Home > Palmer Bank > Securities
Palmer Bank, Securities
| 2011-06-30 | Rank | |
| Total securities | $39,952,000 | 3,011 |
| U.S. Government securities | $29,739,000 | 2,823 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $29,739,000 | 2,741 |
| Securities issued by states & political subdivisions | $9,692,000 | 2,560 |
| Other domestic debt securities | $521,000 | 2,211 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $521,000 | 1,570 |
| 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 | $6,133,000 | 3,954 |
| Mortgage-backed securities | $24,254,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $15,618,000 | 2,001 |
| Issued or guaranteed by U.S. | $15,618,000 | 1,998 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,636,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $8,636,000 | 1,494 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $39,952,000 | 2,748 |
| Total debt securities | $39,952,000 | 2,987 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,110 |
| Fair value | $201,000 | 3,111 |
| 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 | $39,437,000 | 2,999 |
| U.S. Government securities | $29,522,000 | 2,816 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $29,522,000 | 2,728 |
| Securities issued by states & political subdivisions | $9,399,000 | 2,570 |
| Other domestic debt securities | $516,000 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $516,000 | 1,624 |
| 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 | $6,194,000 | 3,926 |
| Mortgage-backed securities | $23,131,000 | 2,111 |
| Certificates of participation in pools of residential mortgages | $15,890,000 | 1,928 |
| Issued or guaranteed by U.S. | $15,890,000 | 1,925 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,241,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $7,241,000 | 1,570 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $39,437,000 | 2,726 |
| Total debt securities | $39,436,000 | 2,978 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $34,271,000 | 3,202 |
| U.S. Government securities | $24,597,000 | 3,037 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $24,597,000 | 2,939 |
| Securities issued by states & political subdivisions | $9,156,000 | 2,590 |
| Other domestic debt securities | $518,000 | 2,429 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $518,000 | 1,632 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,927,000 | 3,976 |
| Mortgage-backed securities | $19,214,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $14,971,000 | 1,922 |
| Issued or guaranteed by U.S. | $14,971,000 | 1,916 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,243,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $4,243,000 | 1,882 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $34,271,000 | 2,929 |
| Total debt securities | $34,273,000 | 3,174 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $31,946,000 | 3,333 |
| U.S. Government securities | $22,802,000 | 3,162 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,802,000 | 3,056 |
| Securities issued by states & political subdivisions | $8,622,000 | 2,603 |
| Other domestic debt securities | $522,000 | 2,508 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $522,000 | 1,649 |
| 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 | $6,102,000 | 3,973 |
| Mortgage-backed securities | $17,009,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $14,700,000 | 1,897 |
| Issued or guaranteed by U.S. | $14,700,000 | 1,890 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,309,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $2,309,000 | 2,246 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $31,946,000 | 3,032 |
| Total debt securities | $31,946,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $30,099,000 | 3,468 |
| U.S. Government securities | $22,075,000 | 3,287 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,075,000 | 3,201 |
| Securities issued by states & political subdivisions | $7,508,000 | 2,685 |
| Other domestic debt securities | $516,000 | 2,522 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $516,000 | 1,623 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,420,000 | 3,932 |
| Mortgage-backed securities | $16,308,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | $13,639,000 | 2,028 |
| Issued or guaranteed by U.S. | $13,639,000 | 2,022 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,669,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $2,669,000 | 2,083 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $30,099,000 | 3,157 |
| Total debt securities | $30,099,000 | 3,436 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $29,892,000 | 3,506 |
| U.S. Government securities | $21,852,000 | 3,366 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,852,000 | 3,278 |
| Securities issued by states & political subdivisions | $7,432,000 | 2,683 |
| Other domestic debt securities | $608,000 | 2,492 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $608,000 | 1,571 |
| 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 | $5,592,000 | 4,218 |
| Mortgage-backed securities | $16,448,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $13,480,000 | 2,139 |
| Issued or guaranteed by U.S. | $13,480,000 | 2,133 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,968,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $2,968,000 | 1,960 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $29,892,000 | 3,184 |
| Total debt securities | $29,892,000 | 3,476 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $25,288,000 | 3,857 |
| U.S. Government securities | $17,792,000 | 3,761 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,792,000 | 3,687 |
| Securities issued by states & political subdivisions | $6,889,000 | 2,795 |
| Other domestic debt securities | $607,000 | 2,561 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $607,000 | 1,616 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,419,000 | 4,287 |
| Mortgage-backed securities | $13,753,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $10,459,000 | 2,525 |
| Issued or guaranteed by U.S. | $10,459,000 | 2,518 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,294,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $3,294,000 | 1,853 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $25,288,000 | 3,490 |
| Total debt securities | $25,288,000 | 3,824 |
| 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 | $23,385,000 | 4,070 |
| U.S. Government securities | $16,615,000 | 3,899 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,615,000 | 3,822 |
| Securities issued by states & political subdivisions | $6,171,000 | 2,946 |
| Other domestic debt securities | $599,000 | 2,668 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $599,000 | 1,721 |
| 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 | $4,362,000 | 4,592 |
| Mortgage-backed securities | $12,589,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $9,027,000 | 2,797 |
| Issued or guaranteed by U.S. | $9,027,000 | 2,788 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,562,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $3,562,000 | 1,798 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $23,385,000 | 3,677 |
| Total debt securities | $23,385,000 | 4,038 |
| 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 | $23,558,000 | 4,013 |
| U.S. Government securities | $17,266,000 | 3,799 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,266,000 | 3,711 |
| Securities issued by states & political subdivisions | $5,709,000 | 3,022 |
| Other domestic debt securities | $583,000 | 2,713 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $583,000 | 1,768 |
| 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 | $5,660,000 | 4,212 |
| Mortgage-backed securities | $12,963,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $9,131,000 | 2,835 |
| Issued or guaranteed by U.S. | $9,131,000 | 2,821 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,832,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $3,832,000 | 1,700 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $23,558,000 | 3,620 |
| Total debt securities | $23,557,000 | 3,976 |
| 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 | $18,222,000 | 4,651 |
| U.S. Government securities | $12,786,000 | 4,568 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,786,000 | 4,487 |
| Securities issued by states & political subdivisions | $4,658,000 | 3,247 |
| Other domestic debt securities | $778,000 | 2,516 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $778,000 | 1,716 |
| 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 | $5,831,000 | 4,238 |
| Mortgage-backed securities | $9,766,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $6,696,000 | 3,346 |
| Issued or guaranteed by U.S. | $6,696,000 | 3,333 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,070,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $3,070,000 | 1,845 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $18,222,000 | 4,204 |
| Total debt securities | $18,222,000 | 4,617 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $18,187,000 | 4,665 |
| U.S. Government securities | $13,033,000 | 4,569 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,033,000 | 4,486 |
| Securities issued by states & political subdivisions | $4,342,000 | 3,300 |
| Other domestic debt securities | $812,000 | 2,438 |
| 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 | $812,000 | 1,659 |
| 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 | $4,663,000 | 4,634 |
| Mortgage-backed securities | $8,665,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $6,623,000 | 3,338 |
| Issued or guaranteed by U.S. | $6,623,000 | 3,326 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,042,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $2,042,000 | 2,098 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,187,000 | 4,189 |
| Total debt securities | $18,187,000 | 4,629 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,224 |
| Fair value | $695,000 | 1,232 |
| 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 | $18,515,000 | 4,554 |
| U.S. Government securities | $13,268,000 | 4,491 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,268,000 | 4,410 |
| Securities issued by states & political subdivisions | $4,022,000 | 3,390 |
| Other domestic debt securities | $1,225,000 | 2,110 |
| 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 | $1,225,000 | 1,373 |
| 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 | $4,527,000 | 4,681 |
| Mortgage-backed securities | $8,841,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $6,736,000 | 3,222 |
| Issued or guaranteed by U.S. | $6,736,000 | 3,211 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,105,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $2,105,000 | 1,977 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $18,515,000 | 4,072 |
| Total debt securities | $18,515,000 | 4,518 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,196 |
| Fair value | $701,000 | 1,195 |
| 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 | $18,804,000 | 4,593 |
| U.S. Government securities | $13,487,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,487,000 | 4,402 |
| Securities issued by states & political subdivisions | $4,100,000 | 3,378 |
| Other domestic debt securities | $1,217,000 | 2,138 |
| 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 | $1,217,000 | 1,449 |
| 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 | $3,729,000 | 4,954 |
| Mortgage-backed securities | $9,064,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $6,858,000 | 3,194 |
| Issued or guaranteed by U.S. | $6,858,000 | 3,179 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,206,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $2,206,000 | 1,964 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $18,804,000 | 4,121 |
| Total debt securities | $18,804,000 | 4,543 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,247 |
| Fair value | $704,000 | 1,242 |
| 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 | $15,795,000 | 5,000 |
| U.S. Government securities | $11,585,000 | 4,828 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,585,000 | 4,738 |
| Securities issued by states & political subdivisions | $3,480,000 | 3,600 |
| Other domestic debt securities | $730,000 | 2,385 |
| 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 | $730,000 | 1,690 |
| 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 | $2,904,000 | 5,232 |
| Mortgage-backed securities | $8,188,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $5,777,000 | 3,340 |
| Issued or guaranteed by U.S. | $5,777,000 | 3,322 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,411,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $2,411,000 | 1,899 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,795,000 | 4,498 |
| Total debt securities | $15,795,000 | 4,945 |
| Structured notes | ||
| Amortized cost | $701,000 | 1,358 |
| Fair value | $713,000 | 1,356 |
| 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 | $14,739,000 | 5,195 |
| U.S. Government securities | $11,007,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,007,000 | 4,946 |
| Securities issued by states & political subdivisions | $3,003,000 | 3,787 |
| Other domestic debt securities | $729,000 | 2,220 |
| 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 | $729,000 | 1,573 |
| 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 | $3,923,000 | 4,874 |
| Mortgage-backed securities | $6,050,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $3,976,000 | 3,534 |
| Issued or guaranteed by U.S. | $3,976,000 | 3,520 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,074,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $2,074,000 | 1,904 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $14,739,000 | 4,648 |
| Total debt securities | $14,739,000 | 5,142 |
| Structured notes | ||
| Amortized cost | $1,296,000 | 1,385 |
| Fair value | $1,304,000 | 1,379 |
| 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 | $12,504,000 | 5,638 |
| U.S. Government securities | $9,003,000 | 5,580 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,003,000 | 5,468 |
| Securities issued by states & political subdivisions | $2,774,000 | 3,887 |
| Other domestic debt securities | $727,000 | 2,161 |
| 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 | $727,000 | 1,537 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,293,000 | 5,136 |
| Mortgage-backed securities | $4,391,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $3,207,000 | 3,651 |
| Issued or guaranteed by U.S. | $3,207,000 | 3,635 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,184,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $1,184,000 | 2,184 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,504,000 | 5,055 |
| Total debt securities | $12,504,000 | 5,585 |
| Structured notes | ||
| Amortized cost | $1,244,000 | 1,609 |
| Fair value | $1,247,000 | 1,600 |
| 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 | $13,245,000 | 5,516 |
| U.S. Government securities | $9,473,000 | 5,527 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,473,000 | 5,418 |
| Securities issued by states & political subdivisions | $2,767,000 | 3,901 |
| Other domestic debt securities | $1,005,000 | 1,883 |
| 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 | $1,005,000 | 1,304 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,301,000 | 5,162 |
| Mortgage-backed securities | $4,629,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $3,357,000 | 3,555 |
| Issued or guaranteed by U.S. | $3,357,000 | 3,541 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,272,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,272,000 | 2,133 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $13,245,000 | 4,910 |
| Total debt securities | $13,245,000 | 5,468 |
| Structured notes | ||
| Amortized cost | $1,242,000 | 1,696 |
| Fair value | $1,235,000 | 1,684 |
| 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 | $12,242,000 | 5,696 |
| U.S. Government securities | $8,580,000 | 5,742 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,580,000 | 5,622 |
| Securities issued by states & political subdivisions | $2,871,000 | 3,856 |
| Other domestic debt securities | $791,000 | 2,080 |
| 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 | $791,000 | 1,502 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,018,000 | 5,291 |
| Mortgage-backed securities | $4,284,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $3,190,000 | 3,629 |
| Issued or guaranteed by U.S. | $3,190,000 | 3,612 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,094,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $1,094,000 | 2,194 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $12,242,000 | 5,091 |
| Total debt securities | $12,242,000 | 5,645 |
| Structured notes | ||
| Amortized cost | $1,239,000 | 1,769 |
| Fair value | $1,241,000 | 1,756 |
| 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 | $11,312,000 | 5,915 |
| U.S. Government securities | $7,571,000 | 6,047 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,571,000 | 5,924 |
| Securities issued by states & political subdivisions | $2,950,000 | 3,839 |
| Other domestic debt securities | $791,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $791,000 | 1,527 |
| 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 | $4,257,000 | 4,819 |
| Mortgage-backed securities | $2,987,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $2,148,000 | 4,098 |
| Issued or guaranteed by U.S. | $2,148,000 | 4,086 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $839,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $839,000 | 2,361 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $11,312,000 | 5,299 |
| Total debt securities | $11,312,000 | 5,864 |
| Structured notes | ||
| Amortized cost | $1,487,000 | 1,770 |
| Fair value | $1,487,000 | 1,726 |
| 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 | $11,594,000 | 5,902 |
| U.S. Government securities | $7,738,000 | 6,064 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,738,000 | 5,940 |
| Securities issued by states & political subdivisions | $3,066,000 | 3,753 |
| Other domestic debt securities | $790,000 | 2,100 |
| 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 | $790,000 | 1,547 |
| 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 | $5,248,000 | 4,535 |
| Mortgage-backed securities | $3,176,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 4,020 |
| Issued or guaranteed by U.S. | $2,269,000 | 3,999 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $907,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,288 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $11,594,000 | 5,276 |
| Total debt securities | $11,589,000 | 5,843 |
| Structured notes | ||
| Amortized cost | $1,483,000 | 1,866 |
| Fair value | $1,476,000 | 1,841 |
| 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 | $10,757,000 | 6,082 |
| U.S. Government securities | $7,028,000 | 6,266 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,028,000 | 6,137 |
| Securities issued by states & political subdivisions | $2,937,000 | 3,796 |
| Other domestic debt securities | $792,000 | 2,125 |
| 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 | $792,000 | 1,591 |
| 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 | $4,376,000 | 4,833 |
| Mortgage-backed securities | $3,407,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $2,429,000 | 3,943 |
| Issued or guaranteed by U.S. | $2,429,000 | 3,927 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $978,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $978,000 | 2,217 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $10,757,000 | 5,410 |
| Total debt securities | $10,757,000 | 6,025 |
| Structured notes | ||
| Amortized cost | $1,480,000 | 1,926 |
| Fair value | $1,459,000 | 1,896 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,611,000 | 6,370 |
| U.S. Government securities | $6,404,000 | 6,523 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,404,000 | 6,384 |
| Securities issued by states & political subdivisions | $2,686,000 | 3,961 |
| Other domestic debt securities | $521,000 | 2,378 |
| 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 | $521,000 | 1,834 |
| 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 | $4,051,000 | 4,928 |
| Mortgage-backed securities | $3,732,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $2,654,000 | 3,882 |
| Issued or guaranteed by U.S. | $2,654,000 | 3,865 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,078,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $1,078,000 | 2,151 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,611,000 | 5,664 |
| Total debt securities | $9,611,000 | 6,310 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,786 |
| Fair value | $488,000 | 2,756 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,489,000 | 6,458 |
| U.S. Government securities | $6,311,000 | 6,551 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,311,000 | 6,404 |
| Securities issued by states & political subdivisions | $2,562,000 | 4,046 |
| Other domestic debt securities | $616,000 | 2,390 |
| 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 | $616,000 | 1,878 |
| 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 | $4,432,000 | 4,784 |
| Mortgage-backed securities | $3,934,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $2,815,000 | 3,822 |
| Issued or guaranteed by U.S. | $2,815,000 | 3,807 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,119,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $1,119,000 | 2,147 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,489,000 | 5,731 |
| Total debt securities | $9,489,000 | 6,395 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,793 |
| Fair value | $487,000 | 2,785 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,880,000 | 6,350 |
| U.S. Government securities | $6,642,000 | 6,448 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,642,000 | 6,325 |
| Securities issued by states & political subdivisions | $2,601,000 | 4,021 |
| Other domestic debt securities | $637,000 | 2,413 |
| 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 | $637,000 | 1,938 |
| 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 | $4,247,000 | 4,857 |
| Mortgage-backed securities | $4,242,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $3,071,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,071,000 | 3,763 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,171,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,141 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,880,000 | 5,620 |
| Total debt securities | $9,880,000 | 6,286 |
| Structured notes | ||
| Amortized cost | $494,000 | 2,760 |
| Fair value | $491,000 | 2,736 |
| 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 | $10,252,000 | 6,317 |
| U.S. Government securities | $7,002,000 | 6,412 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,002,000 | 6,283 |
| Securities issued by states & political subdivisions | $2,614,000 | 3,993 |
| Other domestic debt securities | $636,000 | 2,483 |
| 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 | $636,000 | 2,020 |
| 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 | $5,050,000 | 4,563 |
| Mortgage-backed securities | $4,591,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $3,380,000 | 3,741 |
| Issued or guaranteed by U.S. | $3,380,000 | 3,727 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,211,000 | 2,450 |
| CMOs issued by government agencies or sponsored agencies | $1,211,000 | 2,185 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,252,000 | 5,585 |
| Total debt securities | $10,252,000 | 6,251 |
| Structured notes | ||
| Amortized cost | $493,000 | 2,743 |
| Fair value | $491,000 | 2,733 |
| 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 | $11,045,000 | 6,233 |
| U.S. Government securities | $7,491,000 | 6,330 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,491,000 | 6,186 |
| Securities issued by states & political subdivisions | $2,716,000 | 3,949 |
| Other domestic debt securities | $838,000 | 2,418 |
| 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 | $838,000 | 1,981 |
| 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 | $4,753,000 | 4,700 |
| Mortgage-backed securities | $5,236,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $3,943,000 | 3,622 |
| Issued or guaranteed by U.S. | $3,943,000 | 3,612 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,293,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $1,293,000 | 2,215 |
| 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) | $5,000 | 4,370 |
| Available-for-sale securities (fair market value) | $11,040,000 | 5,494 |
| Total debt securities | $11,045,000 | 6,170 |
| Structured notes | ||
| Amortized cost | $492,000 | 2,714 |
| Fair value | $487,000 | 2,689 |
| 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 | $10,211,000 | 6,418 |
| U.S. Government securities | $7,116,000 | 6,428 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,116,000 | 6,288 |
| Securities issued by states & political subdivisions | $2,329,000 | 4,154 |
| Other domestic debt securities | $766,000 | 2,500 |
| 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 | $766,000 | 2,090 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,529,000 | 4,764 |
| Mortgage-backed securities | $5,661,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $4,319,000 | 3,529 |
| Issued or guaranteed by U.S. | $4,319,000 | 3,518 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,342,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,233 |
| 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) | $6,000 | 4,424 |
| Available-for-sale securities (fair market value) | $10,205,000 | 5,659 |
| Total debt securities | $10,211,000 | 6,355 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,585,000 | 6,183 |
| U.S. Government securities | $7,554,000 | 6,334 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,554,000 | 6,179 |
| Securities issued by states & political subdivisions | $2,374,000 | 4,134 |
| Other domestic debt securities | $1,657,000 | 1,925 |
| 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 | $1,657,000 | 1,582 |
| 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 | $4,077,000 | 4,948 |
| Mortgage-backed securities | $6,088,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $4,698,000 | 3,431 |
| Issued or guaranteed by U.S. | $4,698,000 | 3,425 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,390,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 2,230 |
| 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) | $10,000 | 4,462 |
| Available-for-sale securities (fair market value) | $11,575,000 | 5,412 |
| Total debt securities | $11,585,000 | 6,112 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,213,000 | 6,111 |
| U.S. Government securities | $7,973,000 | 6,294 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,973,000 | 6,137 |
| Securities issued by states & political subdivisions | $2,314,000 | 4,167 |
| Other domestic debt securities | $1,926,000 | 1,925 |
| 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 | $1,926,000 | 1,589 |
| 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 | $4,191,000 | 4,890 |
| Mortgage-backed securities | $6,503,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $5,113,000 | 3,365 |
| Issued or guaranteed by U.S. | $5,113,000 | 3,358 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,390,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 2,286 |
| 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) | $12,000 | 4,509 |
| Available-for-sale securities (fair market value) | $12,201,000 | 5,366 |
| Total debt securities | $12,213,000 | 6,041 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,084,000 | 5,915 |
| U.S. Government securities | $8,178,000 | 6,189 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,178,000 | 6,028 |
| Securities issued by states & political subdivisions | $2,385,000 | 4,119 |
| Other domestic debt securities | $2,521,000 | 1,797 |
| 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 | $2,521,000 | 1,447 |
| 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 | $4,237,000 | 4,825 |
| Mortgage-backed securities | $5,827,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $4,351,000 | 3,643 |
| Issued or guaranteed by U.S. | $4,351,000 | 3,635 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,476,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $1,476,000 | 2,297 |
| 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) | $13,000 | 4,548 |
| Available-for-sale securities (fair market value) | $13,071,000 | 5,196 |
| Total debt securities | $13,084,000 | 5,829 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,528,000 | 6,294 |
| U.S. Government securities | $6,754,000 | 6,672 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,754,000 | 6,506 |
| Securities issued by states & political subdivisions | $2,034,000 | 4,367 |
| Other domestic debt securities | $2,740,000 | 1,761 |
| 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 | $2,740,000 | 1,481 |
| 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 | $4,249,000 | 4,756 |
| Mortgage-backed securities | $4,386,000 | 4,241 |
| Certificates of participation in pools of residential mortgages | $3,805,000 | 3,804 |
| Issued or guaranteed by U.S. | $3,805,000 | 3,791 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $581,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,941 |
| 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) | $16,000 | 4,601 |
| Available-for-sale securities (fair market value) | $11,512,000 | 5,572 |
| Total debt securities | $11,528,000 | 6,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,297,000 | 6,060 |
| U.S. Government securities | $7,391,000 | 6,350 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,391,000 | 6,169 |
| Securities issued by states & political subdivisions | $2,152,000 | 4,313 |
| Other domestic debt securities | $2,754,000 | 1,840 |
| 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 | $2,754,000 | 1,568 |
| 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 | $3,984,000 | 4,854 |
| Mortgage-backed securities | $5,169,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $4,567,000 | 3,556 |
| Issued or guaranteed by U.S. | $4,567,000 | 3,543 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $602,000 | 3,128 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 2,968 |
| 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) | $18,000 | 4,631 |
| Available-for-sale securities (fair market value) | $12,279,000 | 5,348 |
| Total debt securities | $12,297,000 | 5,971 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $12,512,000 | 5,964 |
| U.S. Government securities | $7,729,000 | 6,189 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,729,000 | 6,012 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,376 |
| Other domestic debt securities | $2,783,000 | 1,902 |
| 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 | $2,783,000 | 1,621 |
| 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 | $3,010,000 | 5,272 |
| Mortgage-backed securities | $5,126,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $4,432,000 | 3,621 |
| Issued or guaranteed by U.S. | $4,432,000 | 3,611 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $694,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $694,000 | 3,112 |
| 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) | $20,000 | 4,635 |
| Available-for-sale securities (fair market value) | $12,492,000 | 5,232 |
| Total debt securities | $12,512,000 | 5,869 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $12,648,000 | 5,953 |
| U.S. Government securities | $8,078,000 | 6,106 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,078,000 | 5,923 |
| Securities issued by states & political subdivisions | $1,820,000 | 4,432 |
| Other domestic debt securities | $2,750,000 | 1,915 |
| 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 | $2,750,000 | 1,638 |
| 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 | $2,832,000 | 5,409 |
| Mortgage-backed securities | $4,921,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $4,667,000 | 3,520 |
| Issued or guaranteed by U.S. | $4,667,000 | 3,510 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $254,000 | 3,826 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,657 |
| 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) | $23,000 | 4,681 |
| Available-for-sale securities (fair market value) | $12,625,000 | 5,203 |
| Total debt securities | $12,648,000 | 5,850 |
| 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 | $12,553,000 | 5,949 |
| U.S. Government securities | $7,658,000 | 6,265 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,658,000 | 6,071 |
| Securities issued by states & political subdivisions | $1,827,000 | 4,421 |
| Other domestic debt securities | $3,068,000 | 1,818 |
| 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 | $3,068,000 | 1,555 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,588,000 | 5,021 |
| Mortgage-backed securities | $3,493,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $3,163,000 | 4,078 |
| Issued or guaranteed by U.S. | $3,163,000 | 4,065 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $330,000 | 3,794 |
| CMOs issued by government agencies or sponsored agencies | $330,000 | 3,628 |
| 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) | $26,000 | 4,758 |
| Available-for-sale securities (fair market value) | $12,527,000 | 5,176 |
| Total debt securities | $12,553,000 | 5,855 |
| 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 | $13,963,000 | 5,589 |
| U.S. Government securities | $9,404,000 | 5,680 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,404,000 | 5,444 |
| Securities issued by states & political subdivisions | $1,546,000 | 4,696 |
| Other domestic debt securities | $3,013,000 | 1,890 |
| 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 | $3,013,000 | 1,575 |
| 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 | $2,267,000 | 5,772 |
| Mortgage-backed securities | $5,300,000 | 3,890 |
| Certificates of participation in pools of residential mortgages | $4,323,000 | 3,363 |
| Issued or guaranteed by U.S. | $4,323,000 | 3,348 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $977,000 | 3,338 |
| CMOs issued by government agencies or sponsored agencies | $977,000 | 3,173 |
| 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) | $51,000 | 4,928 |
| Available-for-sale securities (fair market value) | $13,912,000 | 4,781 |
| Total debt securities | $13,963,000 | 5,497 |
| 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 | $11,024,000 | 6,489 |
| U.S. Government securities | $8,684,000 | 6,277 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,684,000 | 5,932 |
| Securities issued by states & political subdivisions | $1,092,000 | 5,221 |
| Other domestic debt securities | $1,248,000 | 2,302 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,248,000 | 1,992 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,000 | 7,442 |
| Mortgage-backed securities | $3,015,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $2,231,000 | 3,811 |
| Issued or guaranteed by U.S. | $2,231,000 | 3,795 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $784,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,905 |
| 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) | $145,000 | 5,378 |
| Available-for-sale securities (fair market value) | $10,879,000 | 5,501 |
| Total debt securities | $11,024,000 | 6,371 |
| 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 | $9,809,000 | 7,133 |
| U.S. Government securities | $8,240,000 | 6,685 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,240,000 | 6,156 |
| Securities issued by states & political subdivisions | $938,000 | 5,723 |
| Other domestic debt securities | $631,000 | 2,678 |
| 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 | $631,000 | 2,267 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $347,000 | 7,853 |
| Mortgage-backed securities | $3,686,000 | 4,119 |
| Certificates of participation in pools of residential mortgages | $2,687,000 | 3,767 |
| Issued or guaranteed by U.S. | $2,687,000 | 3,749 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $999,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,847 |
| 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) | $238,000 | 5,662 |
| Available-for-sale securities (fair market value) | $9,571,000 | 5,985 |
| Total debt securities | $9,809,000 | 7,014 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,090 |
| Fair value | $247,000 | 1,128 |
| 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 | $9,828,000 | 7,166 |
| U.S. Government securities | $9,025,000 | 6,405 |
| U.S. Treasury securities | $301,000 | 6,377 |
| U.S. Government agency obligations | $8,724,000 | 5,668 |
| Securities issued by states & political subdivisions | $542,000 | 6,484 |
| Other domestic debt securities | $261,000 | 3,057 |
| 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 | $261,000 | 2,536 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 7,951 |
| Mortgage-backed securities | $3,831,000 | 4,325 |
| Certificates of participation in pools of residential mortgages | $2,440,000 | 4,105 |
| Issued or guaranteed by U.S. | $2,440,000 | 4,085 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,391,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $1,391,000 | 2,843 |
| 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) | $392,000 | 6,017 |
| Available-for-sale securities (fair market value) | $9,436,000 | 5,929 |
| Total debt securities | $9,828,000 | 7,014 |
| Structured notes | ||
| Amortized cost | $319,000 | 1,262 |
| Fair value | $322,000 | 1,264 |
| 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 | $10,159,000 | 7,359 |
| U.S. Government securities | $9,831,000 | 6,544 |
| U.S. Treasury securities | $2,703,000 | 4,530 |
| U.S. Government agency obligations | $7,128,000 | 6,293 |
| Securities issued by states & political subdivisions | $328,000 | 7,132 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 8,381 |
| Mortgage-backed securities | $1,756,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $840,000 | 5,605 |
| Issued or guaranteed by U.S. | $840,000 | 5,587 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $916,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 3,411 |
| 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) | $810,000 | 6,484 |
| Available-for-sale securities (fair market value) | $9,349,000 | 5,942 |
| Total debt securities | $10,159,000 | 7,226 |
| Structured notes | ||
| Amortized cost | $444,000 | 2,228 |
| Fair value | $441,000 | 2,220 |
| 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 | $3,580,000 | 10,336 |
| U.S. Government securities | $3,571,000 | 9,857 |
| U.S. Treasury securities | $501,000 | 8,023 |
| U.S. Government agency obligations | $3,070,000 | 8,763 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $9,000 | 4,363 |
| Privately issued residential mortgage-backed securities | $9,000 | 2,029 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,576,000 | 5,482 |
| Certificates of participation in pools of residential mortgages | $2,187,000 | 4,601 |
| Issued or guaranteed by U.S. | $2,187,000 | 4,578 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $389,000 | 4,676 |
| CMOs issued by government agencies or sponsored agencies | $380,000 | 4,514 |
| Privately issued | $9,000 | 1,730 |
| 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) | $2,393,000 | 6,028 |
| Available-for-sale securities (fair market value) | $1,187,000 | 9,421 |
| Total debt securities | $3,580,000 | 10,239 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $8,000 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,811,000 | 10,293 |
| U.S. Government securities | $4,811,000 | 9,654 |
| U.S. Treasury securities | $1,008,000 | 8,455 |
| U.S. Government agency obligations | $3,803,000 | 8,449 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $3,297,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $2,803,000 | 4,295 |
| Issued or guaranteed by U.S. | $2,803,000 | 4,269 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $494,000 | 4,938 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 4,742 |
| 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) | $3,519,000 | 5,712 |
| Available-for-sale securities (fair market value) | $1,292,000 | 9,802 |
| Total debt securities | $4,811,000 | 10,188 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $10,000 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,291,000 | 10,716 |
| U.S. Government securities | $5,286,000 | 10,000 |
| U.S. Treasury securities | $986,000 | 9,723 |
| U.S. Government agency obligations | $4,300,000 | 8,162 |
| Securities issued by states & political subdivisions | $5,000 | 9,524 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $3,791,000 | 5,350 |
| Certificates of participation in pools of residential mortgages | $3,318,000 | 4,165 |
| Issued or guaranteed by U.S. | $3,318,000 | 4,139 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $473,000 | 5,328 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 5,098 |
| 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) | $4,008,000 | 8,610 |
| Available-for-sale securities (fair market value) | $1,283,000 | 9,440 |
| Total debt securities | $5,291,000 | 10,598 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,000 | 277 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $6,349,000 | 10,603 |
| U.S. Government securities | $6,330,000 | 9,767 |
| U.S. Treasury securities | $1,031,000 | 9,803 |
| U.S. Government agency obligations | $5,299,000 | 7,695 |
| Securities issued by states & political subdivisions | $10,000 | 9,770 |
| Other domestic debt securities | $9,000 | 6,473 |
| Privately issued residential mortgage-backed securities | $9,000 | 3,347 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $4,796,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $4,245,000 | 4,142 |
| Issued or guaranteed by U.S. | $4,245,000 | 4,102 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $551,000 | 5,581 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 5,333 |
| Privately issued | $9,000 | 2,856 |
| 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 | $6,349,000 | 10,475 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $19,000 | 324 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,839,000 | 10,611 |
| U.S. Government securities | $5,894,000 | 10,210 |
| U.S. Treasury securities | $1,741,000 | 9,174 |
| U.S. Government agency obligations | $4,153,000 | 8,587 |
| Securities issued by states & political subdivisions | $426,000 | 7,957 |
| Other domestic debt securities | $519,000 | 4,978 |
| Privately issued residential mortgage-backed securities | $33,000 | 3,891 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $486,000 | 3,941 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 10,209 |
| Mortgage-backed securities | $973,000 | 8,989 |
| Certificates of participation in pools of residential mortgages | $940,000 | 7,637 |
| Issued or guaranteed by U.S. | $940,000 | 7,580 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $33,000 | 7,194 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $33,000 | 3,339 |
| 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 | $6,839,000 | 10,479 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $24,000 | 338 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |