Home > NBRS Financial > Securities
NBRS Financial, Securities
| 2014-09-30 | Rank | |
| Total securities | $31,870,000 | 3,521 |
| U.S. Government securities | $31,870,000 | 2,593 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $31,870,000 | 2,513 |
| 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 | $12,805,000 | 2,883 |
| Mortgage-backed securities | $31,409,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $2,723,000 | 3,931 |
| Issued or guaranteed by U.S. | $2,723,000 | 3,928 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $28,686,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $28,686,000 | 666 |
| 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) | $31,870,000 | 3,219 |
| Total debt securities | $31,870,000 | 3,496 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $37,200,000 | 3,275 |
| U.S. Government securities | $37,200,000 | 2,361 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $37,200,000 | 2,294 |
| 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 | $20,617,000 | 2,210 |
| Mortgage-backed securities | $36,717,000 | 1,589 |
| Certificates of participation in pools of residential mortgages | $4,433,000 | 3,559 |
| Issued or guaranteed by U.S. | $4,433,000 | 3,558 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $32,284,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $32,284,000 | 621 |
| 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) | $37,200,000 | 2,979 |
| Total debt securities | $37,200,000 | 3,248 |
| 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 | $31,685,000 | 3,599 |
| U.S. Government securities | $31,685,000 | 2,674 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $31,685,000 | 2,596 |
| 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 | $20,022,000 | 2,261 |
| Mortgage-backed securities | $31,184,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $4,922,000 | 3,488 |
| Issued or guaranteed by U.S. | $4,922,000 | 3,488 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $26,262,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $26,262,000 | 724 |
| 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) | $31,685,000 | 3,284 |
| Total debt securities | $31,683,000 | 3,570 |
| 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 | $38,934,000 | 3,182 |
| U.S. Government securities | $38,934,000 | 2,297 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $38,934,000 | 2,229 |
| 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 | $17,551,000 | 2,437 |
| Mortgage-backed securities | $37,955,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $8,383,000 | 2,884 |
| Issued or guaranteed by U.S. | $8,383,000 | 2,883 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $29,572,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $29,572,000 | 669 |
| 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) | $38,934,000 | 2,896 |
| Total debt securities | $38,934,000 | 3,148 |
| 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 | $41,041,000 | 3,088 |
| U.S. Government securities | $41,041,000 | 2,219 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,041,000 | 2,161 |
| 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 | $17,326,000 | 2,426 |
| Mortgage-backed securities | $40,032,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $8,929,000 | 2,798 |
| Issued or guaranteed by U.S. | $8,929,000 | 2,795 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $31,103,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $31,103,000 | 646 |
| 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) | $41,041,000 | 2,831 |
| Total debt securities | $41,041,000 | 3,056 |
| 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 | $39,131,000 | 3,169 |
| U.S. Government securities | $39,131,000 | 2,288 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $39,131,000 | 2,223 |
| 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 | $16,804,000 | 2,461 |
| Mortgage-backed securities | $38,045,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | $10,095,000 | 2,625 |
| Issued or guaranteed by U.S. | $10,095,000 | 2,623 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $27,950,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $27,950,000 | 711 |
| 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) | $39,131,000 | 2,907 |
| Total debt securities | $39,130,000 | 3,141 |
| 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 | $33,255,000 | 3,530 |
| U.S. Government securities | $33,255,000 | 2,613 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,255,000 | 2,552 |
| 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 | $17,555,000 | 2,413 |
| Mortgage-backed securities | $32,131,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $8,731,000 | 2,838 |
| Issued or guaranteed by U.S. | $8,731,000 | 2,837 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $23,400,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $23,400,000 | 849 |
| 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) | $33,255,000 | 3,267 |
| Total debt securities | $33,255,000 | 3,492 |
| 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 | $27,365,000 | 3,865 |
| U.S. Government securities | $27,365,000 | 2,908 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,365,000 | 2,843 |
| 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 | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,316,000 | 2,981 |
| Mortgage-backed securities | $26,214,000 | 2,047 |
| Certificates of participation in pools of residential mortgages | $6,053,000 | 3,296 |
| Issued or guaranteed by U.S. | $6,053,000 | 3,294 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $20,161,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $20,161,000 | 936 |
| 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) | $27,365,000 | 3,571 |
| Total debt securities | $27,365,000 | 3,834 |
| 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 | $28,985,000 | 3,777 |
| U.S. Government securities | $28,985,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,985,000 | 2,807 |
| 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 | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,925,000 | 2,915 |
| Mortgage-backed securities | $27,771,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $6,485,000 | 3,377 |
| Issued or guaranteed by U.S. | $6,485,000 | 3,376 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $21,286,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $21,286,000 | 951 |
| 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) | $28,985,000 | 3,493 |
| Total debt securities | $28,986,000 | 3,750 |
| 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 | $30,083,000 | 3,704 |
| U.S. Government securities | $30,080,000 | 2,842 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $30,080,000 | 2,783 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $3,000 | 2,858 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,136 |
| 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 | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,359,000 | 3,283 |
| Mortgage-backed securities | $28,843,000 | 2,044 |
| Certificates of participation in pools of residential mortgages | $6,780,000 | 3,341 |
| Issued or guaranteed by U.S. | $6,780,000 | 3,341 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $22,063,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $22,060,000 | 923 |
| Privately issued | $3,000 | 1,087 |
| 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) | $30,083,000 | 3,440 |
| Total debt securities | $30,084,000 | 3,679 |
| 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 | $28,118,000 | 3,863 |
| U.S. Government securities | $28,069,000 | 3,015 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,069,000 | 2,958 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $49,000 | 2,796 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,109 |
| 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 | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,967,000 | 3,385 |
| Mortgage-backed securities | $26,828,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $7,086,000 | 3,277 |
| Issued or guaranteed by U.S. | $7,086,000 | 3,275 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,742,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $19,693,000 | 1,024 |
| Privately issued | $49,000 | 1,067 |
| 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) | $28,118,000 | 3,577 |
| Total debt securities | $28,118,000 | 3,840 |
| 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 | $23,354,000 | 4,251 |
| U.S. Government securities | $21,758,000 | 3,470 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,758,000 | 3,390 |
| Securities issued by states & political subdivisions | $1,519,000 | 4,702 |
| Other domestic debt securities | $77,000 | 2,769 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,169 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,035,000 | 3,082 |
| Mortgage-backed securities | $9,363,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $4,008,000 | 3,840 |
| Issued or guaranteed by U.S. | $4,008,000 | 3,835 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,355,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $5,278,000 | 1,905 |
| Privately issued | $77,000 | 1,109 |
| 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) | $23,354,000 | 3,901 |
| Total debt securities | $23,355,000 | 4,223 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,760 |
| Fair value | $2,003,000 | 1,722 |
| 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 | $17,477,000 | 4,779 |
| U.S. Government securities | $15,881,000 | 4,045 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,881,000 | 3,949 |
| Securities issued by states & political subdivisions | $1,492,000 | 4,673 |
| Other domestic debt securities | $104,000 | 2,703 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,170 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,069,000 | 3,906 |
| Mortgage-backed securities | $5,985,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $1,493,000 | 4,597 |
| Issued or guaranteed by U.S. | $1,493,000 | 4,585 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,492,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $4,388,000 | 2,002 |
| Privately issued | $104,000 | 1,107 |
| 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) | $17,477,000 | 4,378 |
| Total debt securities | $17,476,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $997,000 | 2,419 |
| 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 | $21,330,000 | 4,421 |
| U.S. Government securities | $18,044,000 | 3,890 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,044,000 | 3,792 |
| Securities issued by states & political subdivisions | $3,080,000 | 4,033 |
| Other domestic debt securities | $206,000 | 2,561 |
| Privately issued residential mortgage-backed securities | $206,000 | 1,120 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,213,000 | 3,324 |
| Mortgage-backed securities | $7,202,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $1,532,000 | 4,575 |
| Issued or guaranteed by U.S. | $1,532,000 | 4,567 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,670,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $5,464,000 | 1,821 |
| Privately issued | $206,000 | 1,066 |
| 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) | $21,330,000 | 4,060 |
| Total debt securities | $21,330,000 | 4,391 |
| Structured notes | ||
| Amortized cost | $5,100,000 | 1,150 |
| Fair value | $5,040,000 | 1,157 |
| 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 | $19,883,000 | 4,560 |
| U.S. Government securities | $16,496,000 | 4,036 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,496,000 | 3,920 |
| Securities issued by states & political subdivisions | $3,084,000 | 3,991 |
| Other domestic debt securities | $303,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $303,000 | 1,102 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,104,000 | 3,377 |
| Mortgage-backed securities | $7,383,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $1,565,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,565,000 | 4,516 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,818,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $5,515,000 | 1,744 |
| Privately issued | $303,000 | 1,050 |
| 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) | $19,883,000 | 4,178 |
| Total debt securities | $19,883,000 | 4,523 |
| Structured notes | ||
| Amortized cost | $4,600,000 | 1,306 |
| Fair value | $4,424,000 | 1,356 |
| 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 | $16,397,000 | 4,857 |
| U.S. Government securities | $12,605,000 | 4,448 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,605,000 | 4,327 |
| Securities issued by states & political subdivisions | $3,024,000 | 4,025 |
| Other domestic debt securities | $768,000 | 2,269 |
| Privately issued residential mortgage-backed securities | $488,000 | 1,076 |
| Commercial mortgage-backed securities - Total | $280,000 | 337 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,887,000 | 3,986 |
| Mortgage-backed securities | $5,435,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,675 |
| Issued or guaranteed by U.S. | $17,000 | 5,665 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,138,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $4,650,000 | 1,825 |
| Privately issued | $488,000 | 1,020 |
| Commercial mortgage-backed securities | $280,000 | 337 |
| Commercial mortgage pass-through securities | $280,000 | 256 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $16,397,000 | 4,443 |
| Total debt securities | $16,397,000 | 4,821 |
| Structured notes | ||
| Amortized cost | $4,600,000 | 1,194 |
| Fair value | $4,452,000 | 1,228 |
| 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 | $16,940,000 | 4,719 |
| U.S. Government securities | $12,277,000 | 4,437 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,277,000 | 4,323 |
| Securities issued by states & political subdivisions | $3,208,000 | 3,897 |
| Other domestic debt securities | $1,455,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $768,000 | 1,047 |
| Commercial mortgage-backed securities - Total | $687,000 | 253 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,708,000 | 3,434 |
| Mortgage-backed securities | $5,458,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $153,000 | 5,393 |
| Issued or guaranteed by U.S. | $153,000 | 5,380 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,618,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $3,850,000 | 1,927 |
| Privately issued | $768,000 | 1,000 |
| Commercial mortgage-backed securities | $687,000 | 253 |
| Commercial mortgage pass-through securities | $687,000 | 184 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $16,940,000 | 4,316 |
| Total debt securities | $16,940,000 | 4,674 |
| Structured notes | ||
| Amortized cost | $4,600,000 | 1,205 |
| Fair value | $4,617,000 | 1,206 |
| 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 | $16,530,000 | 4,810 |
| U.S. Government securities | $11,234,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,234,000 | 4,590 |
| Securities issued by states & political subdivisions | $3,693,000 | 3,662 |
| Other domestic debt securities | $1,603,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $903,000 | 1,044 |
| Commercial mortgage-backed securities - Total | $700,000 | 250 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,027,000 | 3,415 |
| Mortgage-backed securities | $4,111,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $1,253,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,253,000 | 4,607 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,158,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $1,255,000 | 2,490 |
| Privately issued | $903,000 | 1,007 |
| Commercial mortgage-backed securities | $700,000 | 250 |
| Commercial mortgage pass-through securities | $700,000 | 178 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $16,530,000 | 4,395 |
| Total debt securities | $16,530,000 | 4,769 |
| Structured notes | ||
| Amortized cost | $910,000 | 2,688 |
| Fair value | $954,000 | 2,672 |
| 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 | $16,936,000 | 4,798 |
| U.S. Government securities | $11,574,000 | 4,686 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,574,000 | 4,570 |
| Securities issued by states & political subdivisions | $3,636,000 | 3,667 |
| Other domestic debt securities | $1,726,000 | 1,862 |
| Privately issued residential mortgage-backed securities | $1,010,000 | 1,064 |
| Commercial mortgage-backed securities - Total | $716,000 | 259 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,223,000 | 3,839 |
| Mortgage-backed securities | $4,579,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $1,485,000 | 4,649 |
| Issued or guaranteed by U.S. | $1,485,000 | 4,639 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,378,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $1,368,000 | 2,395 |
| Privately issued | $1,010,000 | 1,023 |
| Commercial mortgage-backed securities | $716,000 | 259 |
| Commercial mortgage pass-through securities | $716,000 | 182 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $16,936,000 | 4,370 |
| Total debt securities | $16,936,000 | 4,756 |
| Structured notes | ||
| Amortized cost | $958,000 | 2,476 |
| Fair value | $1,006,000 | 2,263 |
| 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 | $18,182,000 | 4,608 |
| U.S. Government securities | $12,728,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,728,000 | 4,390 |
| Securities issued by states & political subdivisions | $3,630,000 | 3,689 |
| Other domestic debt securities | $1,824,000 | 1,889 |
| Privately issued residential mortgage-backed securities | $1,097,000 | 1,070 |
| Commercial mortgage-backed securities - Total | $727,000 | 249 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,947,000 | 3,525 |
| Mortgage-backed securities | $4,973,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $1,626,000 | 4,659 |
| Issued or guaranteed by U.S. | $1,626,000 | 4,650 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,620,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,523,000 | 2,316 |
| Privately issued | $1,097,000 | 1,029 |
| Commercial mortgage-backed securities | $727,000 | 249 |
| Commercial mortgage pass-through securities | $727,000 | 175 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $18,182,000 | 4,191 |
| Total debt securities | $18,182,000 | 4,569 |
| Structured notes | ||
| Amortized cost | $1,027,000 | 1,955 |
| Fair value | $1,080,000 | 1,933 |
| 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 | $18,131,000 | 4,659 |
| U.S. Government securities | $12,463,000 | 4,539 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,463,000 | 4,448 |
| Securities issued by states & political subdivisions | $3,688,000 | 3,677 |
| Other domestic debt securities | $1,980,000 | 1,939 |
| Privately issued residential mortgage-backed securities | $1,242,000 | 1,101 |
| Commercial mortgage-backed securities - Total | $738,000 | 261 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,289,000 | 4,049 |
| Mortgage-backed securities | $5,377,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $1,807,000 | 4,676 |
| Issued or guaranteed by U.S. | $1,807,000 | 4,668 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,832,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,590,000 | 2,264 |
| Privately issued | $1,242,000 | 1,054 |
| Commercial mortgage-backed securities | $738,000 | 261 |
| Commercial mortgage pass-through securities | $738,000 | 170 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $18,131,000 | 4,233 |
| Total debt securities | $18,132,000 | 4,609 |
| Structured notes | ||
| Amortized cost | $1,071,000 | 1,494 |
| Fair value | $1,123,000 | 1,477 |
| 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 | $19,413,000 | 4,495 |
| U.S. Government securities | $12,898,000 | 4,459 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,898,000 | 4,366 |
| Securities issued by states & political subdivisions | $2,914,000 | 3,925 |
| Other domestic debt securities | $3,601,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $1,453,000 | 1,078 |
| Commercial mortgage-backed securities - Total | $744,000 | 218 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,404,000 | 1,340 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,683,000 | 3,970 |
| Mortgage-backed securities | $5,877,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $1,990,000 | 4,658 |
| Issued or guaranteed by U.S. | $1,990,000 | 4,644 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,143,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $1,690,000 | 2,231 |
| Privately issued | $1,453,000 | 1,034 |
| Commercial mortgage-backed securities | $744,000 | 218 |
| Commercial mortgage pass-through securities | $744,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $19,413,000 | 4,060 |
| Total debt securities | $19,414,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $1,551,000 | 923 |
| Fair value | $1,614,000 | 914 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $22,099,000 | 4,184 |
| U.S. Government securities | $16,946,000 | 3,898 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,946,000 | 3,824 |
| Securities issued by states & political subdivisions | $2,941,000 | 3,832 |
| Other domestic debt securities | $2,212,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $1,756,000 | 1,041 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $456,000 | 2,006 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,297,000 | 3,893 |
| Mortgage-backed securities | $6,484,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $2,897,000 | 4,438 |
| Issued or guaranteed by U.S. | $2,897,000 | 4,427 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,587,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $1,831,000 | 2,185 |
| Privately issued | $1,756,000 | 999 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $22,099,000 | 3,755 |
| Total debt securities | $22,099,000 | 4,150 |
| Structured notes | ||
| Amortized cost | $1,231,000 | 829 |
| Fair value | $1,268,000 | 819 |
| 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 | $19,719,000 | 4,482 |
| U.S. Government securities | $17,249,000 | 3,913 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,249,000 | 3,836 |
| Securities issued by states & political subdivisions | $2,470,000 | 3,990 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,811,000 | 3,642 |
| Mortgage-backed securities | $4,892,000 | 4,333 |
| Certificates of participation in pools of residential mortgages | $3,011,000 | 4,360 |
| Issued or guaranteed by U.S. | $3,011,000 | 4,349 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,881,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 2,155 |
| 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) | $19,719,000 | 4,020 |
| Total debt securities | $19,720,000 | 4,447 |
| Structured notes | ||
| Amortized cost | $1,291,000 | 850 |
| Fair value | $1,306,000 | 848 |
| 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 | $20,696,000 | 4,306 |
| U.S. Government securities | $18,265,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,265,000 | 3,650 |
| Securities issued by states & political subdivisions | $2,431,000 | 3,989 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,248,000 | 3,097 |
| Mortgage-backed securities | $5,006,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $3,105,000 | 4,246 |
| Issued or guaranteed by U.S. | $3,105,000 | 4,234 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,901,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $1,901,000 | 2,063 |
| 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) | $20,696,000 | 3,836 |
| Total debt securities | $20,696,000 | 4,274 |
| Structured notes | ||
| Amortized cost | $1,319,000 | 831 |
| Fair value | $1,331,000 | 829 |
| 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 | $23,701,000 | 4,003 |
| U.S. Government securities | $20,779,000 | 3,449 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,779,000 | 3,389 |
| Securities issued by states & political subdivisions | $2,922,000 | 3,811 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,593,000 | 3,152 |
| Mortgage-backed securities | $5,203,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $3,293,000 | 4,194 |
| Issued or guaranteed by U.S. | $3,293,000 | 4,179 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,910,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $1,910,000 | 2,068 |
| 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) | $23,701,000 | 3,567 |
| Total debt securities | $23,700,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $1,358,000 | 866 |
| Fair value | $1,363,000 | 862 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $21,916,000 | 4,189 |
| U.S. Government securities | $19,717,000 | 3,567 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,717,000 | 3,502 |
| Securities issued by states & political subdivisions | $2,199,000 | 4,156 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,621,000 | 3,435 |
| Mortgage-backed securities | $5,547,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $3,556,000 | 4,003 |
| Issued or guaranteed by U.S. | $3,556,000 | 3,989 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,991,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 2,017 |
| 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) | $21,916,000 | 3,761 |
| Total debt securities | $21,917,000 | 4,137 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 928 |
| Fair value | $1,431,000 | 926 |
| 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 | $19,533,000 | 4,521 |
| U.S. Government securities | $17,341,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,341,000 | 3,873 |
| Securities issued by states & political subdivisions | $2,192,000 | 4,184 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,987,000 | 3,782 |
| Mortgage-backed securities | $3,749,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $3,749,000 | 3,625 |
| Issued or guaranteed by U.S. | $3,749,000 | 3,610 |
| 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) | $19,533,000 | 4,008 |
| Total debt securities | $19,532,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $1,936,000 | 1,139 |
| Fair value | $1,960,000 | 1,129 |
| 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 | $17,619,000 | 4,805 |
| U.S. Government securities | $15,455,000 | 4,290 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,455,000 | 4,198 |
| Securities issued by states & political subdivisions | $2,164,000 | 4,185 |
| 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 | $3,812,000 | 4,935 |
| Mortgage-backed securities | $2,954,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $2,954,000 | 3,774 |
| Issued or guaranteed by U.S. | $2,954,000 | 3,759 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,619,000 | 4,261 |
| Total debt securities | $17,619,000 | 4,759 |
| Structured notes | ||
| Amortized cost | $2,103,000 | 1,196 |
| Fair value | $2,097,000 | 1,199 |
| 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 | $14,973,000 | 5,208 |
| U.S. Government securities | $13,721,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,721,000 | 4,525 |
| Securities issued by states & political subdivisions | $1,252,000 | 4,715 |
| 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 | $3,799,000 | 4,975 |
| Mortgage-backed securities | $3,001,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $3,001,000 | 3,712 |
| Issued or guaranteed by U.S. | $3,001,000 | 3,699 |
| 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) | $14,973,000 | 4,616 |
| Total debt securities | $14,973,000 | 5,161 |
| Structured notes | ||
| Amortized cost | $2,151,000 | 1,253 |
| Fair value | $2,104,000 | 1,260 |
| 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 | $13,489,000 | 5,504 |
| U.S. Government securities | $12,425,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,425,000 | 4,801 |
| Securities issued by states & political subdivisions | $1,064,000 | 4,901 |
| 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 | $3,867,000 | 4,971 |
| Mortgage-backed securities | $3,320,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $3,320,000 | 3,570 |
| Issued or guaranteed by U.S. | $3,320,000 | 3,552 |
| 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) | $13,489,000 | 4,897 |
| Total debt securities | $13,489,000 | 5,459 |
| Structured notes | ||
| Amortized cost | $2,197,000 | 1,296 |
| Fair value | $2,181,000 | 1,292 |
| 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 | $12,372,000 | 5,710 |
| U.S. Government securities | $11,333,000 | 5,196 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,333,000 | 5,075 |
| Securities issued by states & political subdivisions | $1,039,000 | 4,943 |
| 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 | $3,888,000 | 4,967 |
| Mortgage-backed securities | $3,134,000 | 4,224 |
| Certificates of participation in pools of residential mortgages | $3,134,000 | 3,637 |
| Issued or guaranteed by U.S. | $3,134,000 | 3,625 |
| 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) | $12,372,000 | 5,105 |
| Total debt securities | $12,374,000 | 5,667 |
| Structured notes | ||
| Amortized cost | $2,245,000 | 1,358 |
| Fair value | $2,216,000 | 1,354 |
| 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 | $12,036,000 | 5,824 |
| U.S. Government securities | $11,003,000 | 5,297 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,003,000 | 5,180 |
| Securities issued by states & political subdivisions | $1,033,000 | 4,979 |
| 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 | $4,510,000 | 4,752 |
| Mortgage-backed securities | $2,738,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $2,738,000 | 3,813 |
| Issued or guaranteed by U.S. | $2,738,000 | 3,791 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,036,000 | 5,194 |
| Total debt securities | $12,036,000 | 5,775 |
| Structured notes | ||
| Amortized cost | $2,806,000 | 1,280 |
| Fair value | $2,768,000 | 1,280 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,753,000 | 7,186 |
| U.S. Government securities | $5,090,000 | 6,862 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,090,000 | 6,724 |
| Securities issued by states & political subdivisions | $654,000 | 5,357 |
| Other domestic debt securities | $9,000 | 3,086 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,289 |
| 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 | $483,000 | 6,695 |
| Mortgage-backed securities | $766,000 | 5,504 |
| Certificates of participation in pools of residential mortgages | $757,000 | 5,065 |
| Issued or guaranteed by U.S. | $757,000 | 5,043 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,000 | 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) | $9,000 | 4,005 |
| Available-for-sale securities (fair market value) | $5,744,000 | 6,444 |
| Total debt securities | $5,754,000 | 7,131 |
| Structured notes | ||
| Amortized cost | $2,375,000 | 1,461 |
| Fair value | $2,314,000 | 1,459 |
| 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 | $5,308,000 | 7,346 |
| U.S. Government securities | $4,786,000 | 7,004 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,786,000 | 6,865 |
| Securities issued by states & political subdivisions | $493,000 | 5,575 |
| Other domestic debt securities | $29,000 | 3,112 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,230 |
| 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 | $486,000 | 6,732 |
| Mortgage-backed securities | $802,000 | 5,518 |
| Certificates of participation in pools of residential mortgages | $773,000 | 5,085 |
| Issued or guaranteed by U.S. | $773,000 | 5,065 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $29,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $29,000 | 1,141 |
| 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) | $29,000 | 4,002 |
| Available-for-sale securities (fair market value) | $5,279,000 | 6,616 |
| Total debt securities | $5,308,000 | 7,287 |
| Structured notes | ||
| Amortized cost | $1,947,000 | 1,699 |
| Fair value | $1,907,000 | 1,697 |
| 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 | $5,486,000 | 7,352 |
| U.S. Government securities | $4,891,000 | 6,999 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,891,000 | 6,847 |
| Securities issued by states & political subdivisions | $488,000 | 5,605 |
| Other domestic debt securities | $54,000 | 3,178 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,171 |
| 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 | $53,000 | 1,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,000 | 6,771 |
| Mortgage-backed securities | $851,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $797,000 | 5,098 |
| Issued or guaranteed by U.S. | $797,000 | 5,079 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $54,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $54,000 | 1,079 |
| 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) | $31,000 | 4,079 |
| Available-for-sale securities (fair market value) | $5,455,000 | 6,602 |
| Total debt securities | $5,433,000 | 7,309 |
| Structured notes | ||
| Amortized cost | $1,492,000 | 1,907 |
| Fair value | $1,460,000 | 1,917 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,140,000 | 7,199 |
| U.S. Government securities | $5,563,000 | 6,792 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,563,000 | 6,649 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $524,000 | 2,497 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,111 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $53,000 | 1,854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,748 |
| Mortgage-backed securities | $1,321,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,657 |
| Issued or guaranteed by U.S. | $2,000 | 6,638 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,319,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $1,295,000 | 2,086 |
| Privately issued | $24,000 | 1,112 |
| 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) | $31,000 | 4,131 |
| Available-for-sale securities (fair market value) | $6,109,000 | 6,457 |
| Total debt securities | $6,087,000 | 7,154 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,781 |
| Fair value | $1,541,000 | 1,782 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,870,000 | 6,851 |
| U.S. Government securities | $4,761,000 | 7,084 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,761,000 | 6,939 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $154,000 | 3,135 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 2,660 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,955,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,757 |
| Mortgage-backed securities | $1,367,000 | 5,286 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,776 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $53,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $53,000 | 1,032 |
| 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) | $32,000 | 4,181 |
| Available-for-sale securities (fair market value) | $7,838,000 | 6,099 |
| Total debt securities | $4,915,000 | 7,495 |
| Structured notes | ||
| Amortized cost | $624,000 | 2,465 |
| Fair value | $625,000 | 2,466 |
| 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 | $8,896,000 | 6,670 |
| U.S. Government securities | $5,787,000 | 6,845 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,787,000 | 6,690 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $154,000 | 3,182 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000 | 2,744 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,955,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $996,000 | 6,502 |
| Mortgage-backed securities | $1,362,000 | 5,357 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 4,870 |
| Issued or guaranteed by U.S. | $1,309,000 | 4,857 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $53,000 | 3,537 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $53,000 | 1,035 |
| 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) | $34,000 | 4,243 |
| Available-for-sale securities (fair market value) | $8,862,000 | 5,938 |
| Total debt securities | $5,944,000 | 7,336 |
| Structured notes | ||
| Amortized cost | $624,000 | 2,447 |
| Fair value | $622,000 | 2,448 |
| 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 | $9,032,000 | 6,671 |
| U.S. Government securities | $5,881,000 | 6,825 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,881,000 | 6,670 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $187,000 | 3,214 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,076 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 2,821 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,964,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,351,000 | 5,705 |
| Mortgage-backed securities | $1,432,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $1,347,000 | 4,873 |
| Issued or guaranteed by U.S. | $1,347,000 | 4,859 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $85,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $85,000 | 991 |
| 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) | $56,000 | 4,263 |
| Available-for-sale securities (fair market value) | $8,976,000 | 5,921 |
| Total debt securities | $6,068,000 | 7,304 |
| Structured notes | ||
| Amortized cost | $623,000 | 2,384 |
| Fair value | $625,000 | 2,384 |
| 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 | $9,600,000 | 6,595 |
| U.S. Government securities | $6,341,000 | 6,697 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,341,000 | 6,549 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $289,000 | 3,056 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,030 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $204,000 | 2,778 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,970,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,392,000 | 5,227 |
| Mortgage-backed securities | $1,455,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $1,370,000 | 4,870 |
| Issued or guaranteed by U.S. | $1,370,000 | 4,859 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $85,000 | 3,518 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $85,000 | 947 |
| 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) | $58,000 | 4,317 |
| Available-for-sale securities (fair market value) | $9,542,000 | 5,841 |
| Total debt securities | $6,630,000 | 7,208 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,196 |
| Fair value | $1,002,000 | 2,011 |
| 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 | $12,042,000 | 6,146 |
| U.S. Government securities | $8,312,000 | 6,202 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,312,000 | 6,041 |
| Securities issued by states & political subdivisions | $410,000 | 5,883 |
| Other domestic debt securities | $353,000 | 3,075 |
| Privately issued residential mortgage-backed securities | $147,000 | 979 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,000 | 2,875 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,967,000 | 807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,964,000 | 4,990 |
| Mortgage-backed securities | $2,262,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 4,496 |
| Issued or guaranteed by U.S. | $2,115,000 | 4,480 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $147,000 | 3,488 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $147,000 | 905 |
| 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) | $843,000 | 3,435 |
| Available-for-sale securities (fair market value) | $11,199,000 | 5,574 |
| Total debt securities | $9,074,000 | 6,700 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,782 |
| Fair value | $1,487,000 | 1,719 |
| 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 | $10,196,000 | 6,532 |
| U.S. Government securities | $6,443,000 | 6,693 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,443,000 | 6,533 |
| Securities issued by states & political subdivisions | $412,000 | 5,897 |
| Other domestic debt securities | $356,000 | 3,181 |
| Privately issued residential mortgage-backed securities | $147,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $209,000 | 2,953 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,985,000 | 855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,044,000 | 5,339 |
| Mortgage-backed securities | $2,978,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $2,831,000 | 4,200 |
| Issued or guaranteed by U.S. | $2,831,000 | 4,188 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $147,000 | 3,560 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $147,000 | 957 |
| 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) | $851,000 | 3,455 |
| Available-for-sale securities (fair market value) | $9,345,000 | 5,957 |
| Total debt securities | $7,210,000 | 7,119 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,349 |
| Fair value | $501,000 | 2,265 |
| 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 | $10,905,000 | 6,415 |
| U.S. Government securities | $7,105,000 | 6,555 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,105,000 | 6,383 |
| Securities issued by states & political subdivisions | $413,000 | 5,933 |
| Other domestic debt securities | $402,000 | 3,206 |
| Privately issued residential mortgage-backed securities | $192,000 | 870 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 3,089 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,985,000 | 852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 6,533 |
| Mortgage-backed securities | $3,128,000 | 4,676 |
| Certificates of participation in pools of residential mortgages | $2,936,000 | 4,135 |
| Issued or guaranteed by U.S. | $2,936,000 | 4,122 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $192,000 | 3,549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $192,000 | 757 |
| 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) | $878,000 | 3,474 |
| Available-for-sale securities (fair market value) | $10,027,000 | 5,848 |
| Total debt securities | $7,920,000 | 6,997 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,225 |
| Fair value | $501,000 | 2,099 |
| 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 | $10,144,000 | 6,522 |
| U.S. Government securities | $6,341,000 | 6,682 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,341,000 | 6,502 |
| Securities issued by states & political subdivisions | $415,000 | 5,963 |
| Other domestic debt securities | $403,000 | 3,328 |
| Privately issued residential mortgage-backed securities | $192,000 | 944 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $211,000 | 3,197 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,985,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,167,000 | 5,709 |
| Mortgage-backed securities | $3,282,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $3,090,000 | 4,053 |
| Issued or guaranteed by U.S. | $3,090,000 | 4,039 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $192,000 | 3,643 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $192,000 | 829 |
| 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) | $882,000 | 3,521 |
| Available-for-sale securities (fair market value) | $9,262,000 | 5,935 |
| Total debt securities | $7,161,000 | 7,118 |
| Structured notes | ||
| Amortized cost | $496,000 | 1,967 |
| Fair value | $499,000 | 1,896 |
| 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 | $14,570,000 | 5,558 |
| U.S. Government securities | $10,682,000 | 5,392 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,682,000 | 5,227 |
| Securities issued by states & political subdivisions | $416,000 | 5,959 |
| Other domestic debt securities | $472,000 | 3,321 |
| Privately issued residential mortgage-backed securities | $260,000 | 935 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $212,000 | 3,232 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,000,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,949 |
| Mortgage-backed securities | $6,820,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $6,560,000 | 3,030 |
| Issued or guaranteed by U.S. | $6,560,000 | 3,018 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $260,000 | 3,723 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $260,000 | 827 |
| 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) | $922,000 | 3,519 |
| Available-for-sale securities (fair market value) | $13,648,000 | 5,010 |
| Total debt securities | $11,570,000 | 6,044 |
| 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 | $18,994,000 | 4,817 |
| U.S. Government securities | $18,114,000 | 3,960 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,114,000 | 3,805 |
| Securities issued by states & political subdivisions | $417,000 | 5,930 |
| Other domestic debt securities | $463,000 | 3,380 |
| Privately issued residential mortgage-backed securities | $260,000 | 970 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $203,000 | 3,281 |
| 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 | $500,000 | 6,996 |
| Mortgage-backed securities | $13,743,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $12,464,000 | 2,068 |
| Issued or guaranteed by U.S. | $12,464,000 | 2,060 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,279,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,972 |
| Privately issued | $260,000 | 860 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $957,000 | 3,558 |
| Available-for-sale securities (fair market value) | $18,037,000 | 4,309 |
| Total debt securities | $18,994,000 | 4,717 |
| 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 | $21,585,000 | 4,416 |
| U.S. Government securities | $20,757,000 | 3,600 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,757,000 | 3,429 |
| Securities issued by states & political subdivisions | $416,000 | 5,950 |
| Other domestic debt securities | $412,000 | 3,456 |
| Privately issued residential mortgage-backed securities | $312,000 | 982 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,433 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $16,390,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $15,050,000 | 1,779 |
| Issued or guaranteed by U.S. | $15,050,000 | 1,769 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,340,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,990 |
| Privately issued | $312,000 | 879 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,019,000 | 3,563 |
| Available-for-sale securities (fair market value) | $20,566,000 | 3,922 |
| Total debt securities | $21,585,000 | 4,328 |
| 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 | $14,103,000 | 5,550 |
| U.S. Government securities | $14,103,000 | 4,543 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $14,103,000 | 4,322 |
| 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 | $500,000 | 7,209 |
| Mortgage-backed securities | $5,189,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $5,189,000 | 3,082 |
| Issued or guaranteed by U.S. | $5,189,000 | 3,067 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $1,264,000 | 3,628 |
| Available-for-sale securities (fair market value) | $12,839,000 | 4,981 |
| Total debt securities | $14,103,000 | 5,461 |
| Structured notes | ||
| Amortized cost | $601,000 | 488 |
| Fair value | $609,000 | 494 |
| 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 | $12,490,000 | 6,113 |
| U.S. Government securities | $12,068,000 | 5,244 |
| U.S. Treasury securities | $1,000,000 | 2,770 |
| U.S. Government agency obligations | $11,068,000 | 5,190 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $422,000 | 4,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,478 |
| Mortgage-backed securities | $1,361,000 | 5,226 |
| Certificates of participation in pools of residential mortgages | $1,361,000 | 4,460 |
| Issued or guaranteed by U.S. | $1,361,000 | 4,440 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,431,000 | 3,662 |
| Available-for-sale securities (fair market value) | $10,059,000 | 5,718 |
| Total debt securities | $12,068,000 | 6,094 |
| Structured notes | ||
| Amortized cost | $183,000 | 853 |
| Fair value | $183,000 | 850 |
| 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 | $13,616,000 | 6,128 |
| U.S. Government securities | $13,285,000 | 5,172 |
| U.S. Treasury securities | $1,994,000 | 2,792 |
| U.S. Government agency obligations | $11,291,000 | 5,195 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $331,000 | 4,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 7,719 |
| Mortgage-backed securities | $1,098,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 4,922 |
| Issued or guaranteed by U.S. | $1,098,000 | 4,907 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,683,000 | 3,511 |
| Available-for-sale securities (fair market value) | $9,933,000 | 5,877 |
| Total debt securities | $13,285,000 | 6,100 |
| Structured notes | ||
| Amortized cost | $299,000 | 1,066 |
| Fair value | $283,000 | 1,063 |
| 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 | $16,706,000 | 5,439 |
| U.S. Government securities | $15,908,000 | 4,602 |
| U.S. Treasury securities | $1,989,000 | 4,044 |
| U.S. Government agency obligations | $13,919,000 | 4,320 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $798,000 | 2,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 7,834 |
| Mortgage-backed securities | $1,970,000 | 5,343 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,970,000 | 4,396 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,942,000 | 3,435 |
| Available-for-sale securities (fair market value) | $11,764,000 | 5,318 |
| Total debt securities | $15,908,000 | 5,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $24,257,000 | 4,295 |
| U.S. Government securities | $19,956,000 | 4,104 |
| U.S. Treasury securities | $2,480,000 | 4,757 |
| U.S. Government agency obligations | $17,476,000 | 3,584 |
| Securities issued by states & political subdivisions | $3,503,000 | 3,496 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $798,000 | 2,711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,000 | 8,246 |
| Mortgage-backed securities | $2,845,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $2,845,000 | 3,858 |
| Issued or guaranteed by U.S. | $2,845,000 | 3,843 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,105,000 | 2,198 |
| Available-for-sale securities (fair market value) | $10,152,000 | 5,693 |
| Total debt securities | $23,459,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $28,508,000 | 4,069 |
| U.S. Government securities | $21,231,000 | 4,265 |
| U.S. Treasury securities | $1,980,000 | 6,126 |
| U.S. Government agency obligations | $19,251,000 | 3,446 |
| Securities issued by states & political subdivisions | $6,414,000 | 2,280 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $863,000 | 2,544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $3,409,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $3,409,000 | 3,868 |
| Issued or guaranteed by U.S. | $3,409,000 | 3,846 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,796,000 | 1,913 |
| Available-for-sale securities (fair market value) | $8,712,000 | 6,388 |
| Total debt securities | $27,645,000 | 4,065 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $30,210,000 | 4,043 |
| U.S. Government securities | $21,483,000 | 4,408 |
| U.S. Treasury securities | $1,710,000 | 7,490 |
| U.S. Government agency obligations | $19,773,000 | 3,343 |
| Securities issued by states & political subdivisions | $7,864,000 | 1,873 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $863,000 | 2,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 8,548 |
| Mortgage-backed securities | $7,107,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $7,107,000 | 2,682 |
| Issued or guaranteed by U.S. | $7,107,000 | 2,659 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,019,000 | 2,805 |
| Available-for-sale securities (fair market value) | $17,191,000 | 4,448 |
| Total debt securities | $29,347,000 | 4,050 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $34,961,000 | 3,732 |
| U.S. Government securities | $22,629,000 | 4,482 |
| U.S. Treasury securities | $2,874,000 | 7,318 |
| U.S. Government agency obligations | $19,755,000 | 3,219 |
| Securities issued by states & political subdivisions | $11,469,000 | 1,277 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $863,000 | 2,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $809,000 | 8,738 |
| Mortgage-backed securities | $10,459,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $10,459,000 | 2,183 |
| Issued or guaranteed by U.S. | $10,459,000 | 2,164 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,797,000 | 5,119 |
| Available-for-sale securities (fair market value) | $23,164,000 | 2,454 |
| Total debt securities | $34,098,000 | 3,742 |
| 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 | $34,156,000 | 4,010 |
| U.S. Government securities | $20,594,000 | 4,989 |
| U.S. Treasury securities | $5,209,000 | 5,539 |
| U.S. Government agency obligations | $15,385,000 | 4,089 |
| Securities issued by states & political subdivisions | $12,703,000 | 1,149 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $859,000 | 2,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $815,000 | 8,897 |
| Mortgage-backed securities | $3,792,000 | 5,942 |
| Certificates of participation in pools of residential mortgages | $3,792,000 | 4,374 |
| Issued or guaranteed by U.S. | $3,792,000 | 4,335 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $33,297,000 | 4,006 |
| 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 | $32,011,000 | 4,203 |
| U.S. Government securities | $18,428,000 | 5,391 |
| U.S. Treasury securities | $6,069,000 | 5,106 |
| U.S. Government agency obligations | $12,359,000 | 4,754 |
| Securities issued by states & political subdivisions | $13,237,000 | 971 |
| 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 | $346,000 | 3,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 9,490 |
| Mortgage-backed securities | $1,624,000 | 8,074 |
| Certificates of participation in pools of residential mortgages | $1,624,000 | 6,615 |
| Issued or guaranteed by U.S. | $1,624,000 | 6,554 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $31,665,000 | 4,160 |
| 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 |