Home > Star Bank of Texas > Securities
Star Bank of Texas, Securities
| 2016-03-31 | Rank | |
| Total securities | $37,338,000 | 2,946 |
| U.S. Government securities | $21,156,000 | 2,948 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $21,156,000 | 2,836 |
| Securities issued by states & political subdivisions | $16,182,000 | 2,154 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $19,281,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $17,373,000 | 1,715 |
| Issued or guaranteed by U.S. | $17,373,000 | 1,714 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $797,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $797,000 | 2,579 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,111,000 | 930 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,111,000 | 623 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $37,338,000 | 2,687 |
| Total debt securities | $37,338,000 | 2,927 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $38,192,000 | 2,929 |
| U.S. Government securities | $21,988,000 | 2,914 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,988,000 | 2,812 |
| Securities issued by states & political subdivisions | $16,204,000 | 2,173 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $20,040,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $18,095,000 | 1,673 |
| Issued or guaranteed by U.S. | $18,095,000 | 1,672 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $831,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $831,000 | 2,598 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,114,000 | 885 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,114,000 | 574 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $38,192,000 | 2,667 |
| Total debt securities | $38,183,000 | 2,907 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $40,666,000 | 2,841 |
| U.S. Government securities | $24,217,000 | 2,806 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $24,217,000 | 2,721 |
| Securities issued by states & political subdivisions | $16,449,000 | 2,138 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $22,089,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $20,064,000 | 1,568 |
| Issued or guaranteed by U.S. | $20,064,000 | 1,568 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $886,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $886,000 | 2,601 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,139,000 | 848 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,139,000 | 547 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $40,666,000 | 2,605 |
| Total debt securities | $40,664,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $42,216,000 | 2,813 |
| U.S. Government securities | $27,000,000 | 2,731 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $27,000,000 | 2,639 |
| Securities issued by states & political subdivisions | $15,216,000 | 2,249 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $24,788,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $22,684,000 | 1,496 |
| Issued or guaranteed by U.S. | $22,684,000 | 1,496 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $945,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,624 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,159,000 | 809 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,159,000 | 522 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $42,216,000 | 2,573 |
| Total debt securities | $42,214,000 | 2,792 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $41,393,000 | 2,879 |
| U.S. Government securities | $28,228,000 | 2,697 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,228,000 | 2,612 |
| Securities issued by states & political subdivisions | $13,165,000 | 2,448 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $25,962,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $23,744,000 | 1,463 |
| Issued or guaranteed by U.S. | $23,744,000 | 1,463 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,008,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,008,000 | 2,626 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,210,000 | 783 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,210,000 | 503 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $41,393,000 | 2,633 |
| Total debt securities | $41,394,000 | 2,857 |
| 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 | $42,510,000 | 2,872 |
| U.S. Government securities | $28,466,000 | 2,705 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $28,466,000 | 2,621 |
| Securities issued by states & political subdivisions | $14,044,000 | 2,369 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $25,395,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $24,223,000 | 1,455 |
| Issued or guaranteed by U.S. | $24,223,000 | 1,453 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,172,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $1,172,000 | 2,604 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $42,510,000 | 2,624 |
| Total debt securities | $42,511,000 | 2,854 |
| 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 | $40,341,000 | 3,046 |
| U.S. Government securities | $28,074,000 | 2,813 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,074,000 | 2,723 |
| Securities issued by states & political subdivisions | $12,267,000 | 2,577 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $24,008,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $22,742,000 | 1,569 |
| Issued or guaranteed by U.S. | $22,742,000 | 1,569 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,266,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $1,266,000 | 2,612 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $40,341,000 | 2,778 |
| Total debt securities | $40,343,000 | 3,022 |
| 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 | $41,439,000 | 3,031 |
| U.S. Government securities | $29,495,000 | 2,774 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $29,495,000 | 2,686 |
| Securities issued by states & political subdivisions | $11,944,000 | 2,626 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $25,305,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $23,931,000 | 1,539 |
| Issued or guaranteed by U.S. | $23,931,000 | 1,539 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,374,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $1,374,000 | 2,613 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $41,439,000 | 2,760 |
| Total debt securities | $41,439,000 | 3,009 |
| 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 | $37,095,000 | 3,285 |
| U.S. Government securities | $30,453,000 | 2,734 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $30,453,000 | 2,659 |
| Securities issued by states & political subdivisions | $6,642,000 | 3,452 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $25,009,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $24,136,000 | 1,541 |
| Issued or guaranteed by U.S. | $24,136,000 | 1,540 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $873,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $873,000 | 2,850 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $37,095,000 | 2,995 |
| Total debt securities | $37,095,000 | 3,257 |
| 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 | $46,731,000 | 2,814 |
| U.S. Government securities | $38,266,000 | 2,327 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $38,266,000 | 2,260 |
| Securities issued by states & political subdivisions | $8,465,000 | 3,135 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $30,422,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $29,477,000 | 1,334 |
| Issued or guaranteed by U.S. | $29,477,000 | 1,333 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $945,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $945,000 | 2,792 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $46,731,000 | 2,561 |
| Total debt securities | $46,730,000 | 2,791 |
| 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 | $49,120,000 | 2,740 |
| U.S. Government securities | $37,815,000 | 2,355 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,815,000 | 2,291 |
| Securities issued by states & political subdivisions | $11,305,000 | 2,713 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $29,898,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $28,883,000 | 1,372 |
| Issued or guaranteed by U.S. | $28,883,000 | 1,369 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,015,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $1,015,000 | 2,793 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $49,120,000 | 2,488 |
| Total debt securities | $49,119,000 | 2,719 |
| 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 | $53,779,000 | 2,538 |
| U.S. Government securities | $41,236,000 | 2,177 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $41,236,000 | 2,114 |
| Securities issued by states & political subdivisions | $12,543,000 | 2,525 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $32,728,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $30,557,000 | 1,285 |
| Issued or guaranteed by U.S. | $30,557,000 | 1,285 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,171,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 2,395 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $53,779,000 | 2,303 |
| Total debt securities | $53,780,000 | 2,515 |
| 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 | $46,036,000 | 2,869 |
| U.S. Government securities | $32,881,000 | 2,640 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $32,881,000 | 2,581 |
| Securities issued by states & political subdivisions | $13,155,000 | 2,456 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $24,958,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | $22,379,000 | 1,683 |
| Issued or guaranteed by U.S. | $22,379,000 | 1,682 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,579,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $2,579,000 | 2,340 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $46,036,000 | 2,655 |
| Total debt securities | $46,034,000 | 2,842 |
| 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 | $42,279,000 | 2,995 |
| U.S. Government securities | $26,129,000 | 2,984 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $26,129,000 | 2,919 |
| Securities issued by states & political subdivisions | $16,150,000 | 2,129 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $18,198,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $15,212,000 | 2,135 |
| Issued or guaranteed by U.S. | $15,212,000 | 2,133 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,986,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $2,986,000 | 2,288 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $42,279,000 | 2,767 |
| Total debt securities | $42,279,000 | 2,970 |
| 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 | $40,423,000 | 3,110 |
| U.S. Government securities | $26,706,000 | 3,001 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,706,000 | 2,947 |
| Securities issued by states & political subdivisions | $13,717,000 | 2,330 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $21,256,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $16,631,000 | 2,106 |
| Issued or guaranteed by U.S. | $16,631,000 | 2,105 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,625,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $4,625,000 | 2,080 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $40,423,000 | 2,879 |
| Total debt securities | $40,423,000 | 3,085 |
| 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 | $41,933,000 | 3,049 |
| U.S. Government securities | $26,095,000 | 3,113 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $26,095,000 | 3,052 |
| Securities issued by states & political subdivisions | $15,838,000 | 2,066 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $21,542,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | $15,276,000 | 2,262 |
| Issued or guaranteed by U.S. | $15,276,000 | 2,261 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,266,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $6,266,000 | 1,841 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $41,933,000 | 2,812 |
| Total debt securities | $41,932,000 | 3,022 |
| 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 | $43,710,000 | 2,972 |
| U.S. Government securities | $30,970,000 | 2,833 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,970,000 | 2,773 |
| Securities issued by states & political subdivisions | $12,740,000 | 2,326 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $25,797,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $13,923,000 | 2,370 |
| Issued or guaranteed by U.S. | $13,923,000 | 2,366 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,874,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $11,874,000 | 1,383 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $43,710,000 | 2,735 |
| Total debt securities | $43,710,000 | 2,949 |
| 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 | $42,663,000 | 2,937 |
| U.S. Government securities | $29,761,000 | 2,825 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $29,761,000 | 2,765 |
| Securities issued by states & political subdivisions | $12,902,000 | 2,267 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $26,513,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $12,986,000 | 2,371 |
| Issued or guaranteed by U.S. | $12,986,000 | 2,366 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $13,527,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $13,527,000 | 1,206 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $42,663,000 | 2,688 |
| Total debt securities | $42,664,000 | 2,916 |
| 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 | $43,925,000 | 2,794 |
| U.S. Government securities | $30,915,000 | 2,673 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $30,915,000 | 2,605 |
| Securities issued by states & political subdivisions | $13,010,000 | 2,188 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $28,165,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $13,434,000 | 2,266 |
| Issued or guaranteed by U.S. | $13,434,000 | 2,260 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,731,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $14,731,000 | 1,136 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $43,925,000 | 2,549 |
| Total debt securities | $43,925,000 | 2,771 |
| 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 | $36,777,000 | 3,202 |
| U.S. Government securities | $24,189,000 | 3,238 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $24,189,000 | 3,150 |
| Securities issued by states & political subdivisions | $12,588,000 | 2,172 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $24,189,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $10,351,000 | 2,568 |
| Issued or guaranteed by U.S. | $10,351,000 | 2,560 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $13,838,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $13,838,000 | 1,148 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $36,777,000 | 2,923 |
| Total debt securities | $36,777,000 | 3,177 |
| 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 | $32,866,000 | 3,422 |
| U.S. Government securities | $17,100,000 | 3,949 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,100,000 | 3,840 |
| Securities issued by states & political subdivisions | $15,766,000 | 1,820 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $17,100,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $6,737,000 | 3,086 |
| Issued or guaranteed by U.S. | $6,737,000 | 3,080 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,363,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $10,363,000 | 1,309 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $32,866,000 | 3,134 |
| Total debt securities | $32,866,000 | 3,392 |
| 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 | $31,616,000 | 3,393 |
| U.S. Government securities | $12,899,000 | 4,403 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,899,000 | 4,280 |
| Securities issued by states & political subdivisions | $18,717,000 | 1,508 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $12,899,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $4,207,000 | 3,553 |
| Issued or guaranteed by U.S. | $4,207,000 | 3,544 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,692,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $8,692,000 | 1,409 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $31,616,000 | 3,109 |
| Total debt securities | $31,616,000 | 3,367 |
| 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 | $22,099,000 | 4,125 |
| U.S. Government securities | $5,977,000 | 5,677 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,977,000 | 5,560 |
| Securities issued by states & political subdivisions | $16,122,000 | 1,671 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $5,977,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $1,467,000 | 4,457 |
| Issued or guaranteed by U.S. | $1,467,000 | 4,450 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,510,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $4,510,000 | 1,823 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $22,099,000 | 3,791 |
| Total debt securities | $22,096,000 | 4,084 |
| 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 | $18,034,000 | 4,625 |
| U.S. Government securities | $3,011,000 | 6,561 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,011,000 | 6,439 |
| Securities issued by states & political subdivisions | $15,023,000 | 1,689 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $3,011,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,104 |
| Issued or guaranteed by U.S. | $494,000 | 5,092 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,517,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $2,517,000 | 2,115 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $18,034,000 | 4,212 |
| Total debt securities | $18,032,000 | 4,589 |
| 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 | $12,761,000 | 5,343 |
| U.S. Government securities | $3,179,000 | 6,621 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,179,000 | 6,509 |
| Securities issued by states & political subdivisions | $9,582,000 | 2,296 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $3,179,000 | 4,544 |
| 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 | $3,179,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $3,179,000 | 1,901 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $12,761,000 | 4,895 |
| Total debt securities | $12,761,000 | 5,302 |
| 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 | $12,603,000 | 5,351 |
| U.S. Government securities | $4,404,000 | 6,267 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,404,000 | 6,164 |
| Securities issued by states & political subdivisions | $8,199,000 | 2,547 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $4,404,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $1,966,000 | 4,515 |
| Issued or guaranteed by U.S. | $1,966,000 | 4,508 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,438,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $2,438,000 | 2,036 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $12,603,000 | 4,906 |
| Total debt securities | $12,603,000 | 5,307 |
| 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 | $10,445,000 | 5,755 |
| U.S. Government securities | $3,451,000 | 6,601 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,451,000 | 6,506 |
| Securities issued by states & political subdivisions | $6,989,000 | 2,779 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,000 | 1,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $3,451,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $2,353,000 | 4,456 |
| Issued or guaranteed by U.S. | $2,353,000 | 4,449 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,098,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $1,098,000 | 2,468 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $10,445,000 | 5,271 |
| Total debt securities | $10,440,000 | 5,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $9,819,000 | 5,852 |
| U.S. Government securities | $3,722,000 | 6,542 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,722,000 | 6,452 |
| Securities issued by states & political subdivisions | $6,092,000 | 2,938 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,000 | 1,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $3,722,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $2,495,000 | 4,471 |
| Issued or guaranteed by U.S. | $2,495,000 | 4,459 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,227,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $1,227,000 | 2,407 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,819,000 | 5,348 |
| Total debt securities | $9,814,000 | 5,807 |
| 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 | $12,197,000 | 5,510 |
| U.S. Government securities | $6,084,000 | 6,009 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,084,000 | 5,929 |
| Securities issued by states & political subdivisions | $6,108,000 | 2,875 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $5,000 | 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 | $0 | 6,516 |
| Mortgage-backed securities | $6,084,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $4,707,000 | 3,850 |
| Issued or guaranteed by U.S. | $4,707,000 | 3,837 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,377,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $1,377,000 | 2,358 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $12,197,000 | 5,028 |
| Total debt securities | $12,192,000 | 5,468 |
| 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 | $11,013,000 | 5,740 |
| U.S. Government securities | $6,197,000 | 6,070 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,197,000 | 5,981 |
| Securities issued by states & political subdivisions | $4,813,000 | 3,154 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $3,000 | 1,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $6,197,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $4,712,000 | 3,815 |
| Issued or guaranteed by U.S. | $4,712,000 | 3,802 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,485,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,291 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $11,013,000 | 5,221 |
| Total debt securities | $11,010,000 | 5,700 |
| 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 | $8,877,000 | 6,103 |
| U.S. Government securities | $4,044,000 | 6,678 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,044,000 | 6,579 |
| Securities issued by states & political subdivisions | $4,809,000 | 3,149 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $24,000 | 1,636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $4,044,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $2,529,000 | 4,472 |
| Issued or guaranteed by U.S. | $2,529,000 | 4,459 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,515,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $1,515,000 | 2,191 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,877,000 | 5,555 |
| Total debt securities | $8,853,000 | 6,060 |
| 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 | $9,407,000 | 6,044 |
| U.S. Government securities | $4,388,000 | 6,627 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,388,000 | 6,529 |
| Securities issued by states & political subdivisions | $4,780,000 | 3,179 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $239,000 | 1,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $4,388,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $2,824,000 | 4,357 |
| Issued or guaranteed by U.S. | $2,824,000 | 4,341 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,564,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $1,564,000 | 2,181 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,407,000 | 5,527 |
| Total debt securities | $9,168,000 | 6,017 |
| 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 | $9,985,000 | 5,941 |
| U.S. Government securities | $4,874,000 | 6,511 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,874,000 | 6,416 |
| Securities issued by states & political subdivisions | $4,900,000 | 3,152 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $211,000 | 1,539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $4,874,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $3,184,000 | 4,111 |
| Issued or guaranteed by U.S. | $3,184,000 | 4,097 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,690,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $1,690,000 | 2,133 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,985,000 | 5,406 |
| Total debt securities | $9,774,000 | 5,911 |
| 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 | $12,548,000 | 5,585 |
| U.S. Government securities | $7,410,000 | 5,908 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,410,000 | 5,796 |
| Securities issued by states & political subdivisions | $4,844,000 | 3,150 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $294,000 | 1,420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $5,019,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $3,286,000 | 3,788 |
| Issued or guaranteed by U.S. | $3,286,000 | 3,772 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,733,000 | 2,323 |
| CMOs issued by government agencies or sponsored agencies | $1,733,000 | 2,023 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,548,000 | 5,018 |
| Total debt securities | $12,254,000 | 5,576 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $499,000 | 2,077 |
| 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 | $12,454,000 | 5,650 |
| U.S. Government securities | $7,252,000 | 6,018 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,252,000 | 5,910 |
| Securities issued by states & political subdivisions | $4,797,000 | 3,146 |
| 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 | $405,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $4,528,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $2,752,000 | 3,868 |
| Issued or guaranteed by U.S. | $2,752,000 | 3,851 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,776,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $1,776,000 | 1,972 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $12,454,000 | 5,072 |
| Total debt securities | $12,049,000 | 5,657 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $493,000 | 2,353 |
| 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 | $11,649,000 | 5,791 |
| U.S. Government securities | $6,712,000 | 6,208 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,712,000 | 6,092 |
| Securities issued by states & political subdivisions | $4,496,000 | 3,227 |
| 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 | $441,000 | 1,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $4,033,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $2,198,000 | 4,068 |
| Issued or guaranteed by U.S. | $2,198,000 | 4,056 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,835,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $1,835,000 | 1,931 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,649,000 | 5,193 |
| Total debt securities | $11,208,000 | 5,822 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $482,000 | 2,455 |
| 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 | $12,571,000 | 5,645 |
| U.S. Government securities | $7,520,000 | 6,013 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,520,000 | 5,898 |
| Securities issued by states & political subdivisions | $4,603,000 | 3,197 |
| 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 | $448,000 | 1,282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $4,317,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $2,353,000 | 4,000 |
| Issued or guaranteed by U.S. | $2,353,000 | 3,982 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,964,000 | 2,130 |
| CMOs issued by government agencies or sponsored agencies | $1,964,000 | 1,861 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $12,571,000 | 5,034 |
| Total debt securities | $12,123,000 | 5,661 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $488,000 | 2,517 |
| 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 | $11,669,000 | 5,848 |
| U.S. Government securities | $6,647,000 | 6,329 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,647,000 | 6,198 |
| Securities issued by states & political subdivisions | $4,593,000 | 3,231 |
| 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 | $429,000 | 1,334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $3,454,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $1,914,000 | 4,227 |
| Issued or guaranteed by U.S. | $1,914,000 | 4,215 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,540,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $1,540,000 | 1,991 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $11,669,000 | 5,239 |
| Total debt securities | $11,240,000 | 5,876 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $486,000 | 2,626 |
| 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 | $11,123,000 | 5,985 |
| U.S. Government securities | $6,133,000 | 6,531 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,133,000 | 6,401 |
| Securities issued by states & political subdivisions | $4,580,000 | 3,210 |
| 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 | $410,000 | 1,378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $2,960,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,186 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,166 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $973,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,237 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $11,123,000 | 5,340 |
| Total debt securities | $10,713,000 | 6,004 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $483,000 | 2,758 |
| 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 | $11,984,000 | 5,836 |
| U.S. Government securities | $5,682,000 | 6,681 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,682,000 | 6,541 |
| Securities issued by states & political subdivisions | $5,888,000 | 2,833 |
| 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 | $414,000 | 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 | $0 | 6,970 |
| Mortgage-backed securities | $2,554,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $1,427,000 | 4,534 |
| Issued or guaranteed by U.S. | $1,427,000 | 4,513 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,127,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $1,127,000 | 2,129 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $11,984,000 | 5,196 |
| Total debt securities | $11,571,000 | 5,862 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $474,000 | 2,815 |
| 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 | $11,306,000 | 6,014 |
| U.S. Government securities | $4,906,000 | 6,965 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,906,000 | 6,821 |
| Securities issued by states & political subdivisions | $5,985,000 | 2,790 |
| 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 | $415,000 | 1,425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $1,739,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $1,521,000 | 4,494 |
| Issued or guaranteed by U.S. | $1,521,000 | 4,477 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $218,000 | 3,131 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 2,829 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $11,306,000 | 5,340 |
| Total debt securities | $10,892,000 | 6,044 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $482,000 | 2,807 |
| 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 | $11,460,000 | 6,020 |
| U.S. Government securities | $5,106,000 | 6,920 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,106,000 | 6,769 |
| Securities issued by states & political subdivisions | $5,984,000 | 2,772 |
| 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 | $370,000 | 1,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,930,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $1,609,000 | 4,478 |
| Issued or guaranteed by U.S. | $1,609,000 | 4,459 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $321,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,740 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $11,460,000 | 5,317 |
| Total debt securities | $11,091,000 | 6,042 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $484,000 | 2,805 |
| 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 | $11,697,000 | 5,980 |
| U.S. Government securities | $5,404,000 | 6,836 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,404,000 | 6,692 |
| Securities issued by states & political subdivisions | $5,921,000 | 2,781 |
| 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 | $372,000 | 1,483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,000 | 7,049 |
| Mortgage-backed securities | $2,198,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,409 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $420,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,663 |
| 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) | $11,697,000 | 5,276 |
| Total debt securities | $11,324,000 | 5,999 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $491,000 | 2,736 |
| 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 | $10,145,000 | 6,338 |
| U.S. Government securities | $5,959,000 | 6,706 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,959,000 | 6,564 |
| Securities issued by states & political subdivisions | $3,833,000 | 3,472 |
| 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 | $353,000 | 1,517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $2,740,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $2,227,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,227,000 | 4,223 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $513,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 2,620 |
| 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) | $10,145,000 | 5,606 |
| Total debt securities | $9,792,000 | 6,352 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $493,000 | 2,714 |
| 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 | $10,982,000 | 6,252 |
| U.S. Government securities | $6,802,000 | 6,530 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,802,000 | 6,385 |
| Securities issued by states & political subdivisions | $3,805,000 | 3,482 |
| 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 | $375,000 | 1,543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $3,110,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $2,511,000 | 4,175 |
| Issued or guaranteed by U.S. | $2,511,000 | 4,163 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $599,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,610 |
| 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) | $10,982,000 | 5,512 |
| Total debt securities | $10,607,000 | 6,265 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $485,000 | 2,698 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $13,308,000 | 5,814 |
| U.S. Government securities | $8,629,000 | 6,029 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,629,000 | 5,876 |
| Securities issued by states & political subdivisions | $4,311,000 | 3,285 |
| 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 | $368,000 | 1,583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $3,961,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $3,281,000 | 3,901 |
| Issued or guaranteed by U.S. | $3,281,000 | 3,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $680,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 2,607 |
| 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) | $13,308,000 | 5,094 |
| Total debt securities | $12,940,000 | 5,824 |
| Structured notes | ||
| Amortized cost | $909,000 | 2,276 |
| Fair value | $914,000 | 2,276 |
| 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 | $11,535,000 | 6,191 |
| U.S. Government securities | $6,823,000 | 6,543 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,823,000 | 6,384 |
| Securities issued by states & political subdivisions | $4,310,000 | 3,297 |
| 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 | $402,000 | 1,566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,122,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $2,122,000 | 4,436 |
| Issued or guaranteed by U.S. | $2,122,000 | 4,424 |
| 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) | $11,535,000 | 5,419 |
| Total debt securities | $11,133,000 | 6,200 |
| Structured notes | ||
| Amortized cost | $909,000 | 2,272 |
| Fair value | $919,000 | 2,274 |
| 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 | $14,161,000 | 5,728 |
| U.S. Government securities | $8,657,000 | 6,116 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,657,000 | 5,960 |
| Securities issued by states & political subdivisions | $5,101,000 | 3,036 |
| 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 | $403,000 | 1,605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $2,328,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $2,328,000 | 4,384 |
| Issued or guaranteed by U.S. | $2,328,000 | 4,370 |
| 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) | $14,161,000 | 5,033 |
| Total debt securities | $13,758,000 | 5,730 |
| Structured notes | ||
| Amortized cost | $909,000 | 2,237 |
| Fair value | $886,000 | 2,244 |
| 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 | $13,438,000 | 5,847 |
| U.S. Government securities | $7,669,000 | 6,328 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,669,000 | 6,173 |
| Securities issued by states & political subdivisions | $5,361,000 | 2,964 |
| 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 | $408,000 | 1,642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $2,598,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $2,598,000 | 4,309 |
| Issued or guaranteed by U.S. | $2,598,000 | 4,299 |
| 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) | $13,438,000 | 5,135 |
| Total debt securities | $13,030,000 | 5,841 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $501,000 | 2,265 |
| 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 | $14,378,000 | 5,731 |
| U.S. Government securities | $9,981,000 | 5,778 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,981,000 | 5,619 |
| Securities issued by states & political subdivisions | $3,987,000 | 3,432 |
| 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 | $410,000 | 1,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $2,708,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $2,708,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,708,000 | 4,222 |
| 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) | $14,378,000 | 4,998 |
| Total debt securities | $13,968,000 | 5,711 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $493,000 | 2,201 |
| 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 | $13,504,000 | 5,814 |
| U.S. Government securities | $10,106,000 | 5,598 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,106,000 | 5,437 |
| Securities issued by states & political subdivisions | $2,960,000 | 3,883 |
| 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 | $438,000 | 1,696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $2,917,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 4,131 |
| Issued or guaranteed by U.S. | $2,917,000 | 4,116 |
| 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) | $13,504,000 | 5,101 |
| Total debt securities | $13,066,000 | 5,814 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $489,000 | 1,943 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $8,671,000 | 6,806 |
| U.S. Government securities | $6,726,000 | 6,493 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,726,000 | 6,313 |
| Securities issued by states & political subdivisions | $1,525,000 | 4,725 |
| 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 | $420,000 | 1,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $3,392,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $3,392,000 | 3,985 |
| Issued or guaranteed by U.S. | $3,392,000 | 3,972 |
| 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) | $8,671,000 | 6,025 |
| Total debt securities | $8,251,000 | 6,799 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $509,000 | 1,603 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,522,000 | 7,113 |
| U.S. Government securities | $6,262,000 | 6,693 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,262,000 | 6,507 |
| Securities issued by states & political subdivisions | $802,000 | 5,406 |
| 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 | $458,000 | 1,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $2,443,000 | 5,124 |
| Certificates of participation in pools of residential mortgages | $2,443,000 | 4,453 |
| Issued or guaranteed by U.S. | $2,443,000 | 4,434 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,522,000 | 6,316 |
| Total debt securities | $7,064,000 | 7,163 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $500,000 | 1,450 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $7,707,000 | 7,101 |
| U.S. Government securities | $7,255,000 | 6,400 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,255,000 | 6,202 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $452,000 | 1,703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,130,000 | 5,820 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 5,234 |
| Issued or guaranteed by U.S. | $1,130,000 | 5,215 |
| 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) | $7,707,000 | 6,274 |
| Total debt securities | $7,255,000 | 7,134 |
| 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 | $2,819,000 | 8,633 |
| U.S. Government securities | $2,557,000 | 8,256 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,557,000 | 8,040 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $262,000 | 1,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $503,000 | 6,345 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,709 |
| Issued or guaranteed by U.S. | $503,000 | 5,688 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,819,000 | 7,682 |
| Total debt securities | $2,557,000 | 8,615 |
| 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 | $3,993,000 | 8,703 |
| U.S. Government securities | $3,743,000 | 8,307 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,743,000 | 7,962 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $250,000 | 3,327 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,907 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $3,993,000 | 7,555 |
| Total debt securities | $3,993,000 | 8,596 |
| 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 | $3,932,000 | 9,042 |
| U.S. Government securities | $3,684,000 | 8,656 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,684,000 | 8,149 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $248,000 | 3,228 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $248,000 | 2,755 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,932,000 | 7,781 |
| Total debt securities | $3,932,000 | 8,934 |
| 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 | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $0 | 10,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |