Home > Global Commerce Bank > Securities
Global Commerce Bank, Securities
| 2011-12-31 | Rank | |
| Total securities | $34,051,000 | 3,400 |
| U.S. Government securities | $33,849,000 | 2,548 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $33,849,000 | 2,494 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $202,000 | 2,642 |
| Privately issued residential mortgage-backed securities | $202,000 | 1,077 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,641,000 | 1,763 |
| Mortgage-backed securities | $19,034,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $15,282,000 | 2,150 |
| Issued or guaranteed by U.S. | $15,282,000 | 2,145 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,752,000 | 2,327 |
| CMOs issued by government agencies or sponsored agencies | $3,550,000 | 2,191 |
| Privately issued | $202,000 | 1,022 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $34,051,000 | 3,121 |
| Total debt securities | $34,051,000 | 3,376 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $59,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $29,295,000 | 3,666 |
| U.S. Government securities | $28,949,000 | 2,814 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $28,949,000 | 2,746 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $346,000 | 2,482 |
| Privately issued residential mortgage-backed securities | $346,000 | 1,026 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,918,000 | 1,808 |
| Mortgage-backed securities | $23,239,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $14,941,000 | 2,117 |
| Issued or guaranteed by U.S. | $14,941,000 | 2,111 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,298,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $7,952,000 | 1,587 |
| Privately issued | $346,000 | 972 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $29,295,000 | 3,382 |
| Total debt securities | $29,295,000 | 3,633 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,854 |
| Fair value | $2,002,000 | 1,810 |
| Trading account assets | $86,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $33,544,000 | 3,397 |
| U.S. Government securities | $33,153,000 | 2,583 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $33,153,000 | 2,517 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $391,000 | 2,409 |
| Privately issued residential mortgage-backed securities | $391,000 | 1,027 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,152,000 | 1,780 |
| Mortgage-backed securities | $24,639,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $16,081,000 | 1,962 |
| Issued or guaranteed by U.S. | $16,081,000 | 1,960 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,558,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $8,167,000 | 1,535 |
| Privately issued | $391,000 | 975 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $33,544,000 | 3,111 |
| Total debt securities | $33,544,000 | 3,370 |
| Structured notes | ||
| Amortized cost | $2,994,000 | 1,663 |
| Fair value | $2,995,000 | 1,650 |
| Trading account assets | $159,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $30,649,000 | 3,580 |
| U.S. Government securities | $30,139,000 | 2,772 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $30,139,000 | 2,687 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $510,000 | 2,298 |
| Privately issued residential mortgage-backed securities | $510,000 | 1,014 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,016,000 | 2,309 |
| Mortgage-backed securities | $24,953,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $13,200,000 | 2,172 |
| Issued or guaranteed by U.S. | $13,200,000 | 2,167 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,753,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $11,243,000 | 1,249 |
| Privately issued | $510,000 | 962 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $30,649,000 | 3,287 |
| Total debt securities | $30,649,000 | 3,549 |
| Structured notes | ||
| Amortized cost | $2,993,000 | 1,727 |
| Fair value | $2,934,000 | 1,726 |
| Trading account assets | $201,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $34,553,000 | 3,189 |
| U.S. Government securities | $33,987,000 | 2,409 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $33,987,000 | 2,326 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $566,000 | 2,377 |
| Privately issued residential mortgage-backed securities | $566,000 | 1,047 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,492,000 | 2,500 |
| Mortgage-backed securities | $24,886,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $13,694,000 | 2,032 |
| Issued or guaranteed by U.S. | $13,694,000 | 2,026 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,192,000 | 1,412 |
| CMOs issued by government agencies or sponsored agencies | $10,626,000 | 1,266 |
| Privately issued | $566,000 | 992 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $34,553,000 | 2,910 |
| Total debt securities | $34,553,000 | 3,160 |
| Structured notes | ||
| Amortized cost | $6,991,000 | 887 |
| Fair value | $6,912,000 | 881 |
| Trading account assets | $61,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $31,083,000 | 3,397 |
| U.S. Government securities | $30,462,000 | 2,601 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $30,462,000 | 2,516 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $621,000 | 2,429 |
| Privately issued residential mortgage-backed securities | $621,000 | 1,103 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,215,000 | 3,522 |
| Mortgage-backed securities | $17,972,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $10,281,000 | 2,365 |
| Issued or guaranteed by U.S. | $10,281,000 | 2,362 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,691,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $7,070,000 | 1,511 |
| Privately issued | $621,000 | 1,050 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $31,083,000 | 3,095 |
| Total debt securities | $31,083,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $8,990,000 | 690 |
| Fair value | $9,043,000 | 685 |
| Trading account assets | $97,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $28,017,000 | 3,634 |
| U.S. Government securities | $27,343,000 | 2,855 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,343,000 | 2,772 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $674,000 | 2,397 |
| Privately issued residential mortgage-backed securities | $674,000 | 1,127 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,060,000 | 4,021 |
| Mortgage-backed securities | $4,783,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $4,109,000 | 3,583 |
| Issued or guaranteed by U.S. | $4,109,000 | 3,575 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $674,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $674,000 | 1,080 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $28,017,000 | 3,315 |
| Total debt securities | $28,017,000 | 3,602 |
| Structured notes | ||
| Amortized cost | $12,119,000 | 549 |
| Fair value | $12,171,000 | 551 |
| Trading account assets | $105,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $35,825,000 | 3,111 |
| U.S. Government securities | $35,097,000 | 2,403 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $35,097,000 | 2,339 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $728,000 | 2,423 |
| Privately issued residential mortgage-backed securities | $728,000 | 1,151 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,995,000 | 5,434 |
| Mortgage-backed securities | $4,777,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $4,049,000 | 3,717 |
| Issued or guaranteed by U.S. | $4,049,000 | 3,711 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $728,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $728,000 | 1,103 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $35,825,000 | 2,791 |
| Total debt securities | $35,825,000 | 3,081 |
| Structured notes | ||
| Amortized cost | $16,579,000 | 329 |
| Fair value | $16,564,000 | 328 |
| Trading account assets | $104,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $33,227,000 | 3,258 |
| U.S. Government securities | $27,135,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $27,135,000 | 2,799 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $6,092,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $4,475,000 | 678 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,617,000 | 1,149 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $4,529,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $54,000 | 5,801 |
| Issued or guaranteed by U.S. | $54,000 | 5,787 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,475,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $4,475,000 | 652 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $33,227,000 | 2,939 |
| Total debt securities | $33,227,000 | 3,225 |
| Structured notes | ||
| Amortized cost | $13,851,000 | 293 |
| Fair value | $13,735,000 | 292 |
| Trading account assets | $51,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $21,779,000 | 4,229 |
| U.S. Government securities | $14,169,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,169,000 | 4,177 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $7,610,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $7,610,000 | 586 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $10,236,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $959,000 | 5,084 |
| Issued or guaranteed by U.S. | $959,000 | 5,072 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $9,277,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $1,667,000 | 2,233 |
| Privately issued | $7,610,000 | 562 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $21,779,000 | 3,833 |
| Total debt securities | $21,779,000 | 4,191 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $150,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $30,709,000 | 3,393 |
| U.S. Government securities | $22,500,000 | 3,209 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,500,000 | 3,139 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $8,209,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $8,209,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $13,265,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $3,376,000 | 4,155 |
| Issued or guaranteed by U.S. | $3,376,000 | 4,142 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $9,889,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $1,680,000 | 2,234 |
| Privately issued | $8,209,000 | 553 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $30,709,000 | 3,034 |
| Total debt securities | $30,709,000 | 3,360 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $146,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $31,885,000 | 3,317 |
| U.S. Government securities | $29,035,000 | 2,743 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $29,035,000 | 2,676 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,850,000 | 1,618 |
| Privately issued residential mortgage-backed securities | $2,850,000 | 898 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,424,000 | 2,021 |
| Mortgage-backed securities | $8,606,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $4,014,000 | 4,052 |
| Issued or guaranteed by U.S. | $4,014,000 | 4,041 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,592,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $1,742,000 | 2,224 |
| Privately issued | $2,850,000 | 860 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $31,885,000 | 2,944 |
| Total debt securities | $31,885,000 | 3,282 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $145,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $33,787,000 | 3,169 |
| U.S. Government securities | $32,812,000 | 2,475 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $32,812,000 | 2,423 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $975,000 | 2,320 |
| Privately issued residential mortgage-backed securities | $975,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,511,000 | 1,709 |
| Mortgage-backed securities | $7,019,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $4,304,000 | 3,920 |
| Issued or guaranteed by U.S. | $4,304,000 | 3,907 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,715,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $1,740,000 | 2,198 |
| Privately issued | $975,000 | 1,126 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $33,787,000 | 2,817 |
| Total debt securities | $33,787,000 | 3,124 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $167,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $26,545,000 | 3,676 |
| U.S. Government securities | $26,545,000 | 2,839 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,545,000 | 2,788 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,997,000 | 3,803 |
| Mortgage-backed securities | $6,175,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $4,431,000 | 3,800 |
| Issued or guaranteed by U.S. | $4,431,000 | 3,789 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,744,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $1,744,000 | 2,104 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $26,545,000 | 3,260 |
| Total debt securities | $26,545,000 | 3,643 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $564,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $27,805,000 | 3,641 |
| U.S. Government securities | $27,805,000 | 2,782 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,805,000 | 2,738 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,997,000 | 3,986 |
| Mortgage-backed securities | $6,343,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $4,582,000 | 3,765 |
| Issued or guaranteed by U.S. | $4,582,000 | 3,753 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,761,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $1,761,000 | 2,106 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $27,805,000 | 3,227 |
| Total debt securities | $27,805,000 | 3,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $150,000 | 248 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $36,226,000 | 2,994 |
| U.S. Government securities | $36,226,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,226,000 | 2,206 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,997,000 | 3,962 |
| Mortgage-backed securities | $6,966,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $5,093,000 | 3,500 |
| Issued or guaranteed by U.S. | $5,093,000 | 3,486 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,873,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $1,873,000 | 2,063 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $36,226,000 | 2,664 |
| Total debt securities | $36,226,000 | 2,950 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $97,000 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $37,332,000 | 2,930 |
| U.S. Government securities | $37,332,000 | 2,182 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $37,332,000 | 2,144 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,999,000 | 5,694 |
| Mortgage-backed securities | $7,394,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $5,398,000 | 3,135 |
| Issued or guaranteed by U.S. | $5,398,000 | 3,119 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,996,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $1,996,000 | 1,936 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $37,332,000 | 2,574 |
| Total debt securities | $37,332,000 | 2,884 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $144,000 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $39,164,000 | 2,816 |
| U.S. Government securities | $39,164,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $39,164,000 | 2,050 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,999,000 | 5,701 |
| Mortgage-backed securities | $6,076,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $3,886,000 | 3,399 |
| Issued or guaranteed by U.S. | $3,886,000 | 3,385 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,190,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $2,190,000 | 1,831 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $39,164,000 | 2,453 |
| Total debt securities | $39,164,000 | 2,766 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $139,000 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $31,207,000 | 3,334 |
| U.S. Government securities | $31,207,000 | 2,603 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,207,000 | 2,531 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,991,000 | 5,744 |
| Mortgage-backed securities | $6,419,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $4,022,000 | 3,316 |
| Issued or guaranteed by U.S. | $4,022,000 | 3,303 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,397,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,397,000 | 1,758 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $31,207,000 | 2,925 |
| Total debt securities | $31,207,000 | 3,296 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $145,000 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $22,819,000 | 4,136 |
| U.S. Government securities | $22,819,000 | 3,343 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $22,819,000 | 3,253 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,980,000 | 5,781 |
| Mortgage-backed securities | $4,879,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $2,177,000 | 4,075 |
| Issued or guaranteed by U.S. | $2,177,000 | 4,057 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,702,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $2,702,000 | 1,663 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $22,819,000 | 3,633 |
| Total debt securities | $22,819,000 | 4,083 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $99,000 | 257 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $12,913,000 | 5,624 |
| U.S. Government securities | $12,913,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,913,000 | 4,754 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,969,000 | 5,788 |
| Mortgage-backed securities | $1,012,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,846 |
| Issued or guaranteed by U.S. | $105,000 | 5,822 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $907,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,322 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,913,000 | 5,011 |
| Total debt securities | $12,913,000 | 5,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $146,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $13,999,000 | 5,475 |
| U.S. Government securities | $13,999,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,999,000 | 4,573 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,960,000 | 5,855 |
| Mortgage-backed securities | $1,130,000 | 5,196 |
| Certificates of participation in pools of residential mortgages | $141,000 | 5,795 |
| Issued or guaranteed by U.S. | $141,000 | 5,766 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $989,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,214 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $13,999,000 | 4,837 |
| Total debt securities | $13,999,000 | 5,424 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $139,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $12,935,000 | 5,703 |
| U.S. Government securities | $12,935,000 | 4,913 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,935,000 | 4,779 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,940,000 | 5,892 |
| Mortgage-backed securities | $1,151,000 | 5,209 |
| Certificates of participation in pools of residential mortgages | $168,000 | 5,773 |
| Issued or guaranteed by U.S. | $168,000 | 5,747 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $983,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,212 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $12,935,000 | 5,048 |
| Total debt securities | $12,935,000 | 5,649 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $184,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,001,000 | 6,513 |
| U.S. Government securities | $9,001,000 | 5,838 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,001,000 | 5,698 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,943,000 | 5,879 |
| Mortgage-backed securities | $1,166,000 | 5,246 |
| Certificates of participation in pools of residential mortgages | $181,000 | 5,779 |
| Issued or guaranteed by U.S. | $181,000 | 5,755 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $985,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 2,220 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,001,000 | 5,800 |
| Total debt securities | $9,000,000 | 6,451 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $136,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,050,000 | 6,538 |
| U.S. Government securities | $9,050,000 | 5,815 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,050,000 | 5,665 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,942,000 | 5,896 |
| Mortgage-backed securities | $1,217,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,760 |
| Issued or guaranteed by U.S. | $230,000 | 5,736 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $987,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,234 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,050,000 | 5,809 |
| Total debt securities | $9,051,000 | 6,477 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,202,000 | 6,516 |
| U.S. Government securities | $9,201,000 | 5,746 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,201,000 | 5,605 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,000 | 3,388 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 5,896 |
| Mortgage-backed securities | $1,329,000 | 5,232 |
| Certificates of participation in pools of residential mortgages | $334,000 | 5,645 |
| Issued or guaranteed by U.S. | $334,000 | 5,623 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $995,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 2,246 |
| Privately issued | $1,000 | 1,226 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,202,000 | 5,774 |
| Total debt securities | $9,201,000 | 6,456 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,788,000 | 6,415 |
| U.S. Government securities | $9,314,000 | 5,767 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,314,000 | 5,621 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $474,000 | 2,746 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $473,000 | 2,283 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,965,000 | 5,894 |
| Mortgage-backed securities | $1,410,000 | 5,264 |
| Certificates of participation in pools of residential mortgages | $411,000 | 5,593 |
| Issued or guaranteed by U.S. | $411,000 | 5,567 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $999,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,320 |
| Privately issued | $1,000 | 1,201 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,788,000 | 5,684 |
| Total debt securities | $9,788,000 | 6,353 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,988,000 | 6,891 |
| U.S. Government securities | $7,522,000 | 6,320 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,522,000 | 6,177 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $466,000 | 2,810 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $465,000 | 2,369 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,944,000 | 5,946 |
| Mortgage-backed securities | $1,671,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $500,000 | 5,550 |
| Issued or guaranteed by U.S. | $500,000 | 5,530 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,171,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $1,170,000 | 2,275 |
| Privately issued | $1,000 | 1,199 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,988,000 | 6,118 |
| Total debt securities | $7,988,000 | 6,837 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,421,000 | 6,781 |
| U.S. Government securities | $7,922,000 | 6,197 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,922,000 | 6,056 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $499,000 | 2,803 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $493,000 | 2,403 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,000 | 5,928 |
| Mortgage-backed securities | $1,991,000 | 5,048 |
| Certificates of participation in pools of residential mortgages | $575,000 | 5,509 |
| Issued or guaranteed by U.S. | $575,000 | 5,490 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,416,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $1,410,000 | 2,214 |
| Privately issued | $6,000 | 1,122 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $8,421,000 | 6,025 |
| Total debt securities | $8,421,000 | 6,725 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $8,821,000 | 6,752 |
| U.S. Government securities | $8,355,000 | 6,110 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,355,000 | 5,961 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $466,000 | 2,885 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $453,000 | 2,487 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,901 |
| Mortgage-backed securities | $2,378,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $651,000 | 5,453 |
| Issued or guaranteed by U.S. | $651,000 | 5,437 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,727,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $1,714,000 | 2,074 |
| Privately issued | $13,000 | 1,057 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $8,821,000 | 5,982 |
| Total debt securities | $8,821,000 | 6,688 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $9,146,000 | 6,759 |
| U.S. Government securities | $8,665,000 | 6,114 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,665,000 | 5,958 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $481,000 | 2,976 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $465,000 | 2,593 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,912 |
| Mortgage-backed securities | $2,790,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $791,000 | 5,394 |
| Issued or guaranteed by U.S. | $791,000 | 5,378 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,999,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $1,983,000 | 2,011 |
| Privately issued | $16,000 | 1,047 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,146,000 | 6,000 |
| Total debt securities | $9,146,000 | 6,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $9,580,000 | 6,666 |
| U.S. Government securities | $9,067,000 | 5,962 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,067,000 | 5,805 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $513,000 | 2,963 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $493,000 | 2,649 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,884 |
| Mortgage-backed securities | $3,062,000 | 4,747 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 5,251 |
| Issued or guaranteed by U.S. | $1,002,000 | 5,234 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,060,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $2,040,000 | 2,026 |
| Privately issued | $20,000 | 1,094 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,580,000 | 5,923 |
| Total debt securities | $9,580,000 | 6,580 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,716,000 | 6,893 |
| U.S. Government securities | $8,167,000 | 6,259 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,167,000 | 6,088 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $549,000 | 2,945 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,034 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $517,000 | 2,670 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,989,000 | 5,882 |
| Mortgage-backed securities | $3,189,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 5,180 |
| Issued or guaranteed by U.S. | $1,115,000 | 5,160 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,074,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $2,042,000 | 2,125 |
| Privately issued | $32,000 | 896 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,716,000 | 6,128 |
| Total debt securities | $8,716,000 | 6,813 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $8,980,000 | 6,765 |
| U.S. Government securities | $8,441,000 | 6,044 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,441,000 | 5,855 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $539,000 | 3,081 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $493,000 | 2,913 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,988,000 | 5,861 |
| Mortgage-backed securities | $3,478,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 4,992 |
| Issued or guaranteed by U.S. | $1,365,000 | 4,972 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,113,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $2,067,000 | 2,151 |
| Privately issued | $46,000 | 950 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,980,000 | 6,000 |
| Total debt securities | $8,980,000 | 6,673 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $8,323,000 | 6,882 |
| U.S. Government securities | $7,761,000 | 6,177 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,761,000 | 6,002 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $562,000 | 3,138 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $505,000 | 2,906 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,000 | 7,305 |
| Mortgage-backed securities | $3,026,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $1,842,000 | 4,778 |
| Issued or guaranteed by U.S. | $1,842,000 | 4,762 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,184,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $1,127,000 | 2,757 |
| Privately issued | $57,000 | 992 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $8,323,000 | 6,115 |
| Total debt securities | $8,323,000 | 6,780 |
| Structured notes | ||
| Amortized cost | $534,000 | 1,550 |
| Fair value | $505,000 | 1,641 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,271,000 | 6,905 |
| U.S. Government securities | $7,241,000 | 6,379 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,241,000 | 6,199 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,030,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $953,000 | 2,553 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,000 | 7,337 |
| Mortgage-backed securities | $2,524,000 | 5,084 |
| Certificates of participation in pools of residential mortgages | $2,281,000 | 4,522 |
| Issued or guaranteed by U.S. | $2,281,000 | 4,506 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $243,000 | 3,841 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 3,776 |
| Privately issued | $77,000 | 995 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,271,000 | 6,117 |
| Total debt securities | $8,271,000 | 6,808 |
| Structured notes | ||
| Amortized cost | $166,000 | 1,714 |
| Fair value | $168,000 | 1,715 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,147,000 | 6,715 |
| U.S. Government securities | $8,053,000 | 6,145 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,053,000 | 5,951 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,094,000 | 2,710 |
| Privately issued residential mortgage-backed securities | $92,000 | 1,150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 2,502 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,000 | 7,237 |
| Mortgage-backed securities | $3,126,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $2,789,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,789,000 | 4,244 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $337,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 3,718 |
| Privately issued | $92,000 | 1,024 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,147,000 | 5,916 |
| Total debt securities | $9,147,000 | 6,620 |
| Structured notes | ||
| Amortized cost | $239,000 | 1,479 |
| Fair value | $245,000 | 1,478 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $14,960,000 | 5,375 |
| U.S. Government securities | $6,716,000 | 6,559 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,716,000 | 6,319 |
| Securities issued by states & political subdivisions | $4,902,000 | 2,898 |
| Other domestic debt securities | $3,342,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $338,000 | 1,054 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,004,000 | 1,580 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $804,000 | 6,931 |
| Mortgage-backed securities | $6,071,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $3,004,000 | 3,881 |
| Issued or guaranteed by U.S. | $3,004,000 | 3,865 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,067,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $2,729,000 | 2,301 |
| Privately issued | $338,000 | 950 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $14,960,000 | 4,609 |
| Total debt securities | $14,960,000 | 5,280 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $983,000 | 399 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $9,973,000 | 6,805 |
| U.S. Government securities | $8,416,000 | 6,369 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,416,000 | 6,018 |
| Securities issued by states & political subdivisions | $254,000 | 6,570 |
| Other domestic debt securities | $1,291,000 | 2,272 |
| 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 | $1,291,000 | 1,970 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 7,887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $915,000 | 5,625 |
| Certificates of participation in pools of residential mortgages | $915,000 | 4,884 |
| Issued or guaranteed by U.S. | $915,000 | 4,870 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,973,000 | 5,736 |
| Total debt securities | $9,961,000 | 6,669 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,812,000 | 8,057 |
| U.S. Government securities | $6,812,000 | 7,248 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,812,000 | 6,723 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,812,000 | 6,827 |
| Total debt securities | $6,812,000 | 7,938 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,017,000 | 9,485 |
| U.S. Government securities | $3,017,000 | 8,983 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,017,000 | 8,209 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| 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 | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,017,000 | 8,088 |
| Total debt securities | $3,017,000 | 9,362 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,009,000 | 8,440 |
| U.S. Government securities | $7,009,000 | 7,658 |
| U.S. Treasury securities | $1,001,000 | 6,411 |
| U.S. Government agency obligations | $6,008,000 | 6,812 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $7,009,000 | 6,697 |
| Total debt securities | $7,009,000 | 8,296 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,925,000 | 9,809 |
| U.S. Government securities | $4,925,000 | 9,195 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $4,925,000 | 7,698 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $4,925,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $4,925,000 | 3,237 |
| Issued or guaranteed by U.S. | $4,925,000 | 3,216 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $4,925,000 | 7,806 |
| Total debt securities | $4,925,000 | 9,697 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,000,000 | 9,770 |
| U.S. Government securities | $6,000,000 | 9,071 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $6,000,000 | 7,172 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $6,000,000 | 7,573 |
| Total debt securities | $6,000,000 | 9,670 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |