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Downs Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $5,500,000 | 5,772 |
| U.S. Government securities | $5,500,000 | 5,235 |
| U.S. Treasury securities | $5,500,000 | 517 |
| U.S. Government agency obligations | $0 | 6,239 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,800,000 | 4,985 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,500,000 | 5,404 |
| Total debt securities | $5,500,000 | 5,752 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $5,717,000 | 5,818 |
| U.S. Government securities | $2,392,000 | 5,828 |
| U.S. Treasury securities | $189,000 | 1,299 |
| U.S. Government agency obligations | $2,203,000 | 5,766 |
| Securities issued by states & political subdivisions | $3,325,000 | 4,119 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,387,000 | 4,863 |
| Mortgage-backed securities | $5,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,259 |
| Issued or guaranteed by U.S. | $5,000 | 5,253 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $5,717,000 | 5,424 |
| Total debt securities | $5,718,000 | 5,800 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $5,940,000 | 5,851 |
| U.S. Government securities | $2,650,000 | 5,819 |
| U.S. Treasury securities | $186,000 | 1,151 |
| U.S. Government agency obligations | $2,464,000 | 5,764 |
| Securities issued by states & political subdivisions | $3,290,000 | 4,153 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,643,000 | 4,841 |
| Mortgage-backed securities | $6,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,306 |
| Issued or guaranteed by U.S. | $6,000 | 5,298 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,940,000 | 5,458 |
| Total debt securities | $5,940,000 | 5,827 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $6,072,000 | 5,869 |
| U.S. Government securities | $2,805,000 | 5,838 |
| U.S. Treasury securities | $180,000 | 1,084 |
| U.S. Government agency obligations | $2,625,000 | 5,771 |
| Securities issued by states & political subdivisions | $3,267,000 | 4,184 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,798,000 | 4,821 |
| Mortgage-backed securities | $7,000 | 5,521 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,341 |
| Issued or guaranteed by U.S. | $7,000 | 5,332 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $6,072,000 | 5,473 |
| Total debt securities | $6,073,000 | 5,847 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $6,586,000 | 5,870 |
| U.S. Government securities | $3,070,000 | 5,849 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,070,000 | 5,752 |
| Securities issued by states & political subdivisions | $3,477,000 | 4,142 |
| Other domestic debt securities | $39,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $39,000 | 888 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,075,000 | 5,060 |
| Mortgage-backed securities | $292,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $253,000 | 5,043 |
| Issued or guaranteed by U.S. | $253,000 | 5,037 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $39,000 | 3,547 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $39,000 | 851 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $6,586,000 | 5,477 |
| Total debt securities | $6,586,000 | 5,844 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,972,000 | 5,948 |
| U.S. Government securities | $2,925,000 | 5,898 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,925,000 | 5,793 |
| Securities issued by states & political subdivisions | $3,002,000 | 4,270 |
| Other domestic debt securities | $45,000 | 2,724 |
| Privately issued residential mortgage-backed securities | $45,000 | 902 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,076,000 | 5,085 |
| Mortgage-backed securities | $337,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $292,000 | 5,016 |
| Issued or guaranteed by U.S. | $292,000 | 5,009 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $45,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $45,000 | 864 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,972,000 | 5,581 |
| Total debt securities | $5,973,000 | 5,920 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $5,991,000 | 5,999 |
| U.S. Government securities | $3,393,000 | 5,845 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,393,000 | 5,742 |
| Securities issued by states & political subdivisions | $2,545,000 | 4,381 |
| Other domestic debt securities | $53,000 | 2,716 |
| Privately issued residential mortgage-backed securities | $53,000 | 935 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $381,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,032 |
| Issued or guaranteed by U.S. | $328,000 | 5,028 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $53,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $53,000 | 897 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $5,991,000 | 5,641 |
| Total debt securities | $5,991,000 | 5,971 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $5,686,000 | 6,091 |
| U.S. Government securities | $3,868,000 | 5,784 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,868,000 | 5,681 |
| Securities issued by states & political subdivisions | $1,818,000 | 4,624 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,041,000 | 5,186 |
| Mortgage-backed securities | $437,000 | 5,288 |
| Certificates of participation in pools of residential mortgages | $375,000 | 5,025 |
| Issued or guaranteed by U.S. | $375,000 | 5,021 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $62,000 | 3,621 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,457 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $5,686,000 | 5,705 |
| Total debt securities | $5,686,000 | 6,062 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,629,000 | 6,065 |
| U.S. Government securities | $4,812,000 | 5,721 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,812,000 | 5,616 |
| Securities issued by states & political subdivisions | $1,817,000 | 4,635 |
| 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 | $1,822,000 | 5,342 |
| Mortgage-backed securities | $507,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $436,000 | 5,094 |
| Issued or guaranteed by U.S. | $436,000 | 5,088 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $71,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,522 |
| 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) | $6,629,000 | 5,674 |
| Total debt securities | $6,631,000 | 6,037 |
| 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 | $6,794,000 | 6,093 |
| U.S. Government securities | $5,095,000 | 5,732 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,095,000 | 5,634 |
| Securities issued by states & political subdivisions | $1,699,000 | 4,670 |
| 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 | $1,829,000 | 5,391 |
| Mortgage-backed securities | $576,000 | 5,354 |
| Certificates of participation in pools of residential mortgages | $495,000 | 5,096 |
| Issued or guaranteed by U.S. | $495,000 | 5,089 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $81,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,523 |
| 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) | $6,794,000 | 5,683 |
| Total debt securities | $6,796,000 | 6,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,124,000 | 6,101 |
| U.S. Government securities | $5,638,000 | 5,735 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,638,000 | 5,624 |
| Securities issued by states & political subdivisions | $1,486,000 | 4,718 |
| 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 | $1,835,000 | 5,435 |
| Mortgage-backed securities | $661,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $562,000 | 5,069 |
| Issued or guaranteed by U.S. | $562,000 | 5,064 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $99,000 | 3,706 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,526 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $7,124,000 | 5,676 |
| Total debt securities | $7,125,000 | 6,075 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,118,000 | 6,248 |
| U.S. Government securities | $6,118,000 | 5,650 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,118,000 | 5,537 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $1,837,000 | 5,188 |
| Mortgage-backed securities | $753,000 | 5,295 |
| Certificates of participation in pools of residential mortgages | $629,000 | 5,002 |
| Issued or guaranteed by U.S. | $629,000 | 4,993 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $124,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,372 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $6,118,000 | 5,805 |
| Total debt securities | $6,118,000 | 6,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $5,605,000 | 6,353 |
| U.S. Government securities | $5,605,000 | 5,760 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,605,000 | 5,651 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $1,849,000 | 5,205 |
| Mortgage-backed securities | $590,000 | 5,367 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,150 |
| Issued or guaranteed by U.S. | $414,000 | 5,134 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $176,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 3,321 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $5,605,000 | 5,899 |
| Total debt securities | $5,604,000 | 6,318 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,705,000 | 6,288 |
| U.S. Government securities | $6,705,000 | 5,671 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,705,000 | 5,551 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $1,827,000 | 5,236 |
| Mortgage-backed securities | $712,000 | 5,327 |
| Certificates of participation in pools of residential mortgages | $441,000 | 5,139 |
| Issued or guaranteed by U.S. | $441,000 | 5,125 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $271,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,224 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $6,705,000 | 5,829 |
| Total debt securities | $6,705,000 | 6,258 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,110 |
| Fair value | $199,000 | 3,122 |
| 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 | $6,743,000 | 6,297 |
| U.S. Government securities | $6,743,000 | 5,663 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,743,000 | 5,543 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $1,546,000 | 5,352 |
| Mortgage-backed securities | $831,000 | 5,251 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,099 |
| Issued or guaranteed by U.S. | $464,000 | 5,087 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $367,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 3,115 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,743,000 | 5,825 |
| Total debt securities | $6,744,000 | 6,265 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,151 |
| Fair value | $192,000 | 3,162 |
| 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 | $5,924,000 | 6,373 |
| U.S. Government securities | $5,924,000 | 5,705 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,924,000 | 5,584 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $1,756,000 | 5,329 |
| Mortgage-backed securities | $988,000 | 5,167 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,017 |
| Issued or guaranteed by U.S. | $507,000 | 5,004 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $481,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 3,019 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,924,000 | 5,887 |
| Total debt securities | $5,924,000 | 6,344 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,042 |
| Fair value | $191,000 | 3,061 |
| 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 | $6,264,000 | 6,328 |
| U.S. Government securities | $6,264,000 | 5,598 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,264,000 | 5,477 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,782,000 | 5,390 |
| Mortgage-backed securities | $1,244,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $659,000 | 4,915 |
| Issued or guaranteed by U.S. | $659,000 | 4,904 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $585,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,921 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,264,000 | 5,827 |
| Total debt securities | $6,264,000 | 6,286 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,076 |
| Fair value | $199,000 | 3,092 |
| 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 | $5,565,000 | 6,526 |
| U.S. Government securities | $5,565,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,565,000 | 5,777 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,769,000 | 5,448 |
| Mortgage-backed securities | $1,418,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $727,000 | 4,928 |
| Issued or guaranteed by U.S. | $727,000 | 4,920 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $691,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $691,000 | 2,769 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,565,000 | 6,014 |
| Total debt securities | $5,566,000 | 6,484 |
| 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 | $5,852,000 | 6,562 |
| U.S. Government securities | $5,852,000 | 5,902 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,852,000 | 5,782 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,747,000 | 5,525 |
| Mortgage-backed securities | $1,544,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $766,000 | 5,035 |
| Issued or guaranteed by U.S. | $766,000 | 5,025 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $778,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $778,000 | 2,681 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,852,000 | 6,038 |
| Total debt securities | $5,852,000 | 6,521 |
| 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 | $5,247,000 | 6,679 |
| U.S. Government securities | $5,247,000 | 6,025 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,247,000 | 5,926 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,246,000 | 4,336 |
| Mortgage-backed securities | $1,225,000 | 5,290 |
| Certificates of participation in pools of residential mortgages | $381,000 | 5,389 |
| Issued or guaranteed by U.S. | $381,000 | 5,376 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $844,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $844,000 | 2,629 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,247,000 | 6,155 |
| Total debt securities | $5,246,000 | 6,640 |
| 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 | $5,303,000 | 6,734 |
| U.S. Government securities | $5,303,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,303,000 | 5,982 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,642,000 | 5,622 |
| Mortgage-backed securities | $1,263,000 | 5,350 |
| Certificates of participation in pools of residential mortgages | $404,000 | 5,446 |
| Issued or guaranteed by U.S. | $404,000 | 5,430 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $859,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 2,616 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,303,000 | 6,204 |
| Total debt securities | $5,302,000 | 6,693 |
| 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 | $5,310,000 | 6,748 |
| U.S. Government securities | $5,305,000 | 6,076 |
| U.S. Treasury securities | $201,000 | 965 |
| U.S. Government agency obligations | $5,104,000 | 6,039 |
| Securities issued by states & political subdivisions | $5,000 | 5,939 |
| 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 | $1,438,000 | 5,747 |
| Mortgage-backed securities | $1,290,000 | 5,386 |
| Certificates of participation in pools of residential mortgages | $424,000 | 5,489 |
| Issued or guaranteed by U.S. | $424,000 | 5,471 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $866,000 | 2,972 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 2,608 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,310,000 | 6,212 |
| Total debt securities | $5,310,000 | 6,708 |
| 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 | $4,418,000 | 6,961 |
| U.S. Government securities | $4,413,000 | 6,458 |
| U.S. Treasury securities | $203,000 | 897 |
| U.S. Government agency obligations | $4,210,000 | 6,431 |
| Securities issued by states & political subdivisions | $5,000 | 5,897 |
| 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 | $1,428,000 | 5,799 |
| Mortgage-backed securities | $901,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $238,000 | 5,717 |
| Issued or guaranteed by U.S. | $238,000 | 5,701 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $663,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,752 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,418,000 | 6,415 |
| Total debt securities | $4,418,000 | 6,922 |
| 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 | $4,426,000 | 7,032 |
| U.S. Government securities | $4,421,000 | 6,570 |
| U.S. Treasury securities | $205,000 | 878 |
| U.S. Government agency obligations | $4,216,000 | 6,521 |
| Securities issued by states & political subdivisions | $5,000 | 5,867 |
| 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 | $1,624,000 | 5,763 |
| Mortgage-backed securities | $719,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $259,000 | 5,703 |
| Issued or guaranteed by U.S. | $259,000 | 5,683 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $460,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $460,000 | 2,880 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,426,000 | 6,465 |
| Total debt securities | $4,427,000 | 6,990 |
| 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 | $4,356,000 | 7,054 |
| U.S. Government securities | $4,351,000 | 6,588 |
| U.S. Treasury securities | $204,000 | 927 |
| U.S. Government agency obligations | $4,147,000 | 6,547 |
| Securities issued by states & political subdivisions | $5,000 | 5,895 |
| 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 | $1,400,000 | 5,897 |
| Mortgage-backed securities | $487,000 | 5,867 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,152 |
| Issued or guaranteed by U.S. | $25,000 | 6,132 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $462,000 | 3,131 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,797 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,356,000 | 6,472 |
| Total debt securities | $4,355,000 | 7,012 |
| 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 | $4,097,000 | 7,191 |
| U.S. Government securities | $4,087,000 | 6,695 |
| U.S. Treasury securities | $204,000 | 927 |
| U.S. Government agency obligations | $3,883,000 | 6,670 |
| Securities issued by states & political subdivisions | $10,000 | 5,943 |
| 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 | $1,603,000 | 5,806 |
| Mortgage-backed securities | $480,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,173 |
| Issued or guaranteed by U.S. | $26,000 | 6,148 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $454,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 2,809 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,097,000 | 6,595 |
| Total debt securities | $4,097,000 | 7,133 |
| 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 | $4,392,000 | 7,152 |
| U.S. Government securities | $4,382,000 | 6,656 |
| U.S. Treasury securities | $208,000 | 956 |
| U.S. Government agency obligations | $4,174,000 | 6,613 |
| Securities issued by states & political subdivisions | $10,000 | 5,954 |
| 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 | $1,832,000 | 5,705 |
| Mortgage-backed securities | $485,000 | 5,862 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,157 |
| Issued or guaranteed by U.S. | $28,000 | 6,128 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $457,000 | 3,137 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,797 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,392,000 | 6,557 |
| Total debt securities | $4,391,000 | 7,097 |
| 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 | $4,023,000 | 7,324 |
| U.S. Government securities | $4,013,000 | 6,885 |
| U.S. Treasury securities | $204,000 | 1,055 |
| U.S. Government agency obligations | $3,809,000 | 6,855 |
| Securities issued by states & political subdivisions | $10,000 | 6,003 |
| 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 | $2,001,000 | 5,675 |
| Mortgage-backed securities | $486,000 | 5,736 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,083 |
| Issued or guaranteed by U.S. | $31,000 | 6,062 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $455,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 2,713 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,023,000 | 6,677 |
| Total debt securities | $4,021,000 | 7,270 |
| 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 | $4,395,000 | 7,272 |
| U.S. Government securities | $4,385,000 | 6,853 |
| U.S. Treasury securities | $402,000 | 1,042 |
| U.S. Government agency obligations | $3,983,000 | 6,866 |
| Securities issued by states & political subdivisions | $10,000 | 6,036 |
| 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 | $2,185,000 | 5,597 |
| Mortgage-backed securities | $482,000 | 5,688 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,034 |
| Issued or guaranteed by U.S. | $32,000 | 6,010 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $450,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 2,681 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,395,000 | 6,620 |
| Total debt securities | $4,394,000 | 7,230 |
| 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 | $4,355,000 | 7,319 |
| U.S. Government securities | $4,340,000 | 6,900 |
| U.S. Treasury securities | $398,000 | 1,165 |
| U.S. Government agency obligations | $3,942,000 | 6,910 |
| Securities issued by states & political subdivisions | $15,000 | 6,087 |
| 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 | $2,564,000 | 5,477 |
| Mortgage-backed securities | $281,000 | 5,888 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,050 |
| Issued or guaranteed by U.S. | $33,000 | 6,028 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $248,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 2,847 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,355,000 | 6,657 |
| Total debt securities | $4,355,000 | 7,277 |
| 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 | $4,972,000 | 7,240 |
| U.S. Government securities | $4,957,000 | 6,787 |
| U.S. Treasury securities | $596,000 | 1,106 |
| U.S. Government agency obligations | $4,361,000 | 6,805 |
| Securities issued by states & political subdivisions | $15,000 | 6,140 |
| 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 | $2,577,000 | 5,484 |
| Mortgage-backed securities | $293,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,037 |
| Issued or guaranteed by U.S. | $41,000 | 6,013 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $252,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 2,841 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,972,000 | 6,556 |
| Total debt securities | $4,971,000 | 7,194 |
| 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 | $5,056,000 | 7,244 |
| U.S. Government securities | $5,041,000 | 6,784 |
| U.S. Treasury securities | $594,000 | 1,153 |
| U.S. Government agency obligations | $4,447,000 | 6,825 |
| Securities issued by states & political subdivisions | $15,000 | 6,187 |
| 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 | $2,568,000 | 5,504 |
| Mortgage-backed securities | $293,000 | 5,898 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,049 |
| Issued or guaranteed by U.S. | $42,000 | 6,025 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $251,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,834 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,056,000 | 6,550 |
| Total debt securities | $5,056,000 | 7,196 |
| 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 | $4,793,000 | 7,391 |
| U.S. Government securities | $4,778,000 | 6,939 |
| U.S. Treasury securities | $592,000 | 1,218 |
| U.S. Government agency obligations | $4,186,000 | 6,976 |
| Securities issued by states & political subdivisions | $15,000 | 6,261 |
| 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 | $2,561,000 | 5,552 |
| Mortgage-backed securities | $43,000 | 6,397 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,089 |
| Issued or guaranteed by U.S. | $43,000 | 6,060 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,793,000 | 6,659 |
| Total debt securities | $4,791,000 | 7,340 |
| 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 | $4,736,000 | 7,451 |
| U.S. Government securities | $4,716,000 | 6,995 |
| U.S. Treasury securities | $588,000 | 1,257 |
| U.S. Government agency obligations | $4,128,000 | 7,005 |
| Securities issued by states & political subdivisions | $20,000 | 6,306 |
| 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 | $2,144,000 | 5,731 |
| Mortgage-backed securities | $48,000 | 6,428 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,117 |
| Issued or guaranteed by U.S. | $48,000 | 6,090 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,736,000 | 6,695 |
| Total debt securities | $4,730,000 | 7,401 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,925 |
| Fair value | $244,000 | 2,952 |
| 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 | $5,168,000 | 7,376 |
| U.S. Government securities | $5,148,000 | 6,879 |
| U.S. Treasury securities | $988,000 | 1,181 |
| U.S. Government agency obligations | $4,160,000 | 7,046 |
| Securities issued by states & political subdivisions | $20,000 | 6,328 |
| 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 | $1,371,000 | 6,170 |
| Mortgage-backed securities | $50,000 | 6,457 |
| Certificates of participation in pools of residential mortgages | $50,000 | 6,136 |
| Issued or guaranteed by U.S. | $50,000 | 6,113 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,168,000 | 6,638 |
| Total debt securities | $5,169,000 | 7,320 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $249,000 | 2,917 |
| 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 | $4,736,000 | 7,513 |
| U.S. Government securities | $4,716,000 | 7,039 |
| U.S. Treasury securities | $991,000 | 1,181 |
| U.S. Government agency obligations | $3,725,000 | 7,197 |
| Securities issued by states & political subdivisions | $20,000 | 6,378 |
| 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 | $1,376,000 | 6,197 |
| Mortgage-backed securities | $53,000 | 6,519 |
| Certificates of participation in pools of residential mortgages | $53,000 | 6,179 |
| Issued or guaranteed by U.S. | $53,000 | 6,157 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,736,000 | 6,761 |
| Total debt securities | $4,737,000 | 7,457 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,899 |
| Fair value | $248,000 | 2,906 |
| 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 | $4,865,000 | 7,515 |
| U.S. Government securities | $4,845,000 | 7,008 |
| U.S. Treasury securities | $1,093,000 | 1,087 |
| U.S. Government agency obligations | $3,752,000 | 7,218 |
| Securities issued by states & political subdivisions | $20,000 | 6,418 |
| 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 | $1,282,000 | 6,251 |
| Mortgage-backed securities | $58,000 | 6,530 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,200 |
| Issued or guaranteed by U.S. | $56,000 | 6,181 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,316 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,865,000 | 6,751 |
| Total debt securities | $4,865,000 | 7,455 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,848 |
| Fair value | $248,000 | 2,869 |
| 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 | $5,036,000 | 7,509 |
| U.S. Government securities | $5,011,000 | 6,992 |
| U.S. Treasury securities | $1,100,000 | 1,118 |
| U.S. Government agency obligations | $3,911,000 | 7,212 |
| Securities issued by states & political subdivisions | $25,000 | 6,420 |
| 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 | $1,293,000 | 6,250 |
| Mortgage-backed securities | $181,000 | 6,315 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,243 |
| Issued or guaranteed by U.S. | $59,000 | 6,224 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $122,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,055 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,036,000 | 6,723 |
| Total debt securities | $5,036,000 | 7,441 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,828 |
| Fair value | $249,000 | 2,842 |
| 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 | $4,908,000 | 7,621 |
| U.S. Government securities | $4,882,000 | 7,110 |
| U.S. Treasury securities | $1,095,000 | 1,197 |
| U.S. Government agency obligations | $3,787,000 | 7,308 |
| Securities issued by states & political subdivisions | $26,000 | 6,467 |
| 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 | $1,282,000 | 6,296 |
| Mortgage-backed securities | $299,000 | 6,203 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,319 |
| Issued or guaranteed by U.S. | $62,000 | 6,301 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $237,000 | 3,236 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 2,957 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $4,908,000 | 6,834 |
| Total debt securities | $4,908,000 | 7,564 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,788 |
| Fair value | $246,000 | 2,830 |
| 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 | $4,388,000 | 7,801 |
| U.S. Government securities | $4,362,000 | 7,310 |
| U.S. Treasury securities | $501,000 | 1,586 |
| U.S. Government agency obligations | $3,861,000 | 7,310 |
| Securities issued by states & political subdivisions | $26,000 | 6,509 |
| 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 | $1,098,000 | 6,420 |
| Mortgage-backed securities | $317,000 | 6,227 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,353 |
| Issued or guaranteed by U.S. | $66,000 | 6,339 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $251,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,967 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $4,388,000 | 7,002 |
| Total debt securities | $4,388,000 | 7,739 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,726 |
| Fair value | $248,000 | 2,763 |
| 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 | $4,117,000 | 7,889 |
| U.S. Government securities | $4,090,000 | 7,419 |
| U.S. Treasury securities | $506,000 | 1,573 |
| U.S. Government agency obligations | $3,584,000 | 7,421 |
| Securities issued by states & political subdivisions | $27,000 | 6,553 |
| 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 | $1,107,000 | 6,444 |
| Mortgage-backed securities | $320,000 | 6,273 |
| Certificates of participation in pools of residential mortgages | $69,000 | 6,375 |
| Issued or guaranteed by U.S. | $69,000 | 6,361 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $251,000 | 3,278 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,995 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $4,117,000 | 7,101 |
| Total debt securities | $4,117,000 | 7,831 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,703 |
| Fair value | $249,000 | 2,749 |
| 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 | $3,995,000 | 7,981 |
| U.S. Government securities | $3,963,000 | 7,535 |
| U.S. Treasury securities | $303,000 | 1,854 |
| U.S. Government agency obligations | $3,660,000 | 7,472 |
| Securities issued by states & political subdivisions | $32,000 | 6,590 |
| 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 | $803,000 | 6,688 |
| Mortgage-backed securities | $334,000 | 6,332 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,397 |
| Issued or guaranteed by U.S. | $83,000 | 6,381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $251,000 | 3,338 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 3,059 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,995,000 | 7,196 |
| Total debt securities | $3,995,000 | 7,920 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,656 |
| Fair value | $244,000 | 2,705 |
| 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 | $4,009,000 | 7,988 |
| U.S. Government securities | $3,976,000 | 7,492 |
| U.S. Treasury securities | $207,000 | 1,931 |
| U.S. Government agency obligations | $3,769,000 | 7,401 |
| Securities issued by states & political subdivisions | $33,000 | 6,585 |
| 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 | $921,000 | 6,609 |
| Mortgage-backed securities | $352,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $96,000 | 6,374 |
| Issued or guaranteed by U.S. | $96,000 | 6,354 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $256,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 3,118 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,009,000 | 7,202 |
| Total debt securities | $4,009,000 | 7,913 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,444 |
| Fair value | $252,000 | 2,461 |
| 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 | $3,792,000 | 8,122 |
| U.S. Government securities | $3,760,000 | 7,633 |
| U.S. Treasury securities | $208,000 | 2,054 |
| U.S. Government agency obligations | $3,552,000 | 7,512 |
| Securities issued by states & political subdivisions | $32,000 | 6,668 |
| 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 | $920,000 | 6,608 |
| Mortgage-backed securities | $365,000 | 6,359 |
| Certificates of participation in pools of residential mortgages | $115,000 | 6,374 |
| Issued or guaranteed by U.S. | $115,000 | 6,349 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $250,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 3,300 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,792,000 | 7,289 |
| Total debt securities | $3,792,000 | 8,052 |
| 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 | $3,418,000 | 8,186 |
| U.S. Government securities | $3,386,000 | 7,685 |
| U.S. Treasury securities | $210,000 | 2,113 |
| U.S. Government agency obligations | $3,176,000 | 7,571 |
| Securities issued by states & political subdivisions | $32,000 | 6,711 |
| 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 | $926,000 | 6,623 |
| Mortgage-backed securities | $386,000 | 6,391 |
| Certificates of participation in pools of residential mortgages | $130,000 | 6,376 |
| Issued or guaranteed by U.S. | $130,000 | 6,348 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $256,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 3,364 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,418,000 | 7,359 |
| Total debt securities | $3,418,000 | 8,101 |
| 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 | $3,694,000 | 8,107 |
| U.S. Government securities | $3,435,000 | 7,658 |
| U.S. Treasury securities | $213,000 | 2,142 |
| U.S. Government agency obligations | $3,222,000 | 7,557 |
| Securities issued by states & political subdivisions | $259,000 | 6,254 |
| 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 | $936,000 | 6,639 |
| Mortgage-backed securities | $423,000 | 6,401 |
| Certificates of participation in pools of residential mortgages | $160,000 | 6,342 |
| Issued or guaranteed by U.S. | $160,000 | 6,319 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $263,000 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,546 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,694,000 | 7,279 |
| Total debt securities | $3,694,000 | 8,027 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,526,000 | 8,221 |
| U.S. Government securities | $3,267,000 | 7,783 |
| U.S. Treasury securities | $212,000 | 2,199 |
| U.S. Government agency obligations | $3,055,000 | 7,674 |
| Securities issued by states & political subdivisions | $259,000 | 6,249 |
| 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 | $927,000 | 6,666 |
| Mortgage-backed securities | $468,000 | 6,381 |
| Certificates of participation in pools of residential mortgages | $187,000 | 6,293 |
| Issued or guaranteed by U.S. | $187,000 | 6,273 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $281,000 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 3,623 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,526,000 | 7,348 |
| Total debt securities | $3,526,000 | 8,145 |
| 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 | $4,073,000 | 8,110 |
| U.S. Government securities | $3,810,000 | 7,615 |
| U.S. Treasury securities | $414,000 | 2,143 |
| U.S. Government agency obligations | $3,396,000 | 7,558 |
| Securities issued by states & political subdivisions | $263,000 | 6,239 |
| 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 | $930,000 | 6,695 |
| Mortgage-backed securities | $346,000 | 6,519 |
| Certificates of participation in pools of residential mortgages | $214,000 | 6,223 |
| Issued or guaranteed by U.S. | $214,000 | 6,204 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $132,000 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,887 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,073,000 | 7,225 |
| Total debt securities | $4,073,000 | 8,025 |
| 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 | $2,959,000 | 8,593 |
| U.S. Government securities | $2,552,000 | 8,262 |
| U.S. Treasury securities | $413,000 | 2,670 |
| U.S. Government agency obligations | $2,139,000 | 8,210 |
| Securities issued by states & political subdivisions | $407,000 | 6,086 |
| 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 | $820,000 | 6,923 |
| Mortgage-backed securities | $1,037,000 | 5,852 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,696 |
| Issued or guaranteed by U.S. | $510,000 | 5,675 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $527,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $527,000 | 3,518 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,959,000 | 7,636 |
| Total debt securities | $2,959,000 | 8,500 |
| 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 | $3,899,000 | 8,735 |
| U.S. Government securities | $3,493,000 | 8,413 |
| U.S. Treasury securities | $605,000 | 3,134 |
| U.S. Government agency obligations | $2,888,000 | 8,322 |
| Securities issued by states & political subdivisions | $400,000 | 6,261 |
| 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 | $6,000 | 7,996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 7,260 |
| Mortgage-backed securities | $1,786,000 | 4,908 |
| Certificates of participation in pools of residential mortgages | $730,000 | 5,105 |
| Issued or guaranteed by U.S. | $730,000 | 5,091 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,056,000 | 2,783 |
| CMOs issued by government agencies or sponsored agencies | $1,056,000 | 2,628 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $3,899,000 | 7,590 |
| Total debt securities | $3,893,000 | 8,631 |
| 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 | $4,931,000 | 8,695 |
| U.S. Government securities | $4,323,000 | 8,355 |
| U.S. Treasury securities | $592,000 | 4,254 |
| U.S. Government agency obligations | $3,731,000 | 8,129 |
| Securities issued by states & political subdivisions | $602,000 | 6,218 |
| 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 | $6,000 | 8,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,180,000 | 6,999 |
| Mortgage-backed securities | $2,455,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $981,000 | 5,045 |
| Issued or guaranteed by U.S. | $981,000 | 5,034 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,474,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $1,474,000 | 2,551 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $4,931,000 | 7,444 |
| Total debt securities | $4,925,000 | 8,584 |
| 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 | $4,455,000 | 8,952 |
| U.S. Government securities | $3,585,000 | 8,710 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,585,000 | 7,907 |
| Securities issued by states & political subdivisions | $864,000 | 5,968 |
| 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 | $6,000 | 7,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $911,000 | 7,300 |
| Mortgage-backed securities | $2,109,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,863 |
| Issued or guaranteed by U.S. | $571,000 | 5,849 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,538,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $1,538,000 | 2,749 |
| 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) | $136,000 | 6,339 |
| Available-for-sale securities (fair market value) | $4,319,000 | 7,609 |
| Total debt securities | $4,449,000 | 8,818 |
| 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 | $4,405,000 | 9,453 |
| U.S. Government securities | $3,477,000 | 9,324 |
| U.S. Treasury securities | $299,000 | 7,559 |
| U.S. Government agency obligations | $3,178,000 | 8,299 |
| Securities issued by states & political subdivisions | $922,000 | 5,955 |
| 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 | $6,000 | 8,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,000 | 7,279 |
| Mortgage-backed securities | $953,000 | 6,392 |
| Certificates of participation in pools of residential mortgages | $514,000 | 6,129 |
| Issued or guaranteed by U.S. | $514,000 | 6,109 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $439,000 | 4,126 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 3,990 |
| 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) | $205,000 | 7,067 |
| Available-for-sale securities (fair market value) | $4,200,000 | 7,800 |
| Total debt securities | $4,399,000 | 9,348 |
| 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 | $4,505,000 | 9,988 |
| U.S. Government securities | $4,280,000 | 9,538 |
| U.S. Treasury securities | $800,000 | 7,601 |
| U.S. Government agency obligations | $3,480,000 | 8,516 |
| Securities issued by states & political subdivisions | $219,000 | 7,852 |
| 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 | $6,000 | 8,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 7,582 |
| Mortgage-backed securities | $976,000 | 6,883 |
| Certificates of participation in pools of residential mortgages | $279,000 | 7,225 |
| Issued or guaranteed by U.S. | $279,000 | 7,207 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $697,000 | 4,184 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 4,028 |
| 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) | $205,000 | 7,735 |
| Available-for-sale securities (fair market value) | $4,300,000 | 8,088 |
| Total debt securities | $4,499,000 | 9,883 |
| 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 | $5,906,000 | 9,819 |
| U.S. Government securities | $5,900,000 | 9,117 |
| U.S. Treasury securities | $1,606,000 | 7,584 |
| U.S. Government agency obligations | $4,294,000 | 8,137 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,106,000 | 7,929 |
| Mortgage-backed securities | $1,221,000 | 7,026 |
| Certificates of participation in pools of residential mortgages | $327,000 | 7,453 |
| Issued or guaranteed by U.S. | $327,000 | 7,419 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $894,000 | 4,398 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 4,229 |
| 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) | $405,000 | 7,916 |
| Available-for-sale securities (fair market value) | $5,501,000 | 7,781 |
| Total debt securities | $5,900,000 | 9,715 |
| 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 | $6,784,000 | 10,011 |
| U.S. Government securities | $6,678,000 | 9,279 |
| U.S. Treasury securities | $2,236,000 | 7,944 |
| U.S. Government agency obligations | $4,442,000 | 8,061 |
| Securities issued by states & political subdivisions | $100,000 | 9,046 |
| 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 | $6,000 | 8,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $765,000 | 8,817 |
| Mortgage-backed securities | $1,074,000 | 7,651 |
| Certificates of participation in pools of residential mortgages | $393,000 | 7,698 |
| Issued or guaranteed by U.S. | $393,000 | 7,669 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $681,000 | 4,969 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 4,768 |
| 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) | $1,005,000 | 10,748 |
| Available-for-sale securities (fair market value) | $5,779,000 | 6,473 |
| Total debt securities | $6,778,000 | 9,919 |
| 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 | $7,351,000 | 10,152 |
| U.S. Government securities | $6,996,000 | 9,428 |
| U.S. Treasury securities | $1,714,000 | 8,888 |
| U.S. Government agency obligations | $5,282,000 | 7,706 |
| Securities issued by states & political subdivisions | $100,000 | 9,288 |
| Other domestic debt securities | $249,000 | 5,085 |
| 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 | $249,000 | 3,993 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $606,000 | 9,261 |
| Mortgage-backed securities | $1,349,000 | 7,980 |
| Certificates of participation in pools of residential mortgages | $587,000 | 7,870 |
| Issued or guaranteed by U.S. | $587,000 | 7,817 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $762,000 | 5,301 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 5,076 |
| 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 | $7,344,000 | 10,020 |
| 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 | $7,077,000 | 10,485 |
| U.S. Government securities | $6,620,000 | 9,793 |
| U.S. Treasury securities | $1,302,000 | 9,818 |
| U.S. Government agency obligations | $5,318,000 | 7,789 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| Other domestic debt securities | $351,000 | 5,578 |
| Privately issued residential mortgage-backed securities | $103,000 | 3,469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $248,000 | 4,587 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,000 | 9,482 |
| Mortgage-backed securities | $2,117,000 | 7,525 |
| Certificates of participation in pools of residential mortgages | $863,000 | 7,776 |
| Issued or guaranteed by U.S. | $863,000 | 7,713 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,254,000 | 4,729 |
| CMOs issued by government agencies or sponsored agencies | $1,151,000 | 4,450 |
| Privately issued | $103,000 | 2,976 |
| 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 | $7,071,000 | 10,362 |
| 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 |