Home > Santa Clara Valley Bank > Securities
Santa Clara Valley Bank, Securities
| 2014-09-30 | Rank | |
| Total securities | $44,969,000 | 2,832 |
| U.S. Government securities | $44,969,000 | 2,023 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $44,969,000 | 1,945 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,335,000 | 3,693 |
| Mortgage-backed securities | $19,089,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $15,500,000 | 2,056 |
| Issued or guaranteed by U.S. | $15,500,000 | 2,052 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,085,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $3,085,000 | 2,100 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $504,000 | 878 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $504,000 | 527 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $44,969,000 | 2,576 |
| Total debt securities | $44,969,000 | 2,807 |
| Structured notes | ||
| Amortized cost | $73,000 | 2,266 |
| Fair value | $78,000 | 2,265 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $46,848,000 | 2,804 |
| U.S. Government securities | $46,848,000 | 1,977 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $46,848,000 | 1,911 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,691,000 | 3,642 |
| Mortgage-backed securities | $20,092,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $16,247,000 | 2,023 |
| Issued or guaranteed by U.S. | $16,247,000 | 2,023 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,339,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $3,339,000 | 2,074 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $506,000 | 868 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $506,000 | 511 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $46,848,000 | 2,553 |
| Total debt securities | $46,846,000 | 2,775 |
| Structured notes | ||
| Amortized cost | $77,000 | 2,329 |
| Fair value | $81,000 | 2,329 |
| 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 | $48,156,000 | 2,755 |
| U.S. Government securities | $48,156,000 | 1,947 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $48,156,000 | 1,890 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,895,000 | 3,639 |
| Mortgage-backed securities | $20,832,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $16,765,000 | 1,989 |
| Issued or guaranteed by U.S. | $16,765,000 | 1,989 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,570,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $3,570,000 | 2,028 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $497,000 | 860 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $497,000 | 486 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $48,156,000 | 2,508 |
| Total debt securities | $48,155,000 | 2,728 |
| Structured notes | ||
| Amortized cost | $80,000 | 2,382 |
| Fair value | $83,000 | 2,382 |
| 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 | $50,001,000 | 2,686 |
| U.S. Government securities | $50,001,000 | 1,871 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $50,001,000 | 1,818 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,761,000 | 3,870 |
| Mortgage-backed securities | $21,986,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $17,714,000 | 1,939 |
| Issued or guaranteed by U.S. | $17,714,000 | 1,938 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,787,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $3,787,000 | 1,981 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $485,000 | 812 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $485,000 | 472 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $50,001,000 | 2,440 |
| Total debt securities | $50,003,000 | 2,663 |
| Structured notes | ||
| Amortized cost | $179,000 | 2,314 |
| Fair value | $186,000 | 2,310 |
| 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 | $48,180,000 | 2,774 |
| U.S. Government securities | $48,180,000 | 1,942 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $48,180,000 | 1,881 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,096,000 | 3,803 |
| Mortgage-backed securities | $20,954,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $18,481,000 | 1,882 |
| Issued or guaranteed by U.S. | $18,481,000 | 1,879 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,473,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $2,473,000 | 2,274 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $48,180,000 | 2,525 |
| Total debt securities | $48,180,000 | 2,749 |
| Structured notes | ||
| Amortized cost | $189,000 | 2,307 |
| Fair value | $197,000 | 2,298 |
| 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 | $48,670,000 | 2,734 |
| U.S. Government securities | $48,670,000 | 1,916 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $48,670,000 | 1,861 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,544,000 | 3,702 |
| Mortgage-backed securities | $21,728,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $19,160,000 | 1,840 |
| Issued or guaranteed by U.S. | $19,160,000 | 1,838 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,568,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $2,568,000 | 2,297 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $48,670,000 | 2,497 |
| Total debt securities | $48,670,000 | 2,708 |
| Structured notes | ||
| Amortized cost | $203,000 | 2,283 |
| Fair value | $215,000 | 2,276 |
| 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 | $44,797,000 | 2,915 |
| U.S. Government securities | $44,797,000 | 2,067 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,797,000 | 2,013 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,773,000 | 4,131 |
| Mortgage-backed securities | $20,291,000 | 2,383 |
| Certificates of participation in pools of residential mortgages | $17,612,000 | 1,964 |
| Issued or guaranteed by U.S. | $17,612,000 | 1,964 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,679,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $2,679,000 | 2,311 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $44,797,000 | 2,702 |
| Total debt securities | $44,797,000 | 2,888 |
| Structured notes | ||
| Amortized cost | $220,000 | 2,323 |
| Fair value | $234,000 | 2,313 |
| 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 | $48,186,000 | 2,705 |
| U.S. Government securities | $48,186,000 | 1,911 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $48,186,000 | 1,860 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,715,000 | 3,906 |
| Mortgage-backed securities | $21,295,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $18,544,000 | 1,860 |
| Issued or guaranteed by U.S. | $18,544,000 | 1,858 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,751,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $2,751,000 | 2,364 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $48,186,000 | 2,500 |
| Total debt securities | $48,186,000 | 2,678 |
| Structured notes | ||
| Amortized cost | $1,740,000 | 1,380 |
| Fair value | $1,758,000 | 1,371 |
| 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 | $44,489,000 | 2,921 |
| U.S. Government securities | $44,489,000 | 2,088 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $44,489,000 | 2,042 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,451,000 | 4,475 |
| Mortgage-backed securities | $19,383,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $17,834,000 | 2,009 |
| Issued or guaranteed by U.S. | $17,834,000 | 2,008 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,549,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $1,549,000 | 2,790 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $44,489,000 | 2,691 |
| Total debt securities | $44,491,000 | 2,897 |
| Structured notes | ||
| Amortized cost | $1,761,000 | 1,475 |
| Fair value | $1,786,000 | 1,474 |
| 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 | $41,023,000 | 3,088 |
| U.S. Government securities | $35,128,000 | 2,550 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $35,128,000 | 2,500 |
| Securities issued by states & political subdivisions | $5,895,000 | 3,489 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $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 | $4,088,000 | 4,607 |
| Mortgage-backed securities | $10,645,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $10,645,000 | 2,743 |
| Issued or guaranteed by U.S. | $10,645,000 | 2,743 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $41,023,000 | 2,848 |
| Total debt securities | $41,022,000 | 3,062 |
| Structured notes | ||
| Amortized cost | $2,278,000 | 1,420 |
| Fair value | $2,311,000 | 1,416 |
| 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 | $39,396,000 | 3,191 |
| U.S. Government securities | $33,581,000 | 2,660 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,581,000 | 2,604 |
| Securities issued by states & political subdivisions | $5,815,000 | 3,427 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $4,215,000 | 4,591 |
| Mortgage-backed securities | $8,380,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $8,380,000 | 3,059 |
| Issued or guaranteed by U.S. | $8,380,000 | 3,057 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $39,396,000 | 2,937 |
| Total debt securities | $39,396,000 | 3,161 |
| Structured notes | ||
| Amortized cost | $3,303,000 | 1,330 |
| Fair value | $3,304,000 | 1,331 |
| 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 | $37,845,000 | 3,187 |
| U.S. Government securities | $33,501,000 | 2,572 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $33,501,000 | 2,516 |
| Securities issued by states & political subdivisions | $4,344,000 | 3,761 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $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 | $4,373,000 | 4,361 |
| Mortgage-backed securities | $6,106,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $6,106,000 | 3,389 |
| Issued or guaranteed by U.S. | $6,106,000 | 3,388 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $37,845,000 | 2,919 |
| Total debt securities | $37,844,000 | 3,166 |
| Structured notes | ||
| Amortized cost | $5,331,000 | 955 |
| Fair value | $5,368,000 | 956 |
| 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 | $39,423,000 | 3,034 |
| U.S. Government securities | $34,605,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $34,605,000 | 2,381 |
| Securities issued by states & political subdivisions | $4,818,000 | 3,575 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $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 | $4,523,000 | 4,330 |
| Mortgage-backed securities | $5,286,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $5,286,000 | 3,497 |
| Issued or guaranteed by U.S. | $5,286,000 | 3,492 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $39,423,000 | 2,774 |
| Total debt securities | $39,424,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $7,354,000 | 762 |
| Fair value | $7,417,000 | 760 |
| 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 | $36,223,000 | 3,232 |
| U.S. Government securities | $31,604,000 | 2,688 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $31,604,000 | 2,609 |
| Securities issued by states & political subdivisions | $4,619,000 | 3,593 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,570,000 | 4,350 |
| Mortgage-backed securities | $4,361,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $4,361,000 | 3,672 |
| Issued or guaranteed by U.S. | $4,361,000 | 3,661 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $36,223,000 | 2,949 |
| Total debt securities | $36,223,000 | 3,205 |
| Structured notes | ||
| Amortized cost | $6,179,000 | 1,000 |
| Fair value | $6,261,000 | 997 |
| 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 | $34,791,000 | 3,279 |
| U.S. Government securities | $30,356,000 | 2,759 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $30,356,000 | 2,677 |
| Securities issued by states & political subdivisions | $4,435,000 | 3,599 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,123,000 | 4,192 |
| Mortgage-backed securities | $4,438,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $4,438,000 | 3,577 |
| Issued or guaranteed by U.S. | $4,438,000 | 3,569 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $34,791,000 | 2,995 |
| Total debt securities | $34,791,000 | 3,251 |
| Structured notes | ||
| Amortized cost | $6,287,000 | 1,050 |
| Fair value | $6,214,000 | 1,052 |
| 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 | $30,421,000 | 3,470 |
| U.S. Government securities | $25,987,000 | 2,928 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $25,987,000 | 2,837 |
| Securities issued by states & political subdivisions | $4,434,000 | 3,606 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $751,000 | 5,747 |
| Mortgage-backed securities | $4,066,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $4,066,000 | 3,587 |
| Issued or guaranteed by U.S. | $4,066,000 | 3,578 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $30,421,000 | 3,180 |
| Total debt securities | $30,422,000 | 3,439 |
| Structured notes | ||
| Amortized cost | $6,462,000 | 942 |
| Fair value | $6,410,000 | 934 |
| 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 | $21,876,000 | 4,148 |
| U.S. Government securities | $17,159,000 | 3,756 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,159,000 | 3,653 |
| Securities issued by states & political subdivisions | $4,717,000 | 3,446 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $790,000 | 5,827 |
| Mortgage-backed securities | $2,071,000 | 4,772 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,071,000 | 4,189 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $21,876,000 | 3,810 |
| Total debt securities | $21,876,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $5,159,000 | 1,080 |
| Fair value | $5,301,000 | 1,075 |
| 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 | $17,438,000 | 4,700 |
| U.S. Government securities | $12,806,000 | 4,438 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,806,000 | 4,324 |
| Securities issued by states & political subdivisions | $4,632,000 | 3,397 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $793,000 | 5,876 |
| Mortgage-backed securities | $132,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,480 |
| Issued or guaranteed by U.S. | $132,000 | 5,467 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $17,438,000 | 4,283 |
| Total debt securities | $17,439,000 | 4,662 |
| Structured notes | ||
| Amortized cost | $6,312,000 | 988 |
| Fair value | $6,445,000 | 982 |
| 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 | $15,124,000 | 5,012 |
| U.S. Government securities | $10,506,000 | 4,899 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,506,000 | 4,789 |
| Securities issued by states & political subdivisions | $4,618,000 | 3,366 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $808,000 | 5,944 |
| Mortgage-backed securities | $3,215,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $3,215,000 | 3,984 |
| Issued or guaranteed by U.S. | $3,215,000 | 3,975 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $15,124,000 | 4,580 |
| Total debt securities | $15,122,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $3,509,000 | 1,268 |
| Fair value | $3,607,000 | 1,261 |
| 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 | $13,528,000 | 5,233 |
| U.S. Government securities | $8,947,000 | 5,177 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,947,000 | 5,078 |
| Securities issued by states & political subdivisions | $4,581,000 | 3,385 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,751,000 | 3,952 |
| Mortgage-backed securities | $3,838,000 | 4,443 |
| Certificates of participation in pools of residential mortgages | $3,838,000 | 3,860 |
| Issued or guaranteed by U.S. | $3,838,000 | 3,851 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $13,528,000 | 4,789 |
| Total debt securities | $13,528,000 | 5,194 |
| Structured notes | ||
| Amortized cost | $2,663,000 | 1,314 |
| Fair value | $2,734,000 | 1,294 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $13,432,000 | 5,279 |
| U.S. Government securities | $8,726,000 | 5,249 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,726,000 | 5,153 |
| Securities issued by states & political subdivisions | $4,706,000 | 3,352 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,977,000 | 3,922 |
| Mortgage-backed securities | $3,988,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $3,988,000 | 3,899 |
| Issued or guaranteed by U.S. | $3,988,000 | 3,890 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,432,000 | 4,841 |
| Total debt securities | $13,432,000 | 5,233 |
| Structured notes | ||
| Amortized cost | $2,793,000 | 913 |
| Fair value | $2,861,000 | 899 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $13,691,000 | 5,239 |
| U.S. Government securities | $9,174,000 | 5,148 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,174,000 | 5,051 |
| Securities issued by states & political subdivisions | $4,517,000 | 3,373 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $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 | $7,127,000 | 3,878 |
| Mortgage-backed securities | $4,241,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $4,241,000 | 3,881 |
| Issued or guaranteed by U.S. | $4,241,000 | 3,868 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,691,000 | 4,782 |
| Total debt securities | $13,693,000 | 5,195 |
| Structured notes | ||
| Amortized cost | $2,994,000 | 595 |
| Fair value | $3,022,000 | 534 |
| 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 | $13,344,000 | 5,325 |
| U.S. Government securities | $9,716,000 | 5,136 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,716,000 | 5,052 |
| Securities issued by states & political subdivisions | $3,628,000 | 3,585 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,301,000 | 3,892 |
| Mortgage-backed securities | $4,421,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $4,421,000 | 3,930 |
| Issued or guaranteed by U.S. | $4,421,000 | 3,918 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $13,344,000 | 4,848 |
| Total debt securities | $13,341,000 | 5,284 |
| Structured notes | ||
| Amortized cost | $3,243,000 | 384 |
| Fair value | $3,281,000 | 374 |
| 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 | $11,037,000 | 5,738 |
| U.S. Government securities | $7,492,000 | 5,726 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,492,000 | 5,646 |
| Securities issued by states & political subdivisions | $3,545,000 | 3,572 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,402,000 | 3,921 |
| Mortgage-backed securities | $4,547,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $4,547,000 | 3,857 |
| Issued or guaranteed by U.S. | $4,547,000 | 3,844 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $11,037,000 | 5,218 |
| Total debt securities | $11,038,000 | 5,695 |
| Structured notes | ||
| Amortized cost | $1,611,000 | 756 |
| Fair value | $1,636,000 | 756 |
| 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 | $11,500,000 | 5,622 |
| U.S. Government securities | $7,904,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,904,000 | 5,506 |
| Securities issued by states & political subdivisions | $3,596,000 | 3,522 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,208,000 | 5,145 |
| Mortgage-backed securities | $4,817,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $4,817,000 | 3,702 |
| Issued or guaranteed by U.S. | $4,817,000 | 3,691 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $11,500,000 | 5,092 |
| Total debt securities | $11,499,000 | 5,581 |
| Structured notes | ||
| Amortized cost | $1,641,000 | 735 |
| Fair value | $1,638,000 | 733 |
| 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 | $11,949,000 | 5,592 |
| U.S. Government securities | $8,156,000 | 5,557 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,156,000 | 5,478 |
| Securities issued by states & political subdivisions | $3,793,000 | 3,466 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $4,928,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $4,928,000 | 3,665 |
| Issued or guaranteed by U.S. | $4,928,000 | 3,651 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $11,949,000 | 5,089 |
| Total debt securities | $11,947,000 | 5,530 |
| Structured notes | ||
| Amortized cost | $1,683,000 | 767 |
| Fair value | $1,664,000 | 763 |
| 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 | $9,689,000 | 6,000 |
| U.S. Government securities | $5,752,000 | 6,231 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,752,000 | 6,133 |
| Securities issued by states & political subdivisions | $3,937,000 | 3,453 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $2,289,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $2,289,000 | 4,484 |
| Issued or guaranteed by U.S. | $2,289,000 | 4,464 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,689,000 | 5,462 |
| Total debt securities | $9,690,000 | 5,929 |
| Structured notes | ||
| Amortized cost | $1,737,000 | 824 |
| Fair value | $1,816,000 | 808 |
| 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 | $10,303,000 | 5,962 |
| U.S. Government securities | $6,387,000 | 6,187 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,387,000 | 6,081 |
| Securities issued by states & political subdivisions | $3,916,000 | 3,442 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $2,390,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 4,170 |
| Issued or guaranteed by U.S. | $2,390,000 | 4,154 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $10,303,000 | 5,396 |
| Total debt securities | $10,302,000 | 5,897 |
| Structured notes | ||
| Amortized cost | $1,777,000 | 1,178 |
| Fair value | $1,751,000 | 1,183 |
| 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 | $8,629,000 | 6,351 |
| U.S. Government securities | $5,862,000 | 6,435 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,862,000 | 6,327 |
| Securities issued by states & political subdivisions | $2,767,000 | 3,890 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $2,431,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $2,431,000 | 4,001 |
| Issued or guaranteed by U.S. | $2,431,000 | 3,986 |
| 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) | $500,000 | 3,005 |
| Available-for-sale securities (fair market value) | $8,129,000 | 5,844 |
| Total debt securities | $8,627,000 | 6,290 |
| Structured notes | ||
| Amortized cost | $1,815,000 | 1,349 |
| Fair value | $1,777,000 | 1,359 |
| 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 | $9,475,000 | 6,203 |
| U.S. Government securities | $6,721,000 | 6,204 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,721,000 | 6,088 |
| Securities issued by states & political subdivisions | $2,754,000 | 3,906 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $2,508,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $2,508,000 | 3,928 |
| Issued or guaranteed by U.S. | $2,508,000 | 3,916 |
| 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) | $500,000 | 3,038 |
| Available-for-sale securities (fair market value) | $8,975,000 | 5,696 |
| Total debt securities | $9,473,000 | 6,146 |
| Structured notes | ||
| Amortized cost | $1,872,000 | 1,412 |
| Fair value | $1,809,000 | 1,430 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,027,000 | 4,496 |
| U.S. Government securities | $17,697,000 | 3,996 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,697,000 | 3,896 |
| Securities issued by states & political subdivisions | $2,330,000 | 4,113 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $9,297,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $9,297,000 | 2,163 |
| Issued or guaranteed by U.S. | $9,297,000 | 2,154 |
| 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) | $500,000 | 3,093 |
| Available-for-sale securities (fair market value) | $19,527,000 | 4,014 |
| Total debt securities | $20,025,000 | 4,454 |
| Structured notes | ||
| Amortized cost | $3,433,000 | 958 |
| Fair value | $3,400,000 | 958 |
| 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 | $20,697,000 | 4,436 |
| U.S. Government securities | $18,932,000 | 3,876 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,932,000 | 3,773 |
| Securities issued by states & political subdivisions | $1,765,000 | 4,434 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $9,737,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $9,737,000 | 2,111 |
| Issued or guaranteed by U.S. | $9,737,000 | 2,101 |
| 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) | $500,000 | 3,148 |
| Available-for-sale securities (fair market value) | $20,197,000 | 3,964 |
| Total debt securities | $20,698,000 | 4,386 |
| Structured notes | ||
| Amortized cost | $4,002,000 | 877 |
| Fair value | $3,961,000 | 896 |
| 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 | $22,396,000 | 4,263 |
| U.S. Government securities | $19,597,000 | 3,820 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,597,000 | 3,715 |
| Securities issued by states & political subdivisions | $2,799,000 | 3,884 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $10,286,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $10,286,000 | 2,068 |
| Issued or guaranteed by U.S. | $10,286,000 | 2,056 |
| 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) | $501,000 | 3,220 |
| Available-for-sale securities (fair market value) | $21,895,000 | 3,773 |
| Total debt securities | $22,394,000 | 4,214 |
| Structured notes | ||
| Amortized cost | $3,564,000 | 1,069 |
| Fair value | $3,511,000 | 1,073 |
| 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 | $21,522,000 | 4,362 |
| U.S. Government securities | $19,944,000 | 3,776 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $19,944,000 | 3,661 |
| Securities issued by states & political subdivisions | $1,578,000 | 4,581 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $10,680,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $10,680,000 | 2,016 |
| Issued or guaranteed by U.S. | $10,680,000 | 2,005 |
| 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) | $501,000 | 3,266 |
| Available-for-sale securities (fair market value) | $21,021,000 | 3,857 |
| Total debt securities | $21,521,000 | 4,297 |
| Structured notes | ||
| Amortized cost | $3,629,000 | 1,118 |
| Fair value | $3,516,000 | 1,119 |
| 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 | $22,422,000 | 4,314 |
| U.S. Government securities | $20,800,000 | 3,697 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $20,800,000 | 3,584 |
| Securities issued by states & political subdivisions | $1,622,000 | 4,569 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $11,347,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $11,347,000 | 1,985 |
| Issued or guaranteed by U.S. | $11,347,000 | 1,974 |
| 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) | $501,000 | 3,330 |
| Available-for-sale securities (fair market value) | $21,921,000 | 3,778 |
| Total debt securities | $22,421,000 | 4,260 |
| Structured notes | ||
| Amortized cost | $3,717,000 | 1,117 |
| Fair value | $3,643,000 | 1,116 |
| 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 | $25,707,000 | 3,985 |
| U.S. Government securities | $23,046,000 | 3,423 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $23,046,000 | 3,310 |
| Securities issued by states & political subdivisions | $2,661,000 | 3,985 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $11,926,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $11,926,000 | 1,944 |
| Issued or guaranteed by U.S. | $11,926,000 | 1,932 |
| 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) | $501,000 | 3,399 |
| Available-for-sale securities (fair market value) | $25,206,000 | 3,488 |
| Total debt securities | $25,707,000 | 3,914 |
| Structured notes | ||
| Amortized cost | $3,801,000 | 1,090 |
| Fair value | $3,765,000 | 1,089 |
| 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 | $26,752,000 | 3,835 |
| U.S. Government securities | $24,082,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,082,000 | 3,162 |
| Securities issued by states & political subdivisions | $2,670,000 | 3,980 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $12,757,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $12,757,000 | 1,892 |
| Issued or guaranteed by U.S. | $12,757,000 | 1,878 |
| 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) | $1,000,000 | 3,094 |
| Available-for-sale securities (fair market value) | $25,752,000 | 3,397 |
| Total debt securities | $26,759,000 | 3,780 |
| Structured notes | ||
| Amortized cost | $2,431,000 | 1,438 |
| Fair value | $2,412,000 | 1,437 |
| 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 | $19,917,000 | 4,655 |
| U.S. Government securities | $19,111,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,111,000 | 3,773 |
| Securities issued by states & political subdivisions | $806,000 | 5,262 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $9,646,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $9,646,000 | 2,320 |
| Issued or guaranteed by U.S. | $9,646,000 | 2,309 |
| 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) | $1,000,000 | 3,148 |
| Available-for-sale securities (fair market value) | $18,917,000 | 4,154 |
| Total debt securities | $19,918,000 | 4,583 |
| Structured notes | ||
| Amortized cost | $1,485,000 | 1,868 |
| Fair value | $1,482,000 | 1,853 |
| 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 | $18,609,000 | 4,907 |
| U.S. Government securities | $18,102,000 | 4,140 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,102,000 | 3,991 |
| Securities issued by states & political subdivisions | $507,000 | 5,612 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $9,193,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | $9,193,000 | 2,430 |
| Issued or guaranteed by U.S. | $9,193,000 | 2,422 |
| 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) | $1,000,000 | 3,197 |
| Available-for-sale securities (fair market value) | $17,609,000 | 4,397 |
| Total debt securities | $18,609,000 | 4,851 |
| Structured notes | ||
| Amortized cost | $990,000 | 2,294 |
| Fair value | $967,000 | 2,289 |
| 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 | $14,449,000 | 5,599 |
| U.S. Government securities | $14,346,000 | 4,776 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,346,000 | 4,623 |
| Securities issued by states & political subdivisions | $103,000 | 6,364 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,490 |
| Mortgage-backed securities | $7,257,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $7,257,000 | 2,804 |
| Issued or guaranteed by U.S. | $7,257,000 | 2,796 |
| 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) | $1,000,000 | 3,229 |
| Available-for-sale securities (fair market value) | $13,449,000 | 5,070 |
| Total debt securities | $14,449,000 | 5,530 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,648 |
| Fair value | $490,000 | 2,644 |
| 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 | $13,447,000 | 5,814 |
| U.S. Government securities | $13,345,000 | 4,958 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,345,000 | 4,806 |
| Securities issued by states & political subdivisions | $102,000 | 6,411 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,530 |
| Mortgage-backed securities | $6,184,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $6,184,000 | 3,047 |
| Issued or guaranteed by U.S. | $6,184,000 | 3,041 |
| 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) | $1,000,000 | 3,289 |
| Available-for-sale securities (fair market value) | $12,447,000 | 5,247 |
| Total debt securities | $13,446,000 | 5,744 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,622 |
| Fair value | $494,000 | 2,614 |
| 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 | $11,446,000 | 6,272 |
| U.S. Government securities | $11,348,000 | 5,476 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,348,000 | 5,314 |
| Securities issued by states & political subdivisions | $98,000 | 6,491 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,547 |
| Mortgage-backed securities | $4,825,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $4,825,000 | 3,454 |
| Issued or guaranteed by U.S. | $4,825,000 | 3,446 |
| 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) | $1,000,000 | 3,313 |
| Available-for-sale securities (fair market value) | $10,446,000 | 5,726 |
| Total debt securities | $11,444,000 | 6,196 |
| Structured notes | ||
| Amortized cost | $494,000 | 2,585 |
| Fair value | $473,000 | 2,586 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,204,000 | 6,529 |
| U.S. Government securities | $10,101,000 | 5,711 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,101,000 | 5,567 |
| Securities issued by states & political subdivisions | $103,000 | 6,455 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,544 |
| Mortgage-backed securities | $4,401,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $4,401,000 | 3,625 |
| Issued or guaranteed by U.S. | $4,401,000 | 3,615 |
| 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) | $1,000,000 | 3,331 |
| Available-for-sale securities (fair market value) | $9,204,000 | 5,986 |
| Total debt securities | $10,204,000 | 6,443 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,444 |
| Fair value | $254,000 | 2,447 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,064,000 | 7,545 |
| U.S. Government securities | $5,962,000 | 6,936 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,962,000 | 6,759 |
| Securities issued by states & political subdivisions | $102,000 | 6,542 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,537 |
| Mortgage-backed securities | $3,105,000 | 4,688 |
| Certificates of participation in pools of residential mortgages | $3,105,000 | 4,056 |
| Issued or guaranteed by U.S. | $3,105,000 | 4,043 |
| 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) | $1,000,000 | 3,377 |
| Available-for-sale securities (fair market value) | $5,064,000 | 6,964 |
| Total debt securities | $6,063,000 | 7,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,336,000 | 7,698 |
| U.S. Government securities | $5,236,000 | 7,064 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,236,000 | 6,886 |
| Securities issued by states & political subdivisions | $100,000 | 6,598 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,554 |
| Mortgage-backed securities | $2,757,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $2,757,000 | 4,208 |
| Issued or guaranteed by U.S. | $2,757,000 | 4,191 |
| 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) | $1,000,000 | 3,400 |
| Available-for-sale securities (fair market value) | $4,336,000 | 7,114 |
| Total debt securities | $5,336,000 | 7,604 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,331,000 | 7,404 |
| U.S. Government securities | $6,228,000 | 6,654 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,228,000 | 6,471 |
| Securities issued by states & political subdivisions | $103,000 | 6,586 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,567 |
| Mortgage-backed securities | $3,707,000 | 4,537 |
| Certificates of participation in pools of residential mortgages | $3,707,000 | 3,864 |
| Issued or guaranteed by U.S. | $3,707,000 | 3,853 |
| 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) | $1,000,000 | 3,447 |
| Available-for-sale securities (fair market value) | $5,331,000 | 6,856 |
| Total debt securities | $6,332,000 | 7,313 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,160,000 | 7,229 |
| U.S. Government securities | $7,056,000 | 6,434 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,056,000 | 6,252 |
| Securities issued by states & political subdivisions | $104,000 | 6,568 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,605 |
| Mortgage-backed securities | $4,536,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $4,536,000 | 3,567 |
| Issued or guaranteed by U.S. | $4,536,000 | 3,557 |
| 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) | $1,000,000 | 3,504 |
| Available-for-sale securities (fair market value) | $6,160,000 | 6,652 |
| Total debt securities | $7,160,000 | 7,132 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $7,269,000 | 7,216 |
| U.S. Government securities | $7,269,000 | 6,395 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,269,000 | 6,197 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 6,618 |
| Mortgage-backed securities | $5,251,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $5,251,000 | 3,286 |
| Issued or guaranteed by U.S. | $5,251,000 | 3,273 |
| 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) | $502,000 | 4,035 |
| Available-for-sale securities (fair market value) | $6,767,000 | 6,504 |
| Total debt securities | $7,269,000 | 7,130 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $11,023,000 | 6,252 |
| U.S. Government securities | $11,023,000 | 5,246 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,023,000 | 5,028 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $557,000 | 7,096 |
| Mortgage-backed securities | $2,527,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $2,527,000 | 4,155 |
| Issued or guaranteed by U.S. | $2,527,000 | 4,139 |
| 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) | $500,000 | 4,282 |
| Available-for-sale securities (fair market value) | $10,523,000 | 5,500 |
| Total debt securities | $11,023,000 | 6,160 |
| Structured notes | ||
| Amortized cost | $488,000 | 650 |
| Fair value | $470,000 | 654 |
| 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 | $4,588,000 | 8,492 |
| U.S. Government securities | $4,499,000 | 7,968 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,499,000 | 7,637 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $89,000 | 6,943 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $4,499,000 | 2,896 |
| Available-for-sale securities (fair market value) | $89,000 | 9,123 |
| Total debt securities | $4,499,000 | 8,403 |
| 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 | $4,792,000 | 8,747 |
| U.S. Government securities | $4,692,000 | 8,188 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,692,000 | 7,671 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| 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) | $4,692,000 | 3,165 |
| Available-for-sale securities (fair market value) | $100,000 | 9,364 |
| Total debt securities | $4,692,000 | 8,672 |
| 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 | $136,000 | 10,308 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $136,000 | 6,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $136,000 | 9,444 |
| Total debt securities | $0 | 10,235 |
| 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 |