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Patriot Bank, Securities
| 2014-06-30 | Rank | |
| Total securities | $23,620,000 | 4,134 |
| U.S. Government securities | $15,361,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,361,000 | 3,819 |
| Securities issued by states & political subdivisions | $8,059,000 | 3,201 |
| Other domestic debt securities | $200,000 | 2,349 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $200,000 | 1,884 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,723,000 | 2,508 |
| Mortgage-backed securities | $7,371,000 | 3,529 |
| Certificates of participation in pools of residential mortgages | $7,371,000 | 3,015 |
| Issued or guaranteed by U.S. | $7,371,000 | 3,015 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $200,000 | 2,311 |
| Available-for-sale securities (fair market value) | $23,420,000 | 3,789 |
| Total debt securities | $23,620,000 | 4,105 |
| 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 | $23,941,000 | 4,145 |
| U.S. Government securities | $15,715,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $15,715,000 | 3,837 |
| Securities issued by states & political subdivisions | $8,026,000 | 3,212 |
| Other domestic debt securities | $200,000 | 2,414 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $200,000 | 1,936 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,031,000 | 2,687 |
| Mortgage-backed securities | $7,727,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $7,727,000 | 2,990 |
| Issued or guaranteed by U.S. | $7,727,000 | 2,990 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $200,000 | 2,331 |
| Available-for-sale securities (fair market value) | $23,741,000 | 3,792 |
| Total debt securities | $23,942,000 | 4,116 |
| 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 | $19,410,000 | 4,509 |
| U.S. Government securities | $11,482,000 | 4,454 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,482,000 | 4,358 |
| Securities issued by states & political subdivisions | $7,728,000 | 3,261 |
| Other domestic debt securities | $200,000 | 2,469 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $200,000 | 1,978 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,067,000 | 2,677 |
| Mortgage-backed securities | $8,008,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $8,008,000 | 2,942 |
| Issued or guaranteed by U.S. | $8,008,000 | 2,940 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $200,000 | 2,352 |
| Available-for-sale securities (fair market value) | $19,210,000 | 4,158 |
| Total debt securities | $19,401,000 | 4,490 |
| 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 | $19,956,000 | 4,499 |
| U.S. Government securities | $11,915,000 | 4,433 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,915,000 | 4,327 |
| Securities issued by states & political subdivisions | $7,841,000 | 3,255 |
| Other domestic debt securities | $200,000 | 2,527 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $200,000 | 2,018 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,058,000 | 2,855 |
| Mortgage-backed securities | $8,366,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $8,366,000 | 2,887 |
| Issued or guaranteed by U.S. | $8,366,000 | 2,884 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $200,000 | 2,352 |
| Available-for-sale securities (fair market value) | $19,756,000 | 4,151 |
| Total debt securities | $19,956,000 | 4,472 |
| 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 | $21,599,000 | 4,363 |
| U.S. Government securities | $13,397,000 | 4,224 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $13,397,000 | 4,125 |
| Securities issued by states & political subdivisions | $8,002,000 | 3,216 |
| Other domestic debt securities | $200,000 | 2,596 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $200,000 | 2,063 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,537,000 | 2,677 |
| Mortgage-backed securities | $9,342,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $9,342,000 | 2,723 |
| Issued or guaranteed by U.S. | $9,342,000 | 2,721 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $200,000 | 2,294 |
| Available-for-sale securities (fair market value) | $21,399,000 | 4,028 |
| Total debt securities | $21,592,000 | 4,336 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $21,585,000 | 4,369 |
| U.S. Government securities | $13,425,000 | 4,258 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,425,000 | 4,152 |
| Securities issued by states & political subdivisions | $7,960,000 | 3,197 |
| Other domestic debt securities | $200,000 | 2,595 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $200,000 | 2,036 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,941,000 | 2,785 |
| Mortgage-backed securities | $8,698,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $8,698,000 | 2,844 |
| Issued or guaranteed by U.S. | $8,698,000 | 2,843 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $200,000 | 2,290 |
| Available-for-sale securities (fair market value) | $21,385,000 | 4,060 |
| Total debt securities | $21,583,000 | 4,344 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $24,255,000 | 4,107 |
| U.S. Government securities | $19,599,000 | 3,530 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,599,000 | 3,449 |
| Securities issued by states & political subdivisions | $4,456,000 | 3,886 |
| Other domestic debt securities | $200,000 | 2,594 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $200,000 | 2,007 |
| 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 | $13,189,000 | 2,858 |
| Mortgage-backed securities | $8,907,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $8,907,000 | 2,818 |
| Issued or guaranteed by U.S. | $8,907,000 | 2,816 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $200,000 | 2,322 |
| Available-for-sale securities (fair market value) | $24,055,000 | 3,796 |
| Total debt securities | $24,254,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $20,518,000 | 4,490 |
| U.S. Government securities | $16,839,000 | 3,911 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,839,000 | 3,826 |
| Securities issued by states & political subdivisions | $3,479,000 | 4,114 |
| Other domestic debt securities | $200,000 | 2,678 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $200,000 | 2,079 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,269,000 | 2,985 |
| Mortgage-backed securities | $6,113,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $6,113,000 | 3,447 |
| Issued or guaranteed by U.S. | $6,113,000 | 3,447 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $200,000 | 2,371 |
| Available-for-sale securities (fair market value) | $20,318,000 | 4,166 |
| Total debt securities | $20,518,000 | 4,456 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $20,941,000 | 4,494 |
| U.S. Government securities | $17,264,000 | 3,915 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,264,000 | 3,834 |
| Securities issued by states & political subdivisions | $3,477,000 | 4,066 |
| Other domestic debt securities | $200,000 | 2,678 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $200,000 | 2,075 |
| 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 | $13,480,000 | 2,862 |
| Mortgage-backed securities | $6,471,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $6,471,000 | 3,395 |
| Issued or guaranteed by U.S. | $6,471,000 | 3,394 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $200,000 | 2,396 |
| Available-for-sale securities (fair market value) | $20,741,000 | 4,169 |
| Total debt securities | $20,939,000 | 4,464 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $20,216,000 | 4,578 |
| U.S. Government securities | $16,024,000 | 4,164 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,024,000 | 4,071 |
| Securities issued by states & political subdivisions | $3,992,000 | 3,870 |
| Other domestic debt securities | $200,000 | 2,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $200,000 | 2,071 |
| 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 | $13,262,000 | 2,893 |
| Mortgage-backed securities | $5,742,000 | 4,133 |
| Certificates of participation in pools of residential mortgages | $5,742,000 | 3,537 |
| Issued or guaranteed by U.S. | $5,742,000 | 3,533 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $200,000 | 2,449 |
| Available-for-sale securities (fair market value) | $20,016,000 | 4,229 |
| Total debt securities | $20,214,000 | 4,554 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $18,902,000 | 4,656 |
| U.S. Government securities | $14,726,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,726,000 | 4,152 |
| Securities issued by states & political subdivisions | $3,976,000 | 3,846 |
| Other domestic debt securities | $200,000 | 2,644 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $200,000 | 1,993 |
| 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 | $13,436,000 | 2,757 |
| Mortgage-backed securities | $3,922,000 | 4,441 |
| Certificates of participation in pools of residential mortgages | $3,922,000 | 3,861 |
| Issued or guaranteed by U.S. | $3,922,000 | 3,856 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $200,000 | 2,554 |
| Available-for-sale securities (fair market value) | $18,702,000 | 4,289 |
| Total debt securities | $18,902,000 | 4,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $14,570,000 | 5,117 |
| U.S. Government securities | $10,245,000 | 4,863 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,245,000 | 4,765 |
| Securities issued by states & political subdivisions | $4,125,000 | 3,753 |
| Other domestic debt securities | $200,000 | 2,622 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $200,000 | 1,958 |
| 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 | $12,663,000 | 2,809 |
| Mortgage-backed securities | $1,996,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $1,996,000 | 4,406 |
| Issued or guaranteed by U.S. | $1,996,000 | 4,393 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $200,000 | 2,572 |
| Available-for-sale securities (fair market value) | $14,370,000 | 4,722 |
| Total debt securities | $14,569,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $14,050,000 | 5,253 |
| U.S. Government securities | $9,785,000 | 5,070 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,785,000 | 4,952 |
| Securities issued by states & political subdivisions | $4,065,000 | 3,728 |
| Other domestic debt securities | $200,000 | 2,569 |
| 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 | $200,000 | 1,889 |
| 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 | $12,411,000 | 2,858 |
| Mortgage-backed securities | $2,050,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $2,050,000 | 4,372 |
| Issued or guaranteed by U.S. | $2,050,000 | 4,362 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $200,000 | 2,614 |
| Available-for-sale securities (fair market value) | $13,850,000 | 4,839 |
| Total debt securities | $14,050,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $10,136,000 | 5,767 |
| U.S. Government securities | $5,660,000 | 5,884 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,660,000 | 5,754 |
| Securities issued by states & political subdivisions | $4,276,000 | 3,637 |
| Other domestic debt securities | $200,000 | 2,624 |
| 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 | $200,000 | 1,930 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,556,000 | 3,293 |
| Mortgage-backed securities | $2,111,000 | 4,792 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 4,298 |
| Issued or guaranteed by U.S. | $2,111,000 | 4,289 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $200,000 | 2,629 |
| Available-for-sale securities (fair market value) | $9,936,000 | 5,366 |
| Total debt securities | $10,136,000 | 5,735 |
| 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 | $10,235,000 | 5,673 |
| U.S. Government securities | $5,775,000 | 5,739 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,775,000 | 5,612 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,641 |
| Other domestic debt securities | $200,000 | 2,771 |
| 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 | $200,000 | 1,944 |
| 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 | $7,854,000 | 3,569 |
| Mortgage-backed securities | $2,230,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,230,000 | 4,156 |
| Issued or guaranteed by U.S. | $2,230,000 | 4,149 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $200,000 | 2,661 |
| Available-for-sale securities (fair market value) | $10,035,000 | 5,252 |
| Total debt securities | $10,235,000 | 5,637 |
| 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 | $8,571,000 | 5,909 |
| U.S. Government securities | $3,993,000 | 6,164 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,993,000 | 6,046 |
| Securities issued by states & political subdivisions | $4,378,000 | 3,529 |
| Other domestic debt securities | $200,000 | 2,857 |
| 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 | $200,000 | 1,970 |
| 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 | $7,887,000 | 3,578 |
| Mortgage-backed securities | $2,488,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $2,488,000 | 4,039 |
| Issued or guaranteed by U.S. | $2,488,000 | 4,030 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $200,000 | 2,737 |
| Available-for-sale securities (fair market value) | $8,371,000 | 5,478 |
| Total debt securities | $8,572,000 | 5,874 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,505,000 | 2,187 |
| 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 | $6,983,000 | 6,277 |
| U.S. Government securities | $4,242,000 | 6,227 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,242,000 | 6,111 |
| Securities issued by states & political subdivisions | $2,541,000 | 4,079 |
| Other domestic debt securities | $200,000 | 2,847 |
| 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 | $200,000 | 1,928 |
| 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 | $5,972,000 | 4,049 |
| Mortgage-backed securities | $2,731,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $2,731,000 | 4,007 |
| Issued or guaranteed by U.S. | $2,731,000 | 3,998 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $200,000 | 2,798 |
| Available-for-sale securities (fair market value) | $6,783,000 | 5,813 |
| Total debt securities | $6,983,000 | 6,239 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,511,000 | 2,260 |
| 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 | $9,278,000 | 5,928 |
| U.S. Government securities | $4,385,000 | 6,283 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,385,000 | 6,168 |
| Securities issued by states & political subdivisions | $4,693,000 | 3,337 |
| Other domestic debt securities | $200,000 | 2,902 |
| 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 | $200,000 | 1,948 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,421,000 | 3,797 |
| Mortgage-backed securities | $2,882,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $2,882,000 | 4,090 |
| Issued or guaranteed by U.S. | $2,882,000 | 4,083 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $200,000 | 2,847 |
| Available-for-sale securities (fair market value) | $9,078,000 | 5,478 |
| Total debt securities | $9,279,000 | 5,888 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $501,000 | 2,696 |
| 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 | $11,157,000 | 5,587 |
| U.S. Government securities | $6,045,000 | 5,844 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,045,000 | 5,736 |
| Securities issued by states & political subdivisions | $4,912,000 | 3,284 |
| Other domestic debt securities | $200,000 | 2,963 |
| 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 | $200,000 | 1,994 |
| 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 | $7,526,000 | 3,797 |
| Mortgage-backed securities | $3,047,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $3,047,000 | 4,113 |
| Issued or guaranteed by U.S. | $3,047,000 | 4,106 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,669,000 | 2,137 |
| Available-for-sale securities (fair market value) | $9,488,000 | 5,413 |
| Total debt securities | $11,158,000 | 5,547 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $999,000 | 2,062 |
| 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 | $9,731,000 | 5,880 |
| U.S. Government securities | $4,568,000 | 6,267 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,568,000 | 6,180 |
| Securities issued by states & political subdivisions | $4,963,000 | 3,273 |
| Other domestic debt securities | $200,000 | 3,071 |
| 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 | $200,000 | 2,096 |
| 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 | $6,867,000 | 3,942 |
| Mortgage-backed securities | $3,252,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $3,252,000 | 4,138 |
| Issued or guaranteed by U.S. | $3,252,000 | 4,130 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,669,000 | 2,218 |
| Available-for-sale securities (fair market value) | $8,062,000 | 5,666 |
| Total debt securities | $9,730,000 | 5,838 |
| 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 | $9,868,000 | 5,844 |
| U.S. Government securities | $4,818,000 | 6,212 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,818,000 | 6,121 |
| Securities issued by states & political subdivisions | $4,850,000 | 3,258 |
| Other domestic debt securities | $200,000 | 3,154 |
| 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 | $200,000 | 362 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,994,000 | 3,718 |
| Mortgage-backed securities | $3,506,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $3,506,000 | 4,106 |
| Issued or guaranteed by U.S. | $3,506,000 | 4,093 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,469,000 | 2,304 |
| Available-for-sale securities (fair market value) | $8,399,000 | 5,609 |
| Total debt securities | $9,868,000 | 5,797 |
| 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 | $11,014,000 | 5,710 |
| U.S. Government securities | $5,047,000 | 6,275 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,047,000 | 6,191 |
| Securities issued by states & political subdivisions | $5,767,000 | 2,954 |
| Other domestic debt securities | $200,000 | 3,089 |
| 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 | $200,000 | 2,301 |
| 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 | $6,702,000 | 4,034 |
| Mortgage-backed securities | $3,730,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $3,730,000 | 4,133 |
| Issued or guaranteed by U.S. | $3,730,000 | 4,120 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,419,000 | 2,068 |
| Available-for-sale securities (fair market value) | $8,595,000 | 5,635 |
| Total debt securities | $11,013,000 | 5,665 |
| 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 | $13,205,000 | 5,378 |
| U.S. Government securities | $7,237,000 | 5,792 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,237,000 | 5,710 |
| Securities issued by states & political subdivisions | $5,768,000 | 2,938 |
| Other domestic debt securities | $200,000 | 3,014 |
| 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 | $200,000 | 2,231 |
| 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 | $5,337,000 | 4,431 |
| Mortgage-backed securities | $3,874,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $3,874,000 | 4,056 |
| Issued or guaranteed by U.S. | $3,874,000 | 4,044 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,464,000 | 2,067 |
| Available-for-sale securities (fair market value) | $10,741,000 | 5,256 |
| Total debt securities | $13,204,000 | 5,337 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,656,000 | 5,258 |
| U.S. Government securities | $8,218,000 | 5,518 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,218,000 | 5,429 |
| Securities issued by states & political subdivisions | $5,238,000 | 3,030 |
| Other domestic debt securities | $200,000 | 2,965 |
| 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 | $200,000 | 2,191 |
| 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 | $1,471,000 | 5,870 |
| Mortgage-backed securities | $3,947,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $3,947,000 | 3,963 |
| Issued or guaranteed by U.S. | $3,947,000 | 3,952 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,554,000 | 2,066 |
| Available-for-sale securities (fair market value) | $11,102,000 | 5,154 |
| Total debt securities | $13,656,000 | 5,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $13,349,000 | 5,347 |
| U.S. Government securities | $8,349,000 | 5,493 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,349,000 | 5,415 |
| Securities issued by states & political subdivisions | $4,800,000 | 3,171 |
| Other domestic debt securities | $200,000 | 2,941 |
| 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 | $200,000 | 2,203 |
| 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 | $1,487,000 | 5,872 |
| Mortgage-backed securities | $4,064,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $4,064,000 | 3,937 |
| Issued or guaranteed by U.S. | $4,064,000 | 3,922 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,354,000 | 2,116 |
| Available-for-sale securities (fair market value) | $10,995,000 | 5,231 |
| Total debt securities | $13,349,000 | 5,294 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $10,967,000 | 5,765 |
| U.S. Government securities | $7,630,000 | 5,703 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,630,000 | 5,618 |
| Securities issued by states & political subdivisions | $3,137,000 | 3,733 |
| Other domestic debt securities | $200,000 | 2,901 |
| 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 | $200,000 | 2,163 |
| 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 | $539,000 | 6,303 |
| Mortgage-backed securities | $3,311,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $3,311,000 | 4,073 |
| Issued or guaranteed by U.S. | $3,311,000 | 4,059 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,474,000 | 2,123 |
| Available-for-sale securities (fair market value) | $8,493,000 | 5,686 |
| Total debt securities | $10,967,000 | 5,695 |
| 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 | $6,908,000 | 6,666 |
| U.S. Government securities | $3,132,000 | 7,152 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,132,000 | 7,036 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,658 |
| Other domestic debt securities | $450,000 | 2,488 |
| 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 | $450,000 | 1,829 |
| 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 | $1,048,000 | 6,123 |
| Mortgage-backed securities | $2,331,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $2,331,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,331,000 | 4,186 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,474,000 | 2,192 |
| Available-for-sale securities (fair market value) | $4,434,000 | 6,593 |
| Total debt securities | $6,908,000 | 6,607 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $501,000 | 1,966 |
| 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 | $7,689,000 | 6,553 |
| U.S. Government securities | $4,169,000 | 6,907 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,169,000 | 6,800 |
| Securities issued by states & political subdivisions | $3,271,000 | 3,676 |
| Other domestic debt securities | $249,000 | 2,641 |
| 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 | $249,000 | 1,969 |
| 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 | $1,558,000 | 5,903 |
| Mortgage-backed securities | $2,875,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $2,875,000 | 3,816 |
| Issued or guaranteed by U.S. | $2,875,000 | 3,800 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,630,000 | 2,184 |
| Available-for-sale securities (fair market value) | $5,059,000 | 6,466 |
| Total debt securities | $7,690,000 | 6,497 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $498,000 | 2,278 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,932,000 | 6,515 |
| U.S. Government securities | $4,025,000 | 6,982 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,025,000 | 6,864 |
| Securities issued by states & political subdivisions | $3,259,000 | 3,677 |
| Other domestic debt securities | $648,000 | 2,155 |
| 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 | $648,000 | 1,544 |
| 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 | $1,561,000 | 5,959 |
| Mortgage-backed securities | $2,248,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $2,248,000 | 4,047 |
| Issued or guaranteed by U.S. | $2,248,000 | 4,035 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,630,000 | 2,209 |
| Available-for-sale securities (fair market value) | $5,302,000 | 6,447 |
| Total debt securities | $7,932,000 | 6,457 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $990,000 | 1,887 |
| 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 | $8,260,000 | 6,469 |
| U.S. Government securities | $3,682,000 | 7,150 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,682,000 | 7,020 |
| Securities issued by states & political subdivisions | $3,749,000 | 3,506 |
| Other domestic debt securities | $829,000 | 2,051 |
| 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 | $829,000 | 1,486 |
| 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 | $1,583,000 | 5,963 |
| Mortgage-backed securities | $1,901,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $1,901,000 | 4,234 |
| Issued or guaranteed by U.S. | $1,901,000 | 4,216 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,337,000 | 2,090 |
| Available-for-sale securities (fair market value) | $4,923,000 | 6,567 |
| Total debt securities | $8,261,000 | 6,410 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $992,000 | 1,962 |
| 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 | $7,877,000 | 6,617 |
| U.S. Government securities | $3,347,000 | 7,297 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,347,000 | 7,167 |
| Securities issued by states & political subdivisions | $3,700,000 | 3,533 |
| Other domestic debt securities | $830,000 | 2,063 |
| 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 | $830,000 | 1,512 |
| 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 | $1,594,000 | 5,974 |
| Mortgage-backed securities | $1,574,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,574,000 | 4,418 |
| Issued or guaranteed by U.S. | $1,574,000 | 4,403 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,289,000 | 2,127 |
| Available-for-sale securities (fair market value) | $4,588,000 | 6,658 |
| Total debt securities | $7,878,000 | 6,554 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $987,000 | 2,084 |
| 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 | $8,824,000 | 6,465 |
| U.S. Government securities | $4,292,000 | 7,076 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,292,000 | 6,940 |
| Securities issued by states & political subdivisions | $3,703,000 | 3,509 |
| Other domestic debt securities | $829,000 | 2,080 |
| 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 | $829,000 | 1,529 |
| 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 | $1,906,000 | 5,885 |
| Mortgage-backed securities | $1,725,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $1,725,000 | 4,341 |
| Issued or guaranteed by U.S. | $1,725,000 | 4,318 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,290,000 | 2,181 |
| Available-for-sale securities (fair market value) | $5,534,000 | 6,486 |
| Total debt securities | $8,822,000 | 6,409 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,937 |
| Fair value | $1,284,000 | 1,939 |
| 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 | $8,891,000 | 6,488 |
| U.S. Government securities | $4,381,000 | 7,083 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,381,000 | 6,942 |
| Securities issued by states & political subdivisions | $3,683,000 | 3,523 |
| Other domestic debt securities | $827,000 | 2,100 |
| 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 | $827,000 | 1,569 |
| 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 | $1,901,000 | 5,916 |
| Mortgage-backed securities | $1,853,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $1,853,000 | 4,275 |
| Issued or guaranteed by U.S. | $1,853,000 | 4,260 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,292,000 | 2,200 |
| Available-for-sale securities (fair market value) | $5,599,000 | 6,485 |
| Total debt securities | $8,889,000 | 6,427 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,991 |
| Fair value | $1,264,000 | 1,995 |
| 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 | $9,830,000 | 6,322 |
| U.S. Government securities | $4,516,000 | 7,077 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,516,000 | 6,939 |
| Securities issued by states & political subdivisions | $4,485,000 | 3,249 |
| Other domestic debt securities | $829,000 | 2,162 |
| 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 | $829,000 | 1,645 |
| 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 | $1,647,000 | 6,015 |
| Mortgage-backed securities | $1,978,000 | 4,769 |
| Certificates of participation in pools of residential mortgages | $1,978,000 | 4,233 |
| Issued or guaranteed by U.S. | $1,978,000 | 4,219 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,040,000 | 2,092 |
| Available-for-sale securities (fair market value) | $5,790,000 | 6,489 |
| Total debt securities | $9,830,000 | 6,261 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,741 |
| Fair value | $1,761,000 | 1,743 |
| 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 | $9,977,000 | 6,344 |
| U.S. Government securities | $4,655,000 | 7,063 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,655,000 | 6,913 |
| Securities issued by states & political subdivisions | $4,491,000 | 3,246 |
| Other domestic debt securities | $831,000 | 2,247 |
| 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 | $831,000 | 1,751 |
| 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 | $1,664,000 | 6,023 |
| Mortgage-backed securities | $2,105,000 | 4,745 |
| Certificates of participation in pools of residential mortgages | $2,105,000 | 4,181 |
| Issued or guaranteed by U.S. | $2,105,000 | 4,165 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,042,000 | 2,121 |
| Available-for-sale securities (fair market value) | $5,935,000 | 6,501 |
| Total debt securities | $9,977,000 | 6,284 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,732 |
| Fair value | $1,767,000 | 1,733 |
| 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 | $10,193,000 | 6,282 |
| U.S. Government securities | $4,861,000 | 7,002 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,861,000 | 6,859 |
| Securities issued by states & political subdivisions | $4,500,000 | 3,232 |
| Other domestic debt securities | $832,000 | 2,277 |
| 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 | $832,000 | 1,811 |
| 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 | $1,677,000 | 6,041 |
| Mortgage-backed securities | $2,308,000 | 4,680 |
| Certificates of participation in pools of residential mortgages | $2,308,000 | 4,119 |
| Issued or guaranteed by U.S. | $2,308,000 | 4,106 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,043,000 | 2,141 |
| Available-for-sale securities (fair market value) | $6,150,000 | 6,450 |
| Total debt securities | $10,192,000 | 6,219 |
| Structured notes | ||
| Amortized cost | $1,799,000 | 1,705 |
| Fair value | $1,770,000 | 1,708 |
| 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 | $11,255,000 | 6,115 |
| U.S. Government securities | $5,101,000 | 6,962 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,101,000 | 6,815 |
| Securities issued by states & political subdivisions | $4,669,000 | 3,152 |
| Other domestic debt securities | $1,485,000 | 1,919 |
| 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 | $1,485,000 | 1,498 |
| 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 | $1,704,000 | 6,021 |
| Mortgage-backed securities | $2,527,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $2,527,000 | 4,095 |
| Issued or guaranteed by U.S. | $2,527,000 | 4,079 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,749,000 | 2,033 |
| Available-for-sale securities (fair market value) | $6,506,000 | 6,395 |
| Total debt securities | $11,256,000 | 6,045 |
| Structured notes | ||
| Amortized cost | $1,799,000 | 1,704 |
| Fair value | $1,782,000 | 1,706 |
| 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 | $13,039,000 | 5,826 |
| U.S. Government securities | $5,596,000 | 6,895 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,596,000 | 6,743 |
| Securities issued by states & political subdivisions | $5,660,000 | 2,833 |
| Other domestic debt securities | $1,783,000 | 1,833 |
| 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 | $1,783,000 | 1,449 |
| 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 | $1,207,000 | 6,340 |
| Mortgage-backed securities | $2,818,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $2,818,000 | 4,044 |
| Issued or guaranteed by U.S. | $2,818,000 | 4,033 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,701,000 | 1,912 |
| Available-for-sale securities (fair market value) | $7,338,000 | 6,251 |
| Total debt securities | $13,039,000 | 5,766 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,481 |
| Fair value | $1,998,000 | 1,489 |
| 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 | $13,292,000 | 5,818 |
| U.S. Government securities | $5,828,000 | 6,838 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,828,000 | 6,683 |
| Securities issued by states & political subdivisions | $5,674,000 | 2,860 |
| Other domestic debt securities | $1,790,000 | 1,880 |
| 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 | $1,790,000 | 1,505 |
| 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 | $1,225,000 | 6,334 |
| Mortgage-backed securities | $3,016,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $3,016,000 | 4,020 |
| Issued or guaranteed by U.S. | $3,016,000 | 4,008 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,089,000 | 2,010 |
| Available-for-sale securities (fair market value) | $8,203,000 | 6,066 |
| Total debt securities | $13,294,000 | 5,746 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,454 |
| Fair value | $2,017,000 | 1,457 |
| 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 | $14,433,000 | 5,622 |
| U.S. Government securities | $6,690,000 | 6,583 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,690,000 | 6,420 |
| Securities issued by states & political subdivisions | $5,693,000 | 2,871 |
| Other domestic debt securities | $2,050,000 | 1,797 |
| 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 | $2,050,000 | 1,451 |
| 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 | $3,563,000 | 5,157 |
| Mortgage-backed securities | $3,299,000 | 4,532 |
| Certificates of participation in pools of residential mortgages | $3,299,000 | 3,929 |
| Issued or guaranteed by U.S. | $3,299,000 | 3,920 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,649,000 | 1,958 |
| Available-for-sale securities (fair market value) | $8,784,000 | 5,989 |
| Total debt securities | $14,429,000 | 5,552 |
| Structured notes | ||
| Amortized cost | $2,048,000 | 1,468 |
| Fair value | $2,038,000 | 1,476 |
| 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 | $15,606,000 | 5,457 |
| U.S. Government securities | $7,442,000 | 6,452 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,442,000 | 6,283 |
| Securities issued by states & political subdivisions | $5,653,000 | 2,856 |
| Other domestic debt securities | $2,511,000 | 1,703 |
| 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 | $2,511,000 | 1,360 |
| 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 | $1,000,000 | 6,547 |
| Mortgage-backed securities | $4,123,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $4,123,000 | 3,688 |
| Issued or guaranteed by U.S. | $4,123,000 | 3,679 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,851,000 | 1,950 |
| Available-for-sale securities (fair market value) | $9,755,000 | 5,869 |
| Total debt securities | $15,607,000 | 5,387 |
| Structured notes | ||
| Amortized cost | $2,048,000 | 1,447 |
| Fair value | $1,991,000 | 1,479 |
| 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 | $22,608,000 | 4,431 |
| U.S. Government securities | $13,247,000 | 4,973 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,247,000 | 4,836 |
| Securities issued by states & political subdivisions | $6,452,000 | 2,659 |
| Other domestic debt securities | $2,909,000 | 1,690 |
| 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 | $2,909,000 | 1,345 |
| 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 | $1,750,000 | 6,049 |
| Mortgage-backed securities | $3,474,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $3,474,000 | 3,929 |
| Issued or guaranteed by U.S. | $3,474,000 | 3,921 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,531,000 | 1,708 |
| Available-for-sale securities (fair market value) | $15,077,000 | 4,871 |
| Total debt securities | $22,608,000 | 4,355 |
| Structured notes | ||
| Amortized cost | $3,350,000 | 991 |
| Fair value | $3,378,000 | 991 |
| 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 | $8,281,000 | 6,994 |
| U.S. Government securities | $5,472,000 | 7,093 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,472,000 | 6,906 |
| Securities issued by states & political subdivisions | $2,018,000 | 4,383 |
| Other domestic debt securities | $791,000 | 2,755 |
| 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 | $791,000 | 2,444 |
| 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 | $1,550,000 | 6,129 |
| Mortgage-backed securities | $2,494,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $2,494,000 | 4,331 |
| Issued or guaranteed by U.S. | $2,494,000 | 4,312 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,281,000 | 6,211 |
| Total debt securities | $8,281,000 | 6,913 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,268 |
| Fair value | $1,969,000 | 1,274 |
| 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 | $8,134,000 | 6,967 |
| U.S. Government securities | $5,624,000 | 6,936 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,624,000 | 6,751 |
| Securities issued by states & political subdivisions | $1,637,000 | 4,676 |
| Other domestic debt securities | $873,000 | 2,809 |
| 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 | $873,000 | 2,503 |
| 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 | $1,550,000 | 6,124 |
| Mortgage-backed securities | $1,334,000 | 5,557 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 5,019 |
| Issued or guaranteed by U.S. | $1,334,000 | 4,999 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,134,000 | 6,179 |
| Total debt securities | $8,134,000 | 6,881 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 922 |
| Fair value | $2,473,000 | 922 |
| 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 | $7,069,000 | 7,203 |
| U.S. Government securities | $4,633,000 | 7,214 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,633,000 | 7,036 |
| Securities issued by states & political subdivisions | $1,550,000 | 4,697 |
| Other domestic debt securities | $886,000 | 2,874 |
| 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 | $886,000 | 2,550 |
| 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 | $1,550,000 | 6,131 |
| Mortgage-backed securities | $1,604,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $1,604,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,604,000 | 4,892 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,069,000 | 6,400 |
| Total debt securities | $7,069,000 | 7,109 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,375 |
| Fair value | $999,000 | 1,389 |
| 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 | $7,551,000 | 7,105 |
| U.S. Government securities | $4,973,000 | 7,154 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,973,000 | 6,951 |
| Securities issued by states & political subdivisions | $1,708,000 | 4,511 |
| Other domestic debt securities | $870,000 | 2,934 |
| 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 | $870,000 | 2,594 |
| 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 | $1,550,000 | 6,171 |
| Mortgage-backed securities | $933,000 | 5,997 |
| Certificates of participation in pools of residential mortgages | $933,000 | 5,446 |
| Issued or guaranteed by U.S. | $933,000 | 5,427 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,551,000 | 6,311 |
| Total debt securities | $7,551,000 | 7,011 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,001,000 | 1,051 |
| 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 | $6,776,000 | 7,333 |
| U.S. Government securities | $4,546,000 | 7,331 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,546,000 | 7,127 |
| Securities issued by states & political subdivisions | $1,617,000 | 4,577 |
| Other domestic debt securities | $613,000 | 3,146 |
| 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 | $613,000 | 2,782 |
| 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 | $1,550,000 | 6,185 |
| Mortgage-backed securities | $491,000 | 6,365 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,845 |
| Issued or guaranteed by U.S. | $491,000 | 5,825 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,776,000 | 6,502 |
| Total debt securities | $6,776,000 | 7,244 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $502,000 | 1,263 |
| 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 | $5,072,000 | 7,911 |
| U.S. Government securities | $2,564,000 | 8,252 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,564,000 | 8,036 |
| Securities issued by states & political subdivisions | $1,623,000 | 4,626 |
| Other domestic debt securities | $885,000 | 3,045 |
| 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 | $885,000 | 2,625 |
| 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 | $1,300,000 | 6,475 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $424,000 | 4,380 |
| Available-for-sale securities (fair market value) | $4,648,000 | 7,082 |
| Total debt securities | $5,071,000 | 7,803 |
| 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 | $6,554,000 | 7,820 |
| U.S. Government securities | $3,252,000 | 8,503 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,252,000 | 8,161 |
| Securities issued by states & political subdivisions | $1,606,000 | 4,720 |
| Other domestic debt securities | $1,347,000 | 2,254 |
| 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 | $1,347,000 | 1,956 |
| Foreign debt securities | NA | NA |
| Equity securities | $349,000 | 4,658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,055,000 | 6,207 |
| Mortgage-backed securities | $2,000 | 7,530 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,150 |
| Issued or guaranteed by U.S. | $2,000 | 7,122 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $428,000 | 5,010 |
| Available-for-sale securities (fair market value) | $6,126,000 | 6,861 |
| Total debt securities | $6,205,000 | 7,825 |
| 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 | $7,417,000 | 7,855 |
| U.S. Government securities | $4,347,000 | 8,347 |
| U.S. Treasury securities | $502,000 | 4,326 |
| U.S. Government agency obligations | $3,845,000 | 8,067 |
| Securities issued by states & political subdivisions | $1,596,000 | 4,972 |
| Other domestic debt securities | $1,349,000 | 2,143 |
| 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 | $1,349,000 | 1,802 |
| Foreign debt securities | NA | NA |
| Equity securities | $125,000 | 6,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,011,000 | 6,314 |
| Mortgage-backed securities | $170,000 | 7,048 |
| Certificates of participation in pools of residential mortgages | $170,000 | 6,463 |
| Issued or guaranteed by U.S. | $170,000 | 6,445 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $437,000 | 5,425 |
| Available-for-sale securities (fair market value) | $6,980,000 | 6,764 |
| Total debt securities | $7,292,000 | 7,774 |
| 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 | $10,071,000 | 7,082 |
| U.S. Government securities | $6,994,000 | 7,151 |
| U.S. Treasury securities | $1,417,000 | 4,538 |
| U.S. Government agency obligations | $5,577,000 | 6,923 |
| Securities issued by states & political subdivisions | $1,833,000 | 4,856 |
| Other domestic debt securities | $1,127,000 | 2,078 |
| 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 | $1,127,000 | 1,709 |
| Foreign debt securities | NA | NA |
| Equity securities | $117,000 | 6,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,278,000 | 6,841 |
| Mortgage-backed securities | $289,000 | 7,029 |
| Certificates of participation in pools of residential mortgages | $273,000 | 6,431 |
| Issued or guaranteed by U.S. | $273,000 | 6,411 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,000 | 4,764 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 4,498 |
| 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) | $937,000 | 5,484 |
| Available-for-sale securities (fair market value) | $9,134,000 | 6,003 |
| Total debt securities | $9,954,000 | 6,980 |
| 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 | $10,214,000 | 7,343 |
| U.S. Government securities | $8,026,000 | 7,246 |
| U.S. Treasury securities | $1,413,000 | 5,851 |
| U.S. Government agency obligations | $6,613,000 | 6,538 |
| Securities issued by states & political subdivisions | $1,979,000 | 4,636 |
| Other domestic debt securities | $101,000 | 3,234 |
| 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 | $101,000 | 2,556 |
| Foreign debt securities | NA | NA |
| Equity securities | $108,000 | 6,317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,302,000 | 7,163 |
| Mortgage-backed securities | $1,332,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $403,000 | 6,380 |
| Issued or guaranteed by U.S. | $403,000 | 6,358 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $929,000 | 3,518 |
| CMOs issued by government agencies or sponsored agencies | $929,000 | 3,396 |
| 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) | $1,731,000 | 5,808 |
| Available-for-sale securities (fair market value) | $8,483,000 | 6,208 |
| Total debt securities | $10,106,000 | 7,244 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,259,000 | 7,846 |
| U.S. Government securities | $9,154,000 | 7,338 |
| U.S. Treasury securities | $2,909,000 | 5,196 |
| U.S. Government agency obligations | $6,245,000 | 7,008 |
| Securities issued by states & political subdivisions | $914,000 | 6,229 |
| Other domestic debt securities | $100,000 | 3,782 |
| 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 | $100,000 | 2,902 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,000 | 6,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,800,000 | 6,912 |
| Mortgage-backed securities | $1,885,000 | 5,976 |
| Certificates of participation in pools of residential mortgages | $496,000 | 6,684 |
| Issued or guaranteed by U.S. | $496,000 | 6,664 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,389,000 | 3,483 |
| CMOs issued by government agencies or sponsored agencies | $1,389,000 | 3,347 |
| 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) | $2,075,000 | 6,222 |
| Available-for-sale securities (fair market value) | $8,184,000 | 6,559 |
| Total debt securities | $10,168,000 | 7,748 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,442,000 | 7,455 |
| U.S. Government securities | $10,798,000 | 6,990 |
| U.S. Treasury securities | $4,744,000 | 4,769 |
| U.S. Government agency obligations | $6,054,000 | 7,137 |
| Securities issued by states & political subdivisions | $1,244,000 | 5,934 |
| Other domestic debt securities | $400,000 | 3,444 |
| 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 | $400,000 | 2,711 |
| 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 | $500,000 | 8,838 |
| Mortgage-backed securities | $2,983,000 | 5,547 |
| Certificates of participation in pools of residential mortgages | $602,000 | 6,785 |
| Issued or guaranteed by U.S. | $602,000 | 6,754 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,381,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $2,381,000 | 3,044 |
| 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) | $4,787,000 | 5,102 |
| Available-for-sale securities (fair market value) | $7,655,000 | 6,904 |
| Total debt securities | $12,442,000 | 7,319 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $13,884,000 | 7,427 |
| U.S. Government securities | $11,689,000 | 7,087 |
| U.S. Treasury securities | $5,841,000 | 5,066 |
| U.S. Government agency obligations | $5,848,000 | 7,245 |
| Securities issued by states & political subdivisions | $1,995,000 | 5,207 |
| Other domestic debt securities | $200,000 | 4,578 |
| 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 | $200,000 | 3,654 |
| 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 | $500,000 | 9,205 |
| Mortgage-backed securities | $2,513,000 | 6,219 |
| Certificates of participation in pools of residential mortgages | $162,000 | 8,513 |
| Issued or guaranteed by U.S. | $162,000 | 8,485 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,351,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $2,351,000 | 3,250 |
| 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) | $10,678,000 | 5,440 |
| Available-for-sale securities (fair market value) | $3,206,000 | 7,977 |
| Total debt securities | $13,884,000 | 7,313 |
| 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 | $14,755,000 | 7,489 |
| U.S. Government securities | $12,246,000 | 7,131 |
| U.S. Treasury securities | $5,978,000 | 5,141 |
| U.S. Government agency obligations | $6,268,000 | 7,191 |
| Securities issued by states & political subdivisions | $2,008,000 | 5,297 |
| Other domestic debt securities | $501,000 | 4,254 |
| 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 | $501,000 | 3,258 |
| 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 | $300,000 | 9,961 |
| Mortgage-backed securities | $1,712,000 | 7,580 |
| Certificates of participation in pools of residential mortgages | $218,000 | 8,938 |
| Issued or guaranteed by U.S. | $218,000 | 8,879 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,494,000 | 4,473 |
| CMOs issued by government agencies or sponsored agencies | $1,494,000 | 4,277 |
| 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 | $14,755,000 | 7,335 |
| 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 | $12,849,000 | 8,068 |
| U.S. Government securities | $9,425,000 | 8,320 |
| U.S. Treasury securities | $4,597,000 | 6,091 |
| U.S. Government agency obligations | $4,828,000 | 8,110 |
| Securities issued by states & political subdivisions | $2,771,000 | 4,262 |
| Other domestic debt securities | $653,000 | 4,720 |
| 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 | $653,000 | 3,495 |
| 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 | $301,000 | 10,207 |
| Mortgage-backed securities | $295,000 | 10,242 |
| Certificates of participation in pools of residential mortgages | $295,000 | 9,168 |
| Issued or guaranteed by U.S. | $295,000 | 9,097 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,849,000 | 7,934 |
| 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 |