Home > Independent Bank of Texas > Securities
Independent Bank of Texas, Securities
| 2015-06-30 | Rank | |
| Total securities | $4,646,000 | 5,649 |
| U.S. Government securities | $4,646,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,646,000 | 5,006 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,102 |
| Mortgage-backed securities | $156,000 | 4,916 |
| Certificates of participation in pools of residential mortgages | $156,000 | 4,721 |
| Issued or guaranteed by U.S. | $156,000 | 4,718 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,646,000 | 5,282 |
| Total debt securities | $4,646,000 | 5,624 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 853 |
| Fair value | $2,504,000 | 853 |
| 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 | $4,765,000 | 5,686 |
| U.S. Government securities | $4,665,000 | 5,195 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,665,000 | 5,085 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $100,000 | 2,276 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $100,000 | 1,810 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,162 |
| Mortgage-backed securities | $161,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $161,000 | 4,778 |
| Issued or guaranteed by U.S. | $161,000 | 4,772 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,765,000 | 5,321 |
| Total debt securities | $4,765,000 | 5,662 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 908 |
| Fair value | $2,504,000 | 913 |
| 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 | $7,615,000 | 5,464 |
| U.S. Government securities | $6,607,000 | 4,955 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,607,000 | 4,838 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,008,000 | 1,671 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,008,000 | 1,323 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,231 |
| Mortgage-backed securities | $167,000 | 5,048 |
| Certificates of participation in pools of residential mortgages | $167,000 | 4,846 |
| Issued or guaranteed by U.S. | $167,000 | 4,840 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $7,615,000 | 5,084 |
| Total debt securities | $7,615,000 | 5,442 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 961 |
| Fair value | $2,504,000 | 961 |
| 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 | $9,311,000 | 5,379 |
| U.S. Government securities | $8,306,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,306,000 | 4,662 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,005,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,005,000 | 1,369 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,277 |
| Mortgage-backed securities | $1,892,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $1,892,000 | 4,188 |
| Issued or guaranteed by U.S. | $1,892,000 | 4,184 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $9,311,000 | 4,997 |
| Total debt securities | $9,311,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,049 |
| Fair value | $2,503,000 | 1,048 |
| 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 | $14,103,000 | 4,967 |
| U.S. Government securities | $13,100,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,100,000 | 4,104 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,003,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,003,000 | 1,406 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,326 |
| Mortgage-backed securities | $6,707,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $6,707,000 | 3,121 |
| Issued or guaranteed by U.S. | $6,707,000 | 3,120 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $14,103,000 | 4,565 |
| Total debt securities | $14,103,000 | 4,943 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,098 |
| Fair value | $2,480,000 | 1,104 |
| 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 | $13,874,000 | 5,039 |
| U.S. Government securities | $11,405,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,405,000 | 4,370 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,469,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,469,000 | 1,029 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,353 |
| Mortgage-backed securities | $6,981,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $6,981,000 | 3,092 |
| Issued or guaranteed by U.S. | $6,981,000 | 3,092 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,874,000 | 4,630 |
| Total debt securities | $13,874,000 | 5,014 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,113 |
| Fair value | $2,495,000 | 1,115 |
| 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 | $14,140,000 | 5,018 |
| U.S. Government securities | $11,677,000 | 4,428 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,677,000 | 4,337 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,463,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,463,000 | 1,049 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,341 |
| Mortgage-backed securities | $7,181,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $7,181,000 | 3,067 |
| Issued or guaranteed by U.S. | $7,181,000 | 3,065 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $14,140,000 | 4,623 |
| Total debt securities | $14,140,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,087 |
| Fair value | $2,493,000 | 1,075 |
| 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 | $20,161,000 | 4,477 |
| U.S. Government securities | $11,965,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,965,000 | 4,316 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,456,000 | 1,420 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,456,000 | 1,085 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $5,740,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,396 |
| Mortgage-backed securities | $7,467,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $7,467,000 | 3,030 |
| Issued or guaranteed by U.S. | $7,467,000 | 3,027 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $20,161,000 | 4,116 |
| Total debt securities | $14,421,000 | 5,011 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,078 |
| Fair value | $2,490,000 | 1,078 |
| 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 | $12,424,000 | 5,250 |
| U.S. Government securities | $4,696,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,696,000 | 5,447 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,016,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,016,000 | 1,215 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,712,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,393 |
| Mortgage-backed securities | $207,000 | 5,320 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,084 |
| Issued or guaranteed by U.S. | $207,000 | 5,077 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,424,000 | 4,868 |
| Total debt securities | $6,712,000 | 5,836 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,058 |
| Fair value | $2,478,000 | 1,065 |
| 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 | $15,382,000 | 4,961 |
| U.S. Government securities | $5,485,000 | 5,451 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,485,000 | 5,339 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,011,000 | 1,596 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,011,000 | 1,202 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,886,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,250,000 | 4,243 |
| Mortgage-backed securities | $216,000 | 5,365 |
| Certificates of participation in pools of residential mortgages | $216,000 | 5,110 |
| Issued or guaranteed by U.S. | $216,000 | 5,105 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $15,382,000 | 4,594 |
| Total debt securities | $7,496,000 | 5,795 |
| Structured notes | ||
| Amortized cost | $2,502,000 | 1,072 |
| Fair value | $2,504,000 | 1,091 |
| 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 | $15,414,000 | 4,924 |
| U.S. Government securities | $5,494,000 | 5,466 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,494,000 | 5,355 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,006,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,006,000 | 1,175 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $7,914,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,250,000 | 4,230 |
| Mortgage-backed securities | $222,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $222,000 | 5,137 |
| Issued or guaranteed by U.S. | $222,000 | 5,133 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $15,414,000 | 4,538 |
| Total debt securities | $7,500,000 | 5,828 |
| Structured notes | ||
| Amortized cost | $2,502,000 | 1,113 |
| Fair value | $2,504,000 | 1,129 |
| 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 | $8,763,000 | 5,772 |
| U.S. Government securities | $5,505,000 | 5,591 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,505,000 | 5,480 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $253,000 | 2,605 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $253,000 | 2,021 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,005,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,250,000 | 4,282 |
| Mortgage-backed securities | $231,000 | 5,501 |
| Certificates of participation in pools of residential mortgages | $231,000 | 5,237 |
| Issued or guaranteed by U.S. | $231,000 | 5,229 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,763,000 | 5,395 |
| Total debt securities | $5,758,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $2,503,000 | 1,179 |
| Fair value | $2,503,000 | 1,199 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $6,027,000 | 6,189 |
| U.S. Government securities | $5,775,000 | 5,614 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,775,000 | 5,505 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $252,000 | 2,601 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $252,000 | 2,016 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 4,261 |
| Mortgage-backed securities | $236,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,271 |
| Issued or guaranteed by U.S. | $236,000 | 5,263 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $6,027,000 | 5,777 |
| Total debt securities | $6,027,000 | 6,158 |
| 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 | $6,049,000 | 6,236 |
| U.S. Government securities | $5,797,000 | 5,700 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,797,000 | 5,589 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $252,000 | 2,587 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $252,000 | 2,013 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,500,000 | 4,510 |
| Mortgage-backed securities | $242,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $242,000 | 5,293 |
| Issued or guaranteed by U.S. | $242,000 | 5,286 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $6,049,000 | 5,813 |
| Total debt securities | $6,049,000 | 6,210 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,077,000 | 6,251 |
| U.S. Government securities | $5,826,000 | 5,700 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,826,000 | 5,589 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $251,000 | 2,582 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $251,000 | 1,939 |
| 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 | $5,500,000 | 4,063 |
| Mortgage-backed securities | $249,000 | 5,559 |
| Certificates of participation in pools of residential mortgages | $249,000 | 5,267 |
| Issued or guaranteed by U.S. | $249,000 | 5,253 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $6,077,000 | 5,812 |
| Total debt securities | $6,077,000 | 6,219 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,618,000 | 6,055 |
| U.S. Government securities | $7,367,000 | 5,394 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,367,000 | 5,286 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $251,000 | 2,566 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $251,000 | 1,905 |
| 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 | $5,500,000 | 4,048 |
| Mortgage-backed securities | $255,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,272 |
| Issued or guaranteed by U.S. | $255,000 | 5,257 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,618,000 | 5,615 |
| Total debt securities | $7,618,000 | 6,017 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,640,000 | 6,147 |
| U.S. Government securities | $7,390,000 | 5,522 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,390,000 | 5,415 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $250,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $250,000 | 1,837 |
| 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 | $5,500,000 | 4,115 |
| Mortgage-backed securities | $261,000 | 5,590 |
| Certificates of participation in pools of residential mortgages | $261,000 | 5,276 |
| Issued or guaranteed by U.S. | $261,000 | 5,261 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,640,000 | 5,698 |
| Total debt securities | $7,640,000 | 6,116 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,335,000 | 6,203 |
| U.S. Government securities | $7,335,000 | 5,528 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,335,000 | 5,414 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 4,101 |
| Mortgage-backed securities | $269,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,250 |
| Issued or guaranteed by U.S. | $269,000 | 5,239 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,335,000 | 5,740 |
| Total debt securities | $7,335,000 | 6,175 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,345,000 | 6,120 |
| U.S. Government securities | $7,345,000 | 5,391 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,345,000 | 5,274 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 4,057 |
| Mortgage-backed securities | $273,000 | 5,586 |
| Certificates of participation in pools of residential mortgages | $273,000 | 5,223 |
| Issued or guaranteed by U.S. | $273,000 | 5,210 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,345,000 | 5,657 |
| Total debt securities | $7,345,000 | 6,086 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $5,939,000 | 6,385 |
| U.S. Government securities | $5,939,000 | 5,690 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,939,000 | 5,569 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 4,726 |
| Mortgage-backed securities | $281,000 | 5,642 |
| Certificates of participation in pools of residential mortgages | $281,000 | 5,238 |
| Issued or guaranteed by U.S. | $281,000 | 5,227 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,939,000 | 5,883 |
| Total debt securities | $5,939,000 | 6,346 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,968,000 | 6,467 |
| U.S. Government securities | $5,968,000 | 5,806 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,968,000 | 5,694 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,666,000 | 4,730 |
| Mortgage-backed securities | $287,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,289 |
| Issued or guaranteed by U.S. | $287,000 | 5,278 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,968,000 | 5,953 |
| Total debt securities | $5,968,000 | 6,427 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,000,000 | 2,099 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,983,000 | 6,537 |
| U.S. Government securities | $5,983,000 | 5,873 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,983,000 | 5,755 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,385 |
| Mortgage-backed securities | $293,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,396 |
| Issued or guaranteed by U.S. | $293,000 | 5,385 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,983,000 | 6,013 |
| Total debt securities | $5,983,000 | 6,497 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,005,000 | 2,268 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,566,000 | 6,040 |
| U.S. Government securities | $8,566,000 | 5,257 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,566,000 | 5,157 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,927,000 | 4,153 |
| Mortgage-backed securities | $3,784,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $3,784,000 | 3,883 |
| Issued or guaranteed by U.S. | $3,784,000 | 3,875 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,566,000 | 5,552 |
| Total debt securities | $8,566,000 | 5,995 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,000,000 | 2,035 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,684,000 | 6,246 |
| U.S. Government securities | $7,684,000 | 5,481 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,684,000 | 5,388 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,197,000 | 4,068 |
| Mortgage-backed securities | $3,642,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $3,642,000 | 4,003 |
| Issued or guaranteed by U.S. | $3,642,000 | 3,994 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,684,000 | 5,736 |
| Total debt securities | $7,684,000 | 6,207 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,643,000 | 6,265 |
| U.S. Government securities | $7,643,000 | 5,468 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,643,000 | 5,383 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,320,000 | 3,841 |
| Mortgage-backed securities | $3,884,000 | 4,558 |
| Certificates of participation in pools of residential mortgages | $3,884,000 | 3,984 |
| Issued or guaranteed by U.S. | $3,884,000 | 3,970 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,643,000 | 5,766 |
| Total debt securities | $7,643,000 | 6,218 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,708,000 | 6,135 |
| U.S. Government securities | $8,708,000 | 5,355 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,708,000 | 5,276 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,250,000 | 4,136 |
| Mortgage-backed securities | $3,941,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $3,941,000 | 4,068 |
| Issued or guaranteed by U.S. | $3,941,000 | 4,058 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,708,000 | 5,607 |
| Total debt securities | $8,708,000 | 6,077 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 737 |
| Fair value | $1,501,000 | 750 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $8,940,000 | 6,125 |
| U.S. Government securities | $8,940,000 | 5,378 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,940,000 | 5,297 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,587,000 | 3,872 |
| Mortgage-backed securities | $4,151,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $4,151,000 | 3,969 |
| Issued or guaranteed by U.S. | $4,151,000 | 3,957 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,940,000 | 5,593 |
| Total debt securities | $8,940,000 | 6,078 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 780 |
| Fair value | $1,501,000 | 805 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $9,934,000 | 5,905 |
| U.S. Government securities | $9,934,000 | 5,110 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,934,000 | 5,027 |
| 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 | $5,250,000 | 4,454 |
| Mortgage-backed securities | $4,179,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $4,179,000 | 3,877 |
| Issued or guaranteed by U.S. | $4,179,000 | 3,866 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $9,934,000 | 5,366 |
| Total debt securities | $9,934,000 | 5,857 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 377 |
| Fair value | $3,502,000 | 374 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,931,000 | 6,555 |
| U.S. Government securities | $6,931,000 | 5,888 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,931,000 | 5,805 |
| 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 | $5,756,000 | 4,306 |
| Mortgage-backed securities | $1,175,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $1,175,000 | 5,079 |
| Issued or guaranteed by U.S. | $1,175,000 | 5,059 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $6,931,000 | 5,977 |
| Total debt securities | $6,931,000 | 6,494 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 412 |
| Fair value | $3,513,000 | 405 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $7,095,000 | 6,549 |
| U.S. Government securities | $7,095,000 | 5,867 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,095,000 | 5,776 |
| 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 | $7,010,000 | 3,954 |
| Mortgage-backed securities | $1,273,000 | 5,412 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 4,970 |
| Issued or guaranteed by U.S. | $1,273,000 | 4,947 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $7,095,000 | 5,975 |
| Total debt securities | $7,095,000 | 6,480 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 441 |
| Fair value | $3,533,000 | 436 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $7,375,000 | 6,565 |
| U.S. Government securities | $7,375,000 | 5,916 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,375,000 | 5,804 |
| 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 | $7,375,000 | 3,915 |
| Mortgage-backed securities | $1,342,000 | 5,175 |
| Certificates of participation in pools of residential mortgages | $1,342,000 | 4,720 |
| Issued or guaranteed by U.S. | $1,342,000 | 4,700 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $7,375,000 | 5,953 |
| Total debt securities | $7,375,000 | 6,506 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 695 |
| Fair value | $3,518,000 | 697 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,451,000 | 7,049 |
| U.S. Government securities | $5,451,000 | 6,559 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,451,000 | 6,448 |
| 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 | $5,451,000 | 4,395 |
| Mortgage-backed securities | $1,412,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $1,412,000 | 4,540 |
| Issued or guaranteed by U.S. | $1,412,000 | 4,526 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $5,451,000 | 6,405 |
| Total debt securities | $5,451,000 | 6,997 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,442 |
| Fair value | $1,483,000 | 1,504 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,485,000 | 6,610 |
| U.S. Government securities | $7,485,000 | 5,986 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,485,000 | 5,869 |
| 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 | $7,485,000 | 3,882 |
| Mortgage-backed securities | $1,499,000 | 4,980 |
| Certificates of participation in pools of residential mortgages | $1,499,000 | 4,470 |
| Issued or guaranteed by U.S. | $1,499,000 | 4,456 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $7,485,000 | 5,957 |
| Total debt securities | $7,485,000 | 6,560 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 878 |
| Fair value | $3,445,000 | 893 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,144,000 | 6,310 |
| U.S. Government securities | $9,144,000 | 5,612 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,144,000 | 5,494 |
| 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 | $9,144,000 | 3,588 |
| Mortgage-backed securities | $1,638,000 | 4,913 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 4,389 |
| Issued or guaranteed by U.S. | $1,638,000 | 4,372 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $9,144,000 | 5,672 |
| Total debt securities | $9,144,000 | 6,247 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 685 |
| Fair value | $4,960,000 | 700 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,218,000 | 6,330 |
| U.S. Government securities | $9,218,000 | 5,657 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,218,000 | 5,529 |
| 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 | $9,218,000 | 3,555 |
| Mortgage-backed securities | $1,734,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 4,338 |
| Issued or guaranteed by U.S. | $1,734,000 | 4,323 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $9,218,000 | 5,683 |
| Total debt securities | $9,218,000 | 6,273 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 716 |
| Fair value | $4,942,000 | 735 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,312,000 | 6,358 |
| U.S. Government securities | $9,312,000 | 5,676 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,312,000 | 5,554 |
| 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 | $9,312,000 | 3,545 |
| Mortgage-backed securities | $1,847,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 4,272 |
| Issued or guaranteed by U.S. | $1,847,000 | 4,250 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $9,312,000 | 5,678 |
| Total debt securities | $9,312,000 | 6,296 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 772 |
| Fair value | $4,927,000 | 801 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,303,000 | 6,378 |
| U.S. Government securities | $9,303,000 | 5,691 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,303,000 | 5,559 |
| 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 | $9,303,000 | 3,542 |
| Mortgage-backed securities | $1,925,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $1,925,000 | 4,226 |
| Issued or guaranteed by U.S. | $1,925,000 | 4,211 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,303,000 | 5,697 |
| Total debt securities | $9,304,000 | 6,315 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 878 |
| Fair value | $4,863,000 | 861 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,498,000 | 6,404 |
| U.S. Government securities | $9,498,000 | 5,710 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,498,000 | 5,575 |
| 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 | $9,498,000 | 3,500 |
| Mortgage-backed securities | $2,072,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 4,171 |
| Issued or guaranteed by U.S. | $2,072,000 | 4,157 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,498,000 | 5,696 |
| Total debt securities | $9,498,000 | 6,345 |
| Structured notes | ||
| Amortized cost | $4,990,000 | 892 |
| Fair value | $4,890,000 | 880 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,651,000 | 6,413 |
| U.S. Government securities | $9,651,000 | 5,654 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,651,000 | 5,513 |
| 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 | $9,650,000 | 3,442 |
| Mortgage-backed securities | $2,206,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $2,206,000 | 4,120 |
| Issued or guaranteed by U.S. | $2,206,000 | 4,105 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,651,000 | 5,692 |
| Total debt securities | $9,651,000 | 6,356 |
| Structured notes | ||
| Amortized cost | $4,984,000 | 905 |
| Fair value | $4,902,000 | 886 |
| 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 | $7,365,000 | 6,925 |
| U.S. Government securities | $7,365,000 | 6,237 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,365,000 | 6,103 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,365,000 | 3,922 |
| Mortgage-backed securities | $2,402,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $2,402,000 | 4,059 |
| Issued or guaranteed by U.S. | $2,402,000 | 4,046 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,365,000 | 6,178 |
| Total debt securities | $7,365,000 | 6,867 |
| Structured notes | ||
| Amortized cost | $4,978,000 | 893 |
| Fair value | $4,963,000 | 855 |
| 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 | $6,100,000 | 7,258 |
| U.S. Government securities | $6,100,000 | 6,657 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,100,000 | 6,515 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,100,000 | 4,215 |
| Mortgage-backed securities | $2,607,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $2,607,000 | 4,047 |
| Issued or guaranteed by U.S. | $2,607,000 | 4,033 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,100,000 | 6,480 |
| Total debt securities | $6,100,000 | 7,189 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,110 |
| Fair value | $3,493,000 | 1,111 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,188,000 | 7,337 |
| U.S. Government securities | $6,188,000 | 6,706 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,188,000 | 6,546 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,188,000 | 4,235 |
| Mortgage-backed securities | $2,712,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $2,712,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,712,000 | 4,078 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,188,000 | 6,538 |
| Total debt securities | $6,188,000 | 7,268 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,108 |
| Fair value | $3,476,000 | 1,110 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,869,000 | 7,673 |
| U.S. Government securities | $4,869,000 | 7,147 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,869,000 | 6,989 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,868,000 | 4,652 |
| Mortgage-backed securities | $2,865,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $2,865,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,865,000 | 4,059 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $4,869,000 | 6,882 |
| Total debt securities | $4,869,000 | 7,612 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,463 |
| Fair value | $2,004,000 | 1,464 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,967,000 | 8,189 |
| U.S. Government securities | $2,967,000 | 7,795 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,967,000 | 7,639 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $967,000 | 5,672 |
| Certificates of participation in pools of residential mortgages | $967,000 | 5,166 |
| Issued or guaranteed by U.S. | $967,000 | 5,154 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,967,000 | 7,374 |
| Total debt securities | $2,967,000 | 8,130 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,484 |
| Fair value | $2,000,000 | 1,527 |
| 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 | $1,985,000 | 8,487 |
| U.S. Government securities | $1,985,000 | 8,195 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,985,000 | 8,045 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,985,000 | 7,692 |
| Total debt securities | $1,985,000 | 8,434 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $1,985,000 | 1,487 |
| 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 | $0 | 8,960 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $0 | 8,907 |
| 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 | $0 | 9,026 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| 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 | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $0 | 8,971 |
| 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 | $0 | 9,073 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| 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 | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $0 | 9,018 |
| 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 | $0 | 9,101 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| 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 | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $0 | 9,046 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |