Home > Southwest State Bank > Securities
Southwest State Bank, Securities
| 2015-03-31 | Rank | |
| Total securities | $34,138,000 | 3,284 |
| U.S. Government securities | $13,810,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,810,000 | 3,787 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $20,328,000 | 400 |
| Privately issued residential mortgage-backed securities | $20,328,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,515,000 | 2,684 |
| Mortgage-backed securities | $34,138,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $3,775,000 | 3,509 |
| Issued or guaranteed by U.S. | $3,775,000 | 3,506 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $29,531,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $9,203,000 | 1,289 |
| Privately issued | $20,328,000 | 86 |
| Commercial mortgage-backed securities | $832,000 | 884 |
| Commercial mortgage pass-through securities | $832,000 | 574 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $25,012,000 | 691 |
| Available-for-sale securities (fair market value) | $9,126,000 | 4,844 |
| Total debt securities | $34,137,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $36,176,000 | 3,203 |
| U.S. Government securities | $14,791,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,791,000 | 3,724 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $21,385,000 | 371 |
| Privately issued residential mortgage-backed securities | $21,385,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,192,000 | 2,636 |
| Mortgage-backed securities | $36,176,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $3,977,000 | 3,526 |
| Issued or guaranteed by U.S. | $3,977,000 | 3,520 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,342,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $9,957,000 | 1,265 |
| Privately issued | $21,385,000 | 79 |
| Commercial mortgage-backed securities | $857,000 | 862 |
| Commercial mortgage pass-through securities | $857,000 | 574 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $26,899,000 | 657 |
| Available-for-sale securities (fair market value) | $9,277,000 | 4,895 |
| Total debt securities | $36,176,000 | 3,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $38,041,000 | 3,173 |
| U.S. Government securities | $15,413,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,413,000 | 3,761 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $22,628,000 | 368 |
| Privately issued residential mortgage-backed securities | $22,628,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,873,000 | 2,579 |
| Mortgage-backed securities | $38,041,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $4,125,000 | 3,576 |
| Issued or guaranteed by U.S. | $4,125,000 | 3,574 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $33,027,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $10,399,000 | 1,251 |
| Privately issued | $22,628,000 | 83 |
| Commercial mortgage-backed securities | $889,000 | 827 |
| Commercial mortgage pass-through securities | $889,000 | 565 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $28,450,000 | 639 |
| Available-for-sale securities (fair market value) | $9,591,000 | 4,963 |
| Total debt securities | $38,041,000 | 3,148 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $40,651,000 | 3,079 |
| U.S. Government securities | $16,957,000 | 3,772 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,957,000 | 3,663 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $23,694,000 | 372 |
| Privately issued residential mortgage-backed securities | $23,694,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,071,000 | 2,478 |
| Mortgage-backed securities | $40,651,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $4,560,000 | 3,531 |
| Issued or guaranteed by U.S. | $4,560,000 | 3,531 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $35,011,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $11,317,000 | 1,216 |
| Privately issued | $23,694,000 | 86 |
| Commercial mortgage-backed securities | $1,080,000 | 741 |
| Commercial mortgage pass-through securities | $1,080,000 | 489 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $30,866,000 | 609 |
| Available-for-sale securities (fair market value) | $9,785,000 | 4,991 |
| Total debt securities | $40,651,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $42,738,000 | 2,997 |
| U.S. Government securities | $17,698,000 | 3,711 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,698,000 | 3,610 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $25,040,000 | 365 |
| Privately issued residential mortgage-backed securities | $25,040,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,001,000 | 3,026 |
| Mortgage-backed securities | $42,738,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $4,773,000 | 3,512 |
| Issued or guaranteed by U.S. | $4,773,000 | 3,512 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $36,835,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $11,795,000 | 1,184 |
| Privately issued | $25,040,000 | 81 |
| Commercial mortgage-backed securities | $1,130,000 | 717 |
| Commercial mortgage pass-through securities | $1,130,000 | 471 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $32,623,000 | 572 |
| Available-for-sale securities (fair market value) | $10,115,000 | 4,993 |
| Total debt securities | $42,738,000 | 2,964 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $44,725,000 | 2,906 |
| U.S. Government securities | $18,432,000 | 3,639 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,432,000 | 3,541 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $26,293,000 | 372 |
| Privately issued residential mortgage-backed securities | $26,293,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,808,000 | 3,037 |
| Mortgage-backed securities | $44,725,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $4,995,000 | 3,471 |
| Issued or guaranteed by U.S. | $4,995,000 | 3,468 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $38,501,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $12,208,000 | 1,160 |
| Privately issued | $26,293,000 | 83 |
| Commercial mortgage-backed securities | $1,229,000 | 665 |
| Commercial mortgage pass-through securities | $1,229,000 | 426 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $34,230,000 | 536 |
| Available-for-sale securities (fair market value) | $10,495,000 | 4,990 |
| Total debt securities | $44,724,000 | 2,878 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $46,981,000 | 2,838 |
| U.S. Government securities | $19,187,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,187,000 | 3,498 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $27,794,000 | 363 |
| Privately issued residential mortgage-backed securities | $27,794,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,572,000 | 2,923 |
| Mortgage-backed securities | $46,981,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $5,278,000 | 3,438 |
| Issued or guaranteed by U.S. | $5,278,000 | 3,435 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $40,454,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $12,660,000 | 1,153 |
| Privately issued | $27,794,000 | 82 |
| Commercial mortgage-backed securities | $1,249,000 | 653 |
| Commercial mortgage pass-through securities | $1,249,000 | 406 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $36,185,000 | 495 |
| Available-for-sale securities (fair market value) | $10,796,000 | 5,022 |
| Total debt securities | $46,981,000 | 2,810 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $45,086,000 | 2,899 |
| U.S. Government securities | $14,922,000 | 4,042 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,922,000 | 3,941 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $30,164,000 | 341 |
| Privately issued residential mortgage-backed securities | $30,164,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,626,000 | 2,783 |
| Mortgage-backed securities | $45,086,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $43,708,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $13,544,000 | 1,121 |
| Privately issued | $30,164,000 | 82 |
| Commercial mortgage-backed securities | $1,378,000 | 610 |
| Commercial mortgage pass-through securities | $1,378,000 | 391 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $33,778,000 | 488 |
| Available-for-sale securities (fair market value) | $11,308,000 | 4,978 |
| Total debt securities | $45,086,000 | 2,872 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $47,082,000 | 2,821 |
| U.S. Government securities | $16,464,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,464,000 | 3,802 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $30,618,000 | 346 |
| Privately issued residential mortgage-backed securities | $30,618,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,886,000 | 2,674 |
| Mortgage-backed securities | $47,082,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $45,176,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $14,558,000 | 1,127 |
| Privately issued | $30,618,000 | 91 |
| Commercial mortgage-backed securities | $1,906,000 | 500 |
| Commercial mortgage pass-through securities | $1,906,000 | 336 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $35,196,000 | 454 |
| Available-for-sale securities (fair market value) | $11,886,000 | 4,973 |
| Total debt securities | $47,082,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $44,379,000 | 2,890 |
| U.S. Government securities | $11,290,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,290,000 | 4,413 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $33,089,000 | 321 |
| Privately issued residential mortgage-backed securities | $33,089,000 | 96 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,919,000 | 2,555 |
| Mortgage-backed securities | $44,379,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $42,362,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $9,273,000 | 1,461 |
| Privately issued | $33,089,000 | 89 |
| Commercial mortgage-backed securities | $2,017,000 | 404 |
| Commercial mortgage pass-through securities | $2,017,000 | 281 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $38,166,000 | 420 |
| Available-for-sale securities (fair market value) | $6,213,000 | 5,634 |
| Total debt securities | $44,378,000 | 2,859 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $47,959,000 | 2,771 |
| U.S. Government securities | $12,400,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,400,000 | 4,364 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $35,559,000 | 318 |
| Privately issued residential mortgage-backed securities | $35,559,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,773,000 | 2,490 |
| Mortgage-backed securities | $47,959,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $45,518,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $9,959,000 | 1,486 |
| Privately issued | $35,559,000 | 88 |
| Commercial mortgage-backed securities | $2,441,000 | 358 |
| Commercial mortgage pass-through securities | $2,441,000 | 225 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $41,273,000 | 404 |
| Available-for-sale securities (fair market value) | $6,686,000 | 5,665 |
| Total debt securities | $47,959,000 | 2,746 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $46,855,000 | 2,829 |
| U.S. Government securities | $13,025,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,025,000 | 4,330 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $33,830,000 | 330 |
| Privately issued residential mortgage-backed securities | $33,830,000 | 102 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,182,000 | 2,426 |
| Mortgage-backed securities | $46,855,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $44,396,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $10,566,000 | 1,453 |
| Privately issued | $33,830,000 | 96 |
| Commercial mortgage-backed securities | $2,459,000 | 342 |
| Commercial mortgage pass-through securities | $2,459,000 | 208 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $39,857,000 | 409 |
| Available-for-sale securities (fair market value) | $6,998,000 | 5,661 |
| Total debt securities | $46,855,000 | 2,805 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $49,467,000 | 2,691 |
| U.S. Government securities | $13,833,000 | 4,417 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,833,000 | 4,321 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $35,634,000 | 314 |
| Privately issued residential mortgage-backed securities | $35,634,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,868,000 | 2,597 |
| Mortgage-backed securities | $49,467,000 | 1,392 |
| 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 | $46,990,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $11,356,000 | 1,427 |
| Privately issued | $35,634,000 | 97 |
| Commercial mortgage-backed securities | $2,477,000 | 312 |
| Commercial mortgage pass-through securities | $2,477,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $42,005,000 | 396 |
| Available-for-sale securities (fair market value) | $7,462,000 | 5,647 |
| Total debt securities | $49,466,000 | 2,670 |
| 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 | $50,361,000 | 2,574 |
| U.S. Government securities | $15,009,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,009,000 | 4,116 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $35,352,000 | 320 |
| Privately issued residential mortgage-backed securities | $35,352,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,569,000 | 2,346 |
| Mortgage-backed securities | $50,361,000 | 1,299 |
| 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 | $47,865,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $12,513,000 | 1,269 |
| Privately issued | $35,352,000 | 139 |
| Commercial mortgage-backed securities | $2,496,000 | 254 |
| Commercial mortgage pass-through securities | $2,496,000 | 151 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $42,427,000 | 398 |
| Available-for-sale securities (fair market value) | $7,934,000 | 5,584 |
| Total debt securities | $50,361,000 | 2,554 |
| 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 | $45,928,000 | 2,693 |
| U.S. Government securities | $14,644,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,644,000 | 4,111 |
| Securities issued by states & political subdivisions | $226,000 | 5,538 |
| Other domestic debt securities | $31,058,000 | 348 |
| Privately issued residential mortgage-backed securities | $31,058,000 | 164 |
| 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 | $17,862,000 | 2,289 |
| Mortgage-backed securities | $45,702,000 | 1,355 |
| 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 | $45,702,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $14,644,000 | 1,140 |
| Privately issued | $31,058,000 | 157 |
| 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) | $40,335,000 | 392 |
| Available-for-sale securities (fair market value) | $5,593,000 | 5,904 |
| Total debt securities | $45,929,000 | 2,665 |
| 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 | $41,438,000 | 2,930 |
| U.S. Government securities | $12,773,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,773,000 | 4,488 |
| Securities issued by states & political subdivisions | $443,000 | 5,326 |
| Other domestic debt securities | $28,222,000 | 365 |
| Privately issued residential mortgage-backed securities | $28,222,000 | 183 |
| 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 | $19,950,000 | 2,166 |
| Mortgage-backed securities | $40,995,000 | 1,438 |
| 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 | $40,995,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $12,773,000 | 1,192 |
| Privately issued | $28,222,000 | 177 |
| 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) | $35,327,000 | 443 |
| Available-for-sale securities (fair market value) | $6,111,000 | 5,907 |
| Total debt securities | $41,439,000 | 2,909 |
| 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 | $41,442,000 | 2,902 |
| U.S. Government securities | $12,116,000 | 4,694 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,116,000 | 4,575 |
| Securities issued by states & political subdivisions | $715,000 | 5,104 |
| Other domestic debt securities | $28,611,000 | 363 |
| Privately issued residential mortgage-backed securities | $28,611,000 | 191 |
| 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 | $22,082,000 | 2,041 |
| Mortgage-backed securities | $40,727,000 | 1,417 |
| 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 | $40,727,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $12,116,000 | 1,195 |
| Privately issued | $28,611,000 | 186 |
| 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) | $34,719,000 | 453 |
| Available-for-sale securities (fair market value) | $6,723,000 | 5,828 |
| Total debt securities | $41,442,000 | 2,879 |
| 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 | $44,823,000 | 2,645 |
| U.S. Government securities | $13,195,000 | 4,359 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,195,000 | 4,236 |
| Securities issued by states & political subdivisions | $716,000 | 5,125 |
| Other domestic debt securities | $30,912,000 | 373 |
| Privately issued residential mortgage-backed securities | $30,912,000 | 198 |
| 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 | $25,062,000 | 1,827 |
| Mortgage-backed securities | $44,107,000 | 1,300 |
| 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 | $44,107,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $13,195,000 | 1,102 |
| Privately issued | $30,912,000 | 192 |
| 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) | $37,689,000 | 412 |
| Available-for-sale securities (fair market value) | $7,134,000 | 5,682 |
| Total debt securities | $44,823,000 | 2,617 |
| 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 | $47,006,000 | 2,505 |
| U.S. Government securities | $17,943,000 | 3,666 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,943,000 | 3,560 |
| Securities issued by states & political subdivisions | $1,098,000 | 4,798 |
| Other domestic debt securities | $27,965,000 | 400 |
| Privately issued residential mortgage-backed securities | $27,965,000 | 217 |
| 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 | $30,977,000 | 1,560 |
| Mortgage-backed securities | $45,908,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $45,908,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $17,943,000 | 910 |
| Privately issued | $27,965,000 | 208 |
| 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) | $39,043,000 | 404 |
| Available-for-sale securities (fair market value) | $7,963,000 | 5,550 |
| Total debt securities | $47,005,000 | 2,472 |
| 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 | $47,022,000 | 2,498 |
| U.S. Government securities | $21,512,000 | 3,342 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $21,512,000 | 3,256 |
| Securities issued by states & political subdivisions | $1,100,000 | 4,779 |
| Other domestic debt securities | $24,410,000 | 427 |
| Privately issued residential mortgage-backed securities | $24,410,000 | 246 |
| 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 | $35,418,000 | 1,412 |
| Mortgage-backed securities | $45,922,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $45,922,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $21,512,000 | 777 |
| Privately issued | $24,410,000 | 237 |
| 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) | $38,671,000 | 435 |
| Available-for-sale securities (fair market value) | $8,351,000 | 5,549 |
| Total debt securities | $47,022,000 | 2,473 |
| 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 | $42,464,000 | 2,736 |
| U.S. Government securities | $25,004,000 | 3,080 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $25,004,000 | 3,002 |
| Securities issued by states & political subdivisions | $1,104,000 | 4,786 |
| Other domestic debt securities | $16,356,000 | 579 |
| Privately issued residential mortgage-backed securities | $16,356,000 | 335 |
| 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 | $38,957,000 | 1,362 |
| Mortgage-backed securities | $41,360,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $41,360,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $25,004,000 | 680 |
| Privately issued | $16,356,000 | 321 |
| 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) | $38,705,000 | 435 |
| Available-for-sale securities (fair market value) | $3,759,000 | 6,440 |
| Total debt securities | $42,464,000 | 2,711 |
| 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 | $47,876,000 | 2,466 |
| U.S. Government securities | $31,480,000 | 2,585 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $31,480,000 | 2,513 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,764 |
| Other domestic debt securities | $15,207,000 | 629 |
| Privately issued residential mortgage-backed securities | $15,207,000 | 367 |
| 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 | $43,492,000 | 1,239 |
| Mortgage-backed securities | $46,687,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $46,687,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $31,480,000 | 559 |
| Privately issued | $15,207,000 | 351 |
| 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) | $43,862,000 | 402 |
| Available-for-sale securities (fair market value) | $4,014,000 | 6,404 |
| Total debt securities | $47,875,000 | 2,437 |
| 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 | $48,396,000 | 2,446 |
| U.S. Government securities | $30,832,000 | 2,617 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,832,000 | 2,555 |
| Securities issued by states & political subdivisions | $1,195,000 | 4,798 |
| Other domestic debt securities | $16,369,000 | 656 |
| Privately issued residential mortgage-backed securities | $16,369,000 | 384 |
| 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 | $43,482,000 | 1,209 |
| Mortgage-backed securities | $47,201,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $47,201,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $30,832,000 | 549 |
| Privately issued | $16,369,000 | 367 |
| 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) | $44,200,000 | 412 |
| Available-for-sale securities (fair market value) | $4,196,000 | 6,409 |
| Total debt securities | $48,395,000 | 2,413 |
| 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 | $52,982,000 | 2,220 |
| U.S. Government securities | $33,950,000 | 2,353 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $33,950,000 | 2,302 |
| Securities issued by states & political subdivisions | $1,195,000 | 4,793 |
| Other domestic debt securities | $17,837,000 | 645 |
| Privately issued residential mortgage-backed securities | $17,837,000 | 378 |
| 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 | $47,460,000 | 1,114 |
| Mortgage-backed securities | $51,787,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $51,787,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $33,950,000 | 485 |
| Privately issued | $17,837,000 | 362 |
| 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) | $51,787,000 | 358 |
| Available-for-sale securities (fair market value) | $1,195,000 | 7,044 |
| Total debt securities | $52,982,000 | 2,189 |
| 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 | $62,388,000 | 1,932 |
| U.S. Government securities | $42,070,000 | 1,996 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $42,070,000 | 1,951 |
| Securities issued by states & political subdivisions | $1,201,000 | 4,703 |
| Other domestic debt securities | $19,117,000 | 583 |
| Privately issued residential mortgage-backed securities | $19,117,000 | 373 |
| 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 | $48,888,000 | 1,110 |
| Mortgage-backed securities | $61,187,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $61,187,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $42,070,000 | 395 |
| Privately issued | $19,117,000 | 356 |
| 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) | $61,187,000 | 305 |
| Available-for-sale securities (fair market value) | $1,201,000 | 7,092 |
| Total debt securities | $62,388,000 | 1,912 |
| 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 | $68,690,000 | 1,762 |
| U.S. Government securities | $49,409,000 | 1,721 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $49,409,000 | 1,694 |
| Securities issued by states & political subdivisions | $1,272,000 | 4,629 |
| Other domestic debt securities | $18,009,000 | 569 |
| Privately issued residential mortgage-backed securities | $18,009,000 | 361 |
| 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 | $51,076,000 | 1,088 |
| Mortgage-backed securities | $67,418,000 | 922 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $67,418,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $49,409,000 | 339 |
| Privately issued | $18,009,000 | 349 |
| 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) | $67,418,000 | 278 |
| Available-for-sale securities (fair market value) | $1,272,000 | 7,117 |
| Total debt securities | $68,690,000 | 1,740 |
| 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 | $66,828,000 | 1,748 |
| U.S. Government securities | $50,759,000 | 1,617 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $50,759,000 | 1,593 |
| Securities issued by states & political subdivisions | $1,436,000 | 4,503 |
| Other domestic debt securities | $14,633,000 | 648 |
| Privately issued residential mortgage-backed securities | $14,633,000 | 412 |
| 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 | $51,039,000 | 1,058 |
| Mortgage-backed securities | $65,392,000 | 910 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $65,392,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $50,759,000 | 317 |
| Privately issued | $14,633,000 | 395 |
| 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) | $65,392,000 | 280 |
| Available-for-sale securities (fair market value) | $1,436,000 | 7,123 |
| Total debt securities | $66,828,000 | 1,728 |
| 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 | $64,001,000 | 1,860 |
| U.S. Government securities | $53,424,000 | 1,562 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $53,424,000 | 1,535 |
| Securities issued by states & political subdivisions | $1,433,000 | 4,546 |
| Other domestic debt securities | $9,144,000 | 897 |
| Privately issued residential mortgage-backed securities | $9,144,000 | 528 |
| 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 | $53,374,000 | 989 |
| Mortgage-backed securities | $62,568,000 | 947 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $62,568,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $53,424,000 | 294 |
| Privately issued | $9,144,000 | 498 |
| 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) | $62,568,000 | 294 |
| Available-for-sale securities (fair market value) | $1,433,000 | 7,178 |
| Total debt securities | $64,001,000 | 1,828 |
| 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 | $65,513,000 | 1,809 |
| U.S. Government securities | $59,572,000 | 1,397 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $59,572,000 | 1,368 |
| Securities issued by states & political subdivisions | $1,453,000 | 4,565 |
| Other domestic debt securities | $4,488,000 | 1,261 |
| Privately issued residential mortgage-backed securities | $4,488,000 | 695 |
| 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 | $50,542,000 | 1,026 |
| Mortgage-backed securities | $64,060,000 | 885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $64,060,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $59,572,000 | 276 |
| Privately issued | $4,488,000 | 659 |
| 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) | $64,060,000 | 272 |
| Available-for-sale securities (fair market value) | $1,453,000 | 7,215 |
| Total debt securities | $65,513,000 | 1,770 |
| 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 | $67,057,000 | 1,743 |
| U.S. Government securities | $63,952,000 | 1,319 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $63,952,000 | 1,292 |
| Securities issued by states & political subdivisions | $1,509,000 | 4,520 |
| Other domestic debt securities | $1,596,000 | 1,754 |
| Privately issued residential mortgage-backed securities | $1,596,000 | 902 |
| 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 | $51,317,000 | 998 |
| Mortgage-backed securities | $65,548,000 | 781 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $65,548,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $63,952,000 | 261 |
| Privately issued | $1,596,000 | 862 |
| 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) | $65,548,000 | 279 |
| Available-for-sale securities (fair market value) | $1,509,000 | 7,234 |
| Total debt securities | $67,057,000 | 1,702 |
| 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 | $69,524,000 | 1,700 |
| U.S. Government securities | $68,023,000 | 1,267 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $68,023,000 | 1,238 |
| Securities issued by states & political subdivisions | $1,501,000 | 4,540 |
| 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 | $54,128,000 | 927 |
| Mortgage-backed securities | $68,023,000 | 726 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $68,023,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $68,023,000 | 237 |
| 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) | $68,023,000 | 280 |
| Available-for-sale securities (fair market value) | $1,501,000 | 7,260 |
| Total debt securities | $69,524,000 | 1,667 |
| 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 | $75,533,000 | 1,563 |
| U.S. Government securities | $74,045,000 | 1,182 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $74,045,000 | 1,151 |
| Securities issued by states & political subdivisions | $1,488,000 | 4,572 |
| 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 | $57,859,000 | 874 |
| Mortgage-backed securities | $74,045,000 | 672 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $74,045,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $74,045,000 | 233 |
| 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) | $74,045,000 | 265 |
| Available-for-sale securities (fair market value) | $1,488,000 | 7,296 |
| Total debt securities | $75,532,000 | 1,528 |
| 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 | $81,786,000 | 1,452 |
| U.S. Government securities | $79,661,000 | 1,103 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $79,661,000 | 1,072 |
| Securities issued by states & political subdivisions | $2,125,000 | 4,212 |
| 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 | $61,306,000 | 827 |
| Mortgage-backed securities | $79,661,000 | 636 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $79,661,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $79,661,000 | 217 |
| 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) | $79,661,000 | 259 |
| Available-for-sale securities (fair market value) | $2,125,000 | 7,168 |
| Total debt securities | $81,786,000 | 1,422 |
| 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 | $86,581,000 | 1,403 |
| U.S. Government securities | $84,391,000 | 1,064 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $84,391,000 | 1,035 |
| Securities issued by states & political subdivisions | $2,190,000 | 4,201 |
| 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 | $71,294,000 | 733 |
| Mortgage-backed securities | $84,391,000 | 617 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $84,391,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $84,391,000 | 215 |
| 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) | $84,391,000 | 247 |
| Available-for-sale securities (fair market value) | $2,190,000 | 7,193 |
| Total debt securities | $86,581,000 | 1,373 |
| 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 | $91,163,000 | 1,340 |
| U.S. Government securities | $88,965,000 | 1,013 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $88,965,000 | 984 |
| Securities issued by states & political subdivisions | $2,198,000 | 4,183 |
| 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 | $62,460,000 | 822 |
| Mortgage-backed securities | $88,965,000 | 606 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $88,965,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $88,965,000 | 211 |
| 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) | $88,965,000 | 232 |
| Available-for-sale securities (fair market value) | $2,198,000 | 7,240 |
| Total debt securities | $91,163,000 | 1,307 |
| 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 | $95,555,000 | 1,287 |
| U.S. Government securities | $93,280,000 | 965 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $93,280,000 | 936 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,141 |
| 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 | $70,792,000 | 740 |
| Mortgage-backed securities | $93,280,000 | 578 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $93,280,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $93,280,000 | 207 |
| 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) | $93,280,000 | 235 |
| Available-for-sale securities (fair market value) | $2,275,000 | 7,251 |
| Total debt securities | $95,555,000 | 1,259 |
| 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 | $59,212,000 | 2,032 |
| U.S. Government securities | $56,864,000 | 1,599 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $56,864,000 | 1,542 |
| Securities issued by states & political subdivisions | $2,348,000 | 4,129 |
| 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 | $58,997,000 | 847 |
| Mortgage-backed securities | $56,864,000 | 853 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $56,864,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $56,864,000 | 276 |
| 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) | $56,864,000 | 400 |
| Available-for-sale securities (fair market value) | $2,348,000 | 7,283 |
| Total debt securities | $59,212,000 | 1,992 |
| 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 | $31,217,000 | 3,460 |
| U.S. Government securities | $28,860,000 | 2,886 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $28,860,000 | 2,789 |
| Securities issued by states & political subdivisions | $2,357,000 | 4,155 |
| 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 | $31,002,000 | 1,470 |
| Mortgage-backed securities | $28,860,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $28,860,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $28,860,000 | 442 |
| 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) | $28,860,000 | 697 |
| Available-for-sale securities (fair market value) | $2,357,000 | 7,317 |
| Total debt securities | $31,217,000 | 3,402 |
| 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 | $2,381,000 | 8,123 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $2,381,000 | 4,136 |
| 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 | $2,166,000 | 5,749 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,381,000 | 7,341 |
| Total debt securities | $2,381,000 | 8,065 |
| 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 | $2,392,000 | 8,154 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $2,392,000 | 4,117 |
| 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 | $2,179,000 | 5,734 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,392,000 | 7,370 |
| Total debt securities | $2,392,000 | 8,104 |
| 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 | $2,488,000 | 8,205 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $2,488,000 | 4,069 |
| 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 | $2,109,000 | 5,823 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,488,000 | 7,397 |
| Total debt securities | $2,488,000 | 8,148 |
| 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 | $2,535,000 | 8,251 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $2,535,000 | 4,038 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,034,000 | 6,449 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,535,000 | 7,434 |
| Total debt securities | $2,535,000 | 8,189 |
| 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 | $2,542,000 | 8,283 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $2,542,000 | 4,034 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,039,000 | 6,478 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,542,000 | 7,458 |
| Total debt securities | $2,542,000 | 8,229 |
| 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 | $2,495,000 | 8,368 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $2,495,000 | 4,071 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,000 | 6,508 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,495,000 | 7,550 |
| Total debt securities | $2,495,000 | 8,317 |
| 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 | $2,364,000 | 8,386 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $2,364,000 | 4,128 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,062,000 | 6,477 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $2,364,000 | 7,582 |
| Total debt securities | $2,364,000 | 8,321 |
| 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 | $2,372,000 | 8,453 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $2,372,000 | 4,169 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,053,000 | 6,470 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $2,372,000 | 7,628 |
| Total debt securities | $2,372,000 | 8,382 |
| 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 | $2,370,000 | 8,464 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $2,370,000 | 4,197 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,056,000 | 6,474 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $2,370,000 | 7,638 |
| Total debt securities | $2,370,000 | 8,388 |
| 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 | $2,626,000 | 8,417 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $2,626,000 | 4,024 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,075,000 | 6,476 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,626,000 | 7,583 |
| Total debt securities | $2,626,000 | 8,340 |
| 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 | $3,107,000 | 8,336 |
| U.S. Government securities | $509,000 | 8,784 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $509,000 | 8,645 |
| Securities issued by states & political subdivisions | $2,598,000 | 3,973 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,000 | 6,518 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,107,000 | 7,466 |
| Total debt securities | $3,106,000 | 8,259 |
| 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 | $3,214,000 | 8,368 |
| U.S. Government securities | $654,000 | 8,784 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $654,000 | 8,647 |
| Securities issued by states & political subdivisions | $2,560,000 | 3,975 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,000 | 6,538 |
| Mortgage-backed securities | $654,000 | 6,204 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,675 |
| Issued or guaranteed by U.S. | $654,000 | 5,659 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,214,000 | 7,466 |
| Total debt securities | $3,214,000 | 8,281 |
| 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 | $5,602,000 | 7,761 |
| U.S. Government securities | $3,956,000 | 7,677 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,956,000 | 7,421 |
| Securities issued by states & political subdivisions | $1,646,000 | 4,601 |
| 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 | $2,933,000 | 5,407 |
| Mortgage-backed securities | $2,935,000 | 4,747 |
| Certificates of participation in pools of residential mortgages | $2,426,000 | 4,216 |
| Issued or guaranteed by U.S. | $2,426,000 | 4,200 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $509,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 3,554 |
| 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) | $5,602,000 | 6,815 |
| Total debt securities | $5,602,000 | 7,654 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $11,084,000 | 6,469 |
| U.S. Government securities | $10,927,000 | 5,569 |
| U.S. Treasury securities | $349,000 | 3,659 |
| U.S. Government agency obligations | $10,578,000 | 5,353 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $40,000 | 3,765 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,277 |
| 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 | $117,000 | 6,632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,942,000 | 5,142 |
| Mortgage-backed securities | $7,632,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $6,506,000 | 2,269 |
| Issued or guaranteed by U.S. | $6,506,000 | 2,256 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,126,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $1,086,000 | 2,612 |
| Privately issued | $40,000 | 1,104 |
| 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) | $11,084,000 | 5,439 |
| Total debt securities | $10,967,000 | 6,391 |
| 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 | $13,467,000 | 6,166 |
| U.S. Government securities | $12,835,000 | 5,295 |
| U.S. Treasury securities | $1,636,000 | 3,029 |
| U.S. Government agency obligations | $11,199,000 | 5,226 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $335,000 | 3,088 |
| Privately issued residential mortgage-backed securities | $335,000 | 1,027 |
| 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 | $297,000 | 4,871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,439,000 | 5,421 |
| Mortgage-backed securities | $8,588,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $7,243,000 | 2,269 |
| Issued or guaranteed by U.S. | $7,243,000 | 2,258 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,345,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,835 |
| Privately issued | $335,000 | 899 |
| 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) | $13,467,000 | 5,043 |
| Total debt securities | $13,170,000 | 6,131 |
| 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 | $11,920,000 | 6,548 |
| U.S. Government securities | $11,409,000 | 5,667 |
| U.S. Treasury securities | $1,047,000 | 4,859 |
| U.S. Government agency obligations | $10,362,000 | 5,179 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $511,000 | 2,663 |
| Privately issued residential mortgage-backed securities | $511,000 | 886 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,388,000 | 3,761 |
| Mortgage-backed securities | $9,801,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $7,498,000 | 2,375 |
| Issued or guaranteed by U.S. | $7,498,000 | 2,359 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,303,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $1,792,000 | 2,613 |
| Privately issued | $511,000 | 754 |
| 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) | $11,920,000 | 5,274 |
| Total debt securities | $11,920,000 | 6,426 |
| 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 | $13,494,000 | 6,388 |
| U.S. Government securities | $12,977,000 | 5,548 |
| U.S. Treasury securities | $2,018,000 | 5,068 |
| U.S. Government agency obligations | $10,959,000 | 4,939 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $517,000 | 2,280 |
| Privately issued residential mortgage-backed securities | $517,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,096,000 | 3,679 |
| Mortgage-backed securities | $5,865,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $4,378,000 | 3,119 |
| Issued or guaranteed by U.S. | $4,378,000 | 3,105 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,487,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 3,343 |
| Privately issued | $517,000 | 610 |
| 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) | $13,494,000 | 4,809 |
| Total debt securities | $13,494,000 | 6,246 |
| 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 | $15,023,000 | 6,412 |
| U.S. Government securities | $14,507,000 | 5,620 |
| U.S. Treasury securities | $3,995,000 | 4,402 |
| U.S. Government agency obligations | $10,512,000 | 5,343 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $516,000 | 2,602 |
| Privately issued residential mortgage-backed securities | $516,000 | 961 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,663,000 | 3,569 |
| Mortgage-backed securities | $5,143,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $3,177,000 | 3,998 |
| Issued or guaranteed by U.S. | $3,177,000 | 3,975 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,966,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $1,450,000 | 3,302 |
| Privately issued | $516,000 | 751 |
| 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) | $15,023,000 | 4,714 |
| Total debt securities | $15,023,000 | 6,289 |
| Structured notes | ||
| Amortized cost | $249,000 | 3,318 |
| Fair value | $248,000 | 3,255 |
| 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 | $13,600,000 | 7,092 |
| U.S. Government securities | $12,558,000 | 6,398 |
| U.S. Treasury securities | $8,535,000 | 3,089 |
| U.S. Government agency obligations | $4,023,000 | 8,313 |
| Securities issued by states & political subdivisions | $519,000 | 7,283 |
| Other domestic debt securities | $523,000 | 3,088 |
| Privately issued residential mortgage-backed securities | $523,000 | 1,146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,142,000 | 4,603 |
| Mortgage-backed securities | $2,974,000 | 5,551 |
| Certificates of participation in pools of residential mortgages | $1,125,000 | 5,907 |
| Issued or guaranteed by U.S. | $1,125,000 | 5,872 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,849,000 | 3,568 |
| CMOs issued by government agencies or sponsored agencies | $1,326,000 | 3,795 |
| Privately issued | $523,000 | 891 |
| 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) | $13,600,000 | 5,154 |
| Total debt securities | $13,601,000 | 6,956 |
| 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 | $15,964,000 | 6,843 |
| U.S. Government securities | $15,116,000 | 6,034 |
| U.S. Treasury securities | $11,505,000 | 2,996 |
| U.S. Government agency obligations | $3,611,000 | 8,648 |
| Securities issued by states & political subdivisions | $848,000 | 6,946 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,118,000 | 4,199 |
| Mortgage-backed securities | $1,011,000 | 7,727 |
| Certificates of participation in pools of residential mortgages | $12,000 | 9,314 |
| Issued or guaranteed by U.S. | $12,000 | 9,284 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $999,000 | 4,518 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 4,320 |
| 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) | $12,531,000 | 4,894 |
| Available-for-sale securities (fair market value) | $3,433,000 | 7,838 |
| Total debt securities | $15,964,000 | 6,730 |
| 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 | $18,391,000 | 6,510 |
| U.S. Government securities | $17,735,000 | 5,576 |
| U.S. Treasury securities | $15,721,000 | 2,347 |
| U.S. Government agency obligations | $2,014,000 | 10,217 |
| Securities issued by states & political subdivisions | $651,000 | 7,505 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,616,000 | 3,818 |
| Mortgage-backed securities | $1,012,000 | 8,427 |
| Certificates of participation in pools of residential mortgages | $14,000 | 9,867 |
| Issued or guaranteed by U.S. | $14,000 | 9,812 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $998,000 | 5,015 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 4,799 |
| 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 | $18,386,000 | 6,374 |
| 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 | $23,478,000 | 5,429 |
| U.S. Government securities | $22,763,000 | 4,560 |
| U.S. Treasury securities | $22,126,000 | 1,685 |
| U.S. Government agency obligations | $637,000 | 11,958 |
| Securities issued by states & political subdivisions | $715,000 | 7,177 |
| 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 | $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 | $4,661,000 | 4,709 |
| Mortgage-backed securities | $18,000 | 11,054 |
| Certificates of participation in pools of residential mortgages | $18,000 | 10,156 |
| Issued or guaranteed by U.S. | $18,000 | 10,074 |
| 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 | $23,478,000 | 5,323 |
| 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 |