Home > Security Bank > Securities
Security Bank, Securities
| 2012-03-31 | Rank | |
| Total securities | $3,103,000 | 6,636 |
| U.S. Government securities | $3,003,000 | 6,254 |
| U.S. Treasury securities | $3,003,000 | 560 |
| U.S. Government agency obligations | $0 | 6,911 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| 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 | $100,000 | 203 |
| 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 | $3,003,000 | 4,990 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| 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) | $3,103,000 | 6,206 |
| Total debt securities | $3,103,000 | 6,601 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $3,109,000 | 6,666 |
| U.S. Government securities | $3,009,000 | 6,274 |
| U.S. Treasury securities | $3,009,000 | 526 |
| U.S. Government agency obligations | $0 | 6,948 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $100,000 | 152 |
| 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 | $3,009,000 | 4,776 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| 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) | $3,109,000 | 6,211 |
| Total debt securities | $3,109,000 | 6,635 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,113,000 | 6,739 |
| U.S. Government securities | $3,013,000 | 6,328 |
| U.S. Treasury securities | $3,013,000 | 544 |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $100,000 | 149 |
| 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 | $3,013,000 | 4,787 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| 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) | $3,113,000 | 6,271 |
| Total debt securities | $3,113,000 | 6,703 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,118,000 | 6,359 |
| U.S. Government securities | $6,018,000 | 5,816 |
| U.S. Treasury securities | $6,018,000 | 430 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $100,000 | 141 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,018,000 | 3,992 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| 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) | $6,118,000 | 5,904 |
| Total debt securities | $6,118,000 | 6,327 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,121,000 | 6,379 |
| U.S. Government securities | $6,021,000 | 5,808 |
| U.S. Treasury securities | $6,021,000 | 458 |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $100,000 | 135 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,021,000 | 3,974 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| 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) | $6,121,000 | 5,910 |
| Total debt securities | $6,121,000 | 6,347 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,138,000 | 5,996 |
| U.S. Government securities | $8,027,000 | 5,249 |
| U.S. Treasury securities | $6,023,000 | 452 |
| U.S. Government agency obligations | $2,004,000 | 6,549 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $111,000 | 127 |
| 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 | $8,027,000 | 3,532 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| 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) | $8,138,000 | 5,544 |
| Total debt securities | $8,138,000 | 5,962 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $9,230,000 | 5,802 |
| U.S. Government securities | $9,115,000 | 5,011 |
| U.S. Treasury securities | $6,035,000 | 404 |
| U.S. Government agency obligations | $3,080,000 | 6,293 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| 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 | $115,000 | 122 |
| 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 | $9,115,000 | 3,358 |
| Mortgage-backed securities | $69,000 | 5,892 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,550 |
| Issued or guaranteed by U.S. | $69,000 | 5,536 |
| 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) | $9,230,000 | 5,337 |
| Total debt securities | $9,230,000 | 5,765 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $11,866,000 | 5,427 |
| U.S. Government securities | $11,753,000 | 4,612 |
| U.S. Treasury securities | $6,025,000 | 388 |
| U.S. Government agency obligations | $5,728,000 | 5,751 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| 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 | $113,000 | 119 |
| 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 | $11,752,000 | 2,974 |
| Mortgage-backed securities | $202,000 | 5,754 |
| Certificates of participation in pools of residential mortgages | $202,000 | 5,388 |
| Issued or guaranteed by U.S. | $202,000 | 5,375 |
| 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) | $11,866,000 | 4,975 |
| Total debt securities | $11,865,000 | 5,396 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,000,000 | 2,624 |
| 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 | $4,829,000 | 6,753 |
| U.S. Government securities | $4,718,000 | 6,201 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,718,000 | 6,086 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $111,000 | 128 |
| 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 | $4,718,000 | 4,473 |
| Mortgage-backed securities | $239,000 | 5,808 |
| Certificates of participation in pools of residential mortgages | $239,000 | 5,458 |
| Issued or guaranteed by U.S. | $239,000 | 5,446 |
| 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) | $4,829,000 | 6,234 |
| Total debt securities | $4,829,000 | 6,710 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,242,000 | 6,870 |
| U.S. Government securities | $4,142,000 | 6,327 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,142,000 | 6,231 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $100,000 | 134 |
| 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 | $4,142,000 | 4,649 |
| Mortgage-backed securities | $269,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,488 |
| Issued or guaranteed by U.S. | $269,000 | 5,475 |
| 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) | $4,242,000 | 6,354 |
| Total debt securities | $4,242,000 | 6,830 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,674,000 | 6,250 |
| U.S. Government securities | $7,574,000 | 5,507 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,574,000 | 5,418 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $100,000 | 133 |
| 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 | $5,261,000 | 4,321 |
| Mortgage-backed securities | $305,000 | 5,877 |
| Certificates of participation in pools of residential mortgages | $305,000 | 5,527 |
| Issued or guaranteed by U.S. | $305,000 | 5,511 |
| 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) | $7,674,000 | 5,740 |
| Total debt securities | $7,674,000 | 6,210 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,605,000 | 6,078 |
| U.S. Government securities | $8,455,000 | 5,297 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,455,000 | 5,204 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $150,000 | 128 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $346,000 | 5,911 |
| Certificates of participation in pools of residential mortgages | $346,000 | 5,556 |
| Issued or guaranteed by U.S. | $346,000 | 5,539 |
| 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) | $8,605,000 | 5,575 |
| Total debt securities | $8,605,000 | 6,027 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $10,474,000 | 5,803 |
| U.S. Government securities | $10,324,000 | 5,015 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,324,000 | 4,931 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $150,000 | 127 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $384,000 | 5,935 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,591 |
| Issued or guaranteed by U.S. | $384,000 | 5,576 |
| 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) | $10,474,000 | 5,296 |
| Total debt securities | $10,474,000 | 5,754 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $7,150,000 | 6,468 |
| U.S. Government securities | $7,000,000 | 5,854 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,000,000 | 5,769 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $150,000 | 120 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $406,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $406,000 | 5,576 |
| Issued or guaranteed by U.S. | $406,000 | 5,560 |
| 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) | $7,150,000 | 5,929 |
| Total debt securities | $7,150,000 | 6,431 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $10,410,000 | 5,801 |
| U.S. Government securities | $10,260,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,260,000 | 4,960 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $150,000 | 129 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $418,000 | 5,905 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,558 |
| Issued or guaranteed by U.S. | $418,000 | 5,542 |
| 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) | $10,410,000 | 5,268 |
| Total debt securities | $10,410,000 | 5,751 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $14,633,000 | 5,174 |
| U.S. Government securities | $14,483,000 | 4,312 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,483,000 | 4,242 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $150,000 | 139 |
| 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 | $433,000 | 5,915 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,563 |
| Issued or guaranteed by U.S. | $433,000 | 5,539 |
| 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) | $14,483,000 | 922 |
| Available-for-sale securities (fair market value) | $150,000 | 7,516 |
| Total debt securities | $14,633,000 | 5,117 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $14,660,000 | 5,167 |
| U.S. Government securities | $14,510,000 | 4,312 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,510,000 | 4,236 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $150,000 | 149 |
| 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 | $460,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $460,000 | 5,514 |
| Issued or guaranteed by U.S. | $460,000 | 5,485 |
| 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) | $14,510,000 | 921 |
| Available-for-sale securities (fair market value) | $150,000 | 7,552 |
| Total debt securities | $14,660,000 | 5,111 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $13,429,000 | 5,424 |
| U.S. Government securities | $13,229,000 | 4,634 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,229,000 | 4,540 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $200,000 | 143 |
| 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 | $479,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $479,000 | 5,349 |
| Issued or guaranteed by U.S. | $479,000 | 5,328 |
| 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) | $13,229,000 | 1,027 |
| Available-for-sale securities (fair market value) | $200,000 | 7,550 |
| Total debt securities | $13,429,000 | 5,371 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $1,193,000 | 8,007 |
| U.S. Government securities | $993,000 | 7,871 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $993,000 | 7,766 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $200,000 | 144 |
| 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 | $493,000 | 6,486 |
| Mortgage-backed securities | $493,000 | 5,674 |
| Certificates of participation in pools of residential mortgages | $493,000 | 5,249 |
| Issued or guaranteed by U.S. | $493,000 | 5,230 |
| 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) | $993,000 | 2,750 |
| Available-for-sale securities (fair market value) | $200,000 | 7,591 |
| Total debt securities | $1,193,000 | 7,964 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $708,000 | 8,159 |
| U.S. Government securities | $508,000 | 8,033 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $508,000 | 7,927 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $200,000 | 144 |
| 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 | $508,000 | 6,472 |
| Mortgage-backed securities | $508,000 | 5,665 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,247 |
| Issued or guaranteed by U.S. | $508,000 | 5,229 |
| 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) | $508,000 | 3,031 |
| Available-for-sale securities (fair market value) | $200,000 | 7,631 |
| Total debt securities | $708,000 | 8,117 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $732,000 | 8,193 |
| U.S. Government securities | $532,000 | 8,071 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $532,000 | 7,967 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $200,000 | 153 |
| 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 | $532,000 | 6,492 |
| Mortgage-backed securities | $532,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,232 |
| Issued or guaranteed by U.S. | $532,000 | 5,211 |
| 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) | $532,000 | 3,066 |
| Available-for-sale securities (fair market value) | $200,000 | 7,646 |
| Total debt securities | $732,000 | 8,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $757,000 | 8,233 |
| U.S. Government securities | $557,000 | 8,111 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $557,000 | 8,008 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $200,000 | 153 |
| 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 | $557,000 | 6,512 |
| Mortgage-backed securities | $557,000 | 5,641 |
| Certificates of participation in pools of residential mortgages | $557,000 | 5,216 |
| Issued or guaranteed by U.S. | $557,000 | 5,197 |
| 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) | $557,000 | 3,113 |
| Available-for-sale securities (fair market value) | $200,000 | 7,704 |
| Total debt securities | $757,000 | 8,187 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $784,000 | 8,309 |
| U.S. Government securities | $584,000 | 8,189 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $584,000 | 8,084 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $200,000 | 153 |
| 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 | $584,000 | 6,564 |
| Mortgage-backed securities | $584,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $584,000 | 5,194 |
| Issued or guaranteed by U.S. | $584,000 | 5,170 |
| 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) | $584,000 | 3,162 |
| Available-for-sale securities (fair market value) | $200,000 | 7,762 |
| Total debt securities | $784,000 | 8,266 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $828,000 | 8,344 |
| U.S. Government securities | $628,000 | 8,222 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $628,000 | 8,108 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $200,000 | 161 |
| 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 | $628,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $628,000 | 5,186 |
| Issued or guaranteed by U.S. | $628,000 | 5,164 |
| 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) | $628,000 | 3,168 |
| Available-for-sale securities (fair market value) | $200,000 | 7,799 |
| Total debt securities | $828,000 | 8,303 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $863,000 | 8,381 |
| U.S. Government securities | $663,000 | 8,262 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $663,000 | 8,149 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $200,000 | 164 |
| 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 | $663,000 | 6,589 |
| Mortgage-backed securities | $663,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $663,000 | 5,181 |
| Issued or guaranteed by U.S. | $663,000 | 5,161 |
| 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) | $663,000 | 3,200 |
| Available-for-sale securities (fair market value) | $200,000 | 7,832 |
| Total debt securities | $863,000 | 8,343 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $884,000 | 8,431 |
| U.S. Government securities | $684,000 | 8,308 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $684,000 | 8,187 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $200,000 | 159 |
| 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 | $684,000 | 6,613 |
| Mortgage-backed securities | $684,000 | 5,637 |
| Certificates of participation in pools of residential mortgages | $684,000 | 5,188 |
| Issued or guaranteed by U.S. | $684,000 | 5,168 |
| 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) | $684,000 | 3,276 |
| Available-for-sale securities (fair market value) | $200,000 | 7,872 |
| Total debt securities | $883,000 | 8,391 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $974,000 | 8,452 |
| U.S. Government securities | $774,000 | 8,320 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $774,000 | 8,211 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $200,000 | 163 |
| 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 | $712,000 | 6,627 |
| Mortgage-backed securities | $774,000 | 5,612 |
| Certificates of participation in pools of residential mortgages | $712,000 | 5,207 |
| Issued or guaranteed by U.S. | $712,000 | 5,189 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $62,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,115 |
| 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) | $774,000 | 3,253 |
| Available-for-sale securities (fair market value) | $200,000 | 7,910 |
| Total debt securities | $974,000 | 8,411 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $1,234,000 | 8,404 |
| U.S. Government securities | $1,034,000 | 8,248 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,034,000 | 8,121 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $200,000 | 164 |
| 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 | $763,000 | 6,599 |
| Mortgage-backed securities | $1,034,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $763,000 | 5,221 |
| Issued or guaranteed by U.S. | $763,000 | 5,200 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $271,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,847 |
| 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) | $1,034,000 | 3,130 |
| Available-for-sale securities (fair market value) | $200,000 | 7,929 |
| Total debt securities | $1,234,000 | 8,365 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $1,840,000 | 8,360 |
| U.S. Government securities | $1,640,000 | 8,144 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,640,000 | 8,010 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $200,000 | 169 |
| 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 | $805,000 | 6,611 |
| Mortgage-backed securities | $1,640,000 | 5,211 |
| Certificates of participation in pools of residential mortgages | $805,000 | 5,248 |
| Issued or guaranteed by U.S. | $805,000 | 5,232 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $835,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 2,473 |
| 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) | $1,640,000 | 2,893 |
| Available-for-sale securities (fair market value) | $200,000 | 8,008 |
| Total debt securities | $1,840,000 | 8,306 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $2,657,000 | 8,221 |
| U.S. Government securities | $2,457,000 | 7,919 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,457,000 | 7,771 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $200,000 | 166 |
| 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 | $834,000 | 6,616 |
| Mortgage-backed securities | $2,457,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $834,000 | 5,264 |
| Issued or guaranteed by U.S. | $834,000 | 5,248 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,623,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $1,623,000 | 2,098 |
| 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) | $2,457,000 | 2,613 |
| Available-for-sale securities (fair market value) | $200,000 | 8,040 |
| Total debt securities | $2,657,000 | 8,162 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,811,000 | 7,965 |
| U.S. Government securities | $3,611,000 | 7,566 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,611,000 | 7,414 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $200,000 | 170 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $3,611,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $873,000 | 5,251 |
| Issued or guaranteed by U.S. | $873,000 | 5,238 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,738,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $2,738,000 | 1,746 |
| 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) | $3,611,000 | 2,324 |
| Available-for-sale securities (fair market value) | $200,000 | 8,086 |
| Total debt securities | $3,811,000 | 7,901 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,172,000 | 7,711 |
| U.S. Government securities | $4,972,000 | 7,217 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,972,000 | 7,060 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $200,000 | 172 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $4,972,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $928,000 | 5,282 |
| Issued or guaranteed by U.S. | $928,000 | 5,266 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,044,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $4,044,000 | 1,513 |
| 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) | $4,972,000 | 2,065 |
| Available-for-sale securities (fair market value) | $200,000 | 8,144 |
| Total debt securities | $5,172,000 | 7,643 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $15,248,000 | 5,514 |
| U.S. Government securities | $15,148,000 | 4,612 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,148,000 | 4,468 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $100,000 | 205 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $14,133,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $7,547,000 | 2,819 |
| Issued or guaranteed by U.S. | $7,547,000 | 2,809 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,586,000 | 1,419 |
| CMOs issued by government agencies or sponsored agencies | $6,586,000 | 1,262 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $15,248,000 | 4,839 |
| Total debt securities | $15,248,000 | 5,427 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $16,557,000 | 5,348 |
| U.S. Government securities | $16,457,000 | 4,433 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,457,000 | 4,287 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $100,000 | 217 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $15,448,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $7,890,000 | 2,779 |
| Issued or guaranteed by U.S. | $7,890,000 | 2,764 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,558,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $7,558,000 | 1,212 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $16,557,000 | 4,662 |
| Total debt securities | $16,557,000 | 5,257 |
| 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 | $16,776,000 | 5,231 |
| U.S. Government securities | $7,296,000 | 6,380 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,296,000 | 6,196 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $9,380,000 | 915 |
| Privately issued residential mortgage-backed securities | $9,380,000 | 281 |
| 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 | $100,000 | 223 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $16,676,000 | 2,246 |
| Certificates of participation in pools of residential mortgages | $7,296,000 | 2,877 |
| Issued or guaranteed by U.S. | $7,296,000 | 2,864 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,380,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $9,380,000 | 244 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $16,776,000 | 4,581 |
| Total debt securities | $16,776,000 | 5,146 |
| 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 | $18,949,000 | 4,837 |
| U.S. Government securities | $18,849,000 | 3,845 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,849,000 | 3,693 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $100,000 | 222 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $18,849,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $1,748,000 | 4,827 |
| Issued or guaranteed by U.S. | $1,748,000 | 4,812 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $17,101,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $17,101,000 | 832 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $18,949,000 | 4,213 |
| Total debt securities | $18,949,000 | 4,741 |
| 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 | $26,978,000 | 3,809 |
| U.S. Government securities | $26,878,000 | 2,957 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $26,878,000 | 2,832 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $100,000 | 218 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $24,873,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 4,667 |
| Issued or guaranteed by U.S. | $1,982,000 | 4,651 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $22,891,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $22,891,000 | 705 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $26,978,000 | 3,293 |
| Total debt securities | $26,978,000 | 3,736 |
| 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 | $18,482,000 | 4,873 |
| U.S. Government securities | $18,382,000 | 3,923 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,382,000 | 3,753 |
| 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 | $100,000 | 223 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $16,361,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $2,042,000 | 4,622 |
| Issued or guaranteed by U.S. | $2,042,000 | 4,605 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $14,319,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $14,319,000 | 951 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $18,482,000 | 4,204 |
| Total debt securities | $18,482,000 | 4,790 |
| 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 | $12,562,000 | 5,885 |
| U.S. Government securities | $12,462,000 | 4,912 |
| U.S. Treasury securities | $2,484,000 | 1,252 |
| U.S. Government agency obligations | $9,978,000 | 5,280 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $100,000 | 3,936 |
| 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 | $100,000 | 3,406 |
| 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 | $4,556,000 | 4,583 |
| Mortgage-backed securities | $7,945,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $4,013,000 | 3,460 |
| Issued or guaranteed by U.S. | $4,013,000 | 3,446 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,932,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $3,932,000 | 1,983 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $12,562,000 | 5,041 |
| Total debt securities | $12,562,000 | 5,785 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $13,474,000 | 5,886 |
| U.S. Government securities | $12,785,000 | 5,071 |
| U.S. Treasury securities | $7,434,000 | 806 |
| U.S. Government agency obligations | $5,351,000 | 7,257 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $100,000 | 3,590 |
| 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 | $100,000 | 3,131 |
| Foreign debt securities | NA | NA |
| Equity securities | $589,000 | 3,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,284,000 | 4,965 |
| Mortgage-backed securities | $3,401,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $3,401,000 | 3,203 |
| Issued or guaranteed by U.S. | $3,401,000 | 3,187 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $13,474,000 | 4,907 |
| Total debt securities | $12,885,000 | 5,900 |
| 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 | $11,371,000 | 6,684 |
| U.S. Government securities | $10,698,000 | 5,895 |
| U.S. Treasury securities | $4,870,000 | 1,623 |
| U.S. Government agency obligations | $5,828,000 | 7,167 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $100,000 | 3,509 |
| 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 | $100,000 | 2,969 |
| Foreign debt securities | NA | NA |
| Equity securities | $573,000 | 3,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,870,000 | 4,690 |
| Mortgage-backed securities | $3,987,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $3,987,000 | 3,146 |
| Issued or guaranteed by U.S. | $3,987,000 | 3,133 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $11,371,000 | 5,506 |
| Total debt securities | $10,798,000 | 6,719 |
| 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 | $4,692,000 | 8,863 |
| U.S. Government securities | $3,758,000 | 8,635 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,758,000 | 7,821 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $50,000 | 3,643 |
| 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 | $50,000 | 3,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $884,000 | 2,534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,737,000 | 4,937 |
| Mortgage-backed securities | $744,000 | 6,373 |
| Certificates of participation in pools of residential mortgages | $744,000 | 5,590 |
| Issued or guaranteed by U.S. | $744,000 | 5,572 |
| 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) | $4,692,000 | 7,469 |
| Total debt securities | $3,808,000 | 9,061 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,282,000 | 9,874 |
| U.S. Government securities | $2,348,000 | 9,869 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $2,348,000 | 8,823 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $50,000 | 3,510 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 2,758 |
| Foreign debt securities | NA | NA |
| Equity securities | $884,000 | 2,527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,989,000 | 6,534 |
| Mortgage-backed securities | $109,000 | 7,860 |
| Certificates of participation in pools of residential mortgages | $109,000 | 7,248 |
| Issued or guaranteed by U.S. | $109,000 | 7,221 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $3,282,000 | 8,187 |
| Total debt securities | $2,398,000 | 10,091 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,602 |
| Fair value | $738,000 | 1,633 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $9,144,000 | 8,233 |
| U.S. Government securities | $8,704,000 | 7,530 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $8,704,000 | 5,950 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $50,000 | 4,066 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 3,096 |
| Foreign debt securities | NA | NA |
| Equity securities | $390,000 | 4,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,122,000 | 5,078 |
| Mortgage-backed securities | $599,000 | 7,370 |
| Certificates of participation in pools of residential mortgages | $599,000 | 6,469 |
| Issued or guaranteed by U.S. | $599,000 | 6,453 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $9,144,000 | 6,253 |
| Total debt securities | $8,754,000 | 8,234 |
| Structured notes | ||
| Amortized cost | $1,704,000 | 1,260 |
| Fair value | $1,642,000 | 1,264 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,565,000 | 10,794 |
| U.S. Government securities | $3,132,000 | 10,512 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $3,132,000 | 8,876 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $50,000 | 4,764 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 3,681 |
| Foreign debt securities | NA | NA |
| Equity securities | $383,000 | 3,796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,942,000 | 6,977 |
| Mortgage-backed securities | $715,000 | 7,679 |
| Certificates of participation in pools of residential mortgages | $715,000 | 6,573 |
| Issued or guaranteed by U.S. | $715,000 | 6,542 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $3,565,000 | 8,679 |
| Total debt securities | $3,182,000 | 10,858 |
| Structured notes | ||
| Amortized cost | $1,706,000 | 1,933 |
| Fair value | $1,632,000 | 1,952 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,938,000 | 11,721 |
| U.S. Government securities | $2,782,000 | 11,385 |
| U.S. Treasury securities | $250,000 | 10,850 |
| U.S. Government agency obligations | $2,532,000 | 9,483 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $156,000 | 5,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,183,000 | 8,153 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $2,938,000 | 8,172 |
| Total debt securities | $2,782,000 | 11,690 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $2,173,000 | 12,505 |
| U.S. Government securities | $2,047,000 | 12,180 |
| U.S. Treasury securities | $355,000 | 11,123 |
| U.S. Government agency obligations | $1,692,000 | 10,533 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 5,281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 8,847 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,047,000 | 12,437 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,864,000 | 12,199 |
| U.S. Government securities | $3,738,000 | 11,622 |
| U.S. Treasury securities | $250,000 | 11,790 |
| U.S. Government agency obligations | $3,488,000 | 9,131 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 4,701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,294,000 | 5,710 |
| Mortgage-backed securities | $2,099,000 | 7,546 |
| Certificates of participation in pools of residential mortgages | $2,099,000 | 6,013 |
| Issued or guaranteed by U.S. | $2,099,000 | 5,944 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,738,000 | 12,133 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |