 |
| U.S. Government securities | $6,302,000 | 5,610 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,302,000 | 5,494 |
| Securities issued by states & political subdivisions | $2,776,000 | 4,159 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,186,000 | 5,062 |
| Mortgage-backed securities | $2,321,000 | 4,791 |
| Certificates of participation in pools of residential mortgages | $1,852,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,852,000 | 4,453 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $469,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 3,119 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $101,000 | 2,692 |
| Available-for-sale securities (fair market value) | $8,977,000 | 5,441 |
| Total debt securities | $9,078,000 | 5,819 |
| Structured notes | ||
| Amortized cost | $203,000 | 2,978 |
| Fair value | $203,000 | 2,978 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $9,124,000 | 5,948 |
| U.S. Government securities | $6,171,000 | 5,782 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,171,000 | 5,658 |
| Securities issued by states & political subdivisions | $2,953,000 | 4,083 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,371,000 | 5,032 |
| Mortgage-backed securities | $1,830,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,531 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,522 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $199,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,288 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $101,000 | 2,735 |
| Available-for-sale securities (fair market value) | $9,023,000 | 5,519 |
| Total debt securities | $9,124,000 | 5,914 |
| Structured notes | ||
| Amortized cost | $204,000 | 3,107 |
| Fair value | $204,000 | 3,106 |
| 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 | $9,073,000 | 5,948 |
| U.S. Government securities | $5,970,000 | 5,821 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,970,000 | 5,697 |
| Securities issued by states & political subdivisions | $3,103,000 | 3,986 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,261,000 | 5,101 |
| Mortgage-backed securities | $1,165,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $971,000 | 4,798 |
| Issued or guaranteed by U.S. | $971,000 | 4,792 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $194,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 3,254 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $276,000 | 2,543 |
| Available-for-sale securities (fair market value) | $8,797,000 | 5,530 |
| Total debt securities | $9,073,000 | 5,911 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,976 |
| Fair value | $499,000 | 2,940 |
| 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 | $7,336,000 | 6,122 |
| U.S. Government securities | $3,784,000 | 6,218 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,784,000 | 6,093 |
| Securities issued by states & political subdivisions | $3,552,000 | 3,846 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,452,000 | 5,434 |
| Mortgage-backed securities | $949,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $753,000 | 4,847 |
| Issued or guaranteed by U.S. | $753,000 | 4,839 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $196,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 3,226 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $276,000 | 2,572 |
| Available-for-sale securities (fair market value) | $7,060,000 | 5,700 |
| Total debt securities | $7,336,000 | 6,088 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $500,000 | 2,799 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,808,000 | 6,222 |
| U.S. Government securities | $3,301,000 | 6,351 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,301,000 | 6,227 |
| Securities issued by states & political subdivisions | $3,507,000 | 3,782 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,677,000 | 5,426 |
| Mortgage-backed securities | $800,000 | 5,301 |
| Certificates of participation in pools of residential mortgages | $588,000 | 4,971 |
| Issued or guaranteed by U.S. | $588,000 | 4,959 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $212,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 3,181 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $276,000 | 2,646 |
| Available-for-sale securities (fair market value) | $6,532,000 | 5,774 |
| Total debt securities | $6,808,000 | 6,181 |
| Structured notes | ||
| Amortized cost | $304,000 | 2,983 |
| Fair value | $304,000 | 2,990 |
| 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 | $6,379,000 | 6,397 |
| U.S. Government securities | $3,014,000 | 6,556 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,014,000 | 6,435 |
| Securities issued by states & political subdivisions | $3,365,000 | 3,761 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,002,000 | 5,357 |
| Mortgage-backed securities | $114,000 | 5,845 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,578 |
| Issued or guaranteed by U.S. | $80,000 | 5,566 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $34,000 | 3,646 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 3,326 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $277,000 | 2,714 |
| Available-for-sale securities (fair market value) | $6,102,000 | 5,929 |
| Total debt securities | $6,379,000 | 6,357 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $7,395,000 | 6,261 |
| U.S. Government securities | $4,040,000 | 6,377 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,040,000 | 6,266 |
| Securities issued by states & political subdivisions | $3,355,000 | 3,757 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,097,000 | 5,370 |
| Mortgage-backed securities | $149,000 | 5,900 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,665 |
| Issued or guaranteed by U.S. | $89,000 | 5,652 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $60,000 | 3,590 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,253 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $277,000 | 2,769 |
| Available-for-sale securities (fair market value) | $7,118,000 | 5,819 |
| Total debt securities | $7,395,000 | 6,213 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,545,000 | 6,413 |
| U.S. Government securities | $3,688,000 | 6,472 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,688,000 | 6,372 |
| Securities issued by states & political subdivisions | $2,857,000 | 3,963 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,511,000 | 5,667 |
| Mortgage-backed securities | $181,000 | 5,925 |
| Certificates of participation in pools of residential mortgages | $100,000 | 5,712 |
| Issued or guaranteed by U.S. | $100,000 | 5,696 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $81,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,227 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $427,000 | 2,699 |
| Available-for-sale securities (fair market value) | $6,118,000 | 5,983 |
| Total debt securities | $6,545,000 | 6,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,785,000 | 6,423 |
| U.S. Government securities | $3,733,000 | 6,518 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,733,000 | 6,425 |
| Securities issued by states & political subdivisions | $3,052,000 | 3,903 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,783,000 | 5,574 |
| Mortgage-backed securities | $206,000 | 5,968 |
| Certificates of participation in pools of residential mortgages | $112,000 | 5,780 |
| Issued or guaranteed by U.S. | $112,000 | 5,761 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $94,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,207 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $603,000 | 2,637 |
| Available-for-sale securities (fair market value) | $6,182,000 | 6,027 |
| Total debt securities | $6,785,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $6,932,000 | 6,413 |
| U.S. Government securities | $3,862,000 | 6,504 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,862,000 | 6,414 |
| Securities issued by states & political subdivisions | $3,070,000 | 3,862 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,450,000 | 5,315 |
| Mortgage-backed securities | $232,000 | 6,001 |
| Certificates of participation in pools of residential mortgages | $126,000 | 5,818 |
| Issued or guaranteed by U.S. | $126,000 | 5,798 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $106,000 | 3,545 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,181 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $603,000 | 2,672 |
| Available-for-sale securities (fair market value) | $6,329,000 | 6,020 |
| Total debt securities | $6,932,000 | 6,369 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,695,000 | 6,724 |
| U.S. Government securities | $2,739,000 | 6,939 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,739,000 | 6,851 |
| Securities issued by states & political subdivisions | $2,956,000 | 3,825 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,736,000 | 5,660 |
| Mortgage-backed securities | $258,000 | 6,023 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,855 |
| Issued or guaranteed by U.S. | $140,000 | 5,837 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $118,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,182 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $604,000 | 2,723 |
| Available-for-sale securities (fair market value) | $5,091,000 | 6,286 |
| Total debt securities | $5,695,000 | 6,685 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,909,000 | 6,739 |
| U.S. Government securities | $2,840,000 | 7,035 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,840,000 | 6,944 |
| Securities issued by states & political subdivisions | $3,069,000 | 3,735 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,119,000 | 5,970 |
| Mortgage-backed securities | $281,000 | 6,020 |
| Certificates of participation in pools of residential mortgages | $151,000 | 5,864 |
| Issued or guaranteed by U.S. | $151,000 | 5,844 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $130,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,165 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $815,000 | 2,626 |
| Available-for-sale securities (fair market value) | $5,094,000 | 6,337 |
| Total debt securities | $5,909,000 | 6,704 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $6,208,000 | 6,653 |
| U.S. Government securities | $3,177,000 | 6,947 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,177,000 | 6,845 |
| Securities issued by states & political subdivisions | $3,031,000 | 3,737 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,098,000 | 5,574 |
| Mortgage-backed securities | $314,000 | 5,986 |
| Certificates of participation in pools of residential mortgages | $163,000 | 5,848 |
| Issued or guaranteed by U.S. | $163,000 | 5,830 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $151,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 3,055 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $816,000 | 2,654 |
| Available-for-sale securities (fair market value) | $5,392,000 | 6,249 |
| Total debt securities | $6,208,000 | 6,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,128,000 | 6,725 |
| U.S. Government securities | $3,221,000 | 6,988 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,221,000 | 6,884 |
| Securities issued by states & political subdivisions | $2,907,000 | 3,821 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,140,000 | 5,551 |
| Mortgage-backed securities | $355,000 | 5,965 |
| Certificates of participation in pools of residential mortgages | $177,000 | 5,845 |
| Issued or guaranteed by U.S. | $177,000 | 5,819 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $178,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 3,056 |
| 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) | $817,000 | 2,653 |
| Available-for-sale securities (fair market value) | $5,311,000 | 6,336 |
| Total debt securities | $6,128,000 | 6,664 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,803,000 | 6,821 |
| U.S. Government securities | $2,709,000 | 7,167 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,709,000 | 7,066 |
| Securities issued by states & political subdivisions | $3,094,000 | 3,755 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,201,000 | 5,502 |
| Mortgage-backed securities | $408,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $194,000 | 5,817 |
| Issued or guaranteed by U.S. | $194,000 | 5,786 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $214,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,994 |
| 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) | $818,000 | 2,686 |
| Available-for-sale securities (fair market value) | $4,985,000 | 6,434 |
| Total debt securities | $5,803,000 | 6,753 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,928,000 | 6,868 |
| U.S. Government securities | $3,009,000 | 7,197 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,009,000 | 7,080 |
| Securities issued by states & political subdivisions | $2,919,000 | 3,830 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,876,000 | 5,756 |
| Mortgage-backed securities | $252,000 | 5,953 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $252,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 2,893 |
| 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) | $867,000 | 2,749 |
| Available-for-sale securities (fair market value) | $5,061,000 | 6,427 |
| Total debt securities | $5,928,000 | 6,816 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $6,484,000 | 6,816 |
| U.S. Government securities | $3,425,000 | 7,135 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,425,000 | 7,016 |
| Securities issued by states & political subdivisions | $3,059,000 | 3,772 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,526,000 | 5,450 |
| Mortgage-backed securities | $294,000 | 5,860 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $294,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 2,814 |
| 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) | $867,000 | 2,808 |
| Available-for-sale securities (fair market value) | $5,617,000 | 6,372 |
| Total debt securities | $6,484,000 | 6,765 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $6,891,000 | 6,769 |
| U.S. Government securities | $3,855,000 | 7,055 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,855,000 | 6,932 |
| Securities issued by states & political subdivisions | $3,036,000 | 3,780 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,160,000 | 5,662 |
| Mortgage-backed securities | $364,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $364,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,737 |
| 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) | $868,000 | 2,833 |
| Available-for-sale securities (fair market value) | $6,023,000 | 6,296 |
| Total debt securities | $6,891,000 | 6,715 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $6,612,000 | 6,862 |
| U.S. Government securities | $3,441,000 | 7,229 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,441,000 | 7,096 |
| Securities issued by states & political subdivisions | $3,171,000 | 3,722 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,160,000 | 5,665 |
| Mortgage-backed securities | $490,000 | 5,685 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $490,000 | 2,908 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 2,617 |
| 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) | $869,000 | 2,873 |
| Available-for-sale securities (fair market value) | $5,743,000 | 6,384 |
| Total debt securities | $6,612,000 | 6,813 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $6,039,000 | 7,015 |
| U.S. Government securities | $3,378,000 | 7,284 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,378,000 | 7,157 |
| Securities issued by states & political subdivisions | $2,661,000 | 3,968 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,160,000 | 5,681 |
| Mortgage-backed securities | $439,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $439,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,653 |
| 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) | $969,000 | 2,887 |
| Available-for-sale securities (fair market value) | $5,070,000 | 6,546 |
| Total debt securities | $6,039,000 | 6,969 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,383,000 | 7,025 |
| U.S. Government securities | $3,714,000 | 7,259 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,714,000 | 7,129 |
| Securities issued by states & political subdivisions | $2,669,000 | 3,941 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,027,000 | 5,781 |
| Mortgage-backed securities | $589,000 | 5,608 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $589,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,487 |
| 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) | $970,000 | 2,947 |
| Available-for-sale securities (fair market value) | $5,413,000 | 6,517 |
| Total debt securities | $6,383,000 | 6,971 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,905,000 | 6,925 |
| U.S. Government securities | $4,205,000 | 7,123 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,205,000 | 6,983 |
| Securities issued by states & political subdivisions | $2,700,000 | 3,906 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,261,000 | 5,671 |
| Mortgage-backed securities | $715,000 | 5,556 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $715,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $715,000 | 2,393 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,132,000 | 2,875 |
| Available-for-sale securities (fair market value) | $5,773,000 | 6,441 |
| Total debt securities | $6,905,000 | 6,870 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $7,461,000 | 6,857 |
| U.S. Government securities | $4,737,000 | 7,018 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,737,000 | 6,879 |
| Securities issued by states & political subdivisions | $2,724,000 | 3,939 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,262,000 | 5,667 |
| Mortgage-backed securities | $830,000 | 5,492 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $830,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 2,334 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,134,000 | 2,935 |
| Available-for-sale securities (fair market value) | $6,327,000 | 6,382 |
| Total debt securities | $7,461,000 | 6,806 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,560,000 | 7,087 |
| U.S. Government securities | $4,023,000 | 7,247 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,023,000 | 7,089 |
| Securities issued by states & political subdivisions | $2,537,000 | 4,060 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,865,000 | 5,943 |
| Mortgage-backed securities | $888,000 | 5,507 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $888,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $888,000 | 2,299 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,350,000 | 2,914 |
| Available-for-sale securities (fair market value) | $5,210,000 | 6,657 |
| Total debt securities | $6,560,000 | 7,030 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,898,000 | 7,039 |
| U.S. Government securities | $4,218,000 | 7,208 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,218,000 | 7,064 |
| Securities issued by states & political subdivisions | $2,680,000 | 3,976 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,724,000 | 6,011 |
| Mortgage-backed securities | $977,000 | 5,476 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $977,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 2,263 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,352,000 | 2,938 |
| Available-for-sale securities (fair market value) | $5,546,000 | 6,591 |
| Total debt securities | $6,898,000 | 6,979 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,759,000 | 6,876 |
| U.S. Government securities | $4,990,000 | 7,000 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,990,000 | 6,854 |
| Securities issued by states & political subdivisions | $2,769,000 | 3,910 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,980,000 | 5,871 |
| Mortgage-backed securities | $1,027,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,027,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 2,283 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,379,000 | 2,984 |
| Available-for-sale securities (fair market value) | $6,380,000 | 6,424 |
| Total debt securities | $7,759,000 | 6,818 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,051,000 | 6,874 |
| U.S. Government securities | $5,449,000 | 6,931 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,449,000 | 6,781 |
| Securities issued by states & political subdivisions | $2,602,000 | 4,006 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,640,000 | 5,570 |
| Mortgage-backed securities | $1,210,000 | 5,453 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,210,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $1,210,000 | 2,262 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,481,000 | 2,970 |
| Available-for-sale securities (fair market value) | $6,570,000 | 6,425 |
| Total debt securities | $8,051,000 | 6,820 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $7,173,000 | 7,084 |
| U.S. Government securities | $4,812,000 | 7,165 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,812,000 | 7,007 |
| Securities issued by states & political subdivisions | $2,361,000 | 4,131 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,978,000 | 5,926 |
| Mortgage-backed securities | $722,000 | 5,829 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $722,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,584 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,229,000 | 3,119 |
| Available-for-sale securities (fair market value) | $5,944,000 | 6,616 |
| Total debt securities | $7,173,000 | 7,023 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,453,000 | 7,068 |
| U.S. Government securities | $5,186,000 | 7,072 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,186,000 | 6,913 |
| Securities issued by states & political subdivisions | $2,267,000 | 4,197 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,995,000 | 5,932 |
| Mortgage-backed securities | $763,000 | 5,829 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $763,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 2,587 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,231,000 | 3,157 |
| Available-for-sale securities (fair market value) | $6,222,000 | 6,571 |
| Total debt securities | $7,453,000 | 7,004 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,664,000 | 7,108 |
| U.S. Government securities | $5,830,000 | 6,946 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,830,000 | 6,784 |
| Securities issued by states & political subdivisions | $1,834,000 | 4,480 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,311,000 | 5,742 |
| Mortgage-backed securities | $881,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $106,000 | 6,325 |
| Issued or guaranteed by U.S. | $106,000 | 6,308 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $775,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $775,000 | 2,629 |
| 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) | $1,273,000 | 3,159 |
| Available-for-sale securities (fair market value) | $6,391,000 | 6,599 |
| Total debt securities | $7,664,000 | 7,039 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,456,000 | 7,153 |
| U.S. Government securities | $5,465,000 | 7,028 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,465,000 | 6,856 |
| Securities issued by states & political subdivisions | $1,991,000 | 4,359 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,726,000 | 6,060 |
| Mortgage-backed securities | $918,000 | 5,841 |
| Certificates of participation in pools of residential mortgages | $131,000 | 6,276 |
| Issued or guaranteed by U.S. | $131,000 | 6,255 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $787,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $787,000 | 2,664 |
| 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) | $1,482,000 | 3,045 |
| Available-for-sale securities (fair market value) | $5,974,000 | 6,712 |
| Total debt securities | $7,456,000 | 7,065 |
| 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 | $6,976,000 | 7,328 |
| U.S. Government securities | $5,095,000 | 7,201 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,095,000 | 7,013 |
| Securities issued by states & political subdivisions | $1,881,000 | 4,473 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,381,000 | 6,241 |
| Mortgage-backed securities | $933,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $154,000 | 6,277 |
| Issued or guaranteed by U.S. | $154,000 | 6,252 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $779,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $779,000 | 2,803 |
| 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) | $1,380,000 | 3,145 |
| Available-for-sale securities (fair market value) | $5,596,000 | 6,843 |
| Total debt securities | $6,976,000 | 7,245 |
| 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 | $6,381,000 | 7,430 |
| U.S. Government securities | $4,446,000 | 7,314 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,446,000 | 7,137 |
| Securities issued by states & political subdivisions | $1,935,000 | 4,454 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,470,000 | 6,201 |
| Mortgage-backed securities | $590,000 | 6,169 |
| Certificates of participation in pools of residential mortgages | $184,000 | 6,270 |
| Issued or guaranteed by U.S. | $184,000 | 6,241 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $406,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 3,185 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,442,000 | 3,147 |
| Available-for-sale securities (fair market value) | $4,939,000 | 6,982 |
| Total debt securities | $6,381,000 | 7,343 |
| 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 | $6,308,000 | 7,408 |
| U.S. Government securities | $4,444,000 | 7,281 |
| U.S. Treasury securities | $201,000 | 2,184 |
| U.S. Government agency obligations | $4,243,000 | 7,164 |
| Securities issued by states & political subdivisions | $1,864,000 | 4,469 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,806,000 | 5,971 |
| Mortgage-backed securities | $348,000 | 6,480 |
| Certificates of participation in pools of residential mortgages | $247,000 | 6,192 |
| Issued or guaranteed by U.S. | $247,000 | 6,172 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $101,000 | 3,973 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,782 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,489,000 | 3,149 |
| Available-for-sale securities (fair market value) | $4,819,000 | 7,004 |
| Total debt securities | $6,308,000 | 7,318 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,586,000 | 7,387 |
| U.S. Government securities | $4,753,000 | 7,243 |
| U.S. Treasury securities | $203,000 | 2,218 |
| U.S. Government agency obligations | $4,550,000 | 7,109 |
| Securities issued by states & political subdivisions | $1,833,000 | 4,421 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,911,000 | 5,930 |
| Mortgage-backed securities | $563,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $308,000 | 6,097 |
| Issued or guaranteed by U.S. | $308,000 | 6,079 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $255,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,653 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,683,000 | 3,094 |
| Available-for-sale securities (fair market value) | $4,903,000 | 6,990 |
| Total debt securities | $6,586,000 | 7,289 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,997,000 | 7,538 |
| U.S. Government securities | $4,241,000 | 7,434 |
| U.S. Treasury securities | $205,000 | 2,355 |
| U.S. Government agency obligations | $4,036,000 | 7,325 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,461 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,916,000 | 5,948 |
| Mortgage-backed securities | $238,000 | 6,662 |
| Certificates of participation in pools of residential mortgages | $4,000 | 7,079 |
| Issued or guaranteed by U.S. | $4,000 | 7,056 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $234,000 | 3,907 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 3,739 |
| 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) | $1,907,000 | 3,077 |
| Available-for-sale securities (fair market value) | $4,090,000 | 7,213 |
| Total debt securities | $5,997,000 | 7,462 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $6,346,000 | 7,522 |
| U.S. Government securities | $4,730,000 | 7,337 |
| U.S. Treasury securities | $208,000 | 2,913 |
| U.S. Government agency obligations | $4,522,000 | 7,169 |
| Securities issued by states & political subdivisions | $1,616,000 | 4,634 |
| 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 | $2,337,000 | 5,734 |
| Mortgage-backed securities | $413,000 | 6,443 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,068 |
| Issued or guaranteed by U.S. | $6,000 | 7,045 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $407,000 | 3,847 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 3,677 |
| 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) | $2,107,000 | 3,148 |
| Available-for-sale securities (fair market value) | $4,239,000 | 7,207 |
| Total debt securities | $6,346,000 | 7,421 |
| 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 | $5,686,000 | 8,124 |
| U.S. Government securities | $4,184,000 | 8,098 |
| U.S. Treasury securities | $200,000 | 3,952 |
| U.S. Government agency obligations | $3,984,000 | 7,847 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,827 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,442,000 | 6,017 |
| Mortgage-backed securities | $8,000 | 7,421 |
| Certificates of participation in pools of residential mortgages | $8,000 | 7,019 |
| Issued or guaranteed by U.S. | $8,000 | 6,996 |
| 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) | $2,303,000 | 3,708 |
| Available-for-sale securities (fair market value) | $3,383,000 | 7,760 |
| Total debt securities | $5,686,000 | 7,992 |
| 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 | $6,103,000 | 8,306 |
| U.S. Government securities | $4,537,000 | 8,251 |
| U.S. Treasury securities | $597,000 | 4,241 |
| U.S. Government agency obligations | $3,940,000 | 8,024 |
| Securities issued by states & political subdivisions | $1,566,000 | 5,017 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,386,000 | 6,096 |
| Mortgage-backed securities | $9,000 | 7,776 |
| Certificates of participation in pools of residential mortgages | $9,000 | 7,354 |
| Issued or guaranteed by U.S. | $9,000 | 7,333 |
| 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) | $2,002,000 | 4,228 |
| Available-for-sale securities (fair market value) | $4,101,000 | 7,712 |
| Total debt securities | $6,103,000 | 8,184 |
| 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 | $5,348,000 | 8,645 |
| U.S. Government securities | $4,052,000 | 8,492 |
| U.S. Treasury securities | $864,000 | 5,378 |
| U.S. Government agency obligations | $3,188,000 | 8,117 |
| Securities issued by states & political subdivisions | $1,296,000 | 5,397 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,690,000 | 6,399 |
| Mortgage-backed securities | $19,000 | 7,929 |
| Certificates of participation in pools of residential mortgages | $19,000 | 7,484 |
| Issued or guaranteed by U.S. | $19,000 | 7,461 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $1,843,000 | 4,858 |
| Available-for-sale securities (fair market value) | $3,505,000 | 7,916 |
| Total debt securities | $5,348,000 | 8,516 |
| 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 | $4,306,000 | 9,486 |
| U.S. Government securities | $3,244,000 | 9,437 |
| U.S. Treasury securities | $1,557,000 | 5,591 |
| U.S. Government agency obligations | $1,687,000 | 9,263 |
| Securities issued by states & political subdivisions | $1,062,000 | 5,697 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,923,000 | 6,576 |
| Mortgage-backed securities | $35,000 | 8,206 |
| Certificates of participation in pools of residential mortgages | $35,000 | 7,666 |
| Issued or guaranteed by U.S. | $35,000 | 7,638 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,748,000 | 5,788 |
| Available-for-sale securities (fair market value) | $2,558,000 | 8,495 |
| Total debt securities | $4,306,000 | 9,383 |
| 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 | $3,666,000 | 10,303 |
| U.S. Government securities | $2,841,000 | 10,236 |
| U.S. Treasury securities | $1,348,000 | 6,752 |
| U.S. Government agency obligations | $1,493,000 | 9,822 |
| Securities issued by states & political subdivisions | $825,000 | 6,397 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,896,000 | 6,853 |
| Mortgage-backed securities | $55,000 | 8,690 |
| Certificates of participation in pools of residential mortgages | $55,000 | 8,107 |
| Issued or guaranteed by U.S. | $55,000 | 8,085 |
| 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) | $2,253,000 | 6,103 |
| Available-for-sale securities (fair market value) | $1,413,000 | 9,321 |
| Total debt securities | $3,666,000 | 10,201 |
| 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 | $3,545,000 | 10,807 |
| U.S. Government securities | $2,810,000 | 10,698 |
| U.S. Treasury securities | $1,155,000 | 8,189 |
| U.S. Government agency obligations | $1,655,000 | 10,021 |
| Securities issued by states & political subdivisions | $735,000 | 6,827 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,000 | 8,587 |
| Mortgage-backed securities | $81,000 | 9,108 |
| Certificates of participation in pools of residential mortgages | $81,000 | 8,399 |
| Issued or guaranteed by U.S. | $81,000 | 8,363 |
| 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) | $2,090,000 | 6,580 |
| Available-for-sale securities (fair market value) | $1,455,000 | 9,701 |
| Total debt securities | $3,545,000 | 10,700 |
| 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 | $3,197,000 | 11,619 |
| U.S. Government securities | $2,341,000 | 11,598 |
| U.S. Treasury securities | $1,451,000 | 9,019 |
| U.S. Government agency obligations | $890,000 | 11,001 |
| Securities issued by states & political subdivisions | $856,000 | 6,930 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,091,000 | 8,273 |
| Mortgage-backed securities | $99,000 | 9,607 |
| Certificates of participation in pools of residential mortgages | $99,000 | 8,824 |
| Issued or guaranteed by U.S. | $99,000 | 8,794 |
| 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) | $2,417,000 | 9,720 |
| Available-for-sale securities (fair market value) | $780,000 | 9,872 |
| Total debt securities | $3,197,000 | 11,528 |
| 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 | $3,722,000 | 11,851 |
| U.S. Government securities | $2,742,000 | 11,787 |
| U.S. Treasury securities | $1,675,000 | 8,926 |
| U.S. Government agency obligations | $1,067,000 | 11,120 |
| Securities issued by states & political subdivisions | $808,000 | 7,196 |
| Other domestic debt securities | $172,000 | 5,482 |
| 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 | $172,000 | 4,309 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,171,000 | 8,244 |
| Mortgage-backed securities | $152,000 | 10,115 |
| Certificates of participation in pools of residential mortgages | $152,000 | 9,211 |
| Issued or guaranteed by U.S. | $152,000 | 9,158 |
| 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 | $3,722,000 | 11,722 |
| 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 | $4,839,000 | 11,689 |
| U.S. Government securities | $4,368,000 | 11,201 |
| U.S. Treasury securities | $2,545,000 | 8,021 |
| U.S. Government agency obligations | $1,823,000 | 10,714 |
| Securities issued by states & political subdivisions | $296,000 | 8,381 |
| Other domestic debt securities | $175,000 | 6,320 |
| 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 | $175,000 | 4,886 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,012,000 | 8,629 |
| Mortgage-backed securities | $1,100,000 | 8,761 |
| Certificates of participation in pools of residential mortgages | $228,000 | 9,370 |
| Issued or guaranteed by U.S. | $228,000 | 9,299 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $872,000 | 5,292 |
| CMOs issued by government agencies or sponsored agencies | $872,000 | 4,900 |
| 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 | $4,839,000 | 11,541 |
| 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 |