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Security State Bank, Securities
| 2011-09-30 | Rank | |
| Total securities | $0 | 7,264 |
| U.S. Government securities | $0 | 7,111 |
| U.S. Treasury securities | $0 | 1,126 |
| 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 | $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 | $0 | 5,942 |
| 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) | $0 | 6,827 |
| Total debt securities | $0 | 7,229 |
| 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 | $8,802,000 | 5,997 |
| U.S. Government securities | $5,558,000 | 5,901 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,558,000 | 5,774 |
| Securities issued by states & political subdivisions | $3,244,000 | 3,975 |
| 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 | $4,724,000 | 4,308 |
| Mortgage-backed securities | $2,911,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $2,911,000 | 4,076 |
| Issued or guaranteed by U.S. | $2,911,000 | 4,063 |
| 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) | $18,000 | 2,910 |
| Available-for-sale securities (fair market value) | $8,784,000 | 5,541 |
| Total debt securities | $8,802,000 | 5,963 |
| Structured notes | ||
| Amortized cost | $1,514,000 | 2,180 |
| Fair value | $1,519,000 | 2,192 |
| 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 | $8,554,000 | 6,026 |
| U.S. Government securities | $6,288,000 | 5,753 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,288,000 | 5,626 |
| Securities issued by states & political subdivisions | $2,266,000 | 4,321 |
| 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 | $5,351,000 | 4,126 |
| Mortgage-backed securities | $3,141,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $3,141,000 | 3,949 |
| Issued or guaranteed by U.S. | $3,141,000 | 3,938 |
| 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) | $19,000 | 2,928 |
| Available-for-sale securities (fair market value) | $8,535,000 | 5,567 |
| Total debt securities | $8,554,000 | 5,984 |
| Structured notes | ||
| Amortized cost | $1,518,000 | 2,228 |
| Fair value | $1,506,000 | 2,237 |
| 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 | $8,811,000 | 5,885 |
| U.S. Government securities | $6,497,000 | 5,571 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,497,000 | 5,457 |
| Securities issued by states & political subdivisions | $2,314,000 | 4,285 |
| 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 | $5,752,000 | 4,001 |
| Mortgage-backed securities | $3,339,000 | 4,393 |
| Certificates of participation in pools of residential mortgages | $3,339,000 | 3,796 |
| Issued or guaranteed by U.S. | $3,339,000 | 3,787 |
| 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) | $20,000 | 2,954 |
| Available-for-sale securities (fair market value) | $8,791,000 | 5,438 |
| Total debt securities | $8,811,000 | 5,844 |
| 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 | $6,747,000 | 6,239 |
| U.S. Government securities | $5,784,000 | 5,729 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,784,000 | 5,609 |
| Securities issued by states & political subdivisions | $963,000 | 4,890 |
| 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 | $3,836,000 | 4,609 |
| Mortgage-backed securities | $3,609,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $3,609,000 | 3,712 |
| Issued or guaranteed by U.S. | $3,609,000 | 3,704 |
| 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) | $20,000 | 3,035 |
| Available-for-sale securities (fair market value) | $6,727,000 | 5,743 |
| Total debt securities | $6,747,000 | 6,201 |
| 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 | $7,574,000 | 6,173 |
| U.S. Government securities | $6,620,000 | 5,657 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,620,000 | 5,546 |
| Securities issued by states & political subdivisions | $954,000 | 4,885 |
| 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 | $5,216,000 | 4,229 |
| Mortgage-backed securities | $3,933,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $3,933,000 | 3,640 |
| Issued or guaranteed by U.S. | $3,933,000 | 3,632 |
| 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) | $21,000 | 3,103 |
| Available-for-sale securities (fair market value) | $7,553,000 | 5,683 |
| Total debt securities | $7,574,000 | 6,130 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,531,000 | 6,063 |
| U.S. Government securities | $7,575,000 | 5,512 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,575,000 | 5,400 |
| Securities issued by states & political subdivisions | $956,000 | 4,884 |
| 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 | $6,566,000 | 3,962 |
| Mortgage-backed securities | $4,243,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $4,243,000 | 3,651 |
| Issued or guaranteed by U.S. | $4,243,000 | 3,645 |
| 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) | $21,000 | 3,155 |
| Available-for-sale securities (fair market value) | $8,510,000 | 5,574 |
| Total debt securities | $8,531,000 | 6,017 |
| 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 | $7,598,000 | 6,226 |
| U.S. Government securities | $6,642,000 | 5,683 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,642,000 | 5,579 |
| Securities issued by states & political subdivisions | $956,000 | 4,929 |
| 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 | $4,893,000 | 4,440 |
| Mortgage-backed securities | $2,537,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $2,537,000 | 4,302 |
| Issued or guaranteed by U.S. | $2,537,000 | 4,295 |
| 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) | $22,000 | 3,214 |
| Available-for-sale securities (fair market value) | $7,576,000 | 5,738 |
| Total debt securities | $7,598,000 | 6,184 |
| 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 | $5,371,000 | 6,727 |
| U.S. Government securities | $4,405,000 | 6,317 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,405,000 | 6,225 |
| Securities issued by states & political subdivisions | $966,000 | 4,956 |
| 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 | $3,893,000 | 4,760 |
| Mortgage-backed securities | $1,373,000 | 5,317 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,373,000 | 4,867 |
| 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) | $24,000 | 3,300 |
| Available-for-sale securities (fair market value) | $5,347,000 | 6,196 |
| Total debt securities | $5,371,000 | 6,686 |
| 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 | $5,509,000 | 6,707 |
| U.S. Government securities | $4,559,000 | 6,289 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,559,000 | 6,197 |
| Securities issued by states & political subdivisions | $950,000 | 4,959 |
| 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 | $4,014,000 | 4,727 |
| Mortgage-backed securities | $1,520,000 | 5,314 |
| Certificates of participation in pools of residential mortgages | $1,520,000 | 4,876 |
| Issued or guaranteed by U.S. | $1,520,000 | 4,862 |
| 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) | $24,000 | 3,350 |
| Available-for-sale securities (fair market value) | $5,485,000 | 6,176 |
| Total debt securities | $5,509,000 | 6,666 |
| 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 | $4,873,000 | 6,874 |
| U.S. Government securities | $3,917,000 | 6,597 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,917,000 | 6,510 |
| Securities issued by states & political subdivisions | $956,000 | 4,885 |
| 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 | $3,236,000 | 5,063 |
| Mortgage-backed securities | $1,691,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $1,691,000 | 4,885 |
| Issued or guaranteed by U.S. | $1,691,000 | 4,870 |
| 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) | $25,000 | 3,382 |
| Available-for-sale securities (fair market value) | $4,848,000 | 6,324 |
| Total debt securities | $4,873,000 | 6,833 |
| 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 | $4,115,000 | 7,106 |
| U.S. Government securities | $3,172,000 | 6,919 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,172,000 | 6,821 |
| Securities issued by states & political subdivisions | $943,000 | 4,858 |
| 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 | $2,421,000 | 5,444 |
| Mortgage-backed securities | $1,800,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $1,800,000 | 4,835 |
| Issued or guaranteed by U.S. | $1,800,000 | 4,820 |
| 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) | $26,000 | 3,399 |
| Available-for-sale securities (fair market value) | $4,089,000 | 6,545 |
| Total debt securities | $4,115,000 | 7,065 |
| 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 | $4,020,000 | 7,145 |
| U.S. Government securities | $3,080,000 | 6,974 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,080,000 | 6,871 |
| Securities issued by states & political subdivisions | $940,000 | 4,855 |
| 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 | $2,871,000 | 5,294 |
| Mortgage-backed securities | $1,897,000 | 5,206 |
| Certificates of participation in pools of residential mortgages | $1,897,000 | 4,750 |
| Issued or guaranteed by U.S. | $1,897,000 | 4,735 |
| 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) | $26,000 | 3,428 |
| Available-for-sale securities (fair market value) | $3,994,000 | 6,566 |
| Total debt securities | $4,020,000 | 7,103 |
| 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 | $4,399,000 | 7,117 |
| U.S. Government securities | $3,461,000 | 6,915 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,461,000 | 6,813 |
| Securities issued by states & political subdivisions | $938,000 | 4,894 |
| 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 | $3,332,000 | 5,091 |
| Mortgage-backed securities | $2,027,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $2,027,000 | 4,698 |
| Issued or guaranteed by U.S. | $2,027,000 | 4,678 |
| 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) | $27,000 | 3,450 |
| Available-for-sale securities (fair market value) | $4,372,000 | 6,530 |
| Total debt securities | $4,399,000 | 7,059 |
| 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 | $4,265,000 | 7,183 |
| U.S. Government securities | $3,583,000 | 6,898 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,583,000 | 6,794 |
| Securities issued by states & political subdivisions | $682,000 | 5,117 |
| 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 | $3,360,000 | 5,039 |
| Mortgage-backed securities | $2,208,000 | 5,006 |
| Certificates of participation in pools of residential mortgages | $2,208,000 | 4,527 |
| Issued or guaranteed by U.S. | $2,208,000 | 4,507 |
| 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) | $28,000 | 3,491 |
| Available-for-sale securities (fair market value) | $4,237,000 | 6,595 |
| Total debt securities | $4,265,000 | 7,126 |
| 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 | $4,350,000 | 7,245 |
| U.S. Government securities | $3,673,000 | 7,004 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,673,000 | 6,891 |
| Securities issued by states & political subdivisions | $677,000 | 5,147 |
| 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 | $3,668,000 | 4,975 |
| Mortgage-backed securities | $2,316,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $2,316,000 | 4,211 |
| Issued or guaranteed by U.S. | $2,316,000 | 4,195 |
| 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) | $29,000 | 3,550 |
| Available-for-sale securities (fair market value) | $4,321,000 | 6,612 |
| Total debt securities | $4,350,000 | 7,189 |
| 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 | $4,607,000 | 7,217 |
| U.S. Government securities | $3,795,000 | 7,029 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,795,000 | 6,915 |
| Securities issued by states & political subdivisions | $812,000 | 5,057 |
| 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 | $2,837,000 | 5,330 |
| Mortgage-backed securities | $2,444,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $2,444,000 | 3,996 |
| Issued or guaranteed by U.S. | $2,444,000 | 3,981 |
| 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) | $30,000 | 3,593 |
| Available-for-sale securities (fair market value) | $4,577,000 | 6,582 |
| Total debt securities | $4,607,000 | 7,173 |
| 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 | $4,722,000 | 7,236 |
| U.S. Government securities | $3,918,000 | 7,036 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,918,000 | 6,917 |
| Securities issued by states & political subdivisions | $804,000 | 5,088 |
| 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 | $2,787,000 | 5,387 |
| Mortgage-backed securities | $2,581,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 3,896 |
| Issued or guaranteed by U.S. | $2,581,000 | 3,885 |
| 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) | $31,000 | 3,635 |
| Available-for-sale securities (fair market value) | $4,691,000 | 6,580 |
| Total debt securities | $4,722,000 | 7,192 |
| 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 | $5,516,000 | 7,105 |
| U.S. Government securities | $4,603,000 | 6,876 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,603,000 | 6,741 |
| Securities issued by states & political subdivisions | $913,000 | 5,029 |
| 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 | $3,117,000 | 5,247 |
| Mortgage-backed securities | $2,784,000 | 4,375 |
| Certificates of participation in pools of residential mortgages | $2,784,000 | 3,794 |
| Issued or guaranteed by U.S. | $2,784,000 | 3,779 |
| 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) | $32,000 | 3,701 |
| Available-for-sale securities (fair market value) | $5,484,000 | 6,434 |
| Total debt securities | $5,516,000 | 7,060 |
| 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 | $5,795,000 | 7,082 |
| U.S. Government securities | $4,780,000 | 6,874 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,780,000 | 6,750 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,969 |
| 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 | $3,465,000 | 5,130 |
| Mortgage-backed securities | $2,964,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $2,964,000 | 3,703 |
| Issued or guaranteed by U.S. | $2,964,000 | 3,693 |
| 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) | $33,000 | 3,783 |
| Available-for-sale securities (fair market value) | $5,762,000 | 6,400 |
| Total debt securities | $5,795,000 | 7,031 |
| 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 | $6,311,000 | 7,039 |
| U.S. Government securities | $5,279,000 | 6,781 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,279,000 | 6,646 |
| Securities issued by states & political subdivisions | $1,032,000 | 4,981 |
| 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 | $2,968,000 | 5,377 |
| Mortgage-backed securities | $3,143,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $3,143,000 | 3,631 |
| Issued or guaranteed by U.S. | $3,143,000 | 3,610 |
| 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) | $35,000 | 3,861 |
| Available-for-sale securities (fair market value) | $6,276,000 | 6,322 |
| Total debt securities | $6,311,000 | 6,984 |
| 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 | $7,274,000 | 6,830 |
| U.S. Government securities | $5,798,000 | 6,648 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,798,000 | 6,508 |
| Securities issued by states & political subdivisions | $1,476,000 | 4,655 |
| 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 | $3,358,000 | 5,205 |
| Mortgage-backed securities | $3,333,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $3,333,000 | 3,545 |
| Issued or guaranteed by U.S. | $3,333,000 | 3,532 |
| 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) | $37,000 | 3,920 |
| Available-for-sale securities (fair market value) | $7,237,000 | 6,124 |
| Total debt securities | $7,272,000 | 6,775 |
| 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 | $7,675,000 | 6,802 |
| U.S. Government securities | $6,186,000 | 6,577 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,186,000 | 6,433 |
| Securities issued by states & political subdivisions | $1,489,000 | 4,676 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,508,000 | 4,769 |
| Mortgage-backed securities | $3,613,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $3,613,000 | 3,484 |
| Issued or guaranteed by U.S. | $3,613,000 | 3,470 |
| 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) | $39,000 | 3,987 |
| Available-for-sale securities (fair market value) | $7,636,000 | 6,088 |
| Total debt securities | $7,674,000 | 6,753 |
| 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 | $7,158,000 | 6,969 |
| U.S. Government securities | $5,663,000 | 6,764 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,663,000 | 6,623 |
| Securities issued by states & political subdivisions | $1,495,000 | 4,693 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,508,000 | 4,749 |
| Mortgage-backed securities | $3,445,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $3,445,000 | 3,574 |
| Issued or guaranteed by U.S. | $3,445,000 | 3,559 |
| 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) | $41,000 | 4,058 |
| Available-for-sale securities (fair market value) | $7,117,000 | 6,227 |
| Total debt securities | $7,158,000 | 6,907 |
| 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 | $7,580,000 | 6,876 |
| U.S. Government securities | $5,971,000 | 6,650 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,971,000 | 6,514 |
| Securities issued by states & political subdivisions | $1,609,000 | 4,615 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,233,000 | 4,858 |
| Mortgage-backed securities | $3,749,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $3,749,000 | 3,511 |
| Issued or guaranteed by U.S. | $3,749,000 | 3,497 |
| 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) | $45,000 | 4,104 |
| Available-for-sale securities (fair market value) | $7,535,000 | 6,143 |
| Total debt securities | $7,580,000 | 6,820 |
| 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 | $8,463,000 | 6,715 |
| U.S. Government securities | $6,841,000 | 6,458 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,841,000 | 6,328 |
| Securities issued by states & political subdivisions | $1,622,000 | 4,593 |
| 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 | $4,251,000 | 4,835 |
| Mortgage-backed securities | $4,113,000 | 4,074 |
| Certificates of participation in pools of residential mortgages | $4,113,000 | 3,471 |
| Issued or guaranteed by U.S. | $4,113,000 | 3,455 |
| 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) | $48,000 | 4,152 |
| Available-for-sale securities (fair market value) | $8,415,000 | 5,989 |
| Total debt securities | $8,463,000 | 6,657 |
| 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 | $7,847,000 | 6,923 |
| U.S. Government securities | $6,200,000 | 6,703 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,200,000 | 6,543 |
| Securities issued by states & political subdivisions | $1,647,000 | 4,589 |
| 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 | $4,251,000 | 4,877 |
| Mortgage-backed securities | $4,152,000 | 4,147 |
| Certificates of participation in pools of residential mortgages | $4,152,000 | 3,529 |
| Issued or guaranteed by U.S. | $4,152,000 | 3,519 |
| 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) | $52,000 | 4,204 |
| Available-for-sale securities (fair market value) | $7,795,000 | 6,157 |
| Total debt securities | $7,847,000 | 6,867 |
| 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 | $6,860,000 | 7,160 |
| U.S. Government securities | $5,211,000 | 7,038 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,211,000 | 6,881 |
| Securities issued by states & political subdivisions | $1,649,000 | 4,596 |
| 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 | $3,890,000 | 4,999 |
| Mortgage-backed securities | $3,349,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $3,349,000 | 3,880 |
| Issued or guaranteed by U.S. | $3,349,000 | 3,871 |
| 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) | $56,000 | 4,263 |
| Available-for-sale securities (fair market value) | $6,804,000 | 6,383 |
| Total debt securities | $6,860,000 | 7,095 |
| 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 | $7,518,000 | 7,044 |
| U.S. Government securities | $5,525,000 | 6,967 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,525,000 | 6,806 |
| Securities issued by states & political subdivisions | $1,993,000 | 4,367 |
| 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 | $3,561,000 | 5,160 |
| Mortgage-backed securities | $3,647,000 | 4,402 |
| Certificates of participation in pools of residential mortgages | $3,647,000 | 3,799 |
| Issued or guaranteed by U.S. | $3,647,000 | 3,792 |
| 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) | $61,000 | 4,311 |
| Available-for-sale securities (fair market value) | $7,457,000 | 6,283 |
| Total debt securities | $7,518,000 | 6,982 |
| 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 | $8,620,000 | 6,874 |
| U.S. Government securities | $6,639,000 | 6,698 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,639,000 | 6,530 |
| Securities issued by states & political subdivisions | $1,981,000 | 4,381 |
| 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 | $5,336,000 | 4,473 |
| Mortgage-backed securities | $3,930,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $3,930,000 | 3,753 |
| Issued or guaranteed by U.S. | $3,930,000 | 3,744 |
| 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) | $68,000 | 4,349 |
| Available-for-sale securities (fair market value) | $8,552,000 | 6,135 |
| Total debt securities | $8,620,000 | 6,802 |
| 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 | $8,829,000 | 6,811 |
| U.S. Government securities | $6,793,000 | 6,583 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,793,000 | 6,428 |
| Securities issued by states & political subdivisions | $2,036,000 | 4,330 |
| 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 | $5,336,000 | 4,424 |
| Mortgage-backed securities | $4,037,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 3,748 |
| Issued or guaranteed by U.S. | $4,037,000 | 3,740 |
| 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) | $78,000 | 4,382 |
| Available-for-sale securities (fair market value) | $8,751,000 | 6,072 |
| Total debt securities | $8,829,000 | 6,734 |
| 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 | $8,252,000 | 7,004 |
| U.S. Government securities | $6,084,000 | 6,890 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,084,000 | 6,716 |
| Securities issued by states & political subdivisions | $2,168,000 | 4,289 |
| 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 | $5,971,000 | 4,135 |
| Mortgage-backed securities | $3,439,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $3,439,000 | 3,942 |
| Issued or guaranteed by U.S. | $3,439,000 | 3,931 |
| 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) | $85,000 | 4,425 |
| Available-for-sale securities (fair market value) | $8,167,000 | 6,227 |
| Total debt securities | $8,252,000 | 6,925 |
| 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 | $9,163,000 | 6,722 |
| U.S. Government securities | $7,001,000 | 6,466 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,001,000 | 6,280 |
| Securities issued by states & political subdivisions | $2,162,000 | 4,304 |
| 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 | $7,930,000 | 3,553 |
| Mortgage-backed securities | $3,847,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $3,847,000 | 3,797 |
| Issued or guaranteed by U.S. | $3,847,000 | 3,785 |
| 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) | $99,000 | 4,434 |
| Available-for-sale securities (fair market value) | $9,064,000 | 5,978 |
| Total debt securities | $9,163,000 | 6,629 |
| 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 | $8,168,000 | 6,913 |
| U.S. Government securities | $5,971,000 | 6,735 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,971,000 | 6,561 |
| Securities issued by states & political subdivisions | $2,197,000 | 4,244 |
| 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 | $7,630,000 | 3,600 |
| Mortgage-backed securities | $4,055,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $4,055,000 | 3,745 |
| Issued or guaranteed by U.S. | $4,055,000 | 3,736 |
| 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) | $123,000 | 4,412 |
| Available-for-sale securities (fair market value) | $8,045,000 | 6,170 |
| Total debt securities | $8,168,000 | 6,812 |
| 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 | $9,482,000 | 6,603 |
| U.S. Government securities | $7,113,000 | 6,419 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,113,000 | 6,238 |
| Securities issued by states & political subdivisions | $2,369,000 | 4,079 |
| 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 | $7,630,000 | 3,582 |
| Mortgage-backed securities | $4,678,000 | 4,255 |
| Certificates of participation in pools of residential mortgages | $4,678,000 | 3,519 |
| Issued or guaranteed by U.S. | $4,678,000 | 3,509 |
| 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) | $149,000 | 4,427 |
| Available-for-sale securities (fair market value) | $9,333,000 | 5,869 |
| Total debt securities | $9,482,000 | 6,509 |
| 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 | $8,749,000 | 6,823 |
| U.S. Government securities | $6,418,000 | 6,678 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,418,000 | 6,477 |
| Securities issued by states & political subdivisions | $2,331,000 | 4,109 |
| 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 | $6,630,000 | 3,841 |
| Mortgage-backed securities | $4,795,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $4,795,000 | 3,468 |
| Issued or guaranteed by U.S. | $4,795,000 | 3,454 |
| 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) | $174,000 | 4,459 |
| Available-for-sale securities (fair market value) | $8,575,000 | 6,060 |
| Total debt securities | $8,749,000 | 6,722 |
| 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 | $10,268,000 | 6,444 |
| U.S. Government securities | $8,018,000 | 6,106 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,018,000 | 5,878 |
| Securities issued by states & political subdivisions | $2,250,000 | 4,145 |
| 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 | $5,503,000 | 4,214 |
| Mortgage-backed securities | $5,616,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $5,616,000 | 2,976 |
| Issued or guaranteed by U.S. | $5,616,000 | 2,960 |
| 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) | $254,000 | 4,582 |
| Available-for-sale securities (fair market value) | $10,014,000 | 5,637 |
| Total debt securities | $10,268,000 | 6,346 |
| 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 | $14,474,000 | 5,675 |
| U.S. Government securities | $10,692,000 | 5,636 |
| U.S. Treasury securities | $1,753,000 | 2,113 |
| U.S. Government agency obligations | $8,939,000 | 5,862 |
| Securities issued by states & political subdivisions | $3,676,000 | 3,350 |
| 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 | $106,000 | 6,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,380,000 | 4,495 |
| Mortgage-backed securities | $6,022,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $6,022,000 | 2,371 |
| Issued or guaranteed by U.S. | $6,022,000 | 2,356 |
| 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) | $389,000 | 5,056 |
| Available-for-sale securities (fair market value) | $14,085,000 | 4,771 |
| Total debt securities | $14,368,000 | 5,575 |
| 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 | $13,807,000 | 6,080 |
| U.S. Government securities | $10,298,000 | 6,007 |
| U.S. Treasury securities | $2,242,000 | 2,551 |
| U.S. Government agency obligations | $8,056,000 | 6,231 |
| Securities issued by states & political subdivisions | $3,408,000 | 3,666 |
| 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 | $101,000 | 6,732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,523,000 | 6,702 |
| Mortgage-backed securities | $6,140,000 | 3,263 |
| Certificates of participation in pools of residential mortgages | $6,140,000 | 2,500 |
| Issued or guaranteed by U.S. | $6,140,000 | 2,489 |
| 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) | $905,000 | 4,948 |
| Available-for-sale securities (fair market value) | $12,902,000 | 5,174 |
| Total debt securities | $13,706,000 | 5,981 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,989,000 | 6,810 |
| U.S. Government securities | $8,038,000 | 6,748 |
| U.S. Treasury securities | $2,011,000 | 3,960 |
| U.S. Government agency obligations | $6,027,000 | 6,700 |
| Securities issued by states & political subdivisions | $2,852,000 | 4,079 |
| 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 | $99,000 | 6,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,850,000 | 6,276 |
| Mortgage-backed securities | $5,772,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $5,715,000 | 2,770 |
| Issued or guaranteed by U.S. | $5,715,000 | 2,755 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $57,000 | 4,605 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 4,397 |
| 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) | $638,000 | 5,731 |
| Available-for-sale securities (fair market value) | $10,351,000 | 5,676 |
| Total debt securities | $10,890,000 | 6,697 |
| 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 | $11,787,000 | 6,873 |
| U.S. Government securities | $9,145,000 | 6,797 |
| U.S. Treasury securities | $3,011,000 | 4,267 |
| U.S. Government agency obligations | $6,134,000 | 6,743 |
| Securities issued by states & political subdivisions | $2,463,000 | 4,219 |
| Other domestic debt securities | $100,000 | 3,251 |
| 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 | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $79,000 | 6,654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,864,000 | 6,615 |
| Mortgage-backed securities | $5,284,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $5,125,000 | 2,876 |
| Issued or guaranteed by U.S. | $5,125,000 | 2,860 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $159,000 | 4,617 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 4,447 |
| 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) | $2,065,000 | 5,567 |
| Available-for-sale securities (fair market value) | $9,722,000 | 5,815 |
| Total debt securities | $11,708,000 | 6,757 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $9,891,000 | 7,995 |
| U.S. Government securities | $7,766,000 | 7,948 |
| U.S. Treasury securities | $2,246,000 | 5,714 |
| U.S. Government agency obligations | $5,520,000 | 7,360 |
| Securities issued by states & political subdivisions | $1,723,000 | 5,098 |
| Other domestic debt securities | $402,000 | 2,883 |
| 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 | $402,000 | 2,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,440,000 | 7,330 |
| Mortgage-backed securities | $4,721,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $4,521,000 | 3,389 |
| Issued or guaranteed by U.S. | $4,521,000 | 3,369 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $200,000 | 5,015 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 4,824 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,455,000 | 5,991 |
| Available-for-sale securities (fair market value) | $7,436,000 | 6,826 |
| Total debt securities | $9,891,000 | 7,860 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,170,000 | 8,228 |
| U.S. Government securities | $8,059,000 | 8,135 |
| U.S. Treasury securities | $3,456,000 | 5,690 |
| U.S. Government agency obligations | $4,603,000 | 7,935 |
| Securities issued by states & political subdivisions | $1,561,000 | 5,463 |
| Other domestic debt securities | $550,000 | 3,046 |
| 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 | $550,000 | 2,383 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,710,000 | 7,179 |
| Mortgage-backed securities | $3,501,000 | 5,224 |
| Certificates of participation in pools of residential mortgages | $3,301,000 | 3,998 |
| Issued or guaranteed by U.S. | $3,301,000 | 3,971 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $200,000 | 5,473 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 5,242 |
| 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) | $2,918,000 | 6,070 |
| Available-for-sale securities (fair market value) | $7,252,000 | 7,046 |
| Total debt securities | $10,170,000 | 8,097 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $11,717,000 | 8,150 |
| U.S. Government securities | $9,748,000 | 7,845 |
| U.S. Treasury securities | $5,481,000 | 5,245 |
| U.S. Government agency obligations | $4,267,000 | 8,184 |
| Securities issued by states & political subdivisions | $1,320,000 | 6,109 |
| Other domestic debt securities | $649,000 | 3,234 |
| 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 | $649,000 | 2,596 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,832,000 | 7,275 |
| Mortgage-backed securities | $3,311,000 | 5,640 |
| Certificates of participation in pools of residential mortgages | $3,111,000 | 4,299 |
| Issued or guaranteed by U.S. | $3,111,000 | 4,275 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $200,000 | 5,899 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 5,642 |
| 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) | $5,384,000 | 7,785 |
| Available-for-sale securities (fair market value) | $6,333,000 | 6,204 |
| Total debt securities | $11,717,000 | 8,033 |
| 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 | $11,536,000 | 8,519 |
| U.S. Government securities | $9,756,000 | 8,115 |
| U.S. Treasury securities | $3,909,000 | 6,581 |
| U.S. Government agency obligations | $5,847,000 | 7,412 |
| Securities issued by states & political subdivisions | $1,007,000 | 6,787 |
| Other domestic debt securities | $768,000 | 3,684 |
| Privately issued residential mortgage-backed securities | $70,000 | 2,893 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $698,000 | 2,930 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,453,000 | 5,639 |
| Mortgage-backed securities | $3,750,000 | 5,964 |
| Certificates of participation in pools of residential mortgages | $3,480,000 | 4,550 |
| Issued or guaranteed by U.S. | $3,480,000 | 4,512 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $270,000 | 6,175 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 6,074 |
| Privately issued | $70,000 | 2,463 |
| 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 | $11,531,000 | 8,381 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $12,500,000 | 8,193 |
| U.S. Government securities | $10,906,000 | 7,663 |
| U.S. Treasury securities | $4,542,000 | 6,126 |
| U.S. Government agency obligations | $6,364,000 | 7,144 |
| Securities issued by states & political subdivisions | $781,000 | 7,026 |
| Other domestic debt securities | $813,000 | 4,411 |
| Privately issued residential mortgage-backed securities | $142,000 | 3,313 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $671,000 | 3,470 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,509,000 | 5,514 |
| Mortgage-backed securities | $3,945,000 | 6,071 |
| Certificates of participation in pools of residential mortgages | $1,915,000 | 6,243 |
| Issued or guaranteed by U.S. | $1,915,000 | 6,177 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,030,000 | 4,021 |
| CMOs issued by government agencies or sponsored agencies | $1,888,000 | 3,826 |
| Privately issued | $142,000 | 2,832 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,500,000 | 8,074 |
| 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 |