Home > Gibraltar Private Bank & Trust Co. > Securities
Gibraltar Private Bank & Trust Co., Securities
| 2017-12-31 | Rank | |
| Total securities | $29,773,000 | 3,146 |
| U.S. Government securities | $17,457,000 | 2,986 |
| U.S. Treasury securities | $6,852,000 | 488 |
| U.S. Government agency obligations | $10,605,000 | 3,516 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,684 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $8,999,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,841,000 | 3,293 |
| Mortgage-backed securities | $8,302,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $5,029,000 | 2,794 |
| Issued or guaranteed by U.S. | $5,029,000 | 2,789 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,273,000 | 1,828 |
| CMOs issued by government agencies or sponsored agencies | $3,273,000 | 1,767 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $6,161,000 | 1,086 |
| Available-for-sale securities (fair market value) | $23,612,000 | 3,217 |
| Total debt securities | $20,774,000 | 3,649 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $25,602,000 | 3,398 |
| U.S. Government securities | $13,193,000 | 3,403 |
| U.S. Treasury securities | $6,861,000 | 473 |
| U.S. Government agency obligations | $6,332,000 | 4,134 |
| Securities issued by states & political subdivisions | $3,346,000 | 3,730 |
| Other domestic debt securities | $6,000 | 2,045 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $6,000 | 363 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $9,057,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,992,000 | 3,315 |
| Mortgage-backed securities | $3,775,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $162,000 | 4,276 |
| Issued or guaranteed by U.S. | $162,000 | 4,271 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,613,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $3,613,000 | 1,730 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $6,181,000 | 1,117 |
| Available-for-sale securities (fair market value) | $19,421,000 | 3,513 |
| Total debt securities | $16,545,000 | 3,995 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $25,969,000 | 3,434 |
| U.S. Government securities | $13,541,000 | 3,419 |
| U.S. Treasury securities | $6,865,000 | 481 |
| U.S. Government agency obligations | $6,676,000 | 4,135 |
| Securities issued by states & political subdivisions | $3,366,000 | 3,767 |
| Other domestic debt securities | $13,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $13,000 | 348 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $9,049,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,345,000 | 2,583 |
| Mortgage-backed securities | $4,111,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $183,000 | 4,301 |
| Issued or guaranteed by U.S. | $183,000 | 4,295 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,928,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $3,928,000 | 1,697 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $6,212,000 | 1,141 |
| Available-for-sale securities (fair market value) | $19,757,000 | 3,537 |
| Total debt securities | $16,920,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $26,770,000 | 3,409 |
| U.S. Government securities | $14,263,000 | 3,387 |
| U.S. Treasury securities | $6,869,000 | 510 |
| U.S. Government agency obligations | $7,394,000 | 4,063 |
| Securities issued by states & political subdivisions | $3,384,000 | 3,802 |
| Other domestic debt securities | $122,000 | 2,053 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $22,000 | 351 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $100,000 | 1,692 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $9,001,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,879,000 | 2,658 |
| Mortgage-backed securities | $4,489,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $204,000 | 4,347 |
| Issued or guaranteed by U.S. | $204,000 | 4,342 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,285,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $4,285,000 | 1,647 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $6,346,000 | 1,146 |
| Available-for-sale securities (fair market value) | $20,424,000 | 3,520 |
| Total debt securities | $17,769,000 | 3,998 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $27,200,000 | 3,380 |
| U.S. Government securities | $14,673,000 | 3,326 |
| U.S. Treasury securities | $6,873,000 | 509 |
| U.S. Government agency obligations | $7,800,000 | 4,001 |
| Securities issued by states & political subdivisions | $3,394,000 | 3,826 |
| Other domestic debt securities | $131,000 | 2,067 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $31,000 | 347 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $100,000 | 1,703 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $9,002,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,191,000 | 2,627 |
| Mortgage-backed securities | $4,885,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $219,000 | 4,375 |
| Issued or guaranteed by U.S. | $219,000 | 4,369 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,666,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $4,666,000 | 1,553 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $6,373,000 | 1,158 |
| Available-for-sale securities (fair market value) | $20,827,000 | 3,496 |
| Total debt securities | $18,198,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $28,696,000 | 3,281 |
| U.S. Government securities | $15,792,000 | 3,231 |
| U.S. Treasury securities | $6,885,000 | 445 |
| U.S. Government agency obligations | $8,907,000 | 3,876 |
| Securities issued by states & political subdivisions | $3,456,000 | 3,824 |
| Other domestic debt securities | $137,000 | 2,072 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $37,000 | 348 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $100,000 | 1,711 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $9,311,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,685,000 | 2,572 |
| Mortgage-backed securities | $5,446,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $268,000 | 4,371 |
| Issued or guaranteed by U.S. | $268,000 | 4,368 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,178,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $5,178,000 | 1,514 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $6,432,000 | 1,163 |
| Available-for-sale securities (fair market value) | $22,264,000 | 3,405 |
| Total debt securities | $19,385,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $28,394,000 | 3,381 |
| U.S. Government securities | $15,412,000 | 3,361 |
| U.S. Treasury securities | $5,876,000 | 496 |
| U.S. Government agency obligations | $9,536,000 | 3,882 |
| Securities issued by states & political subdivisions | $3,491,000 | 3,857 |
| Other domestic debt securities | $146,000 | 2,105 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $46,000 | 355 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,727 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $9,345,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,949,000 | 2,218 |
| Mortgage-backed securities | $6,049,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $289,000 | 4,414 |
| Issued or guaranteed by U.S. | $289,000 | 4,409 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,760,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $5,760,000 | 1,450 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $5,449,000 | 1,251 |
| Available-for-sale securities (fair market value) | $22,945,000 | 3,425 |
| Total debt securities | $19,049,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $23,273,000 | 3,763 |
| U.S. Government securities | $11,361,000 | 3,887 |
| U.S. Treasury securities | $854,000 | 1,079 |
| U.S. Government agency obligations | $10,507,000 | 3,876 |
| Securities issued by states & political subdivisions | $3,472,000 | 3,862 |
| Other domestic debt securities | $158,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $58,000 | 353 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,741 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $8,282,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,344,000 | 2,806 |
| Mortgage-backed securities | $6,688,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $315,000 | 4,443 |
| Issued or guaranteed by U.S. | $315,000 | 4,439 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,373,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $6,373,000 | 1,409 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $473,000 | 2,009 |
| Available-for-sale securities (fair market value) | $22,800,000 | 3,474 |
| Total debt securities | $14,991,000 | 4,348 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $21,573,000 | 3,902 |
| U.S. Government securities | $12,019,000 | 3,851 |
| U.S. Treasury securities | $950,000 | 1,140 |
| U.S. Government agency obligations | $11,069,000 | 3,813 |
| Securities issued by states & political subdivisions | $3,444,000 | 3,904 |
| Other domestic debt securities | $170,000 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $70,000 | 358 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,735 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,940,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,658,000 | 2,791 |
| Mortgage-backed securities | $7,301,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $342,000 | 4,461 |
| Issued or guaranteed by U.S. | $342,000 | 4,458 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,959,000 | 1,428 |
| CMOs issued by government agencies or sponsored agencies | $6,959,000 | 1,364 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $512,000 | 2,011 |
| Available-for-sale securities (fair market value) | $21,061,000 | 3,606 |
| Total debt securities | $15,633,000 | 4,353 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $22,932,000 | 3,877 |
| U.S. Government securities | $13,251,000 | 3,790 |
| U.S. Treasury securities | $953,000 | 1,070 |
| U.S. Government agency obligations | $12,298,000 | 3,776 |
| Securities issued by states & political subdivisions | $3,490,000 | 3,937 |
| Other domestic debt securities | $185,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $85,000 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,754 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $6,006,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,564,000 | 2,711 |
| Mortgage-backed securities | $8,079,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $371,000 | 4,507 |
| Issued or guaranteed by U.S. | $371,000 | 4,503 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,708,000 | 1,372 |
| CMOs issued by government agencies or sponsored agencies | $7,708,000 | 1,310 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $556,000 | 2,023 |
| Available-for-sale securities (fair market value) | $22,376,000 | 3,586 |
| Total debt securities | $16,926,000 | 4,330 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $23,606,000 | 3,926 |
| U.S. Government securities | $13,963,000 | 3,816 |
| U.S. Treasury securities | $954,000 | 1,103 |
| U.S. Government agency obligations | $13,009,000 | 3,802 |
| Securities issued by states & political subdivisions | $3,488,000 | 3,955 |
| Other domestic debt securities | $204,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $104,000 | 364 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $100,000 | 1,777 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,951,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,766,000 | 2,942 |
| Mortgage-backed securities | $8,836,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | $404,000 | 4,560 |
| Issued or guaranteed by U.S. | $404,000 | 4,557 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,432,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $8,432,000 | 1,302 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $608,000 | 2,045 |
| Available-for-sale securities (fair market value) | $22,998,000 | 3,635 |
| Total debt securities | $17,655,000 | 4,340 |
| 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 | $25,466,000 | 3,821 |
| U.S. Government securities | $15,677,000 | 3,707 |
| U.S. Treasury securities | $955,000 | 1,087 |
| U.S. Government agency obligations | $14,722,000 | 3,691 |
| Securities issued by states & political subdivisions | $3,544,000 | 3,937 |
| Other domestic debt securities | $217,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $117,000 | 373 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $100,000 | 1,810 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $6,028,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,880,000 | 2,856 |
| Mortgage-backed securities | $10,182,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $437,000 | 4,596 |
| Issued or guaranteed by U.S. | $437,000 | 4,591 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,745,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $9,745,000 | 1,255 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $654,000 | 2,028 |
| Available-for-sale securities (fair market value) | $24,812,000 | 3,529 |
| Total debt securities | $19,438,000 | 4,244 |
| 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 | $26,823,000 | 3,755 |
| U.S. Government securities | $17,112,000 | 3,607 |
| U.S. Treasury securities | $955,000 | 1,119 |
| U.S. Government agency obligations | $16,157,000 | 3,586 |
| Securities issued by states & political subdivisions | $3,502,000 | 3,986 |
| Other domestic debt securities | $236,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $136,000 | 371 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $100,000 | 1,830 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,973,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,787,000 | 2,767 |
| Mortgage-backed securities | $11,394,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $494,000 | 4,645 |
| Issued or guaranteed by U.S. | $494,000 | 4,640 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,900,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $10,900,000 | 1,201 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $730,000 | 2,025 |
| Available-for-sale securities (fair market value) | $26,093,000 | 3,477 |
| Total debt securities | $20,850,000 | 4,202 |
| 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 | $28,422,000 | 3,738 |
| U.S. Government securities | $18,760,000 | 3,543 |
| U.S. Treasury securities | $957,000 | 1,120 |
| U.S. Government agency obligations | $17,803,000 | 3,511 |
| Securities issued by states & political subdivisions | $3,491,000 | 4,036 |
| Other domestic debt securities | $248,000 | 2,250 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $148,000 | 377 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $100,000 | 1,858 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $5,923,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,724,000 | 2,684 |
| Mortgage-backed securities | $12,724,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $530,000 | 4,712 |
| Issued or guaranteed by U.S. | $530,000 | 4,709 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $12,194,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $12,194,000 | 1,146 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $778,000 | 2,038 |
| Available-for-sale securities (fair market value) | $27,644,000 | 3,451 |
| Total debt securities | $22,499,000 | 4,161 |
| 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 | $29,416,000 | 3,726 |
| U.S. Government securities | $19,731,000 | 3,496 |
| U.S. Treasury securities | $957,000 | 1,069 |
| U.S. Government agency obligations | $18,774,000 | 3,468 |
| Securities issued by states & political subdivisions | $3,482,000 | 4,073 |
| Other domestic debt securities | $263,000 | 2,273 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $163,000 | 391 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $100,000 | 1,921 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $5,940,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,378,000 | 2,024 |
| Mortgage-backed securities | $13,706,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $580,000 | 4,729 |
| Issued or guaranteed by U.S. | $580,000 | 4,727 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,126,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $13,126,000 | 1,113 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $843,000 | 2,033 |
| Available-for-sale securities (fair market value) | $28,573,000 | 3,451 |
| Total debt securities | $23,476,000 | 4,124 |
| 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 | $57,473,000 | 2,402 |
| U.S. Government securities | $47,846,000 | 1,961 |
| U.S. Treasury securities | $957,000 | 934 |
| U.S. Government agency obligations | $46,889,000 | 1,949 |
| Securities issued by states & political subdivisions | $3,480,000 | 4,112 |
| Other domestic debt securities | $285,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $185,000 | 407 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $100,000 | 1,972 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $5,862,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,652,000 | 1,976 |
| Mortgage-backed securities | $37,097,000 | 1,582 |
| Certificates of participation in pools of residential mortgages | $624,000 | 4,753 |
| Issued or guaranteed by U.S. | $624,000 | 4,749 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $36,473,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $36,473,000 | 566 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $909,000 | 2,018 |
| Available-for-sale securities (fair market value) | $56,564,000 | 2,214 |
| Total debt securities | $51,611,000 | 2,595 |
| 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 | $60,490,000 | 2,298 |
| U.S. Government securities | $50,948,000 | 1,838 |
| U.S. Treasury securities | $958,000 | 877 |
| U.S. Government agency obligations | $49,990,000 | 1,819 |
| Securities issued by states & political subdivisions | $3,410,000 | 4,147 |
| Other domestic debt securities | $303,000 | 2,357 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $203,000 | 403 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $100,000 | 2,018 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $5,829,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,604,000 | 1,904 |
| Mortgage-backed securities | $39,857,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $703,000 | 4,741 |
| Issued or guaranteed by U.S. | $703,000 | 4,736 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $39,154,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $39,154,000 | 542 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,006,000 | 1,975 |
| Available-for-sale securities (fair market value) | $59,484,000 | 2,116 |
| Total debt securities | $54,661,000 | 2,472 |
| 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 | $56,443,000 | 2,452 |
| U.S. Government securities | $46,666,000 | 2,000 |
| U.S. Treasury securities | $958,000 | 866 |
| U.S. Government agency obligations | $45,708,000 | 1,983 |
| Securities issued by states & political subdivisions | $3,537,000 | 4,123 |
| Other domestic debt securities | $323,000 | 2,402 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $223,000 | 406 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $100,000 | 2,060 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $5,917,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,707,000 | 1,782 |
| Mortgage-backed securities | $35,175,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $754,000 | 4,765 |
| Issued or guaranteed by U.S. | $754,000 | 4,761 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $34,421,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $34,421,000 | 593 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,077,000 | 1,939 |
| Available-for-sale securities (fair market value) | $55,366,000 | 2,254 |
| Total debt securities | $50,526,000 | 2,654 |
| 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 | $59,783,000 | 2,330 |
| U.S. Government securities | $51,956,000 | 1,812 |
| U.S. Treasury securities | $956,000 | 879 |
| U.S. Government agency obligations | $51,000,000 | 1,788 |
| Securities issued by states & political subdivisions | $3,531,000 | 4,126 |
| Other domestic debt securities | $347,000 | 2,462 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $247,000 | 416 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $100,000 | 2,103 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,949,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,218,000 | 1,736 |
| Mortgage-backed securities | $40,125,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $825,000 | 4,721 |
| Issued or guaranteed by U.S. | $825,000 | 4,717 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $39,300,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $39,300,000 | 544 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,172,000 | 1,862 |
| Available-for-sale securities (fair market value) | $58,611,000 | 2,160 |
| Total debt securities | $55,834,000 | 2,445 |
| 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 | $75,710,000 | 1,954 |
| U.S. Government securities | $67,546,000 | 1,475 |
| U.S. Treasury securities | $812,000 | 923 |
| U.S. Government agency obligations | $66,734,000 | 1,444 |
| Securities issued by states & political subdivisions | $3,712,000 | 4,067 |
| Other domestic debt securities | $370,000 | 2,440 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $270,000 | 404 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $100,000 | 2,071 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,082,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,480,000 | 1,864 |
| Mortgage-backed securities | $55,377,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $10,855,000 | 2,562 |
| Issued or guaranteed by U.S. | $10,855,000 | 2,561 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $44,522,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $44,522,000 | 515 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,299,000 | 1,813 |
| Available-for-sale securities (fair market value) | $74,411,000 | 1,799 |
| Total debt securities | $71,628,000 | 2,021 |
| 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 | $80,118,000 | 1,825 |
| U.S. Government securities | $71,910,000 | 1,386 |
| U.S. Treasury securities | $413,000 | 1,019 |
| U.S. Government agency obligations | $71,497,000 | 1,349 |
| Securities issued by states & political subdivisions | $3,707,000 | 4,068 |
| Other domestic debt securities | $390,000 | 2,424 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $290,000 | 380 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $100,000 | 2,041 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,111,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,889,000 | 1,816 |
| Mortgage-backed securities | $59,818,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $10,968,000 | 2,528 |
| Issued or guaranteed by U.S. | $10,968,000 | 2,527 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $48,850,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $48,850,000 | 488 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,415,000 | 1,790 |
| Available-for-sale securities (fair market value) | $78,703,000 | 1,683 |
| Total debt securities | $76,007,000 | 1,891 |
| 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 | $85,961,000 | 1,726 |
| U.S. Government securities | $77,681,000 | 1,303 |
| U.S. Treasury securities | $414,000 | 961 |
| U.S. Government agency obligations | $77,267,000 | 1,267 |
| Securities issued by states & political subdivisions | $3,713,000 | 4,055 |
| Other domestic debt securities | $408,000 | 2,476 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $308,000 | 369 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $100,000 | 2,111 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,159,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,805,000 | 1,728 |
| Mortgage-backed securities | $65,108,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $11,015,000 | 2,665 |
| Issued or guaranteed by U.S. | $11,015,000 | 2,662 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $54,093,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $54,093,000 | 481 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,536,000 | 1,792 |
| Available-for-sale securities (fair market value) | $84,425,000 | 1,590 |
| Total debt securities | $81,802,000 | 1,771 |
| 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 | $92,459,000 | 1,609 |
| U.S. Government securities | $84,185,000 | 1,233 |
| U.S. Treasury securities | $414,000 | 942 |
| U.S. Government agency obligations | $83,771,000 | 1,201 |
| Securities issued by states & political subdivisions | $3,710,000 | 4,011 |
| Other domestic debt securities | $438,000 | 2,457 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $338,000 | 320 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $100,000 | 2,117 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,126,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,668,000 | 1,679 |
| Mortgage-backed securities | $71,440,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $11,244,000 | 2,682 |
| Issued or guaranteed by U.S. | $11,244,000 | 2,681 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $60,196,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $60,196,000 | 456 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,683,000 | 1,763 |
| Available-for-sale securities (fair market value) | $90,776,000 | 1,470 |
| Total debt securities | $88,333,000 | 1,646 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $97,120,000 | 1,538 |
| U.S. Government securities | $88,929,000 | 1,193 |
| U.S. Treasury securities | $412,000 | 1,017 |
| U.S. Government agency obligations | $88,517,000 | 1,163 |
| Securities issued by states & political subdivisions | $3,638,000 | 3,964 |
| Other domestic debt securities | $471,000 | 2,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $371,000 | 263 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $100,000 | 2,118 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $4,082,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,027,000 | 3,214 |
| Mortgage-backed securities | $75,894,000 | 980 |
| Certificates of participation in pools of residential mortgages | $11,323,000 | 2,674 |
| Issued or guaranteed by U.S. | $11,323,000 | 2,672 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $64,571,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $64,571,000 | 451 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,837,000 | 1,755 |
| Available-for-sale securities (fair market value) | $95,283,000 | 1,421 |
| Total debt securities | $93,038,000 | 1,581 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $102,286,000 | 1,431 |
| U.S. Government securities | $94,067,000 | 1,079 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $94,067,000 | 1,046 |
| Securities issued by states & political subdivisions | $3,648,000 | 3,947 |
| Other domestic debt securities | $497,000 | 2,358 |
| Privately issued residential mortgage-backed securities | $397,000 | 964 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,047 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,074,000 | 270 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $80,573,000 | 883 |
| Certificates of participation in pools of residential mortgages | $11,385,000 | 2,554 |
| Issued or guaranteed by U.S. | $11,385,000 | 2,552 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $69,188,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $68,791,000 | 409 |
| Privately issued | $397,000 | 913 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,009,000 | 1,779 |
| Available-for-sale securities (fair market value) | $100,277,000 | 1,320 |
| Total debt securities | $98,212,000 | 1,465 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $91,928,000 | 1,528 |
| U.S. Government securities | $83,603,000 | 1,187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,603,000 | 1,145 |
| Securities issued by states & political subdivisions | $3,694,000 | 3,884 |
| Other domestic debt securities | $527,000 | 2,270 |
| Privately issued residential mortgage-backed securities | $427,000 | 985 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,018 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,104,000 | 284 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $69,377,000 | 978 |
| Certificates of participation in pools of residential mortgages | $11,402,000 | 2,487 |
| Issued or guaranteed by U.S. | $11,402,000 | 2,482 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $57,975,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $57,548,000 | 467 |
| Privately issued | $427,000 | 931 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,423,000 | 1,723 |
| Available-for-sale securities (fair market value) | $89,505,000 | 1,415 |
| Total debt securities | $87,824,000 | 1,571 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $96,426,000 | 1,474 |
| U.S. Government securities | $88,364,000 | 1,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,364,000 | 1,088 |
| Securities issued by states & political subdivisions | $3,507,000 | 3,896 |
| Other domestic debt securities | $555,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $455,000 | 994 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 1,956 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000,000 | 292 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $74,089,000 | 905 |
| Certificates of participation in pools of residential mortgages | $11,521,000 | 2,425 |
| Issued or guaranteed by U.S. | $11,521,000 | 2,419 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $62,568,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $62,113,000 | 432 |
| Privately issued | $455,000 | 940 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,604,000 | 1,732 |
| Available-for-sale securities (fair market value) | $93,822,000 | 1,348 |
| Total debt securities | $92,426,000 | 1,501 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $99,768,000 | 1,408 |
| U.S. Government securities | $91,861,000 | 1,087 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $91,861,000 | 1,040 |
| Securities issued by states & political subdivisions | $3,379,000 | 3,896 |
| Other domestic debt securities | $583,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $483,000 | 1,022 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 1,998 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,945,000 | 295 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $77,345,000 | 852 |
| Certificates of participation in pools of residential mortgages | $11,737,000 | 2,338 |
| Issued or guaranteed by U.S. | $11,737,000 | 2,332 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $65,608,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $65,125,000 | 397 |
| Privately issued | $483,000 | 970 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,791,000 | 1,708 |
| Available-for-sale securities (fair market value) | $96,977,000 | 1,290 |
| Total debt securities | $95,823,000 | 1,437 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $78,179,000 | 1,647 |
| U.S. Government securities | $71,727,000 | 1,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,727,000 | 1,250 |
| Securities issued by states & political subdivisions | $3,373,000 | 3,893 |
| Other domestic debt securities | $625,000 | 2,343 |
| Privately issued residential mortgage-backed securities | $525,000 | 1,060 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,454,000 | 387 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $64,093,000 | 950 |
| Certificates of participation in pools of residential mortgages | $7,755,000 | 2,792 |
| Issued or guaranteed by U.S. | $7,755,000 | 2,782 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $56,338,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $55,813,000 | 431 |
| Privately issued | $525,000 | 1,006 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,030,000 | 1,539 |
| Available-for-sale securities (fair market value) | $74,149,000 | 1,565 |
| Total debt securities | $75,725,000 | 1,688 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $66,609,000 | 1,857 |
| U.S. Government securities | $60,005,000 | 1,484 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,005,000 | 1,418 |
| Securities issued by states & political subdivisions | $3,423,000 | 3,821 |
| Other domestic debt securities | $670,000 | 2,404 |
| Privately issued residential mortgage-backed securities | $570,000 | 1,125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,050 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,511,000 | 408 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,077,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $2,530,000 | 4,026 |
| Issued or guaranteed by U.S. | $2,530,000 | 4,016 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $49,547,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $48,977,000 | 463 |
| Privately issued | $570,000 | 1,070 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,450,000 | 1,519 |
| Available-for-sale securities (fair market value) | $62,159,000 | 1,778 |
| Total debt securities | $64,098,000 | 1,913 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $47,585,000 | 2,476 |
| U.S. Government securities | $43,115,000 | 2,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,115,000 | 1,932 |
| Securities issued by states & political subdivisions | $1,267,000 | 4,660 |
| Other domestic debt securities | $710,000 | 2,375 |
| Privately issued residential mortgage-backed securities | $610,000 | 1,151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,007 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,493,000 | 426 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,479,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $2,831,000 | 3,978 |
| Issued or guaranteed by U.S. | $2,831,000 | 3,970 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $31,648,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $31,038,000 | 609 |
| Privately issued | $610,000 | 1,101 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,792,000 | 1,529 |
| Available-for-sale securities (fair market value) | $42,793,000 | 2,413 |
| Total debt securities | $45,092,000 | 2,565 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $7,640,000 | 6,223 |
| U.S. Government securities | $4,435,000 | 6,266 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,435,000 | 6,150 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $755,000 | 2,394 |
| Privately issued residential mortgage-backed securities | $655,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,031 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,450,000 | 427 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,837,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $3,182,000 | 3,992 |
| Issued or guaranteed by U.S. | $3,182,000 | 3,983 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $655,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $655,000 | 1,127 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,190,000 | 1,506 |
| Available-for-sale securities (fair market value) | $2,450,000 | 6,661 |
| Total debt securities | $5,190,000 | 6,642 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $25,858,000 | 3,802 |
| U.S. Government securities | $22,626,000 | 3,254 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,626,000 | 3,177 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $803,000 | 2,434 |
| Privately issued residential mortgage-backed securities | $703,000 | 1,198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,086 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,429,000 | 449 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,075,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $21,372,000 | 1,607 |
| Issued or guaranteed by U.S. | $21,372,000 | 1,600 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $703,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $703,000 | 1,146 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,534,000 | 1,472 |
| Available-for-sale securities (fair market value) | $20,324,000 | 3,973 |
| Total debt securities | $23,429,000 | 4,016 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $28,017,000 | 3,655 |
| U.S. Government securities | $24,709,000 | 3,061 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,709,000 | 2,995 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $845,000 | 2,505 |
| Privately issued residential mortgage-backed securities | $745,000 | 1,243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,180 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,463,000 | 488 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,199,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $23,454,000 | 1,541 |
| Issued or guaranteed by U.S. | $23,454,000 | 1,535 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $745,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $745,000 | 1,187 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,912,000 | 1,477 |
| Available-for-sale securities (fair market value) | $22,105,000 | 3,800 |
| Total debt securities | $25,554,000 | 3,821 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $28,958,000 | 3,533 |
| U.S. Government securities | $25,599,000 | 2,950 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,599,000 | 2,885 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $932,000 | 2,501 |
| Privately issued residential mortgage-backed securities | $832,000 | 1,248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,272 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,427,000 | 544 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,181,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $24,349,000 | 1,535 |
| Issued or guaranteed by U.S. | $24,349,000 | 1,527 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $832,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $832,000 | 1,190 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,368,000 | 1,437 |
| Available-for-sale securities (fair market value) | $22,590,000 | 3,719 |
| Total debt securities | $26,531,000 | 3,705 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $31,482,000 | 3,347 |
| U.S. Government securities | $28,025,000 | 2,817 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,025,000 | 2,750 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,023,000 | 2,313 |
| Privately issued residential mortgage-backed securities | $923,000 | 1,251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,398 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,434,000 | 541 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,700,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $26,777,000 | 1,457 |
| Issued or guaranteed by U.S. | $26,777,000 | 1,445 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $923,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $923,000 | 1,192 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,898,000 | 1,414 |
| Available-for-sale securities (fair market value) | $24,584,000 | 3,532 |
| Total debt securities | $29,048,000 | 3,522 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $9,680,000 | 5,979 |
| U.S. Government securities | $6,182,000 | 6,073 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,182,000 | 5,985 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,089,000 | 2,210 |
| Privately issued residential mortgage-backed securities | $989,000 | 1,175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,321 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,409,000 | 506 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,925,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $4,936,000 | 3,761 |
| Issued or guaranteed by U.S. | $4,936,000 | 3,747 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $989,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $989,000 | 1,123 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,271,000 | 1,373 |
| Available-for-sale securities (fair market value) | $2,409,000 | 6,900 |
| Total debt securities | $7,271,000 | 6,407 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $9,936,000 | 5,904 |
| U.S. Government securities | $6,463,000 | 5,981 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,463,000 | 5,893 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,094,000 | 2,163 |
| Privately issued residential mortgage-backed securities | $994,000 | 1,143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,282 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,379,000 | 523 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,213,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $5,219,000 | 3,591 |
| Issued or guaranteed by U.S. | $5,219,000 | 3,579 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $994,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $994,000 | 1,093 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,557,000 | 1,349 |
| Available-for-sale securities (fair market value) | $2,379,000 | 6,919 |
| Total debt securities | $7,557,000 | 6,324 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $10,232,000 | 5,889 |
| U.S. Government securities | $6,767,000 | 5,938 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,767,000 | 5,856 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,093,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $993,000 | 1,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,291 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,372,000 | 704 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,518,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $5,525,000 | 3,495 |
| Issued or guaranteed by U.S. | $5,525,000 | 3,479 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $993,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $993,000 | 1,073 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,860,000 | 1,314 |
| Available-for-sale securities (fair market value) | $2,372,000 | 6,969 |
| Total debt securities | $7,860,000 | 6,300 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $12,712,000 | 5,477 |
| U.S. Government securities | $9,193,000 | 5,287 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,193,000 | 5,199 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,092,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $992,000 | 1,109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,256 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,427,000 | 737 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,945,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $5,953,000 | 3,281 |
| Issued or guaranteed by U.S. | $5,953,000 | 3,265 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $992,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $992,000 | 1,048 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,285,000 | 1,132 |
| Available-for-sale securities (fair market value) | $2,427,000 | 6,978 |
| Total debt securities | $10,285,000 | 5,811 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $12,997,000 | 5,507 |
| U.S. Government securities | $9,496,000 | 5,359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,496,000 | 5,261 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,090,000 | 1,940 |
| Privately issued residential mortgage-backed securities | $990,000 | 1,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,122 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,411,000 | 684 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,254,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $6,264,000 | 2,924 |
| Issued or guaranteed by U.S. | $6,264,000 | 2,909 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $990,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $990,000 | 963 |
| 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) | $10,586,000 | 1,161 |
| Available-for-sale securities (fair market value) | $2,411,000 | 7,029 |
| Total debt securities | $10,586,000 | 5,854 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $13,251,000 | 5,500 |
| U.S. Government securities | $9,790,000 | 5,386 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,790,000 | 5,273 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,089,000 | 1,899 |
| Privately issued residential mortgage-backed securities | $989,000 | 981 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,099 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,372,000 | 685 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,555,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $6,566,000 | 2,697 |
| Issued or guaranteed by U.S. | $6,566,000 | 2,684 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $989,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $989,000 | 932 |
| 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) | $10,879,000 | 1,189 |
| Available-for-sale securities (fair market value) | $2,372,000 | 7,066 |
| Total debt securities | $10,879,000 | 5,857 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $13,592,000 | 5,451 |
| U.S. Government securities | $10,160,000 | 5,355 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,160,000 | 5,249 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,087,000 | 1,846 |
| Privately issued residential mortgage-backed securities | $987,000 | 930 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,064 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,345,000 | 692 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,917,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $6,930,000 | 2,559 |
| Issued or guaranteed by U.S. | $6,930,000 | 2,547 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $987,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $987,000 | 879 |
| 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) | $11,247,000 | 1,177 |
| Available-for-sale securities (fair market value) | $2,345,000 | 7,115 |
| Total debt securities | $11,247,000 | 5,818 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $14,003,000 | 5,414 |
| U.S. Government securities | $10,529,000 | 5,303 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,529,000 | 5,183 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,086,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $986,000 | 903 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,118 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,388,000 | 699 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,293,000 | 2,902 |
| Certificates of participation in pools of residential mortgages | $7,307,000 | 2,473 |
| Issued or guaranteed by U.S. | $7,307,000 | 2,463 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $986,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $986,000 | 844 |
| 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) | $11,615,000 | 1,170 |
| Available-for-sale securities (fair market value) | $2,388,000 | 7,116 |
| Total debt securities | $11,615,000 | 5,747 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $14,340,000 | 5,379 |
| U.S. Government securities | $10,875,000 | 5,290 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,875,000 | 5,162 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,084,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $984,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,178 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,381,000 | 716 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,644,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $7,660,000 | 2,408 |
| Issued or guaranteed by U.S. | $7,660,000 | 2,396 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $984,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $984,000 | 832 |
| 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) | $11,959,000 | 1,185 |
| Available-for-sale securities (fair market value) | $2,381,000 | 7,155 |
| Total debt securities | $11,959,000 | 5,740 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $14,714,000 | 5,363 |
| U.S. Government securities | $11,248,000 | 5,247 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,248,000 | 5,135 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,082,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $982,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,384,000 | 726 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,022,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $8,040,000 | 2,375 |
| Issued or guaranteed by U.S. | $8,040,000 | 2,362 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $982,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $982,000 | 813 |
| 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) | $12,330,000 | 1,203 |
| Available-for-sale securities (fair market value) | $2,384,000 | 7,214 |
| Total debt securities | $12,330,000 | 5,720 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $16,794,000 | 5,043 |
| U.S. Government securities | $13,388,000 | 4,818 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,388,000 | 4,682 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,080,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $980,000 | 841 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,295 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,326,000 | 728 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,420,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $8,440,000 | 2,325 |
| Issued or guaranteed by U.S. | $8,440,000 | 2,314 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $980,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $980,000 | 785 |
| 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) | $14,468,000 | 1,105 |
| Available-for-sale securities (fair market value) | $2,326,000 | 7,244 |
| Total debt securities | $14,468,000 | 5,357 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $17,345,000 | 5,004 |
| U.S. Government securities | $13,910,000 | 4,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,910,000 | 4,618 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,079,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $979,000 | 849 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,404 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,356,000 | 747 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,952,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $8,973,000 | 2,297 |
| Issued or guaranteed by U.S. | $8,973,000 | 2,286 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $979,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $979,000 | 792 |
| 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) | $14,989,000 | 1,098 |
| Available-for-sale securities (fair market value) | $2,356,000 | 7,281 |
| Total debt securities | $14,989,000 | 5,309 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $17,840,000 | 4,926 |
| U.S. Government securities | $14,361,000 | 4,650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,361,000 | 4,515 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,077,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,077,000 | 1,521 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,402,000 | 749 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,439,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $9,439,000 | 2,240 |
| Issued or guaranteed by U.S. | $9,439,000 | 2,228 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,438,000 | 1,100 |
| Available-for-sale securities (fair market value) | $2,402,000 | 7,308 |
| Total debt securities | $15,438,000 | 5,246 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $18,898,000 | 4,770 |
| U.S. Government securities | $15,402,000 | 4,425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,402,000 | 4,298 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,081,000 | 2,034 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,081,000 | 1,569 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,415,000 | 766 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,279,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $10,279,000 | 2,158 |
| Issued or guaranteed by U.S. | $10,279,000 | 2,148 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,483,000 | 1,062 |
| Available-for-sale securities (fair market value) | $2,415,000 | 7,334 |
| Total debt securities | $16,483,000 | 5,072 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $22,339,000 | 4,335 |
| U.S. Government securities | $18,799,000 | 3,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,799,000 | 3,824 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,079,000 | 2,089 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,079,000 | 1,644 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,461,000 | 774 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,299,000 | 2,638 |
| Certificates of participation in pools of residential mortgages | $11,299,000 | 2,106 |
| Issued or guaranteed by U.S. | $11,299,000 | 2,093 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,878,000 | 921 |
| Available-for-sale securities (fair market value) | $2,461,000 | 7,357 |
| Total debt securities | $19,878,000 | 4,589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $23,061,000 | 4,316 |
| U.S. Government securities | $19,572,000 | 3,931 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,572,000 | 3,795 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,078,000 | 2,158 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,078,000 | 1,730 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,411,000 | 801 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,072,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | $12,072,000 | 2,063 |
| Issued or guaranteed by U.S. | $12,072,000 | 2,052 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,650,000 | 930 |
| Available-for-sale securities (fair market value) | $2,411,000 | 7,418 |
| Total debt securities | $20,650,000 | 4,571 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $23,998,000 | 4,244 |
| U.S. Government securities | $20,478,000 | 3,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,478,000 | 3,687 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,077,000 | 2,211 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,077,000 | 1,802 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,443,000 | 835 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,978,000 | 2,545 |
| Certificates of participation in pools of residential mortgages | $12,978,000 | 2,014 |
| Issued or guaranteed by U.S. | $12,978,000 | 2,005 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,555,000 | 900 |
| Available-for-sale securities (fair market value) | $2,443,000 | 7,457 |
| Total debt securities | $21,555,000 | 4,454 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $24,903,000 | 4,123 |
| U.S. Government securities | $21,378,000 | 3,690 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,378,000 | 3,562 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,075,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,075,000 | 1,863 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,450,000 | 851 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,878,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $13,878,000 | 1,927 |
| Issued or guaranteed by U.S. | $13,878,000 | 1,920 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,453,000 | 878 |
| Available-for-sale securities (fair market value) | $2,450,000 | 7,487 |
| Total debt securities | $22,453,000 | 4,341 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $24,909,000 | 4,182 |
| U.S. Government securities | $22,405,000 | 3,628 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,405,000 | 3,500 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $100,000 | 3,474 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,007 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,404,000 | 888 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,905,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $14,905,000 | 1,854 |
| Issued or guaranteed by U.S. | $14,905,000 | 1,845 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,505,000 | 884 |
| Available-for-sale securities (fair market value) | $2,404,000 | 7,573 |
| Total debt securities | $22,505,000 | 4,398 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $5,682,000 | 7,585 |
| U.S. Government securities | $3,107,000 | 7,780 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,107,000 | 7,618 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $100,000 | 3,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,086 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,475,000 | 931 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,107,000 | 5,127 |
| Certificates of participation in pools of residential mortgages | $2,107,000 | 4,541 |
| Issued or guaranteed by U.S. | $2,107,000 | 4,522 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,207,000 | 2,418 |
| Available-for-sale securities (fair market value) | $2,475,000 | 7,553 |
| Total debt securities | $3,207,000 | 8,102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $3,536,000 | 8,182 |
| U.S. Government securities | $1,000,000 | 8,572 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,000,000 | 8,441 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $100,000 | 3,629 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,436,000 | 934 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $1,100,000 | 3,294 |
| Available-for-sale securities (fair market value) | $2,436,000 | 7,611 |
| Total debt securities | $1,100,000 | 8,686 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $3,586,000 | 8,138 |
| U.S. Government securities | $1,000,000 | 8,573 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,000,000 | 8,430 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $100,000 | 3,736 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,334 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,486,000 | 974 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $1,100,000 | 3,348 |
| Available-for-sale securities (fair market value) | $2,486,000 | 7,605 |
| Total debt securities | $1,100,000 | 8,709 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $3,623,000 | 8,131 |
| U.S. Government securities | $1,000,000 | 8,583 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,000,000 | 8,440 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $100,000 | 3,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,363 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,523,000 | 992 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $1,100,000 | 3,374 |
| Available-for-sale securities (fair market value) | $2,523,000 | 7,612 |
| Total debt securities | $1,100,000 | 8,719 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $3,591,000 | 8,201 |
| U.S. Government securities | $1,000,000 | 8,648 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,000,000 | 8,497 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $100,000 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,403 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,491,000 | 988 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $1,100,000 | 3,439 |
| Available-for-sale securities (fair market value) | $2,491,000 | 7,667 |
| Total debt securities | $1,100,000 | 8,768 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $3,336,000 | 8,335 |
| U.S. Government securities | $750,000 | 8,760 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $750,000 | 8,621 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $100,000 | 3,887 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,486,000 | 994 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $850,000 | 3,706 |
| Available-for-sale securities (fair market value) | $2,486,000 | 7,680 |
| Total debt securities | $850,000 | 8,874 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,078,000 | 9,122 |
| U.S. Government securities | $900,000 | 8,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $900,000 | 8,789 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $178,000 | 3,827 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $178,000 | 3,322 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $1,078,000 | 3,769 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,078,000 | 9,044 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $750,000 | 9,577 |
| U.S. Government securities | $650,000 | 9,413 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $650,000 | 9,195 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $100,000 | 3,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,131 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $750,000 | 4,673 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $750,000 | 9,482 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,923,000 | 9,656 |
| U.S. Government securities | $555,000 | 9,805 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $555,000 | 9,537 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,368,000 | 2,133 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,368,000 | 1,794 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $1,923,000 | 4,288 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $1,923,000 | 9,564 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,291,000 | 9,984 |
| U.S. Government securities | $555,000 | 9,979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $555,000 | 9,563 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $736,000 | 2,459 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $736,000 | 2,021 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $1,291,000 | 5,205 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $1,291,000 | 9,866 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,147,000 | 10,549 |
| U.S. Government securities | $1,047,000 | 10,383 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,047,000 | 9,653 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $100,000 | 3,251 |
| 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 | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $1,147,000 | 6,183 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $1,147,000 | 10,448 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,384,000 | 10,421 |
| U.S. Government securities | $3,034,000 | 10,115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,034,000 | 8,785 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $350,000 | 2,994 |
| 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 | $350,000 | 2,311 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,384,000 | 5,458 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $3,384,000 | 10,323 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,122,000 | 10,149 |
| U.S. Government securities | $4,021,000 | 10,045 |
| U.S. Treasury securities | $3,026,000 | 5,978 |
| U.S. Government agency obligations | $995,000 | 10,513 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $100,000 | 4,419 |
| 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 | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,001,000 | 2,172 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,121,000 | 5,404 |
| Available-for-sale securities (fair market value) | $1,001,000 | 9,973 |
| Total debt securities | $4,121,000 | 10,470 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $5,019,000 | 10,850 |
| U.S. Government securities | $4,919,000 | 10,214 |
| U.S. Treasury securities | $3,925,000 | 6,364 |
| U.S. Government agency obligations | $994,000 | 10,901 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $100,000 | 5,037 |
| 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 | $100,000 | 3,983 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,019,000 | 7,986 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $5,019,000 | 10,735 |
| 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 | $4,945,000 | 11,308 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $100,000 | 5,775 |
| 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 | $100,000 | 4,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,878,000 | 755 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $33,000 | 214 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $100,000 | 13,043 |
| 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 | $1,101,000 | 13,415 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $100,000 | 6,649 |
| 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 | $100,000 | 5,148 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,005,000 | 1,884 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 513 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $100,000 | 13,636 |
| 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 |