Home > National Bank of California > Securities
National Bank of California, Securities
| 2016-03-31 | Rank | |
| Total securities | $31,457,000 | 3,263 |
| U.S. Government securities | $28,148,000 | 2,514 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $28,148,000 | 2,414 |
| Securities issued by states & political subdivisions | $3,309,000 | 3,897 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,207,000 | 4,260 |
| Mortgage-backed securities | $16,589,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $11,966,000 | 2,124 |
| Issued or guaranteed by U.S. | $11,966,000 | 2,121 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,568,000 | 1,685 |
| CMOs issued by government agencies or sponsored agencies | $4,568,000 | 1,617 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $55,000 | 1,179 |
| Commercial mortgage pass-through securities | $55,000 | 797 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $31,457,000 | 2,982 |
| Total debt securities | $31,457,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $31,008,000 | 3,315 |
| U.S. Government securities | $27,679,000 | 2,568 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,679,000 | 2,473 |
| Securities issued by states & political subdivisions | $3,329,000 | 3,926 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,223,000 | 4,060 |
| Mortgage-backed securities | $17,186,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $12,407,000 | 2,086 |
| Issued or guaranteed by U.S. | $12,407,000 | 2,083 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,779,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $4,779,000 | 1,604 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $31,008,000 | 3,030 |
| Total debt securities | $31,007,000 | 3,286 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $27,682,000 | 3,561 |
| U.S. Government securities | $27,682,000 | 2,604 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $27,682,000 | 2,516 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,763,000 | 3,626 |
| Mortgage-backed securities | $18,142,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $13,054,000 | 2,055 |
| Issued or guaranteed by U.S. | $13,054,000 | 2,053 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,088,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $5,088,000 | 1,579 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $27,682,000 | 3,261 |
| Total debt securities | $27,682,000 | 3,533 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,329,000 | 5,238 |
| U.S. Government securities | $8,329,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,329,000 | 4,433 |
| 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 | $6,793,000 | 3,663 |
| Mortgage-backed securities | $1,771,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 3,997 |
| Issued or guaranteed by U.S. | $1,771,000 | 3,992 |
| 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) | $8,329,000 | 4,874 |
| Total debt securities | $8,327,000 | 5,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $8,447,000 | 5,302 |
| U.S. Government securities | $8,447,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,447,000 | 4,486 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,848,000 | 3,687 |
| Mortgage-backed securities | $1,869,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $1,856,000 | 4,041 |
| Issued or guaranteed by U.S. | $1,856,000 | 4,035 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,253 |
| 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) | $8,447,000 | 4,932 |
| Total debt securities | $8,447,000 | 5,281 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $8,544,000 | 5,373 |
| U.S. Government securities | $8,544,000 | 4,630 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,544,000 | 4,510 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,898,000 | 3,718 |
| Mortgage-backed securities | $1,979,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $1,933,000 | 4,092 |
| Issued or guaranteed by U.S. | $1,933,000 | 4,086 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $46,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,231 |
| 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) | $8,544,000 | 4,980 |
| Total debt securities | $8,543,000 | 5,353 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $8,675,000 | 5,449 |
| U.S. Government securities | $8,675,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,675,000 | 4,608 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,971,000 | 3,765 |
| Mortgage-backed securities | $2,090,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $1,977,000 | 4,162 |
| Issued or guaranteed by U.S. | $1,977,000 | 4,159 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $113,000 | 3,338 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,225 |
| 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) | $8,675,000 | 5,069 |
| Total debt securities | $8,675,000 | 5,429 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $8,854,000 | 5,498 |
| U.S. Government securities | $8,854,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,854,000 | 4,650 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,053,000 | 3,776 |
| Mortgage-backed securities | $2,251,000 | 4,500 |
| Certificates of participation in pools of residential mortgages | $2,049,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,049,000 | 4,195 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $202,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,191 |
| 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) | $8,854,000 | 5,100 |
| Total debt securities | $8,853,000 | 5,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $9,012,000 | 5,521 |
| U.S. Government securities | $9,012,000 | 4,783 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,012,000 | 4,684 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,099,000 | 3,800 |
| Mortgage-backed securities | $2,423,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $2,137,000 | 4,192 |
| Issued or guaranteed by U.S. | $2,137,000 | 4,190 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $286,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 3,163 |
| 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) | $9,012,000 | 5,124 |
| Total debt securities | $9,011,000 | 5,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $9,155,000 | 5,534 |
| U.S. Government securities | $9,155,000 | 4,751 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,155,000 | 4,658 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,153,000 | 3,788 |
| Mortgage-backed securities | $2,566,000 | 4,480 |
| Certificates of participation in pools of residential mortgages | $2,184,000 | 4,206 |
| Issued or guaranteed by U.S. | $2,184,000 | 4,201 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $382,000 | 3,217 |
| CMOs issued by government agencies or sponsored agencies | $382,000 | 3,100 |
| 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) | $9,155,000 | 5,142 |
| Total debt securities | $9,155,000 | 5,512 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $6,279,000 | 5,905 |
| U.S. Government securities | $6,279,000 | 5,262 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,279,000 | 5,163 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,163,000 | 4,466 |
| Mortgage-backed securities | $2,818,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $2,271,000 | 4,208 |
| Issued or guaranteed by U.S. | $2,271,000 | 4,201 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $547,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $547,000 | 3,025 |
| 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) | $6,279,000 | 5,515 |
| Total debt securities | $6,278,000 | 5,881 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $7,185,000 | 5,817 |
| U.S. Government securities | $7,185,000 | 5,108 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,185,000 | 4,996 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,840,000 | 3,850 |
| Mortgage-backed securities | $1,750,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $446,000 | 4,916 |
| Issued or guaranteed by U.S. | $446,000 | 4,909 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,304,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $1,304,000 | 2,696 |
| 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) | $7,185,000 | 5,440 |
| Total debt securities | $7,184,000 | 5,788 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,354,000 | 5,516 |
| U.S. Government securities | $10,354,000 | 4,674 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,354,000 | 4,570 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,888,000 | 3,695 |
| Mortgage-backed securities | $2,841,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $501,000 | 4,926 |
| Issued or guaranteed by U.S. | $501,000 | 4,924 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,340,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $2,340,000 | 2,417 |
| 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) | $10,354,000 | 5,149 |
| Total debt securities | $10,354,000 | 5,481 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $10,009,000 | 5,530 |
| U.S. Government securities | $9,629,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,629,000 | 4,657 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $380,000 | 805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,009,000 | 3,831 |
| Mortgage-backed securities | $4,113,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $936,000 | 4,745 |
| Issued or guaranteed by U.S. | $936,000 | 4,744 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,177,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $3,177,000 | 2,246 |
| 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) | $10,009,000 | 5,153 |
| Total debt securities | $9,627,000 | 5,551 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $11,240,000 | 5,483 |
| U.S. Government securities | $10,852,000 | 4,668 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,852,000 | 4,565 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $388,000 | 807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,058,000 | 3,677 |
| Mortgage-backed securities | $5,332,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $1,047,000 | 4,800 |
| Issued or guaranteed by U.S. | $1,047,000 | 4,797 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,285,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $4,285,000 | 2,137 |
| 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) | $11,240,000 | 5,097 |
| Total debt securities | $10,852,000 | 5,504 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,323,000 | 5,405 |
| U.S. Government securities | $11,934,000 | 4,599 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,934,000 | 4,507 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $389,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,929,000 | 3,541 |
| Mortgage-backed securities | $6,172,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $1,153,000 | 4,782 |
| Issued or guaranteed by U.S. | $1,153,000 | 4,779 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,019,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $5,019,000 | 2,012 |
| 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) | $12,323,000 | 5,015 |
| Total debt securities | $11,934,000 | 5,432 |
| 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 | $9,764,000 | 5,769 |
| U.S. Government securities | $9,373,000 | 5,096 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,373,000 | 4,995 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $391,000 | 787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,331,000 | 3,482 |
| Mortgage-backed securities | $5,560,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $1,251,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,251,000 | 4,760 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,309,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $4,309,000 | 2,151 |
| 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) | $9,764,000 | 5,384 |
| Total debt securities | $9,372,000 | 5,795 |
| 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 | $13,434,000 | 5,291 |
| U.S. Government securities | $13,048,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,048,000 | 4,398 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $386,000 | 774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,002,000 | 2,812 |
| Mortgage-backed securities | $9,226,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $3,814,000 | 3,897 |
| Issued or guaranteed by U.S. | $3,814,000 | 3,892 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,412,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $5,412,000 | 1,882 |
| 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) | $13,434,000 | 4,868 |
| Total debt securities | $13,048,000 | 5,312 |
| 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 | $17,837,000 | 4,735 |
| U.S. Government securities | $13,475,000 | 4,379 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,475,000 | 4,283 |
| Securities issued by states & political subdivisions | $3,982,000 | 3,794 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $380,000 | 811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,923,000 | 2,377 |
| Mortgage-backed securities | $9,644,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $4,068,000 | 3,776 |
| Issued or guaranteed by U.S. | $4,068,000 | 3,766 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,576,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $5,576,000 | 1,833 |
| 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) | $17,837,000 | 4,335 |
| Total debt securities | $17,457,000 | 4,747 |
| 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 | $19,991,000 | 4,568 |
| U.S. Government securities | $13,767,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,767,000 | 4,332 |
| Securities issued by states & political subdivisions | $4,835,000 | 3,537 |
| Other domestic debt securities | $1,000,000 | 1,942 |
| 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 | $1,000,000 | 1,354 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $389,000 | 805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,200,000 | 2,381 |
| Mortgage-backed securities | $9,933,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $4,183,000 | 3,715 |
| Issued or guaranteed by U.S. | $4,183,000 | 3,703 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,750,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $5,750,000 | 1,797 |
| 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) | $19,991,000 | 4,187 |
| Total debt securities | $19,602,000 | 4,568 |
| 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 | $26,354,000 | 3,911 |
| U.S. Government securities | $14,949,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,949,000 | 4,121 |
| Securities issued by states & political subdivisions | $7,403,000 | 2,896 |
| Other domestic debt securities | $3,606,000 | 1,220 |
| 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 | $3,606,000 | 757 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $396,000 | 809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,984,000 | 1,983 |
| Mortgage-backed securities | $11,144,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $4,272,000 | 3,628 |
| Issued or guaranteed by U.S. | $4,272,000 | 3,620 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,872,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $6,872,000 | 1,603 |
| 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) | $26,354,000 | 3,600 |
| Total debt securities | $25,958,000 | 3,918 |
| 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 | $28,669,000 | 3,614 |
| U.S. Government securities | $15,318,000 | 4,021 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,318,000 | 3,899 |
| Securities issued by states & political subdivisions | $7,386,000 | 2,914 |
| Other domestic debt securities | $5,590,000 | 1,053 |
| 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 | $5,590,000 | 566 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $375,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,062,000 | 2,749 |
| Mortgage-backed securities | $11,523,000 | 2,971 |
| Certificates of participation in pools of residential mortgages | $4,448,000 | 3,493 |
| Issued or guaranteed by U.S. | $4,448,000 | 3,485 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,075,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $7,075,000 | 1,547 |
| 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) | $28,669,000 | 3,314 |
| Total debt securities | $28,292,000 | 3,606 |
| 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 | $26,777,000 | 3,724 |
| U.S. Government securities | $12,115,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,115,000 | 4,347 |
| Securities issued by states & political subdivisions | $7,616,000 | 2,791 |
| Other domestic debt securities | $6,671,000 | 981 |
| 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 | $6,671,000 | 494 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $375,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,062,000 | 2,773 |
| Mortgage-backed securities | $11,787,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $4,659,000 | 3,419 |
| Issued or guaranteed by U.S. | $4,659,000 | 3,413 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,128,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $7,128,000 | 1,504 |
| 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) | $26,777,000 | 3,408 |
| Total debt securities | $26,402,000 | 3,720 |
| 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 | $26,332,000 | 3,759 |
| U.S. Government securities | $11,788,000 | 4,603 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,788,000 | 4,501 |
| Securities issued by states & political subdivisions | $7,633,000 | 2,662 |
| Other domestic debt securities | $6,536,000 | 994 |
| 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 | $6,536,000 | 477 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $375,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,765,000 | 2,728 |
| Mortgage-backed securities | $11,212,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $4,803,000 | 3,396 |
| Issued or guaranteed by U.S. | $4,803,000 | 3,388 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,409,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $6,409,000 | 1,500 |
| 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) | $26,332,000 | 3,444 |
| Total debt securities | $25,958,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $501,000 | 2,950 |
| 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 | $24,264,000 | 3,974 |
| U.S. Government securities | $8,808,000 | 5,258 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,808,000 | 5,148 |
| Securities issued by states & political subdivisions | $7,592,000 | 2,645 |
| Other domestic debt securities | $7,489,000 | 947 |
| 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 | $7,489,000 | 436 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $375,000 | 922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,861,000 | 2,904 |
| Mortgage-backed securities | $8,233,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $3,918,000 | 3,751 |
| Issued or guaranteed by U.S. | $3,918,000 | 3,745 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,315,000 | 1,959 |
| CMOs issued by government agencies or sponsored agencies | $4,315,000 | 1,704 |
| 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) | $24,264,000 | 3,612 |
| Total debt securities | $23,890,000 | 3,980 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $496,000 | 2,775 |
| 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 | $22,025,000 | 4,198 |
| U.S. Government securities | $6,688,000 | 5,676 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,688,000 | 5,572 |
| Securities issued by states & political subdivisions | $7,651,000 | 2,647 |
| Other domestic debt securities | $7,311,000 | 1,017 |
| 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 | $7,311,000 | 459 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $375,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,331,000 | 3,837 |
| Mortgage-backed securities | $6,130,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $2,982,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,982,000 | 4,139 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,148,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $3,148,000 | 1,886 |
| 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) | $22,025,000 | 3,808 |
| Total debt securities | $21,651,000 | 4,199 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $473,000 | 2,563 |
| 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 | $26,329,000 | 3,789 |
| U.S. Government securities | $10,710,000 | 4,868 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,710,000 | 4,779 |
| Securities issued by states & political subdivisions | $7,763,000 | 2,629 |
| Other domestic debt securities | $7,255,000 | 1,082 |
| 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 | $7,255,000 | 484 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $601,000 | 852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,477,000 | 4,012 |
| Mortgage-backed securities | $9,954,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $7,847,000 | 3,012 |
| Issued or guaranteed by U.S. | $7,847,000 | 3,002 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,107,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $2,107,000 | 2,096 |
| 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) | $26,329,000 | 3,424 |
| Total debt securities | $25,728,000 | 3,811 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $492,000 | 2,172 |
| 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 | $23,987,000 | 3,965 |
| U.S. Government securities | $10,724,000 | 4,858 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,724,000 | 4,768 |
| Securities issued by states & political subdivisions | $7,577,000 | 2,617 |
| Other domestic debt securities | $5,225,000 | 1,302 |
| 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 | $5,225,000 | 642 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $461,000 | 979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,905,000 | 4,149 |
| Mortgage-backed securities | $9,974,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $8,916,000 | 2,869 |
| Issued or guaranteed by U.S. | $8,916,000 | 2,855 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,058,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $1,058,000 | 2,467 |
| 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) | $23,987,000 | 3,573 |
| Total debt securities | $23,525,000 | 3,978 |
| 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 | $26,623,000 | 3,742 |
| U.S. Government securities | $6,738,000 | 5,835 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,738,000 | 5,754 |
| Securities issued by states & political subdivisions | $11,742,000 | 1,887 |
| Other domestic debt securities | $7,680,000 | 1,019 |
| 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 | $7,680,000 | 491 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $463,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,420,000 | 4,089 |
| Mortgage-backed securities | $6,443,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $5,336,000 | 3,669 |
| Issued or guaranteed by U.S. | $5,336,000 | 3,656 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,107,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,476 |
| 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) | $26,623,000 | 3,365 |
| Total debt securities | $26,160,000 | 3,757 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $28,335,000 | 3,588 |
| U.S. Government securities | $7,441,000 | 5,739 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,441,000 | 5,659 |
| Securities issued by states & political subdivisions | $12,791,000 | 1,718 |
| Other domestic debt securities | $7,640,000 | 981 |
| 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 | $7,640,000 | 473 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $463,000 | 968 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,158,000 | 3,973 |
| Mortgage-backed securities | $7,130,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $5,978,000 | 3,488 |
| Issued or guaranteed by U.S. | $5,978,000 | 3,475 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,152,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 2,434 |
| 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) | $28,335,000 | 3,200 |
| Total debt securities | $27,871,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $28,716,000 | 3,499 |
| U.S. Government securities | $8,258,000 | 5,512 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,258,000 | 5,423 |
| Securities issued by states & political subdivisions | $12,532,000 | 1,726 |
| Other domestic debt securities | $7,217,000 | 978 |
| 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 | $7,217,000 | 476 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $709,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,822,000 | 3,849 |
| Mortgage-backed securities | $7,464,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $6,357,000 | 3,313 |
| Issued or guaranteed by U.S. | $6,357,000 | 3,301 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,107,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,361 |
| 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) | $28,716,000 | 3,102 |
| Total debt securities | $28,006,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $32,457,000 | 3,243 |
| U.S. Government securities | $8,726,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,726,000 | 5,318 |
| Securities issued by states & political subdivisions | $12,494,000 | 1,736 |
| Other domestic debt securities | $7,892,000 | 978 |
| 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 | $7,892,000 | 510 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $3,345,000 | 599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,366,000 | 3,901 |
| Mortgage-backed securities | $7,892,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $6,791,000 | 3,205 |
| Issued or guaranteed by U.S. | $6,791,000 | 3,190 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,101,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,365 |
| 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) | $32,457,000 | 2,901 |
| Total debt securities | $29,112,000 | 3,485 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $26,720,000 | 3,719 |
| U.S. Government securities | $10,100,000 | 5,100 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,100,000 | 5,006 |
| Securities issued by states & political subdivisions | $13,089,000 | 1,680 |
| 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 | $3,531,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,542,000 | 3,630 |
| Mortgage-backed securities | $9,118,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $7,953,000 | 2,868 |
| Issued or guaranteed by U.S. | $7,953,000 | 2,857 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,165,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $1,165,000 | 2,335 |
| 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) | $26,720,000 | 3,326 |
| Total debt securities | $23,191,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $132,000 | 1,896 |
| Fair value | $133,000 | 1,895 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $22,513,000 | 4,146 |
| U.S. Government securities | $12,299,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,299,000 | 4,723 |
| Securities issued by states & political subdivisions | $10,214,000 | 2,033 |
| 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 | $11,820,000 | 3,101 |
| Mortgage-backed securities | $8,961,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $8,961,000 | 2,428 |
| Issued or guaranteed by U.S. | $8,961,000 | 2,414 |
| 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) | $22,513,000 | 3,679 |
| Total debt securities | $22,513,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $394,000 | 2,185 |
| Fair value | $398,000 | 2,187 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $21,708,000 | 4,263 |
| U.S. Government securities | $16,426,000 | 4,139 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,426,000 | 4,054 |
| Securities issued by states & political subdivisions | $5,282,000 | 2,994 |
| 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 | $15,922,000 | 2,570 |
| Mortgage-backed securities | $10,202,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $8,277,000 | 2,377 |
| Issued or guaranteed by U.S. | $8,277,000 | 2,364 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,925,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 1,922 |
| 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) | $21,708,000 | 3,763 |
| Total debt securities | $21,708,000 | 4,214 |
| Structured notes | ||
| Amortized cost | $1,089,000 | 1,665 |
| Fair value | $1,091,000 | 1,663 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $19,511,000 | 4,554 |
| U.S. Government securities | $14,936,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,936,000 | 4,298 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,199 |
| 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 | $14,364,000 | 2,740 |
| Mortgage-backed securities | $8,753,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $8,753,000 | 2,244 |
| Issued or guaranteed by U.S. | $8,753,000 | 2,231 |
| 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) | $19,511,000 | 4,007 |
| Total debt securities | $19,512,000 | 4,503 |
| Structured notes | ||
| Amortized cost | $1,087,000 | 1,751 |
| Fair value | $1,079,000 | 1,747 |
| 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 | $20,180,000 | 4,475 |
| U.S. Government securities | $16,101,000 | 4,239 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,101,000 | 4,136 |
| Securities issued by states & political subdivisions | $4,079,000 | 3,389 |
| 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 | $15,419,000 | 2,633 |
| Mortgage-backed securities | $8,243,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $8,243,000 | 2,317 |
| Issued or guaranteed by U.S. | $8,243,000 | 2,306 |
| 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) | $20,180,000 | 3,936 |
| Total debt securities | $20,181,000 | 4,434 |
| Structured notes | ||
| Amortized cost | $2,084,000 | 1,314 |
| Fair value | $2,084,000 | 1,311 |
| 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 | $19,694,000 | 4,594 |
| U.S. Government securities | $14,474,000 | 4,567 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,474,000 | 4,447 |
| Securities issued by states & political subdivisions | $5,220,000 | 3,054 |
| 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 | $13,599,000 | 2,863 |
| Mortgage-backed securities | $7,996,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $7,996,000 | 2,368 |
| Issued or guaranteed by U.S. | $7,996,000 | 2,355 |
| 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) | $19,694,000 | 4,030 |
| Total debt securities | $19,694,000 | 4,543 |
| Structured notes | ||
| Amortized cost | $3,280,000 | 1,061 |
| Fair value | $3,281,000 | 1,054 |
| 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 | $20,008,000 | 4,571 |
| U.S. Government securities | $14,759,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,759,000 | 4,446 |
| Securities issued by states & political subdivisions | $5,249,000 | 3,015 |
| 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 | $13,839,000 | 2,830 |
| Mortgage-backed securities | $8,438,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $8,399,000 | 2,322 |
| Issued or guaranteed by U.S. | $8,399,000 | 2,307 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $39,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,127 |
| 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) | $20,008,000 | 3,991 |
| Total debt securities | $20,007,000 | 4,521 |
| Structured notes | ||
| Amortized cost | $3,086,000 | 1,171 |
| Fair value | $3,091,000 | 1,166 |
| 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 | $20,569,000 | 4,500 |
| U.S. Government securities | $15,357,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,357,000 | 4,323 |
| Securities issued by states & political subdivisions | $5,212,000 | 3,013 |
| 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 | $14,390,000 | 2,769 |
| Mortgage-backed securities | $8,956,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $8,815,000 | 2,264 |
| Issued or guaranteed by U.S. | $8,815,000 | 2,253 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $141,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,921 |
| 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) | $20,569,000 | 3,923 |
| Total debt securities | $20,568,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $24,194,000 | 4,112 |
| U.S. Government securities | $18,261,000 | 4,048 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $18,261,000 | 3,916 |
| Securities issued by states & political subdivisions | $5,933,000 | 2,799 |
| 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 | $17,233,000 | 2,415 |
| Mortgage-backed securities | $9,802,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $9,553,000 | 2,210 |
| Issued or guaranteed by U.S. | $9,553,000 | 2,199 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $249,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,792 |
| 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) | $2,000,000 | 2,583 |
| Available-for-sale securities (fair market value) | $22,194,000 | 3,748 |
| Total debt securities | $24,194,000 | 4,053 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $21,294,000 | 4,453 |
| U.S. Government securities | $17,762,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $17,762,000 | 3,990 |
| Securities issued by states & political subdivisions | $3,532,000 | 3,609 |
| 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 | $15,915,000 | 2,542 |
| Mortgage-backed securities | $10,468,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $10,104,000 | 2,145 |
| Issued or guaranteed by U.S. | $10,104,000 | 2,131 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $364,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,705 |
| 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) | $21,294,000 | 3,848 |
| Total debt securities | $21,302,000 | 4,390 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $21,126,000 | 4,469 |
| U.S. Government securities | $17,781,000 | 4,067 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $17,781,000 | 3,946 |
| Securities issued by states & political subdivisions | $3,345,000 | 3,675 |
| 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 | $16,776,000 | 2,414 |
| Mortgage-backed securities | $11,343,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $10,850,000 | 2,093 |
| Issued or guaranteed by U.S. | $10,850,000 | 2,082 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $493,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 2,580 |
| 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) | $21,126,000 | 3,855 |
| Total debt securities | $21,126,000 | 4,405 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $18,850,000 | 4,806 |
| U.S. Government securities | $16,850,000 | 4,265 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,850,000 | 4,125 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,348 |
| 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 | $15,763,000 | 2,511 |
| Mortgage-backed securities | $12,265,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $11,774,000 | 2,054 |
| Issued or guaranteed by U.S. | $11,774,000 | 2,042 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $491,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,657 |
| 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) | $18,850,000 | 4,165 |
| Total debt securities | $18,849,000 | 4,749 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $17,106,000 | 5,129 |
| U.S. Government securities | $15,106,000 | 4,609 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,106,000 | 4,464 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,349 |
| 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 | $12,475,000 | 2,942 |
| Mortgage-backed securities | $12,490,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $11,612,000 | 2,126 |
| Issued or guaranteed by U.S. | $11,612,000 | 2,115 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $878,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,450 |
| 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) | $17,106,000 | 4,478 |
| Total debt securities | $17,105,000 | 5,072 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $15,460,000 | 5,412 |
| U.S. Government securities | $13,460,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,460,000 | 4,774 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,358 |
| 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 | $11,604,000 | 3,053 |
| Mortgage-backed securities | $10,695,000 | 2,831 |
| Certificates of participation in pools of residential mortgages | $9,366,000 | 2,461 |
| Issued or guaranteed by U.S. | $9,366,000 | 2,454 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,329,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $1,329,000 | 2,240 |
| 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) | $15,460,000 | 4,736 |
| Total debt securities | $15,460,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $15,185,000 | 5,479 |
| U.S. Government securities | $13,185,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,185,000 | 4,843 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,358 |
| 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 | $11,167,000 | 3,087 |
| Mortgage-backed securities | $10,304,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $8,807,000 | 2,535 |
| Issued or guaranteed by U.S. | $8,807,000 | 2,524 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,497,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $1,497,000 | 2,172 |
| 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) | $15,185,000 | 4,798 |
| Total debt securities | $15,185,000 | 5,410 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $13,420,000 | 5,876 |
| U.S. Government securities | $13,420,000 | 5,005 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,420,000 | 4,851 |
| 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 | $11,177,000 | 3,069 |
| Mortgage-backed securities | $10,406,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $9,396,000 | 2,481 |
| Issued or guaranteed by U.S. | $9,396,000 | 2,473 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,010,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,449 |
| 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) | $13,420,000 | 5,154 |
| Total debt securities | $13,419,000 | 5,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $16,266,000 | 5,329 |
| U.S. Government securities | $14,266,000 | 4,793 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,266,000 | 4,653 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,353 |
| 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 | $12,438,000 | 2,848 |
| Mortgage-backed securities | $11,733,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $10,719,000 | 2,315 |
| Issued or guaranteed by U.S. | $10,719,000 | 2,304 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,014,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,511 |
| 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) | $16,266,000 | 4,678 |
| Total debt securities | $16,262,000 | 5,244 |
| 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 | $15,867,000 | 5,472 |
| U.S. Government securities | $13,867,000 | 4,910 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,867,000 | 4,763 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,392 |
| 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 | $11,455,000 | 2,909 |
| Mortgage-backed securities | $10,252,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $9,226,000 | 2,546 |
| Issued or guaranteed by U.S. | $9,226,000 | 2,533 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,026,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,610 |
| 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) | $15,867,000 | 4,780 |
| Total debt securities | $15,860,000 | 5,376 |
| 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 | $13,653,000 | 5,786 |
| U.S. Government securities | $13,653,000 | 4,791 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,653,000 | 4,635 |
| 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 | $11,086,000 | 2,893 |
| Mortgage-backed securities | $9,967,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $8,932,000 | 2,564 |
| Issued or guaranteed by U.S. | $8,932,000 | 2,555 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,035,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $1,035,000 | 2,625 |
| 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) | $13,653,000 | 5,069 |
| Total debt securities | $13,653,000 | 5,701 |
| 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 | $11,026,000 | 6,242 |
| U.S. Government securities | $11,026,000 | 5,314 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,026,000 | 5,148 |
| 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 | $7,657,000 | 3,588 |
| Mortgage-backed securities | $6,769,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $5,755,000 | 3,226 |
| Issued or guaranteed by U.S. | $5,755,000 | 3,213 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,014,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,856 |
| 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) | $11,026,000 | 5,503 |
| Total debt securities | $11,026,000 | 6,160 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $12,762,000 | 5,924 |
| U.S. Government securities | $12,762,000 | 4,935 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,762,000 | 4,756 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,886,000 | 3,788 |
| Mortgage-backed securities | $5,588,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $4,244,000 | 3,677 |
| Issued or guaranteed by U.S. | $4,244,000 | 3,666 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,344,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $1,344,000 | 2,771 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,762,000 | 5,175 |
| Total debt securities | $12,752,000 | 5,829 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $16,323,000 | 5,229 |
| U.S. Government securities | $16,323,000 | 4,229 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,323,000 | 4,056 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,224,000 | 5,199 |
| Mortgage-backed securities | $4,397,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 3,876 |
| Issued or guaranteed by U.S. | $3,629,000 | 3,862 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $768,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $768,000 | 3,211 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $16,323,000 | 4,509 |
| Total debt securities | $16,323,000 | 5,144 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,998,000 | 5,013 |
| U.S. Government securities | $16,998,000 | 4,007 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,998,000 | 3,811 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,864,000 | 4,455 |
| Mortgage-backed securities | $5,064,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $2,307,000 | 4,291 |
| Issued or guaranteed by U.S. | $2,307,000 | 4,274 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,757,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $2,757,000 | 2,284 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $16,998,000 | 4,275 |
| Total debt securities | $16,998,000 | 4,924 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $21,235,000 | 4,451 |
| U.S. Government securities | $20,587,000 | 3,588 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $20,587,000 | 3,317 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $48,000 | 3,748 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,000 | 3,283 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $600,000 | 3,449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,687,000 | 3,251 |
| Mortgage-backed securities | $5,998,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $3,011,000 | 3,369 |
| Issued or guaranteed by U.S. | $3,011,000 | 3,354 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,987,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $2,987,000 | 1,804 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $21,235,000 | 3,621 |
| Total debt securities | $20,635,000 | 4,416 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 317 |
| Fair value | $997,000 | 340 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $20,869,000 | 4,703 |
| U.S. Government securities | $20,259,000 | 3,819 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $20,259,000 | 3,453 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $48,000 | 3,693 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,000 | 3,131 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $562,000 | 3,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,410,000 | 6,083 |
| Mortgage-backed securities | $6,704,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | $3,592,000 | 3,292 |
| Issued or guaranteed by U.S. | $3,592,000 | 3,278 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,112,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $3,112,000 | 1,890 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $20,869,000 | 3,771 |
| Total debt securities | $20,307,000 | 4,679 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 444 |
| Fair value | $997,000 | 459 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $24,332,000 | 4,233 |
| U.S. Government securities | $23,742,000 | 3,447 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $23,742,000 | 2,918 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $49,000 | 3,660 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,000 | 3,020 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $541,000 | 3,413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,495,000 | 5,772 |
| Mortgage-backed securities | $8,848,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $4,666,000 | 3,071 |
| Issued or guaranteed by U.S. | $4,666,000 | 3,057 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,182,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $4,182,000 | 1,802 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $24,332,000 | 3,298 |
| Total debt securities | $23,791,000 | 4,189 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 593 |
| Fair value | $955,000 | 766 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $33,301,000 | 3,318 |
| U.S. Government securities | $33,117,000 | 2,686 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $33,117,000 | 2,094 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $184,000 | 5,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,002,000 | 4,514 |
| Mortgage-backed securities | $11,185,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $5,792,000 | 2,698 |
| Issued or guaranteed by U.S. | $5,792,000 | 2,686 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $5,393,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $5,393,000 | 1,566 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $33,301,000 | 2,388 |
| Total debt securities | $33,117,000 | 3,266 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $922,000 | 1,498 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $32,894,000 | 3,639 |
| U.S. Government securities | $29,853,000 | 3,216 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $29,853,000 | 2,400 |
| Securities issued by states & political subdivisions | $2,732,000 | 4,153 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $309,000 | 4,463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,671,000 | 4,798 |
| Mortgage-backed securities | $12,258,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $6,973,000 | 2,684 |
| Issued or guaranteed by U.S. | $6,973,000 | 2,662 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,285,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $5,285,000 | 1,772 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $32,894,000 | 2,526 |
| Total debt securities | $32,585,000 | 3,580 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $888,000 | 2,070 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $34,164,000 | 3,686 |
| U.S. Government securities | $33,709,000 | 2,985 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $33,709,000 | 2,073 |
| Securities issued by states & political subdivisions | $271,000 | 7,955 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $184,000 | 5,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,093,000 | 5,171 |
| Mortgage-backed securities | $13,510,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $8,180,000 | 2,459 |
| Issued or guaranteed by U.S. | $8,180,000 | 2,434 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,330,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $5,330,000 | 1,987 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $34,164,000 | 2,524 |
| Total debt securities | $33,980,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $4,194,000 | 857 |
| Fair value | $3,985,000 | 898 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $31,751,000 | 4,081 |
| U.S. Government securities | $31,202,000 | 3,332 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $31,202,000 | 2,178 |
| Securities issued by states & political subdivisions | $365,000 | 8,082 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $184,000 | 4,931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,689,000 | 5,556 |
| Mortgage-backed securities | $15,342,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $9,258,000 | 2,359 |
| Issued or guaranteed by U.S. | $9,258,000 | 2,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,084,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $6,084,000 | 1,933 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,689,000 | 8,829 |
| Available-for-sale securities (fair market value) | $28,062,000 | 2,051 |
| Total debt securities | $31,567,000 | 4,008 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $28,055,000 | 4,746 |
| U.S. Government securities | $27,606,000 | 3,876 |
| U.S. Treasury securities | $1,005,000 | 9,926 |
| U.S. Government agency obligations | $26,601,000 | 2,572 |
| Securities issued by states & political subdivisions | $265,000 | 8,597 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $184,000 | 4,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,105,000 | 8,334 |
| Mortgage-backed securities | $14,239,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $8,501,000 | 2,739 |
| Issued or guaranteed by U.S. | $8,501,000 | 2,709 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,738,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $5,738,000 | 2,288 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $27,871,000 | 4,652 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $24,569,000 | 5,238 |
| U.S. Government securities | $24,120,000 | 4,357 |
| U.S. Treasury securities | $2,011,000 | 8,740 |
| U.S. Government agency obligations | $22,109,000 | 2,978 |
| Securities issued by states & political subdivisions | $265,000 | 8,476 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $184,000 | 4,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 8,291 |
| Mortgage-backed securities | $9,796,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $6,773,000 | 3,296 |
| Issued or guaranteed by U.S. | $6,773,000 | 3,250 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,023,000 | 3,420 |
| CMOs issued by government agencies or sponsored agencies | $3,023,000 | 3,128 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $24,385,000 | 5,166 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |