Home > First Bank & Trust of Milbank > Securities
First Bank & Trust of Milbank, Securities
| 2015-06-30 | Rank | |
| Total securities | $34,202,000 | 3,234 |
| U.S. Government securities | $24,964,000 | 2,856 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $24,964,000 | 2,768 |
| Securities issued by states & political subdivisions | $9,076,000 | 2,957 |
| Other domestic debt securities | $162,000 | 2,169 |
| Privately issued residential mortgage-backed securities | $162,000 | 580 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,068,000 | 2,081 |
| Mortgage-backed securities | $11,238,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $3,676,000 | 3,455 |
| Issued or guaranteed by U.S. | $3,676,000 | 3,452 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,031,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $4,869,000 | 1,677 |
| Privately issued | $162,000 | 551 |
| Commercial mortgage-backed securities | $2,531,000 | 646 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,531,000 | 429 |
| Held to maturity securities (book value) | $6,827,000 | 1,229 |
| Available-for-sale securities (fair market value) | $27,375,000 | 3,339 |
| Total debt securities | $34,201,000 | 3,208 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $35,689,000 | 3,201 |
| U.S. Government securities | $25,807,000 | 2,848 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $25,807,000 | 2,761 |
| Securities issued by states & political subdivisions | $9,703,000 | 2,878 |
| Other domestic debt securities | $179,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $179,000 | 611 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,263,000 | 2,356 |
| Mortgage-backed securities | $11,711,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $3,974,000 | 3,464 |
| Issued or guaranteed by U.S. | $3,974,000 | 3,462 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,172,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $4,993,000 | 1,694 |
| Privately issued | $179,000 | 578 |
| Commercial mortgage-backed securities | $2,565,000 | 623 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,565,000 | 413 |
| Held to maturity securities (book value) | $7,439,000 | 1,207 |
| Available-for-sale securities (fair market value) | $28,250,000 | 3,315 |
| Total debt securities | $35,689,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $36,193,000 | 3,202 |
| U.S. Government securities | $25,885,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $25,885,000 | 2,768 |
| Securities issued by states & political subdivisions | $10,110,000 | 2,818 |
| Other domestic debt securities | $198,000 | 2,235 |
| Privately issued residential mortgage-backed securities | $198,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,583,000 | 2,515 |
| Mortgage-backed securities | $11,965,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $4,216,000 | 3,472 |
| Issued or guaranteed by U.S. | $4,216,000 | 3,467 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,214,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $5,016,000 | 1,719 |
| Privately issued | $198,000 | 569 |
| Commercial mortgage-backed securities | $2,535,000 | 613 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,535,000 | 393 |
| Held to maturity securities (book value) | $7,856,000 | 1,197 |
| Available-for-sale securities (fair market value) | $28,337,000 | 3,349 |
| Total debt securities | $36,193,000 | 3,177 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $36,757,000 | 3,250 |
| U.S. Government securities | $26,059,000 | 2,936 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $26,059,000 | 2,838 |
| Securities issued by states & political subdivisions | $10,486,000 | 2,804 |
| Other domestic debt securities | $212,000 | 2,280 |
| Privately issued residential mortgage-backed securities | $212,000 | 637 |
| 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 | $16,025,000 | 2,562 |
| Mortgage-backed securities | $12,247,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $4,463,000 | 3,489 |
| Issued or guaranteed by U.S. | $4,463,000 | 3,488 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,261,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $5,049,000 | 1,740 |
| Privately issued | $212,000 | 607 |
| Commercial mortgage-backed securities | $2,523,000 | 595 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $2,523,000 | 360 |
| Held to maturity securities (book value) | $8,237,000 | 1,196 |
| Available-for-sale securities (fair market value) | $28,520,000 | 3,406 |
| Total debt securities | $36,756,000 | 3,223 |
| 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 | $37,339,000 | 3,267 |
| U.S. Government securities | $26,462,000 | 2,973 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $26,462,000 | 2,877 |
| Securities issued by states & political subdivisions | $10,657,000 | 2,800 |
| Other domestic debt securities | $220,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $220,000 | 642 |
| 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 | $17,867,000 | 2,410 |
| Mortgage-backed securities | $12,651,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $4,758,000 | 3,487 |
| Issued or guaranteed by U.S. | $4,758,000 | 3,487 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,357,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $5,137,000 | 1,742 |
| Privately issued | $220,000 | 614 |
| Commercial mortgage-backed securities | $2,536,000 | 595 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,536,000 | 348 |
| Held to maturity securities (book value) | $8,414,000 | 1,201 |
| Available-for-sale securities (fair market value) | $28,925,000 | 3,431 |
| Total debt securities | $37,339,000 | 3,240 |
| 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 | $37,529,000 | 3,252 |
| U.S. Government securities | $26,617,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $26,617,000 | 2,887 |
| Securities issued by states & political subdivisions | $10,674,000 | 2,797 |
| Other domestic debt securities | $238,000 | 2,385 |
| Privately issued residential mortgage-backed securities | $238,000 | 656 |
| 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 | $16,606,000 | 2,529 |
| Mortgage-backed securities | $12,872,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $4,925,000 | 3,487 |
| Issued or guaranteed by U.S. | $4,925,000 | 3,487 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,429,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $5,191,000 | 1,741 |
| Privately issued | $238,000 | 629 |
| Commercial mortgage-backed securities | $2,518,000 | 567 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,518,000 | 327 |
| Held to maturity securities (book value) | $8,435,000 | 1,186 |
| Available-for-sale securities (fair market value) | $29,094,000 | 3,442 |
| Total debt securities | $37,530,000 | 3,221 |
| 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 | $37,791,000 | 3,238 |
| U.S. Government securities | $26,807,000 | 2,930 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,807,000 | 2,856 |
| Securities issued by states & political subdivisions | $10,742,000 | 2,786 |
| Other domestic debt securities | $242,000 | 2,428 |
| Privately issued residential mortgage-backed securities | $242,000 | 687 |
| 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 | $16,896,000 | 2,504 |
| Mortgage-backed securities | $13,182,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $5,197,000 | 3,436 |
| Issued or guaranteed by U.S. | $5,197,000 | 3,434 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,491,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $5,249,000 | 1,741 |
| Privately issued | $242,000 | 656 |
| Commercial mortgage-backed securities | $2,494,000 | 530 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,494,000 | 315 |
| Held to maturity securities (book value) | $8,508,000 | 1,166 |
| Available-for-sale securities (fair market value) | $29,283,000 | 3,430 |
| Total debt securities | $37,791,000 | 3,206 |
| 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 | $38,731,000 | 3,220 |
| U.S. Government securities | $27,414,000 | 2,927 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,414,000 | 2,859 |
| Securities issued by states & political subdivisions | $11,072,000 | 2,742 |
| Other domestic debt securities | $245,000 | 2,487 |
| Privately issued residential mortgage-backed securities | $245,000 | 718 |
| 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 | $17,965,000 | 2,383 |
| Mortgage-backed securities | $13,705,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $5,543,000 | 3,383 |
| Issued or guaranteed by U.S. | $5,543,000 | 3,380 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,659,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $5,414,000 | 1,743 |
| Privately issued | $245,000 | 688 |
| Commercial mortgage-backed securities | $2,503,000 | 515 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,503,000 | 311 |
| Held to maturity securities (book value) | $8,831,000 | 1,119 |
| Available-for-sale securities (fair market value) | $29,900,000 | 3,420 |
| Total debt securities | $38,730,000 | 3,185 |
| 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 | $41,419,000 | 3,048 |
| U.S. Government securities | $28,332,000 | 2,869 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,332,000 | 2,804 |
| Securities issued by states & political subdivisions | $11,831,000 | 2,627 |
| Other domestic debt securities | $1,256,000 | 1,844 |
| Privately issued residential mortgage-backed securities | $258,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $998,000 | 325 |
| 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 | $20,346,000 | 2,183 |
| Mortgage-backed securities | $14,467,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $6,109,000 | 3,247 |
| Issued or guaranteed by U.S. | $6,109,000 | 3,244 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,870,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $5,612,000 | 1,750 |
| Privately issued | $258,000 | 703 |
| Commercial mortgage-backed securities | $2,488,000 | 499 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,488,000 | 284 |
| Held to maturity securities (book value) | $9,561,000 | 1,021 |
| Available-for-sale securities (fair market value) | $31,858,000 | 3,305 |
| Total debt securities | $41,421,000 | 3,015 |
| 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 | $38,735,000 | 3,211 |
| U.S. Government securities | $26,573,000 | 3,016 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $26,573,000 | 2,945 |
| Securities issued by states & political subdivisions | $11,897,000 | 2,598 |
| Other domestic debt securities | $265,000 | 2,512 |
| Privately issued residential mortgage-backed securities | $265,000 | 771 |
| 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 | $13,718,000 | 2,813 |
| Mortgage-backed securities | $12,042,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $4,817,000 | 3,570 |
| Issued or guaranteed by U.S. | $4,817,000 | 3,568 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,159,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $5,894,000 | 1,767 |
| Privately issued | $265,000 | 740 |
| Commercial mortgage-backed securities | $1,066,000 | 577 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $1,066,000 | 305 |
| Held to maturity securities (book value) | $9,585,000 | 995 |
| Available-for-sale securities (fair market value) | $29,150,000 | 3,499 |
| Total debt securities | $38,736,000 | 3,182 |
| 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 | $36,463,000 | 3,281 |
| U.S. Government securities | $24,194,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $24,194,000 | 3,065 |
| Securities issued by states & political subdivisions | $11,991,000 | 2,563 |
| Other domestic debt securities | $278,000 | 2,496 |
| Privately issued residential mortgage-backed securities | $278,000 | 799 |
| 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 | $14,275,000 | 2,740 |
| Mortgage-backed securities | $11,630,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $5,277,000 | 3,456 |
| Issued or guaranteed by U.S. | $5,277,000 | 3,454 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,353,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $6,075,000 | 1,799 |
| Privately issued | $278,000 | 767 |
| 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) | $9,685,000 | 984 |
| Available-for-sale securities (fair market value) | $26,778,000 | 3,609 |
| Total debt securities | $36,462,000 | 3,244 |
| 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 | $37,294,000 | 3,276 |
| U.S. Government securities | $25,130,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $25,130,000 | 3,069 |
| Securities issued by states & political subdivisions | $11,883,000 | 2,549 |
| Other domestic debt securities | $281,000 | 2,577 |
| Privately issued residential mortgage-backed securities | $281,000 | 841 |
| 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 | $11,886,000 | 3,037 |
| Mortgage-backed securities | $12,572,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $6,076,000 | 3,455 |
| Issued or guaranteed by U.S. | $6,076,000 | 3,455 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,496,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $6,215,000 | 1,841 |
| Privately issued | $281,000 | 809 |
| 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) | $9,597,000 | 998 |
| Available-for-sale securities (fair market value) | $27,697,000 | 3,561 |
| Total debt securities | $37,295,000 | 3,248 |
| 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 | $42,178,000 | 3,033 |
| U.S. Government securities | $26,909,000 | 3,052 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $26,909,000 | 2,994 |
| Securities issued by states & political subdivisions | $11,861,000 | 2,500 |
| Other domestic debt securities | $3,408,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $410,000 | 837 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,998,000 | 187 |
| 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 | $17,302,000 | 2,504 |
| Mortgage-backed securities | $13,808,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $7,105,000 | 3,275 |
| Issued or guaranteed by U.S. | $7,105,000 | 3,275 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,703,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $6,293,000 | 1,835 |
| Privately issued | $410,000 | 804 |
| 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) | $42,178,000 | 2,797 |
| Total debt securities | $42,178,000 | 3,008 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,290 |
| Fair value | $751,000 | 2,306 |
| 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 | $40,970,000 | 3,101 |
| U.S. Government securities | $27,277,000 | 3,062 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,277,000 | 3,005 |
| Securities issued by states & political subdivisions | $11,775,000 | 2,425 |
| Other domestic debt securities | $1,918,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $418,000 | 867 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,500,000 | 189 |
| 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 | $11,855,000 | 3,106 |
| Mortgage-backed securities | $14,409,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $5,904,000 | 3,510 |
| Issued or guaranteed by U.S. | $5,904,000 | 3,507 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,505,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $8,087,000 | 1,661 |
| Privately issued | $418,000 | 834 |
| 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) | $40,970,000 | 2,856 |
| Total debt securities | $40,970,000 | 3,073 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,535 |
| Fair value | $756,000 | 2,536 |
| 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 | $34,668,000 | 3,357 |
| U.S. Government securities | $23,386,000 | 3,317 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,386,000 | 3,245 |
| Securities issued by states & political subdivisions | $10,849,000 | 2,511 |
| Other domestic debt securities | $433,000 | 2,415 |
| Privately issued residential mortgage-backed securities | $433,000 | 947 |
| 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 | $14,285,000 | 2,643 |
| Mortgage-backed securities | $14,908,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $6,312,000 | 3,341 |
| Issued or guaranteed by U.S. | $6,312,000 | 3,340 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,596,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $8,163,000 | 1,574 |
| Privately issued | $433,000 | 898 |
| 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) | $34,668,000 | 3,082 |
| Total debt securities | $34,668,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,436 |
| Fair value | $761,000 | 2,438 |
| 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 | $26,222,000 | 3,899 |
| U.S. Government securities | $15,917,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,917,000 | 3,943 |
| Securities issued by states & political subdivisions | $9,824,000 | 2,604 |
| Other domestic debt securities | $481,000 | 2,377 |
| Privately issued residential mortgage-backed securities | $481,000 | 960 |
| 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 | $11,660,000 | 2,943 |
| Mortgage-backed securities | $9,560,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $3,747,000 | 3,861 |
| Issued or guaranteed by U.S. | $3,747,000 | 3,849 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,813,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $5,332,000 | 1,867 |
| Privately issued | $481,000 | 908 |
| 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) | $26,222,000 | 3,585 |
| Total debt securities | $26,222,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,524 |
| Fair value | $764,000 | 2,523 |
| 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 | $22,984,000 | 4,248 |
| U.S. Government securities | $12,794,000 | 4,604 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,794,000 | 4,485 |
| Securities issued by states & political subdivisions | $9,690,000 | 2,561 |
| Other domestic debt securities | $500,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $500,000 | 972 |
| 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 | $14,657,000 | 2,627 |
| Mortgage-backed securities | $7,095,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $3,980,000 | 3,779 |
| Issued or guaranteed by U.S. | $3,980,000 | 3,766 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,115,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $2,615,000 | 2,337 |
| Privately issued | $500,000 | 921 |
| 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) | $22,984,000 | 3,898 |
| Total debt securities | $22,985,000 | 4,213 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,693 |
| Fair value | $769,000 | 2,689 |
| 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 | $23,156,000 | 4,211 |
| U.S. Government securities | $12,824,000 | 4,579 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,824,000 | 4,460 |
| Securities issued by states & political subdivisions | $9,796,000 | 2,513 |
| Other domestic debt securities | $536,000 | 2,254 |
| Privately issued residential mortgage-backed securities | $536,000 | 996 |
| 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 | $10,082,000 | 3,191 |
| Mortgage-backed securities | $7,294,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $4,216,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,216,000 | 3,636 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,078,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $2,542,000 | 2,286 |
| Privately issued | $536,000 | 944 |
| 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) | $23,156,000 | 3,870 |
| Total debt securities | $23,156,000 | 4,175 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,741 |
| Fair value | $771,000 | 2,735 |
| 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 | $17,252,000 | 4,743 |
| U.S. Government securities | $7,974,000 | 5,266 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,974,000 | 5,153 |
| Securities issued by states & political subdivisions | $8,679,000 | 2,669 |
| Other domestic debt securities | $599,000 | 2,356 |
| Privately issued residential mortgage-backed securities | $599,000 | 1,030 |
| 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 | $8,915,000 | 3,370 |
| Mortgage-backed securities | $6,287,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $4,626,000 | 3,447 |
| Issued or guaranteed by U.S. | $4,626,000 | 3,440 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,661,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $1,062,000 | 2,684 |
| Privately issued | $599,000 | 976 |
| 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) | $17,252,000 | 4,351 |
| Total debt securities | $17,253,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $774,000 | 2,604 |
| 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 | $13,416,000 | 5,185 |
| U.S. Government securities | $7,065,000 | 5,407 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,065,000 | 5,282 |
| Securities issued by states & political subdivisions | $5,680,000 | 3,187 |
| Other domestic debt securities | $671,000 | 2,403 |
| Privately issued residential mortgage-backed securities | $671,000 | 1,082 |
| 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 | $7,765,000 | 3,606 |
| Mortgage-backed securities | $6,956,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $5,120,000 | 3,292 |
| Issued or guaranteed by U.S. | $5,120,000 | 3,285 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,836,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $1,165,000 | 2,618 |
| Privately issued | $671,000 | 1,032 |
| 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) | $13,416,000 | 4,755 |
| Total debt securities | $13,417,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,664 |
| Fair value | $780,000 | 2,654 |
| 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 | $13,842,000 | 5,130 |
| U.S. Government securities | $7,560,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,560,000 | 5,320 |
| Securities issued by states & political subdivisions | $5,611,000 | 3,119 |
| Other domestic debt securities | $671,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $671,000 | 1,129 |
| 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 | $8,744,000 | 3,474 |
| Mortgage-backed securities | $7,453,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $5,563,000 | 3,218 |
| Issued or guaranteed by U.S. | $5,563,000 | 3,210 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,890,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $1,219,000 | 2,505 |
| Privately issued | $671,000 | 1,081 |
| 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) | $13,842,000 | 4,703 |
| Total debt securities | $13,841,000 | 5,098 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,755 |
| Fair value | $778,000 | 2,741 |
| 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 | $14,394,000 | 5,101 |
| U.S. Government securities | $8,230,000 | 5,372 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,230,000 | 5,259 |
| Securities issued by states & political subdivisions | $5,463,000 | 3,129 |
| Other domestic debt securities | $701,000 | 2,435 |
| Privately issued residential mortgage-backed securities | $701,000 | 1,156 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,848,000 | 4,153 |
| Mortgage-backed securities | $8,174,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $6,158,000 | 3,197 |
| Issued or guaranteed by U.S. | $6,158,000 | 3,189 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,016,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $1,315,000 | 2,414 |
| Privately issued | $701,000 | 1,107 |
| 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) | $14,394,000 | 4,674 |
| Total debt securities | $14,393,000 | 5,069 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,540 |
| Fair value | $757,000 | 2,536 |
| 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 | $15,318,000 | 4,962 |
| U.S. Government securities | $9,194,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,194,000 | 5,034 |
| Securities issued by states & political subdivisions | $5,397,000 | 3,144 |
| Other domestic debt securities | $727,000 | 2,489 |
| Privately issued residential mortgage-backed securities | $727,000 | 1,186 |
| 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 | $9,252,000 | 3,468 |
| Mortgage-backed securities | $8,672,000 | 3,453 |
| Certificates of participation in pools of residential mortgages | $6,557,000 | 3,167 |
| Issued or guaranteed by U.S. | $6,557,000 | 3,159 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,115,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $1,388,000 | 2,369 |
| Privately issued | $727,000 | 1,136 |
| 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) | $15,318,000 | 4,534 |
| Total debt securities | $15,319,000 | 4,923 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,295 |
| Fair value | $747,000 | 2,302 |
| 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 | $21,671,000 | 4,244 |
| U.S. Government securities | $15,833,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,833,000 | 3,938 |
| Securities issued by states & political subdivisions | $5,101,000 | 3,225 |
| Other domestic debt securities | $737,000 | 2,573 |
| Privately issued residential mortgage-backed securities | $737,000 | 1,247 |
| 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 | $9,225,000 | 3,480 |
| Mortgage-backed securities | $15,318,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $13,045,000 | 2,285 |
| Issued or guaranteed by U.S. | $13,045,000 | 2,277 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,273,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $1,536,000 | 2,295 |
| Privately issued | $737,000 | 1,191 |
| 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) | $21,671,000 | 3,846 |
| Total debt securities | $21,671,000 | 4,207 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,862 |
| Fair value | $751,000 | 1,870 |
| 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 | $21,560,000 | 4,246 |
| U.S. Government securities | $15,855,000 | 3,999 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,855,000 | 3,912 |
| Securities issued by states & political subdivisions | $4,982,000 | 3,225 |
| Other domestic debt securities | $723,000 | 2,623 |
| Privately issued residential mortgage-backed securities | $352,000 | 1,405 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $371,000 | 211 |
| 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 | $10,201,000 | 3,321 |
| Mortgage-backed securities | $15,712,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $13,571,000 | 2,281 |
| Issued or guaranteed by U.S. | $13,571,000 | 2,273 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,141,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $1,789,000 | 2,203 |
| Privately issued | $352,000 | 1,338 |
| 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) | $21,560,000 | 3,822 |
| Total debt securities | $21,560,000 | 4,204 |
| 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 | $22,547,000 | 4,130 |
| U.S. Government securities | $16,702,000 | 3,927 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,702,000 | 3,854 |
| Securities issued by states & political subdivisions | $5,105,000 | 3,109 |
| Other domestic debt securities | $740,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $740,000 | 1,301 |
| 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 | $11,406,000 | 3,181 |
| Mortgage-backed securities | $17,442,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $14,665,000 | 2,219 |
| Issued or guaranteed by U.S. | $14,665,000 | 2,207 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,777,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $2,037,000 | 2,132 |
| Privately issued | $740,000 | 1,241 |
| 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) | $22,547,000 | 3,712 |
| Total debt securities | $22,547,000 | 4,096 |
| 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 | $22,865,000 | 4,106 |
| U.S. Government securities | $17,875,000 | 3,824 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,875,000 | 3,750 |
| Securities issued by states & political subdivisions | $4,215,000 | 3,341 |
| Other domestic debt securities | $775,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $775,000 | 1,225 |
| 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 | $12,411,000 | 3,076 |
| Mortgage-backed securities | $18,146,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $15,183,000 | 2,138 |
| Issued or guaranteed by U.S. | $15,183,000 | 2,124 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,963,000 | 2,165 |
| CMOs issued by government agencies or sponsored agencies | $2,188,000 | 2,048 |
| Privately issued | $775,000 | 1,170 |
| 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) | $22,865,000 | 3,663 |
| Total debt securities | $22,865,000 | 4,069 |
| 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 | $22,515,000 | 4,081 |
| U.S. Government securities | $17,916,000 | 3,766 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,916,000 | 3,688 |
| Securities issued by states & political subdivisions | $3,739,000 | 3,478 |
| Other domestic debt securities | $816,000 | 2,381 |
| Privately issued residential mortgage-backed securities | $816,000 | 1,197 |
| 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 | $44,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,440,000 | 2,589 |
| Mortgage-backed securities | $18,228,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $15,144,000 | 2,058 |
| Issued or guaranteed by U.S. | $15,144,000 | 2,045 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,084,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $2,268,000 | 1,933 |
| Privately issued | $816,000 | 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 | 3,569 |
| Available-for-sale securities (fair market value) | $22,515,000 | 3,625 |
| Total debt securities | $22,471,000 | 4,040 |
| 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 | $22,349,000 | 4,158 |
| U.S. Government securities | $18,156,000 | 3,779 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,156,000 | 3,712 |
| Securities issued by states & political subdivisions | $2,872,000 | 3,835 |
| Other domestic debt securities | $1,321,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $841,000 | 1,176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $480,000 | 1,957 |
| 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 | $12,089,000 | 3,069 |
| Mortgage-backed securities | $18,490,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $15,251,000 | 2,034 |
| Issued or guaranteed by U.S. | $15,251,000 | 2,024 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,239,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,398,000 | 1,906 |
| Privately issued | $841,000 | 1,117 |
| 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) | $22,349,000 | 3,695 |
| Total debt securities | $22,348,000 | 4,117 |
| 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 | $21,954,000 | 4,185 |
| U.S. Government securities | $19,722,000 | 3,566 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,722,000 | 3,501 |
| Securities issued by states & political subdivisions | $1,308,000 | 4,639 |
| Other domestic debt securities | $924,000 | 2,264 |
| Privately issued residential mortgage-backed securities | $924,000 | 1,140 |
| 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 | $7,674,000 | 3,815 |
| Mortgage-backed securities | $20,133,000 | 2,166 |
| Certificates of participation in pools of residential mortgages | $16,511,000 | 1,858 |
| Issued or guaranteed by U.S. | $16,511,000 | 1,849 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,622,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $2,698,000 | 1,807 |
| Privately issued | $924,000 | 1,081 |
| 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) | $21,954,000 | 3,754 |
| Total debt securities | $21,954,000 | 4,133 |
| 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 | $22,467,000 | 4,154 |
| U.S. Government securities | $21,168,000 | 3,440 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,168,000 | 3,371 |
| Securities issued by states & political subdivisions | $826,000 | 5,021 |
| Other domestic debt securities | $473,000 | 2,475 |
| Privately issued residential mortgage-backed securities | $473,000 | 1,174 |
| 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 | $12,816,000 | 2,952 |
| Mortgage-backed securities | $20,134,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $16,881,000 | 1,593 |
| Issued or guaranteed by U.S. | $16,881,000 | 1,584 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,253,000 | 1,913 |
| CMOs issued by government agencies or sponsored agencies | $2,780,000 | 1,721 |
| Privately issued | $473,000 | 1,116 |
| 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) | $22,467,000 | 3,684 |
| Total debt securities | $22,467,000 | 4,099 |
| 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 | $21,957,000 | 4,228 |
| U.S. Government securities | $20,406,000 | 3,579 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,406,000 | 3,507 |
| Securities issued by states & political subdivisions | $1,060,000 | 4,845 |
| Other domestic debt securities | $491,000 | 2,385 |
| Privately issued residential mortgage-backed securities | $491,000 | 1,127 |
| 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 | $13,008,000 | 2,924 |
| Mortgage-backed securities | $19,393,000 | 1,843 |
| Certificates of participation in pools of residential mortgages | $15,992,000 | 1,543 |
| Issued or guaranteed by U.S. | $15,992,000 | 1,534 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,401,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $2,910,000 | 1,644 |
| Privately issued | $491,000 | 1,072 |
| 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) | $21,957,000 | 3,737 |
| Total debt securities | $21,957,000 | 4,177 |
| 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 | $19,540,000 | 4,548 |
| U.S. Government securities | $17,960,000 | 3,936 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,960,000 | 3,836 |
| Securities issued by states & political subdivisions | $1,093,000 | 4,834 |
| Other domestic debt securities | $487,000 | 2,346 |
| Privately issued residential mortgage-backed securities | $487,000 | 1,074 |
| 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 | $13,526,000 | 2,856 |
| Mortgage-backed securities | $14,952,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $12,924,000 | 1,764 |
| Issued or guaranteed by U.S. | $12,924,000 | 1,758 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,028,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $1,541,000 | 2,024 |
| Privately issued | $487,000 | 1,015 |
| 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) | $19,540,000 | 4,003 |
| Total debt securities | $19,540,000 | 4,498 |
| 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 | $19,450,000 | 4,566 |
| U.S. Government securities | $17,818,000 | 3,976 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,818,000 | 3,878 |
| Securities issued by states & political subdivisions | $1,135,000 | 4,844 |
| Other domestic debt securities | $497,000 | 2,329 |
| Privately issued residential mortgage-backed securities | $497,000 | 1,033 |
| 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 | $9,095,000 | 3,595 |
| Mortgage-backed securities | $14,814,000 | 2,140 |
| Certificates of participation in pools of residential mortgages | $12,615,000 | 1,791 |
| Issued or guaranteed by U.S. | $12,615,000 | 1,785 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,199,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $1,702,000 | 1,937 |
| Privately issued | $497,000 | 969 |
| 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) | $19,450,000 | 4,025 |
| Total debt securities | $19,450,000 | 4,520 |
| 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 | $5,832,000 | 7,071 |
| U.S. Government securities | $4,163,000 | 7,032 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,163,000 | 6,903 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,834 |
| Other domestic debt securities | $496,000 | 2,357 |
| Privately issued residential mortgage-backed securities | $496,000 | 1,009 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,995,000 | 4,573 |
| Mortgage-backed securities | $4,158,000 | 3,881 |
| Certificates of participation in pools of residential mortgages | $1,841,000 | 4,278 |
| Issued or guaranteed by U.S. | $1,841,000 | 4,263 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,317,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $1,821,000 | 1,901 |
| Privately issued | $496,000 | 950 |
| 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) | $5,832,000 | 6,380 |
| Total debt securities | $5,832,000 | 7,023 |
| 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 | $5,483,000 | 7,228 |
| U.S. Government securities | $3,783,000 | 7,238 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,783,000 | 7,105 |
| Securities issued by states & political subdivisions | $1,206,000 | 4,840 |
| Other domestic debt securities | $494,000 | 2,392 |
| Privately issued residential mortgage-backed securities | $494,000 | 992 |
| 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 | $5,156,000 | 4,560 |
| Mortgage-backed securities | $2,780,000 | 4,365 |
| Certificates of participation in pools of residential mortgages | $344,000 | 5,474 |
| Issued or guaranteed by U.S. | $344,000 | 5,448 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,436,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $1,942,000 | 1,840 |
| Privately issued | $494,000 | 924 |
| 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) | $5,483,000 | 6,494 |
| Total debt securities | $5,483,000 | 7,173 |
| 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 | $5,916,000 | 7,159 |
| U.S. Government securities | $3,843,000 | 7,253 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,843,000 | 7,116 |
| Securities issued by states & political subdivisions | $1,592,000 | 4,567 |
| Other domestic debt securities | $481,000 | 2,439 |
| Privately issued residential mortgage-backed securities | $481,000 | 982 |
| 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 | $5,592,000 | 4,433 |
| Mortgage-backed securities | $2,842,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $349,000 | 5,500 |
| Issued or guaranteed by U.S. | $349,000 | 5,475 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,493,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $2,012,000 | 1,810 |
| Privately issued | $481,000 | 919 |
| 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) | $5,916,000 | 6,413 |
| Total debt securities | $5,915,000 | 7,106 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,095,000 | 7,157 |
| U.S. Government securities | $3,973,000 | 7,243 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,973,000 | 7,099 |
| Securities issued by states & political subdivisions | $1,631,000 | 4,564 |
| Other domestic debt securities | $491,000 | 2,501 |
| Privately issued residential mortgage-backed securities | $491,000 | 965 |
| 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 | $4,412,000 | 4,807 |
| Mortgage-backed securities | $2,975,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $381,000 | 5,477 |
| Issued or guaranteed by U.S. | $381,000 | 5,455 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,594,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $2,103,000 | 1,790 |
| Privately issued | $491,000 | 904 |
| 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) | $6,095,000 | 6,432 |
| Total debt securities | $6,094,000 | 7,106 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,240,000 | 7,156 |
| U.S. Government securities | $4,084,000 | 7,232 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,084,000 | 7,075 |
| Securities issued by states & political subdivisions | $1,662,000 | 4,583 |
| Other domestic debt securities | $494,000 | 2,576 |
| Privately issued residential mortgage-backed securities | $494,000 | 926 |
| 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 | $5,553,000 | 4,414 |
| Mortgage-backed securities | $3,086,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $405,000 | 5,489 |
| Issued or guaranteed by U.S. | $405,000 | 5,464 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,681,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $2,187,000 | 1,776 |
| Privately issued | $494,000 | 862 |
| 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) | $6,240,000 | 6,428 |
| Total debt securities | $6,242,000 | 7,102 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $998,000 | 2,104 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,443,000 | 7,132 |
| U.S. Government securities | $4,236,000 | 7,200 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,236,000 | 7,055 |
| Securities issued by states & political subdivisions | $1,705,000 | 4,558 |
| Other domestic debt securities | $502,000 | 2,560 |
| Privately issued residential mortgage-backed securities | $502,000 | 903 |
| 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 | $5,751,000 | 4,372 |
| Mortgage-backed securities | $3,245,000 | 4,297 |
| Certificates of participation in pools of residential mortgages | $436,000 | 5,498 |
| Issued or guaranteed by U.S. | $436,000 | 5,476 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,809,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $2,307,000 | 1,757 |
| Privately issued | $502,000 | 841 |
| 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) | $6,443,000 | 6,378 |
| Total debt securities | $6,444,000 | 7,075 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $998,000 | 2,059 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,436,000 | 6,968 |
| U.S. Government securities | $4,348,000 | 7,214 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,348,000 | 7,057 |
| Securities issued by states & political subdivisions | $1,467,000 | 4,704 |
| Other domestic debt securities | $1,621,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $496,000 | 234 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,125,000 | 1,626 |
| 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 | $5,992,000 | 4,252 |
| Mortgage-backed securities | $2,853,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $472,000 | 5,518 |
| Issued or guaranteed by U.S. | $472,000 | 5,491 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,381,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $2,381,000 | 1,783 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,436,000 | 6,192 |
| Total debt securities | $7,434,000 | 6,907 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $1,000,000 | 2,045 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,236,000 | 7,318 |
| U.S. Government securities | $3,924,000 | 7,433 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,924,000 | 7,264 |
| Securities issued by states & political subdivisions | $1,187,000 | 4,939 |
| Other domestic debt securities | $1,125,000 | 2,132 |
| 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 | $1,125,000 | 1,706 |
| 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 | $4,105,000 | 4,932 |
| Mortgage-backed securities | $2,435,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $495,000 | 5,557 |
| Issued or guaranteed by U.S. | $495,000 | 5,537 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,940,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $1,940,000 | 1,947 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,236,000 | 6,514 |
| Total debt securities | $6,236,000 | 7,250 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $995,000 | 2,058 |
| 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 | $4,394,000 | 7,800 |
| U.S. Government securities | $2,043,000 | 8,046 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,043,000 | 7,900 |
| Securities issued by states & political subdivisions | $1,226,000 | 4,931 |
| Other domestic debt securities | $1,125,000 | 2,183 |
| 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 | $1,125,000 | 1,777 |
| 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 | $1,238,000 | 6,327 |
| Mortgage-backed securities | $1,544,000 | 5,306 |
| Certificates of participation in pools of residential mortgages | $542,000 | 5,544 |
| Issued or guaranteed by U.S. | $542,000 | 5,525 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,002,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 2,418 |
| 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) | $4,394,000 | 7,001 |
| Total debt securities | $4,393,000 | 7,738 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,489,000 | 8,297 |
| U.S. Government securities | $26,000 | 8,704 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $26,000 | 8,612 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,844 |
| Other domestic debt securities | $1,128,000 | 2,213 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,125,000 | 1,836 |
| 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 | $1,338,000 | 6,305 |
| Mortgage-backed securities | $29,000 | 6,887 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,579 |
| Issued or guaranteed by U.S. | $26,000 | 6,565 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $3,000 | 1,116 |
| 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) | $2,489,000 | 7,477 |
| Total debt securities | $2,488,000 | 8,242 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,491,000 | 8,371 |
| U.S. Government securities | $31,000 | 8,769 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $31,000 | 8,674 |
| Securities issued by states & political subdivisions | $1,329,000 | 4,852 |
| Other domestic debt securities | $1,131,000 | 2,300 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,125,000 | 1,926 |
| 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 | $1,337,000 | 6,330 |
| Mortgage-backed securities | $37,000 | 6,920 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,620 |
| Issued or guaranteed by U.S. | $31,000 | 6,608 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,000 | 3,857 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $6,000 | 1,090 |
| 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) | $2,491,000 | 7,554 |
| Total debt securities | $2,491,000 | 8,320 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,435,000 | 8,369 |
| U.S. Government securities | $35,000 | 8,785 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $35,000 | 8,685 |
| Securities issued by states & political subdivisions | $1,366,000 | 4,826 |
| Other domestic debt securities | $1,034,000 | 2,482 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,025,000 | 2,117 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,370,000 | 6,289 |
| Mortgage-backed securities | $44,000 | 6,911 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,610 |
| Issued or guaranteed by U.S. | $35,000 | 6,594 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,000 | 3,908 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $9,000 | 1,130 |
| 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) | $2,435,000 | 7,559 |
| Total debt securities | $2,435,000 | 8,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,513,000 | 8,422 |
| U.S. Government securities | $38,000 | 8,846 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $38,000 | 8,738 |
| Securities issued by states & political subdivisions | $1,437,000 | 4,811 |
| Other domestic debt securities | $1,038,000 | 2,532 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,025,000 | 2,245 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,448,000 | 6,200 |
| Mortgage-backed securities | $51,000 | 6,923 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,646 |
| Issued or guaranteed by U.S. | $38,000 | 6,625 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,000 | 3,947 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $13,000 | 941 |
| 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) | $2,513,000 | 7,594 |
| Total debt securities | $2,513,000 | 8,351 |
| 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 | $2,204,000 | 8,512 |
| U.S. Government securities | $242,000 | 8,807 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $242,000 | 8,687 |
| Securities issued by states & political subdivisions | $1,098,000 | 5,125 |
| Other domestic debt securities | $784,000 | 2,884 |
| Privately issued residential mortgage-backed securities | $184,000 | 949 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 2,701 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $80,000 | 2,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,472,000 | 6,199 |
| Mortgage-backed securities | $225,000 | 6,593 |
| Certificates of participation in pools of residential mortgages | $41,000 | 6,676 |
| Issued or guaranteed by U.S. | $41,000 | 6,653 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $184,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $184,000 | 834 |
| 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) | $2,204,000 | 7,685 |
| Total debt securities | $2,124,000 | 8,450 |
| 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 | $3,503,000 | 8,174 |
| U.S. Government securities | $252,000 | 8,833 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $252,000 | 8,709 |
| Securities issued by states & political subdivisions | $1,113,000 | 5,080 |
| Other domestic debt securities | $807,000 | 2,929 |
| Privately issued residential mortgage-backed securities | $207,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 2,755 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,331,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,522,000 | 6,156 |
| Mortgage-backed securities | $256,000 | 6,599 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,663 |
| Issued or guaranteed by U.S. | $49,000 | 6,644 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $207,000 | 3,783 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $207,000 | 863 |
| 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) | $3,503,000 | 7,328 |
| Total debt securities | $2,172,000 | 8,458 |
| 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 | $2,396,000 | 8,542 |
| U.S. Government securities | $360,000 | 8,847 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $360,000 | 8,715 |
| Securities issued by states & political subdivisions | $1,121,000 | 5,011 |
| Other domestic debt securities | $834,000 | 2,955 |
| Privately issued residential mortgage-backed securities | $234,000 | 993 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 2,775 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $81,000 | 2,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,652,000 | 6,096 |
| Mortgage-backed securities | $289,000 | 6,581 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,655 |
| Issued or guaranteed by U.S. | $55,000 | 6,636 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $234,000 | 3,860 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $234,000 | 885 |
| 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) | $2,396,000 | 7,684 |
| Total debt securities | $2,315,000 | 8,475 |
| 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 | $2,683,000 | 8,515 |
| U.S. Government securities | $624,000 | 8,792 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $624,000 | 8,656 |
| Securities issued by states & political subdivisions | $1,116,000 | 5,034 |
| Other domestic debt securities | $860,000 | 2,956 |
| Privately issued residential mortgage-backed securities | $260,000 | 1,012 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 2,788 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $83,000 | 2,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 6,842 |
| Mortgage-backed securities | $323,000 | 6,545 |
| Certificates of participation in pools of residential mortgages | $63,000 | 6,620 |
| Issued or guaranteed by U.S. | $63,000 | 6,600 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $260,000 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $260,000 | 909 |
| 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) | $2,683,000 | 7,629 |
| Total debt securities | $2,600,000 | 8,438 |
| 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 | $3,460,000 | 8,440 |
| U.S. Government securities | $664,000 | 9,018 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $664,000 | 8,862 |
| Securities issued by states & political subdivisions | $1,146,000 | 5,074 |
| Other domestic debt securities | $321,000 | 3,600 |
| Privately issued residential mortgage-backed securities | $321,000 | 1,063 |
| 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 | $1,329,000 | 1,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,020,000 | 6,707 |
| Mortgage-backed securities | $410,000 | 6,452 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,536 |
| Issued or guaranteed by U.S. | $89,000 | 6,513 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $321,000 | 3,928 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $321,000 | 956 |
| 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) | $3,460,000 | 7,471 |
| Total debt securities | $2,131,000 | 8,734 |
| 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 | $3,145,000 | 8,970 |
| U.S. Government securities | $1,576,000 | 9,133 |
| U.S. Treasury securities | $500,000 | 3,417 |
| U.S. Government agency obligations | $1,076,000 | 9,038 |
| Securities issued by states & political subdivisions | $1,142,000 | 5,150 |
| Other domestic debt securities | $349,000 | 3,190 |
| Privately issued residential mortgage-backed securities | $349,000 | 997 |
| 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 | $78,000 | 7,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,000 | 7,284 |
| Mortgage-backed securities | $471,000 | 6,165 |
| Certificates of participation in pools of residential mortgages | $122,000 | 6,307 |
| Issued or guaranteed by U.S. | $122,000 | 6,287 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $349,000 | 3,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $349,000 | 868 |
| 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) | $3,145,000 | 7,824 |
| Total debt securities | $3,067,000 | 8,873 |
| 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 | $2,707,000 | 9,415 |
| U.S. Government securities | $1,428,000 | 9,549 |
| U.S. Treasury securities | $497,000 | 4,602 |
| U.S. Government agency obligations | $931,000 | 9,403 |
| Securities issued by states & political subdivisions | $853,000 | 5,844 |
| Other domestic debt securities | $348,000 | 3,069 |
| Privately issued residential mortgage-backed securities | $348,000 | 1,021 |
| 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 | $78,000 | 6,990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,558,000 | 6,670 |
| Mortgage-backed securities | $502,000 | 6,443 |
| Certificates of participation in pools of residential mortgages | $154,000 | 6,519 |
| Issued or guaranteed by U.S. | $154,000 | 6,501 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $348,000 | 3,762 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $348,000 | 895 |
| 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) | $2,707,000 | 8,174 |
| Total debt securities | $2,629,000 | 9,342 |
| 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 | $1,683,000 | 9,887 |
| U.S. Government securities | $730,000 | 9,934 |
| U.S. Treasury securities | $301,000 | 6,377 |
| U.S. Government agency obligations | $429,000 | 9,646 |
| Securities issued by states & political subdivisions | $692,000 | 6,243 |
| Other domestic debt securities | $178,000 | 3,276 |
| Privately issued residential mortgage-backed securities | $178,000 | 1,120 |
| 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 | $83,000 | 6,695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $815,000 | 7,386 |
| Mortgage-backed securities | $409,000 | 6,818 |
| Certificates of participation in pools of residential mortgages | $231,000 | 6,543 |
| Issued or guaranteed by U.S. | $231,000 | 6,521 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $178,000 | 4,325 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $178,000 | 958 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $1,683,000 | 8,580 |
| Total debt securities | $1,600,000 | 9,793 |
| 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 | $2,028,000 | 10,316 |
| U.S. Government securities | $1,343,000 | 10,293 |
| U.S. Treasury securities | $400,000 | 7,418 |
| U.S. Government agency obligations | $943,000 | 9,745 |
| Securities issued by states & political subdivisions | $601,000 | 6,533 |
| 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 | $84,000 | 6,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 7,697 |
| Mortgage-backed securities | $344,000 | 7,272 |
| Certificates of participation in pools of residential mortgages | $344,000 | 6,500 |
| Issued or guaranteed by U.S. | $344,000 | 6,478 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $859,000 | 6,445 |
| Available-for-sale securities (fair market value) | $1,169,000 | 9,102 |
| Total debt securities | $1,944,000 | 10,247 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $200,000 | 2,620 |
| 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 | $2,541,000 | 10,699 |
| U.S. Government securities | $2,037,000 | 10,585 |
| U.S. Treasury securities | $402,000 | 8,262 |
| U.S. Government agency obligations | $1,635,000 | 9,707 |
| Securities issued by states & political subdivisions | $422,000 | 7,247 |
| 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 | $82,000 | 6,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 7,682 |
| Mortgage-backed securities | $644,000 | 7,299 |
| Certificates of participation in pools of residential mortgages | $644,000 | 6,382 |
| Issued or guaranteed by U.S. | $644,000 | 6,366 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $976,000 | 7,036 |
| Available-for-sale securities (fair market value) | $1,565,000 | 9,229 |
| Total debt securities | $2,459,000 | 10,632 |
| 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 | $2,674,000 | 11,141 |
| U.S. Government securities | $2,106,000 | 11,036 |
| U.S. Treasury securities | $401,000 | 9,659 |
| U.S. Government agency obligations | $1,705,000 | 9,977 |
| Securities issued by states & political subdivisions | $483,000 | 7,394 |
| 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 | $85,000 | 6,413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $932,000 | 8,265 |
| Mortgage-backed securities | $903,000 | 7,420 |
| Certificates of participation in pools of residential mortgages | $903,000 | 6,221 |
| Issued or guaranteed by U.S. | $903,000 | 6,188 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,296,000 | 7,187 |
| Available-for-sale securities (fair market value) | $1,378,000 | 9,738 |
| Total debt securities | $2,589,000 | 11,077 |
| 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 | $2,542,000 | 11,862 |
| U.S. Government securities | $1,904,000 | 11,814 |
| U.S. Treasury securities | $487,000 | 10,548 |
| U.S. Government agency obligations | $1,417,000 | 10,480 |
| Securities issued by states & political subdivisions | $560,000 | 7,529 |
| 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 | $78,000 | 6,327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,391,000 | 7,864 |
| Mortgage-backed securities | $631,000 | 8,303 |
| Certificates of participation in pools of residential mortgages | $631,000 | 7,088 |
| Issued or guaranteed by U.S. | $631,000 | 7,064 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,207,000 | 10,600 |
| Available-for-sale securities (fair market value) | $1,335,000 | 9,392 |
| Total debt securities | $2,464,000 | 11,802 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,099,000 | 12,118 |
| U.S. Government securities | $2,637,000 | 11,844 |
| U.S. Treasury securities | $575,000 | 10,684 |
| U.S. Government agency obligations | $2,062,000 | 10,172 |
| Securities issued by states & political subdivisions | $375,000 | 8,225 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $87,000 | 5,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,890,000 | 7,189 |
| Mortgage-backed securities | $914,000 | 8,602 |
| Certificates of participation in pools of residential mortgages | $914,000 | 7,250 |
| Issued or guaranteed by U.S. | $914,000 | 7,200 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,012,000 | 12,032 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,224,000 | 12,001 |
| U.S. Government securities | $3,761,000 | 11,609 |
| U.S. Treasury securities | $824,000 | 10,734 |
| U.S. Government agency obligations | $2,937,000 | 9,611 |
| Securities issued by states & political subdivisions | $375,000 | 8,083 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $88,000 | 5,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,605,000 | 7,643 |
| Mortgage-backed securities | $1,390,000 | 8,387 |
| Certificates of participation in pools of residential mortgages | $1,390,000 | 6,927 |
| Issued or guaranteed by U.S. | $1,390,000 | 6,861 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,136,000 | 11,921 |
| 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 |