Home > North Country Bank > Securities
North Country Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $22,223,000 | 4,064 |
| U.S. Government securities | $13,743,000 | 3,916 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,743,000 | 3,796 |
| Securities issued by states & political subdivisions | $8,458,000 | 3,050 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $22,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,202,000 | 3,172 |
| Mortgage-backed securities | $112,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $112,000 | 4,816 |
| Issued or guaranteed by U.S. | $112,000 | 4,810 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,010,000 | 1,909 |
| Available-for-sale securities (fair market value) | $21,213,000 | 3,787 |
| Total debt securities | $22,201,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $21,963,000 | 4,138 |
| U.S. Government securities | $13,506,000 | 4,002 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,506,000 | 3,883 |
| Securities issued by states & political subdivisions | $8,435,000 | 3,072 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $22,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,382,000 | 3,310 |
| Mortgage-backed securities | $124,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $124,000 | 4,876 |
| Issued or guaranteed by U.S. | $124,000 | 4,870 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,010,000 | 1,938 |
| Available-for-sale securities (fair market value) | $20,953,000 | 3,852 |
| Total debt securities | $21,941,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $21,509,000 | 4,247 |
| U.S. Government securities | $13,420,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,420,000 | 3,988 |
| Securities issued by states & political subdivisions | $8,068,000 | 3,156 |
| Other domestic debt securities | $1,000 | 2,451 |
| Privately issued residential mortgage-backed securities | $1,000 | 854 |
| 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 | $20,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,368,000 | 3,339 |
| Mortgage-backed securities | $100,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $99,000 | 4,989 |
| Issued or guaranteed by U.S. | $99,000 | 4,986 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $1,000 | 813 |
| 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) | $1,075,000 | 1,951 |
| Available-for-sale securities (fair market value) | $20,434,000 | 3,973 |
| Total debt securities | $21,489,000 | 4,227 |
| 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 | $22,453,000 | 4,237 |
| U.S. Government securities | $14,168,000 | 4,089 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,168,000 | 3,972 |
| Securities issued by states & political subdivisions | $8,174,000 | 3,181 |
| Other domestic debt securities | $88,000 | 2,435 |
| Privately issued residential mortgage-backed securities | $88,000 | 741 |
| 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 | $23,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,181,000 | 3,562 |
| Mortgage-backed securities | $937,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $845,000 | 4,615 |
| Issued or guaranteed by U.S. | $845,000 | 4,612 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $92,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,420 |
| Privately issued | $88,000 | 709 |
| 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) | $1,135,000 | 1,948 |
| Available-for-sale securities (fair market value) | $21,318,000 | 3,952 |
| Total debt securities | $22,430,000 | 4,219 |
| 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 | $19,996,000 | 4,455 |
| U.S. Government securities | $11,132,000 | 4,510 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,132,000 | 4,407 |
| Securities issued by states & political subdivisions | $8,733,000 | 3,104 |
| Other domestic debt securities | $106,000 | 2,482 |
| Privately issued residential mortgage-backed securities | $106,000 | 747 |
| 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 | $25,000 | 1,059 |
| 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 | 3,626 |
| Mortgage-backed securities | $1,039,000 | 4,873 |
| Certificates of participation in pools of residential mortgages | $925,000 | 4,625 |
| Issued or guaranteed by U.S. | $925,000 | 4,621 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $114,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,438 |
| Privately issued | $106,000 | 717 |
| 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) | $1,153,000 | 1,945 |
| Available-for-sale securities (fair market value) | $18,843,000 | 4,189 |
| Total debt securities | $19,971,000 | 4,437 |
| 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 | $18,973,000 | 4,553 |
| U.S. Government securities | $10,187,000 | 4,613 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,187,000 | 4,516 |
| Securities issued by states & political subdivisions | $8,636,000 | 3,108 |
| Other domestic debt securities | $124,000 | 2,526 |
| Privately issued residential mortgage-backed securities | $124,000 | 770 |
| 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 | $26,000 | 1,076 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,779,000 | 3,655 |
| Mortgage-backed securities | $1,138,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 4,607 |
| Issued or guaranteed by U.S. | $1,000,000 | 4,602 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $138,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,428 |
| Privately issued | $124,000 | 736 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,153,000 | 1,940 |
| Available-for-sale securities (fair market value) | $17,820,000 | 4,278 |
| Total debt securities | $18,947,000 | 4,539 |
| 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 | $13,006,000 | 5,181 |
| U.S. Government securities | $3,948,000 | 5,683 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,948,000 | 5,585 |
| Securities issued by states & political subdivisions | $8,890,000 | 3,081 |
| Other domestic debt securities | $141,000 | 2,574 |
| Privately issued residential mortgage-backed securities | $141,000 | 787 |
| 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 | $27,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,996,000 | 3,632 |
| Mortgage-backed securities | $1,218,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $1,056,000 | 4,621 |
| Issued or guaranteed by U.S. | $1,056,000 | 4,617 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $162,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,440 |
| Privately issued | $141,000 | 754 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,153,000 | 1,927 |
| Available-for-sale securities (fair market value) | $11,853,000 | 4,920 |
| Total debt securities | $12,981,000 | 5,153 |
| 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 | $15,155,000 | 4,976 |
| U.S. Government securities | $6,228,000 | 5,273 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,228,000 | 5,163 |
| Securities issued by states & political subdivisions | $8,567,000 | 3,128 |
| Other domestic debt securities | $339,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $339,000 | 690 |
| 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 | $21,000 | 1,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,852,000 | 3,639 |
| Mortgage-backed securities | $2,923,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,554,000 | 4,105 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $369,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,439 |
| Privately issued | $339,000 | 660 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,182,000 | 1,861 |
| Available-for-sale securities (fair market value) | $13,973,000 | 4,704 |
| Total debt securities | $15,135,000 | 4,947 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,774 |
| Fair value | $801,000 | 1,776 |
| 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 | $14,741,000 | 5,032 |
| U.S. Government securities | $4,793,000 | 5,572 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,793,000 | 5,460 |
| Securities issued by states & political subdivisions | $9,513,000 | 2,942 |
| Other domestic debt securities | $411,000 | 2,405 |
| Privately issued residential mortgage-backed securities | $411,000 | 694 |
| 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 | $24,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,283,000 | 3,619 |
| Mortgage-backed securities | $3,399,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $2,945,000 | 4,039 |
| Issued or guaranteed by U.S. | $2,945,000 | 4,035 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $454,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,440 |
| Privately issued | $411,000 | 668 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,277,000 | 1,817 |
| Available-for-sale securities (fair market value) | $13,464,000 | 4,802 |
| Total debt securities | $14,716,000 | 4,998 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,809 |
| Fair value | $805,000 | 1,810 |
| 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 | $14,469,000 | 5,020 |
| U.S. Government securities | $4,061,000 | 5,749 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,061,000 | 5,638 |
| Securities issued by states & political subdivisions | $9,947,000 | 2,844 |
| Other domestic debt securities | $461,000 | 2,375 |
| Privately issued residential mortgage-backed securities | $461,000 | 712 |
| 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 | $6,359,000 | 3,985 |
| Mortgage-backed securities | $3,715,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $3,150,000 | 3,987 |
| Issued or guaranteed by U.S. | $3,150,000 | 3,983 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $565,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,419 |
| Privately issued | $461,000 | 684 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,280,000 | 1,830 |
| Available-for-sale securities (fair market value) | $13,189,000 | 4,796 |
| Total debt securities | $14,469,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $811,000 | 1,854 |
| Fair value | $807,000 | 1,857 |
| 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 | $15,755,000 | 4,970 |
| U.S. Government securities | $4,738,000 | 5,736 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,738,000 | 5,636 |
| Securities issued by states & political subdivisions | $10,498,000 | 2,726 |
| Other domestic debt securities | $519,000 | 2,359 |
| Privately issued residential mortgage-backed securities | $519,000 | 739 |
| 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 | $6,595,000 | 3,976 |
| Mortgage-backed securities | $4,198,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $3,403,000 | 4,056 |
| Issued or guaranteed by U.S. | $3,403,000 | 4,053 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $795,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 3,360 |
| Privately issued | $519,000 | 708 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,395,000 | 1,828 |
| Available-for-sale securities (fair market value) | $14,360,000 | 4,728 |
| Total debt securities | $15,755,000 | 4,942 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,726 |
| Fair value | $1,059,000 | 1,727 |
| 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 | $16,717,000 | 4,885 |
| U.S. Government securities | $5,737,000 | 5,623 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,737,000 | 5,514 |
| Securities issued by states & political subdivisions | $10,417,000 | 2,686 |
| Other domestic debt securities | $563,000 | 2,314 |
| Privately issued residential mortgage-backed securities | $563,000 | 780 |
| 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 | $7,310,000 | 3,864 |
| Mortgage-backed securities | $4,589,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $3,600,000 | 4,038 |
| Issued or guaranteed by U.S. | $3,600,000 | 4,036 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $989,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 3,281 |
| Privately issued | $563,000 | 752 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,402,000 | 1,838 |
| Available-for-sale securities (fair market value) | $15,315,000 | 4,656 |
| Total debt securities | $16,717,000 | 4,855 |
| Structured notes | ||
| Amortized cost | $1,301,000 | 1,848 |
| Fair value | $1,311,000 | 1,849 |
| 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 | $16,573,000 | 4,941 |
| U.S. Government securities | $5,259,000 | 5,812 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,259,000 | 5,699 |
| Securities issued by states & political subdivisions | $10,171,000 | 2,645 |
| Other domestic debt securities | $1,143,000 | 1,915 |
| Privately issued residential mortgage-backed securities | $1,143,000 | 667 |
| 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 | $7,122,000 | 3,915 |
| Mortgage-backed securities | $4,944,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $3,801,000 | 3,988 |
| Issued or guaranteed by U.S. | $3,801,000 | 3,984 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,143,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,143,000 | 644 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,414,000 | 1,887 |
| Available-for-sale securities (fair market value) | $15,159,000 | 4,702 |
| Total debt securities | $16,573,000 | 4,914 |
| Structured notes | ||
| Amortized cost | $801,000 | 2,509 |
| Fair value | $808,000 | 2,500 |
| 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 | $16,637,000 | 4,911 |
| U.S. Government securities | $6,053,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,053,000 | 5,554 |
| Securities issued by states & political subdivisions | $9,893,000 | 2,645 |
| Other domestic debt securities | $691,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $691,000 | 855 |
| 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 | $6,447,000 | 3,842 |
| Mortgage-backed securities | $4,980,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $3,708,000 | 3,933 |
| Issued or guaranteed by U.S. | $3,708,000 | 3,927 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,272,000 | 3,016 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 3,076 |
| Privately issued | $691,000 | 814 |
| 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) | $1,416,000 | 1,962 |
| Available-for-sale securities (fair market value) | $15,221,000 | 4,648 |
| Total debt securities | $16,637,000 | 4,885 |
| Structured notes | ||
| Amortized cost | $809,000 | 2,407 |
| Fair value | $802,000 | 2,415 |
| 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 | $15,859,000 | 4,971 |
| U.S. Government securities | $6,266,000 | 5,619 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,266,000 | 5,506 |
| Securities issued by states & political subdivisions | $8,852,000 | 2,752 |
| Other domestic debt securities | $741,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $741,000 | 868 |
| 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 | $6,341,000 | 3,851 |
| Mortgage-backed securities | $5,288,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $3,893,000 | 3,816 |
| Issued or guaranteed by U.S. | $3,893,000 | 3,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,395,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $654,000 | 3,017 |
| Privately issued | $741,000 | 823 |
| 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) | $1,420,000 | 1,977 |
| Available-for-sale securities (fair market value) | $14,439,000 | 4,715 |
| Total debt securities | $15,859,000 | 4,941 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 2,229 |
| Fair value | $1,008,000 | 2,267 |
| 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 | $14,751,000 | 5,162 |
| U.S. Government securities | $5,818,000 | 5,857 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,818,000 | 5,730 |
| Securities issued by states & political subdivisions | $8,137,000 | 2,821 |
| Other domestic debt securities | $796,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $796,000 | 869 |
| 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 | $6,060,000 | 3,974 |
| Mortgage-backed securities | $5,099,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $3,568,000 | 3,883 |
| Issued or guaranteed by U.S. | $3,568,000 | 3,870 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,531,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $735,000 | 2,942 |
| Privately issued | $796,000 | 826 |
| 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) | $1,424,000 | 1,997 |
| Available-for-sale securities (fair market value) | $13,327,000 | 4,908 |
| Total debt securities | $14,751,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $503,000 | 2,812 |
| Fair value | $499,000 | 2,926 |
| 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 | $15,001,000 | 5,128 |
| U.S. Government securities | $6,384,000 | 5,737 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,384,000 | 5,609 |
| Securities issued by states & political subdivisions | $7,753,000 | 2,836 |
| Other domestic debt securities | $864,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $864,000 | 892 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,821,000 | 4,022 |
| Mortgage-backed securities | $5,441,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $3,765,000 | 3,758 |
| Issued or guaranteed by U.S. | $3,765,000 | 3,749 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,676,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $812,000 | 2,850 |
| Privately issued | $864,000 | 853 |
| 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) | $1,612,000 | 1,961 |
| Available-for-sale securities (fair market value) | $13,389,000 | 4,898 |
| Total debt securities | $15,001,000 | 5,099 |
| Structured notes | ||
| Amortized cost | $803,000 | 2,719 |
| Fair value | $790,000 | 2,728 |
| 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 | $15,065,000 | 5,024 |
| U.S. Government securities | $6,701,000 | 5,523 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,701,000 | 5,411 |
| Securities issued by states & political subdivisions | $7,414,000 | 2,909 |
| Other domestic debt securities | $950,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $950,000 | 926 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,637,000 | 4,308 |
| Mortgage-backed securities | $5,937,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $4,093,000 | 3,584 |
| Issued or guaranteed by U.S. | $4,093,000 | 3,575 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,844,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,787 |
| Privately issued | $950,000 | 884 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,621,000 | 1,980 |
| Available-for-sale securities (fair market value) | $13,444,000 | 4,801 |
| Total debt securities | $15,065,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $804,000 | 2,581 |
| Fair value | $789,000 | 2,596 |
| 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 | $14,497,000 | 5,042 |
| U.S. Government securities | $6,385,000 | 5,571 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,385,000 | 5,450 |
| Securities issued by states & political subdivisions | $7,058,000 | 2,892 |
| Other domestic debt securities | $1,054,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 960 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,100,000 | 4,208 |
| Mortgage-backed securities | $5,801,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $3,793,000 | 3,654 |
| Issued or guaranteed by U.S. | $3,793,000 | 3,647 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,008,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $954,000 | 2,726 |
| Privately issued | $1,054,000 | 916 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,893,000 | 1,958 |
| Available-for-sale securities (fair market value) | $12,604,000 | 4,849 |
| Total debt securities | $14,497,000 | 5,004 |
| Structured notes | ||
| Amortized cost | $701,000 | 2,711 |
| Fair value | $705,000 | 2,709 |
| 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 | $13,508,000 | 5,183 |
| U.S. Government securities | $7,431,000 | 5,478 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,431,000 | 5,359 |
| Securities issued by states & political subdivisions | $5,211,000 | 3,215 |
| Other domestic debt securities | $866,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $866,000 | 1,059 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,354,000 | 4,194 |
| Mortgage-backed securities | $6,149,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $4,259,000 | 3,539 |
| Issued or guaranteed by U.S. | $4,259,000 | 3,531 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,890,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,589 |
| Privately issued | $866,000 | 1,021 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,458,000 | 2,127 |
| Available-for-sale securities (fair market value) | $12,050,000 | 4,946 |
| Total debt securities | $13,508,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $951,000 | 2,673 |
| Fair value | $957,000 | 2,671 |
| 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 | $12,745,000 | 5,348 |
| U.S. Government securities | $6,415,000 | 5,781 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,415,000 | 5,670 |
| Securities issued by states & political subdivisions | $5,409,000 | 3,146 |
| Other domestic debt securities | $921,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $921,000 | 1,089 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,253,000 | 4,317 |
| Mortgage-backed securities | $6,532,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $4,475,000 | 3,593 |
| Issued or guaranteed by U.S. | $4,475,000 | 3,587 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,057,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $1,136,000 | 2,486 |
| Privately issued | $921,000 | 1,045 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,599,000 | 2,120 |
| Available-for-sale securities (fair market value) | $11,146,000 | 5,126 |
| Total debt securities | $12,745,000 | 5,305 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,912 |
| Fair value | $250,000 | 2,927 |
| 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 | $12,762,000 | 5,325 |
| U.S. Government securities | $6,629,000 | 5,689 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,629,000 | 5,585 |
| Securities issued by states & political subdivisions | $5,418,000 | 3,136 |
| Other domestic debt securities | $715,000 | 2,495 |
| Privately issued residential mortgage-backed securities | $715,000 | 1,192 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,962,000 | 3,918 |
| Mortgage-backed securities | $6,786,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $4,848,000 | 3,580 |
| Issued or guaranteed by U.S. | $4,848,000 | 3,573 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,938,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $1,223,000 | 2,439 |
| Privately issued | $715,000 | 1,140 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,645,000 | 2,143 |
| Available-for-sale securities (fair market value) | $11,117,000 | 5,128 |
| Total debt securities | $12,767,000 | 5,280 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $13,755,000 | 5,224 |
| U.S. Government securities | $7,479,000 | 5,522 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,479,000 | 5,432 |
| Securities issued by states & political subdivisions | $5,520,000 | 3,106 |
| Other domestic debt securities | $756,000 | 2,560 |
| Privately issued residential mortgage-backed securities | $756,000 | 1,240 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,571,000 | 3,993 |
| Mortgage-backed securities | $7,271,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $5,200,000 | 3,594 |
| Issued or guaranteed by U.S. | $5,200,000 | 3,583 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,071,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $1,315,000 | 2,382 |
| Privately issued | $756,000 | 1,184 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,105,000 | 2,108 |
| Available-for-sale securities (fair market value) | $11,650,000 | 5,069 |
| Total debt securities | $13,755,000 | 5,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $13,928,000 | 5,203 |
| U.S. Government securities | $8,192,000 | 5,339 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,192,000 | 5,252 |
| Securities issued by states & political subdivisions | $5,345,000 | 3,104 |
| Other domestic debt securities | $391,000 | 2,947 |
| Privately issued residential mortgage-backed securities | $391,000 | 1,387 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,934,000 | 3,923 |
| Mortgage-backed securities | $7,615,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $5,575,000 | 3,551 |
| Issued or guaranteed by U.S. | $5,575,000 | 3,538 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,040,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $1,649,000 | 2,248 |
| Privately issued | $391,000 | 1,321 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,173,000 | 2,105 |
| Available-for-sale securities (fair market value) | $11,755,000 | 5,045 |
| Total debt securities | $13,928,000 | 5,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $15,247,000 | 5,045 |
| U.S. Government securities | $9,299,000 | 5,227 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,299,000 | 5,148 |
| Securities issued by states & political subdivisions | $5,548,000 | 3,006 |
| Other domestic debt securities | $400,000 | 2,863 |
| Privately issued residential mortgage-backed securities | $400,000 | 1,403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,519,000 | 4,068 |
| Mortgage-backed securities | $8,279,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $6,122,000 | 3,496 |
| Issued or guaranteed by U.S. | $6,122,000 | 3,485 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,157,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,757,000 | 2,216 |
| Privately issued | $400,000 | 1,343 |
| 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) | $2,359,000 | 2,079 |
| Available-for-sale securities (fair market value) | $12,888,000 | 4,925 |
| Total debt securities | $15,247,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,570 |
| Fair value | $250,000 | 1,581 |
| 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 | $15,529,000 | 5,042 |
| U.S. Government securities | $10,023,000 | 5,141 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,023,000 | 5,056 |
| Securities issued by states & political subdivisions | $5,506,000 | 2,990 |
| 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 | $6,696,000 | 4,073 |
| Mortgage-backed securities | $8,349,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $6,493,000 | 3,372 |
| Issued or guaranteed by U.S. | $6,493,000 | 3,359 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,856,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $1,856,000 | 2,166 |
| 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) | $2,414,000 | 2,079 |
| Available-for-sale securities (fair market value) | $13,115,000 | 4,885 |
| Total debt securities | $15,529,000 | 5,004 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,598 |
| Fair value | $250,000 | 1,618 |
| 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 | $15,149,000 | 5,063 |
| U.S. Government securities | $10,499,000 | 4,992 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,499,000 | 4,909 |
| Securities issued by states & political subdivisions | $4,650,000 | 3,198 |
| 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 | $8,057,000 | 3,787 |
| Mortgage-backed securities | $8,354,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $6,685,000 | 3,242 |
| Issued or guaranteed by U.S. | $6,685,000 | 3,231 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,669,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $1,669,000 | 2,128 |
| 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) | $2,455,000 | 2,095 |
| Available-for-sale securities (fair market value) | $12,694,000 | 4,889 |
| Total debt securities | $15,149,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,599 |
| Fair value | $250,000 | 1,607 |
| 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 | $14,918,000 | 5,134 |
| U.S. Government securities | $11,036,000 | 4,918 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,036,000 | 4,837 |
| Securities issued by states & political subdivisions | $3,882,000 | 3,441 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,514,000 | 4,114 |
| Mortgage-backed securities | $8,673,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $6,973,000 | 3,161 |
| Issued or guaranteed by U.S. | $6,973,000 | 3,147 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,700,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $1,700,000 | 2,128 |
| 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) | $2,206,000 | 2,151 |
| Available-for-sale securities (fair market value) | $12,712,000 | 4,962 |
| Total debt securities | $14,918,000 | 5,080 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,641 |
| Fair value | $247,000 | 1,665 |
| 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 | $14,526,000 | 5,187 |
| U.S. Government securities | $11,089,000 | 4,923 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,089,000 | 4,828 |
| Securities issued by states & political subdivisions | $3,437,000 | 3,615 |
| 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 | $5,773,000 | 4,253 |
| Mortgage-backed securities | $8,823,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $7,001,000 | 3,052 |
| Issued or guaranteed by U.S. | $7,001,000 | 3,039 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,822,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $1,822,000 | 2,078 |
| 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) | $2,323,000 | 2,159 |
| Available-for-sale securities (fair market value) | $12,203,000 | 5,050 |
| Total debt securities | $14,526,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $13,903,000 | 5,336 |
| U.S. Government securities | $11,069,000 | 5,037 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,069,000 | 4,934 |
| Securities issued by states & political subdivisions | $2,834,000 | 3,860 |
| 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 | $6,560,000 | 4,097 |
| Mortgage-backed securities | $5,002,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $4,259,000 | 3,448 |
| Issued or guaranteed by U.S. | $4,259,000 | 3,434 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $743,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 2,504 |
| 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) | $4,836,000 | 1,724 |
| Available-for-sale securities (fair market value) | $9,067,000 | 5,622 |
| Total debt securities | $13,903,000 | 5,275 |
| Structured notes | ||
| Amortized cost | $249,000 | 2,314 |
| Fair value | $250,000 | 2,290 |
| 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 | $12,935,000 | 5,561 |
| U.S. Government securities | $10,654,000 | 5,213 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,654,000 | 5,116 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,134 |
| 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 | $7,204,000 | 3,966 |
| Mortgage-backed securities | $4,359,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $3,578,000 | 3,521 |
| Issued or guaranteed by U.S. | $3,578,000 | 3,506 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $781,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,429 |
| 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) | $4,889,000 | 1,770 |
| Available-for-sale securities (fair market value) | $8,046,000 | 5,860 |
| Total debt securities | $12,934,000 | 5,511 |
| Structured notes | ||
| Amortized cost | $267,000 | 2,504 |
| Fair value | $267,000 | 2,505 |
| 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 | $13,313,000 | 5,506 |
| U.S. Government securities | $11,447,000 | 5,098 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,447,000 | 4,989 |
| Securities issued by states & political subdivisions | $1,866,000 | 4,338 |
| 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 | $11,552,000 | 3,163 |
| Mortgage-backed securities | $4,700,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $3,845,000 | 3,380 |
| Issued or guaranteed by U.S. | $3,845,000 | 3,366 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $855,000 | 2,663 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,373 |
| 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) | $4,741,000 | 1,804 |
| Available-for-sale securities (fair market value) | $8,572,000 | 5,760 |
| Total debt securities | $13,313,000 | 5,460 |
| Structured notes | ||
| Amortized cost | $319,000 | 2,532 |
| Fair value | $314,000 | 2,532 |
| 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 | $13,228,000 | 5,537 |
| U.S. Government securities | $11,620,000 | 5,078 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,620,000 | 4,957 |
| Securities issued by states & political subdivisions | $1,608,000 | 4,509 |
| 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 | $7,680,000 | 3,866 |
| Mortgage-backed securities | $4,608,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $4,138,000 | 3,261 |
| Issued or guaranteed by U.S. | $4,138,000 | 3,244 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $470,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 2,643 |
| 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) | $4,536,000 | 1,867 |
| Available-for-sale securities (fair market value) | $8,692,000 | 5,747 |
| Total debt securities | $13,228,000 | 5,491 |
| Structured notes | ||
| Amortized cost | $384,000 | 2,575 |
| Fair value | $381,000 | 2,576 |
| 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 | $13,890,000 | 5,463 |
| U.S. Government securities | $10,934,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,934,000 | 5,152 |
| Securities issued by states & political subdivisions | $1,638,000 | 4,511 |
| Other domestic debt securities | $1,318,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $1,318,000 | 827 |
| 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 | $7,693,000 | 3,875 |
| Mortgage-backed securities | $5,004,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $4,408,000 | 3,181 |
| Issued or guaranteed by U.S. | $3,090,000 | 3,644 |
| Privately issued | $1,318,000 | 109 |
| Collaterized mortgage obligations | $596,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $596,000 | 2,513 |
| 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) | $4,623,000 | 1,881 |
| Available-for-sale securities (fair market value) | $9,267,000 | 5,673 |
| Total debt securities | $13,890,000 | 5,415 |
| Structured notes | ||
| Amortized cost | $728,000 | 2,320 |
| Fair value | $721,000 | 2,319 |
| 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 | $5,128,000 | 7,312 |
| U.S. Government securities | $4,252,000 | 7,090 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,252,000 | 6,953 |
| Securities issued by states & political subdivisions | $876,000 | 5,121 |
| 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 | $4,231,000 | 4,858 |
| Mortgage-backed securities | $2,031,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 4,594 |
| Issued or guaranteed by U.S. | $1,309,000 | 4,569 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $722,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,400 |
| 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) | $784,000 | 3,041 |
| Available-for-sale securities (fair market value) | $4,344,000 | 6,759 |
| Total debt securities | $5,128,000 | 7,258 |
| Structured notes | ||
| Amortized cost | $819,000 | 2,360 |
| Fair value | $807,000 | 2,361 |
| 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 | $5,228,000 | 7,309 |
| U.S. Government securities | $4,414,000 | 7,076 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,414,000 | 6,938 |
| Securities issued by states & political subdivisions | $814,000 | 5,206 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,180,000 | 4,895 |
| Mortgage-backed securities | $2,218,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $1,410,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,410,000 | 4,522 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $808,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 2,339 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $725,000 | 3,108 |
| Available-for-sale securities (fair market value) | $4,503,000 | 6,744 |
| Total debt securities | $5,228,000 | 7,258 |
| Structured notes | ||
| Amortized cost | $865,000 | 2,416 |
| Fair value | $843,000 | 2,419 |
| 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 | $5,793,000 | 7,220 |
| U.S. Government securities | $4,931,000 | 6,957 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,931,000 | 6,813 |
| Securities issued by states & political subdivisions | $862,000 | 5,182 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,180,000 | 4,884 |
| Mortgage-backed securities | $2,429,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $1,533,000 | 4,485 |
| Issued or guaranteed by U.S. | $1,533,000 | 4,468 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $896,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $896,000 | 2,286 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $772,000 | 3,133 |
| Available-for-sale securities (fair market value) | $5,021,000 | 6,672 |
| Total debt securities | $5,793,000 | 7,167 |
| Structured notes | ||
| Amortized cost | $914,000 | 2,392 |
| Fair value | $893,000 | 2,395 |
| 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 | $5,477,000 | 7,355 |
| U.S. Government securities | $4,615,000 | 7,075 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,615,000 | 6,926 |
| Securities issued by states & political subdivisions | $862,000 | 5,215 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,322,000 | 4,828 |
| Mortgage-backed securities | $2,353,000 | 4,606 |
| Certificates of participation in pools of residential mortgages | $1,369,000 | 4,640 |
| Issued or guaranteed by U.S. | $1,369,000 | 4,620 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $984,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,237 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $772,000 | 3,215 |
| Available-for-sale securities (fair market value) | $4,705,000 | 6,768 |
| Total debt securities | $5,479,000 | 7,297 |
| Structured notes | ||
| Amortized cost | $961,000 | 2,370 |
| Fair value | $940,000 | 2,373 |
| 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 | $5,764,000 | 7,311 |
| U.S. Government securities | $4,855,000 | 7,004 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,855,000 | 6,861 |
| Securities issued by states & political subdivisions | $909,000 | 5,179 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,528,000 | 4,755 |
| Mortgage-backed securities | $2,578,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $1,499,000 | 4,613 |
| Issued or guaranteed by U.S. | $1,499,000 | 4,594 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,079,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $1,079,000 | 2,193 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $819,000 | 3,230 |
| Available-for-sale securities (fair market value) | $4,945,000 | 6,725 |
| Total debt securities | $5,763,000 | 7,253 |
| Structured notes | ||
| Amortized cost | $1,006,000 | 2,031 |
| Fair value | $991,000 | 2,160 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,026,000 | 7,283 |
| U.S. Government securities | $5,064,000 | 6,972 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,064,000 | 6,824 |
| Securities issued by states & political subdivisions | $962,000 | 5,115 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,881,000 | 5,425 |
| Mortgage-backed securities | $2,779,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $1,653,000 | 4,585 |
| Issued or guaranteed by U.S. | $1,653,000 | 4,564 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,126,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $1,126,000 | 2,237 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $870,000 | 3,252 |
| Available-for-sale securities (fair market value) | $5,156,000 | 6,691 |
| Total debt securities | $6,026,000 | 7,215 |
| Structured notes | ||
| Amortized cost | $1,006,000 | 2,027 |
| Fair value | $994,000 | 2,165 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,222,000 | 7,322 |
| U.S. Government securities | $5,213,000 | 7,003 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,213,000 | 6,848 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,096 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,068,000 | 5,854 |
| Mortgage-backed securities | $2,943,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $1,783,000 | 4,581 |
| Issued or guaranteed by U.S. | $1,783,000 | 4,566 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,160,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $1,160,000 | 2,279 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $922,000 | 3,263 |
| Available-for-sale securities (fair market value) | $5,300,000 | 6,736 |
| Total debt securities | $6,220,000 | 7,253 |
| Structured notes | ||
| Amortized cost | $1,006,000 | 2,021 |
| Fair value | $985,000 | 2,169 |
| 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 | $5,693,000 | 7,470 |
| U.S. Government securities | $4,323,000 | 7,321 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,323,000 | 7,162 |
| Securities issued by states & political subdivisions | $1,118,000 | 5,017 |
| Other domestic debt securities | $252,000 | 3,071 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 2,620 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,596,000 | 5,592 |
| Mortgage-backed securities | $2,322,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $1,383,000 | 4,854 |
| Issued or guaranteed by U.S. | $1,383,000 | 4,840 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $939,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,459 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,029,000 | 3,206 |
| Available-for-sale securities (fair market value) | $4,664,000 | 6,921 |
| Total debt securities | $5,692,000 | 7,400 |
| Structured notes | ||
| Amortized cost | $1,006,000 | 1,967 |
| Fair value | $995,000 | 2,103 |
| 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 | $6,608,000 | 7,286 |
| U.S. Government securities | $5,248,000 | 7,053 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,248,000 | 6,893 |
| Securities issued by states & political subdivisions | $1,104,000 | 5,062 |
| Other domestic debt securities | $256,000 | 3,117 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $256,000 | 2,674 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,778,000 | 5,068 |
| Mortgage-backed securities | $2,482,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 4,799 |
| Issued or guaranteed by U.S. | $1,522,000 | 4,788 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $960,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 2,458 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,014,000 | 3,275 |
| Available-for-sale securities (fair market value) | $5,594,000 | 6,715 |
| Total debt securities | $6,608,000 | 7,212 |
| Structured notes | ||
| Amortized cost | $1,256,000 | 1,866 |
| Fair value | $1,251,000 | 1,871 |
| 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 | $6,723,000 | 7,337 |
| U.S. Government securities | $5,382,000 | 7,082 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,382,000 | 6,918 |
| Securities issued by states & political subdivisions | $1,082,000 | 5,087 |
| Other domestic debt securities | $259,000 | 3,207 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $259,000 | 2,781 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,816,000 | 5,499 |
| Mortgage-backed securities | $2,635,000 | 4,854 |
| Certificates of participation in pools of residential mortgages | $1,670,000 | 4,761 |
| Issued or guaranteed by U.S. | $1,670,000 | 4,748 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $965,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,498 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $998,000 | 3,325 |
| Available-for-sale securities (fair market value) | $5,725,000 | 6,752 |
| Total debt securities | $6,723,000 | 7,262 |
| Structured notes | ||
| Amortized cost | $1,256,000 | 1,849 |
| Fair value | $1,232,000 | 1,862 |
| 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 | $7,206,000 | 7,213 |
| U.S. Government securities | $5,961,000 | 6,857 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,961,000 | 6,702 |
| Securities issued by states & political subdivisions | $982,000 | 5,185 |
| Other domestic debt securities | $263,000 | 3,308 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $263,000 | 2,858 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,932,000 | 5,403 |
| Mortgage-backed securities | $2,906,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $1,911,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,911,000 | 4,645 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $995,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,550 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $894,000 | 3,422 |
| Available-for-sale securities (fair market value) | $6,312,000 | 6,613 |
| Total debt securities | $7,206,000 | 7,121 |
| Structured notes | ||
| Amortized cost | $1,256,000 | 1,638 |
| Fair value | $1,259,000 | 1,649 |
| 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 | $6,582,000 | 7,425 |
| U.S. Government securities | $5,387,000 | 7,114 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,387,000 | 6,923 |
| Securities issued by states & political subdivisions | $931,000 | 5,298 |
| Other domestic debt securities | $264,000 | 3,354 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $264,000 | 2,993 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,996,000 | 5,334 |
| Mortgage-backed securities | $2,831,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,821,000 | 4,684 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,010,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,640 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $846,000 | 3,507 |
| Available-for-sale securities (fair market value) | $5,736,000 | 6,810 |
| Total debt securities | $6,582,000 | 7,345 |
| Structured notes | ||
| Amortized cost | $757,000 | 1,924 |
| Fair value | $748,000 | 1,945 |
| 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 | $6,622,000 | 7,377 |
| U.S. Government securities | $5,379,000 | 7,021 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,379,000 | 6,840 |
| Securities issued by states & political subdivisions | $978,000 | 5,255 |
| Other domestic debt securities | $265,000 | 3,473 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $265,000 | 3,100 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,090,000 | 5,244 |
| Mortgage-backed securities | $2,991,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $2,058,000 | 4,547 |
| Issued or guaranteed by U.S. | $2,058,000 | 4,525 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $933,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $933,000 | 2,741 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $896,000 | 3,507 |
| Available-for-sale securities (fair market value) | $5,726,000 | 6,788 |
| Total debt securities | $6,622,000 | 7,288 |
| Structured notes | ||
| Amortized cost | $508,000 | 1,751 |
| Fair value | $496,000 | 1,916 |
| 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 | $7,257,000 | 7,150 |
| U.S. Government securities | $5,707,000 | 6,838 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,707,000 | 6,655 |
| Securities issued by states & political subdivisions | $1,034,000 | 5,171 |
| Other domestic debt securities | $516,000 | 3,228 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,000 | 2,875 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,251,000 | 5,137 |
| Mortgage-backed securities | $3,291,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $2,528,000 | 4,363 |
| Issued or guaranteed by U.S. | $2,528,000 | 4,345 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $763,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 3,058 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,196,000 | 3,323 |
| Available-for-sale securities (fair market value) | $6,061,000 | 6,656 |
| Total debt securities | $7,257,000 | 7,052 |
| Structured notes | ||
| Amortized cost | $508,000 | 1,558 |
| Fair value | $511,000 | 1,597 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,100,000 | 6,939 |
| U.S. Government securities | $6,612,000 | 6,578 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,612,000 | 6,383 |
| Securities issued by states & political subdivisions | $988,000 | 5,179 |
| Other domestic debt securities | $500,000 | 3,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,934 |
| 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 | $3,835,000 | 4,900 |
| Mortgage-backed securities | $3,195,000 | 4,788 |
| Certificates of participation in pools of residential mortgages | $2,924,000 | 4,226 |
| Issued or guaranteed by U.S. | $2,924,000 | 4,209 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $271,000 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,631 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,251,000 | 3,351 |
| Available-for-sale securities (fair market value) | $6,849,000 | 6,504 |
| Total debt securities | $8,100,000 | 6,844 |
| 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 | $6,937,000 | 7,298 |
| U.S. Government securities | $5,704,000 | 6,910 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,704,000 | 6,704 |
| Securities issued by states & political subdivisions | $983,000 | 5,198 |
| Other domestic debt securities | $250,000 | 3,653 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 3,232 |
| 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 | $4,396,000 | 4,657 |
| Mortgage-backed securities | $2,346,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $1,773,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,773,000 | 4,773 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $573,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $573,000 | 3,355 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,247,000 | 3,430 |
| Available-for-sale securities (fair market value) | $5,690,000 | 6,756 |
| Total debt securities | $6,937,000 | 7,207 |
| 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 | $7,852,000 | 7,077 |
| U.S. Government securities | $6,530,000 | 6,634 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,530,000 | 6,401 |
| Securities issued by states & political subdivisions | $1,072,000 | 5,168 |
| Other domestic debt securities | $250,000 | 3,713 |
| 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 | $250,000 | 3,223 |
| 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 | $2,606,000 | 5,567 |
| Mortgage-backed securities | $1,444,000 | 5,608 |
| Certificates of participation in pools of residential mortgages | $690,000 | 5,508 |
| Issued or guaranteed by U.S. | $690,000 | 5,486 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $754,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 3,348 |
| 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) | $1,340,000 | 3,562 |
| Available-for-sale securities (fair market value) | $6,512,000 | 6,539 |
| Total debt securities | $7,855,000 | 6,981 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $9,658,000 | 6,905 |
| U.S. Government securities | $8,354,000 | 6,391 |
| U.S. Treasury securities | $502,000 | 3,344 |
| U.S. Government agency obligations | $7,852,000 | 6,223 |
| Securities issued by states & political subdivisions | $1,296,000 | 5,007 |
| 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 | $8,000 | 7,969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,542,000 | 4,839 |
| Mortgage-backed securities | $442,000 | 6,208 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,689 |
| Issued or guaranteed by U.S. | $369,000 | 5,670 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $73,000 | 3,997 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,802 |
| 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) | $1,391,000 | 4,208 |
| Available-for-sale securities (fair market value) | $8,267,000 | 6,189 |
| Total debt securities | $9,650,000 | 6,772 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $9,051,000 | 7,361 |
| U.S. Government securities | $7,622,000 | 6,928 |
| U.S. Treasury securities | $1,004,000 | 3,529 |
| U.S. Government agency obligations | $6,618,000 | 6,800 |
| Securities issued by states & political subdivisions | $1,421,000 | 5,139 |
| 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 | $8,000 | 8,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,579,000 | 5,335 |
| Mortgage-backed securities | $660,000 | 6,230 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,792 |
| Issued or guaranteed by U.S. | $477,000 | 5,779 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $183,000 | 4,034 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 3,850 |
| 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) | $1,642,000 | 4,457 |
| Available-for-sale securities (fair market value) | $7,409,000 | 6,639 |
| Total debt securities | $9,043,000 | 7,248 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,847,000 | 7,761 |
| U.S. Government securities | $6,424,000 | 7,382 |
| U.S. Treasury securities | $2,042,000 | 3,787 |
| U.S. Government agency obligations | $4,382,000 | 7,516 |
| Securities issued by states & political subdivisions | $1,415,000 | 5,267 |
| 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 | $8,000 | 7,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,217,000 | 5,965 |
| Mortgage-backed securities | $1,021,000 | 6,082 |
| Certificates of participation in pools of residential mortgages | $632,000 | 5,759 |
| Issued or guaranteed by U.S. | $632,000 | 5,743 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $389,000 | 3,959 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 3,803 |
| 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) | $2,069,000 | 4,702 |
| Available-for-sale securities (fair market value) | $5,778,000 | 7,078 |
| Total debt securities | $7,839,000 | 7,621 |
| 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 | $8,491,000 | 7,920 |
| U.S. Government securities | $6,933,000 | 7,707 |
| U.S. Treasury securities | $2,526,000 | 4,621 |
| U.S. Government agency obligations | $4,407,000 | 7,622 |
| Securities issued by states & political subdivisions | $1,550,000 | 5,070 |
| 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 | $8,000 | 7,999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,849,000 | 5,766 |
| Mortgage-backed securities | $1,455,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $522,000 | 6,109 |
| Issued or guaranteed by U.S. | $522,000 | 6,090 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $933,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $933,000 | 3,393 |
| 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) | $3,949,000 | 4,597 |
| Available-for-sale securities (fair market value) | $4,542,000 | 7,661 |
| Total debt securities | $8,483,000 | 7,796 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $199,000 | 2,680 |
| 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 | $10,660,000 | 7,713 |
| U.S. Government securities | $9,076,000 | 7,368 |
| U.S. Treasury securities | $3,957,000 | 4,466 |
| U.S. Government agency obligations | $5,119,000 | 7,571 |
| Securities issued by states & political subdivisions | $1,576,000 | 5,267 |
| 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 | $8,000 | 8,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,581,000 | 6,209 |
| Mortgage-backed securities | $2,174,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $794,000 | 6,136 |
| Issued or guaranteed by U.S. | $794,000 | 6,122 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,380,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $1,380,000 | 3,353 |
| 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) | $4,587,000 | 4,880 |
| Available-for-sale securities (fair market value) | $6,073,000 | 7,317 |
| Total debt securities | $10,652,000 | 7,581 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $197,000 | 3,435 |
| 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 | $9,938,000 | 8,304 |
| U.S. Government securities | $8,370,000 | 8,004 |
| U.S. Treasury securities | $1,718,000 | 7,484 |
| U.S. Government agency obligations | $6,652,000 | 6,885 |
| Securities issued by states & political subdivisions | $1,560,000 | 5,466 |
| 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 | $8,000 | 8,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,889,000 | 6,066 |
| Mortgage-backed securities | $2,905,000 | 5,605 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 5,946 |
| Issued or guaranteed by U.S. | $1,089,000 | 5,911 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,816,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $1,816,000 | 3,438 |
| 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) | $5,181,000 | 4,922 |
| Available-for-sale securities (fair market value) | $4,757,000 | 8,158 |
| Total debt securities | $9,930,000 | 8,182 |
| Structured notes | ||
| Amortized cost | $200,000 | 4,276 |
| Fair value | $196,000 | 4,368 |
| 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 | $11,458,000 | 8,249 |
| U.S. Government securities | $10,080,000 | 7,710 |
| U.S. Treasury securities | $1,953,000 | 8,391 |
| U.S. Government agency obligations | $8,127,000 | 6,120 |
| Securities issued by states & political subdivisions | $1,370,000 | 6,033 |
| 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 | $8,000 | 8,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,373,000 | 5,775 |
| Mortgage-backed securities | $3,123,000 | 5,772 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 6,069 |
| Issued or guaranteed by U.S. | $1,243,000 | 6,046 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,880,000 | 3,752 |
| CMOs issued by government agencies or sponsored agencies | $1,880,000 | 3,582 |
| 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) | $10,795,000 | 5,414 |
| Available-for-sale securities (fair market value) | $663,000 | 9,967 |
| Total debt securities | $11,450,000 | 8,115 |
| 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 | $14,543,000 | 7,561 |
| U.S. Government securities | $13,267,000 | 6,755 |
| U.S. Treasury securities | $3,645,000 | 6,753 |
| U.S. Government agency obligations | $9,622,000 | 5,702 |
| Securities issued by states & political subdivisions | $1,268,000 | 6,347 |
| 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 | $8,000 | 8,412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,494,000 | 5,606 |
| Mortgage-backed securities | $3,660,000 | 6,023 |
| Certificates of participation in pools of residential mortgages | $1,576,000 | 6,210 |
| Issued or guaranteed by U.S. | $1,576,000 | 6,163 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,084,000 | 3,964 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 3,769 |
| 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 | $14,535,000 | 7,414 |
| 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 | $13,749,000 | 7,739 |
| U.S. Government securities | $12,502,000 | 7,059 |
| U.S. Treasury securities | $4,223,000 | 6,367 |
| U.S. Government agency obligations | $8,279,000 | 6,203 |
| Securities issued by states & political subdivisions | $1,239,000 | 6,129 |
| 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 | $8,000 | 8,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,567,000 | 5,463 |
| Mortgage-backed securities | $2,822,000 | 6,907 |
| Certificates of participation in pools of residential mortgages | $1,815,000 | 6,373 |
| Issued or guaranteed by U.S. | $1,815,000 | 6,307 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,007,000 | 5,022 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 4,639 |
| 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 | $13,741,000 | 7,630 |
| 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 |