Home > State Bank of Cokato > Securities
State Bank of Cokato, Securities
| 2012-03-31 | Rank | |
| Total securities | $4,078,000 | 6,501 |
| U.S. Government securities | $4,078,000 | 6,026 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,078,000 | 5,928 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $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 | $3,549,000 | 4,815 |
| Mortgage-backed securities | $4,078,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $4,078,000 | 3,924 |
| Issued or guaranteed by U.S. | $4,078,000 | 3,919 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,078,000 | 6,080 |
| Total debt securities | $4,079,000 | 6,471 |
| 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 | $4,173,000 | 6,519 |
| U.S. Government securities | $4,173,000 | 6,023 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,173,000 | 5,926 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $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 | $1,225,000 | 5,397 |
| Mortgage-backed securities | $4,173,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $4,173,000 | 3,798 |
| Issued or guaranteed by U.S. | $4,173,000 | 3,793 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $4,173,000 | 6,065 |
| Total debt securities | $4,174,000 | 6,487 |
| 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 | $4,718,000 | 6,505 |
| U.S. Government securities | $4,718,000 | 5,958 |
| U.S. Treasury securities | $500,000 | 972 |
| U.S. Government agency obligations | $4,218,000 | 5,937 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,235,000 | 5,402 |
| Mortgage-backed securities | $4,218,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $4,218,000 | 3,728 |
| Issued or guaranteed by U.S. | $4,218,000 | 3,719 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $4,718,000 | 6,042 |
| Total debt securities | $4,717,000 | 6,469 |
| 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 | $4,584,000 | 6,615 |
| U.S. Government securities | $4,584,000 | 6,116 |
| U.S. Treasury securities | $502,000 | 1,044 |
| U.S. Government agency obligations | $4,082,000 | 6,098 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $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 | $2,964,000 | 4,854 |
| Mortgage-backed securities | $4,082,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $4,082,000 | 3,746 |
| Issued or guaranteed by U.S. | $4,082,000 | 3,733 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $4,584,000 | 6,141 |
| Total debt securities | $4,584,000 | 6,582 |
| 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 | $4,474,000 | 6,653 |
| U.S. Government securities | $4,474,000 | 6,156 |
| U.S. Treasury securities | $502,000 | 1,077 |
| U.S. Government agency obligations | $3,972,000 | 6,130 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $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 | $4,474,000 | 4,375 |
| Mortgage-backed securities | $3,972,000 | 4,312 |
| Certificates of participation in pools of residential mortgages | $3,972,000 | 3,715 |
| Issued or guaranteed by U.S. | $3,972,000 | 3,706 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $4,474,000 | 6,167 |
| Total debt securities | $4,474,000 | 6,615 |
| 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 | $4,795,000 | 6,568 |
| U.S. Government securities | $4,685,000 | 5,989 |
| U.S. Treasury securities | $502,000 | 1,077 |
| U.S. Government agency obligations | $4,183,000 | 5,972 |
| Securities issued by states & political subdivisions | $110,000 | 5,696 |
| 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 | $3,683,000 | 4,616 |
| Mortgage-backed securities | $4,183,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $4,183,000 | 3,563 |
| Issued or guaranteed by U.S. | $4,183,000 | 3,554 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,795,000 | 6,069 |
| Total debt securities | $4,792,000 | 6,540 |
| 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 | $7,494,000 | 6,098 |
| U.S. Government securities | $5,498,000 | 5,806 |
| U.S. Treasury securities | $1,004,000 | 869 |
| U.S. Government agency obligations | $4,494,000 | 5,907 |
| Securities issued by states & political subdivisions | $396,000 | 5,381 |
| 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 | $1,600,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,098,000 | 3,974 |
| Mortgage-backed securities | $4,494,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $4,494,000 | 3,461 |
| Issued or guaranteed by U.S. | $4,494,000 | 3,454 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $7,494,000 | 5,625 |
| Total debt securities | $5,894,000 | 6,356 |
| 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 | $5,803,000 | 6,500 |
| U.S. Government securities | $4,806,000 | 6,080 |
| U.S. Treasury securities | $503,000 | 928 |
| U.S. Government agency obligations | $4,303,000 | 6,089 |
| Securities issued by states & political subdivisions | $397,000 | 5,340 |
| 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 | $600,000 | 777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,915,000 | 4,340 |
| Mortgage-backed securities | $4,303,000 | 4,181 |
| Certificates of participation in pools of residential mortgages | $4,303,000 | 3,525 |
| Issued or guaranteed by U.S. | $4,303,000 | 3,517 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,803,000 | 5,987 |
| Total debt securities | $5,203,000 | 6,559 |
| 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 | $5,362,000 | 6,655 |
| U.S. Government securities | $4,365,000 | 6,290 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,365,000 | 6,175 |
| Securities issued by states & political subdivisions | $397,000 | 5,364 |
| 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 | $600,000 | 783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,978,000 | 4,396 |
| Mortgage-backed securities | $4,365,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $4,365,000 | 3,619 |
| Issued or guaranteed by U.S. | $4,365,000 | 3,613 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,362,000 | 6,131 |
| Total debt securities | $4,763,000 | 6,723 |
| 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 | $5,487,000 | 6,638 |
| U.S. Government securities | $4,491,000 | 6,242 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,491,000 | 6,138 |
| Securities issued by states & political subdivisions | $396,000 | 5,389 |
| 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 | $600,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,323,000 | 4,316 |
| Mortgage-backed securities | $4,491,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $4,491,000 | 3,676 |
| Issued or guaranteed by U.S. | $4,491,000 | 3,670 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,487,000 | 6,111 |
| Total debt securities | $4,892,000 | 6,715 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,606,000 | 6,679 |
| U.S. Government securities | $5,210,000 | 6,097 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,210,000 | 6,008 |
| Securities issued by states & political subdivisions | $396,000 | 5,422 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,323,000 | 4,310 |
| Mortgage-backed securities | $4,707,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $4,707,000 | 3,717 |
| Issued or guaranteed by U.S. | $4,707,000 | 3,708 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,606,000 | 6,145 |
| Total debt securities | $5,607,000 | 6,637 |
| 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 | $3,105,000 | 7,188 |
| U.S. Government securities | $2,711,000 | 6,847 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,711,000 | 6,753 |
| Securities issued by states & political subdivisions | $394,000 | 5,446 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,824,000 | 5,180 |
| Mortgage-backed securities | $2,204,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $2,204,000 | 4,570 |
| Issued or guaranteed by U.S. | $2,204,000 | 4,558 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $3,105,000 | 6,645 |
| Total debt securities | $3,105,000 | 7,144 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $4,198,000 | 7,009 |
| U.S. Government securities | $3,791,000 | 6,622 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,791,000 | 6,536 |
| Securities issued by states & political subdivisions | $407,000 | 5,375 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,211,000 | 5,900 |
| Mortgage-backed securities | $2,274,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $2,274,000 | 4,638 |
| Issued or guaranteed by U.S. | $2,274,000 | 4,625 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,198,000 | 6,467 |
| Total debt securities | $4,197,000 | 6,970 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,466,000 | 7,022 |
| U.S. Government securities | $3,957,000 | 6,712 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,957,000 | 6,612 |
| Securities issued by states & political subdivisions | $509,000 | 5,224 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,180,000 | 5,522 |
| Mortgage-backed securities | $2,427,000 | 5,045 |
| Certificates of participation in pools of residential mortgages | $2,427,000 | 4,562 |
| Issued or guaranteed by U.S. | $2,427,000 | 4,550 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,466,000 | 6,459 |
| Total debt securities | $4,466,000 | 6,980 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,474,000 | 7,028 |
| U.S. Government securities | $3,959,000 | 6,710 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,959,000 | 6,614 |
| Securities issued by states & political subdivisions | $515,000 | 5,202 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,151,000 | 5,552 |
| Mortgage-backed securities | $2,447,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 4,505 |
| Issued or guaranteed by U.S. | $2,447,000 | 4,492 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,474,000 | 6,445 |
| Total debt securities | $4,474,000 | 6,980 |
| 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 | $3,500,000 | 7,343 |
| U.S. Government securities | $2,985,000 | 7,081 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,985,000 | 6,980 |
| Securities issued by states & political subdivisions | $515,000 | 5,254 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,985,000 | 5,248 |
| Mortgage-backed securities | $973,000 | 5,610 |
| Certificates of participation in pools of residential mortgages | $973,000 | 5,188 |
| Issued or guaranteed by U.S. | $973,000 | 5,167 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,500,000 | 6,734 |
| Total debt securities | $3,500,000 | 7,285 |
| 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 | $3,436,000 | 7,401 |
| U.S. Government securities | $2,902,000 | 7,114 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,902,000 | 7,012 |
| Securities issued by states & political subdivisions | $534,000 | 5,251 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,649,000 | 5,332 |
| Mortgage-backed securities | $865,000 | 5,637 |
| Certificates of participation in pools of residential mortgages | $865,000 | 5,217 |
| Issued or guaranteed by U.S. | $865,000 | 5,190 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,436,000 | 6,785 |
| Total debt securities | $3,435,000 | 7,344 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,271,000 | 7,257 |
| U.S. Government securities | $3,744,000 | 6,986 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,744,000 | 6,873 |
| Securities issued by states & political subdivisions | $527,000 | 5,278 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,226,000 | 5,566 |
| Mortgage-backed securities | $933,000 | 5,421 |
| Certificates of participation in pools of residential mortgages | $933,000 | 4,989 |
| Issued or guaranteed by U.S. | $933,000 | 4,967 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,271,000 | 6,623 |
| Total debt securities | $4,270,000 | 7,201 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,494,000 | 7,247 |
| U.S. Government securities | $3,826,000 | 7,024 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,826,000 | 6,911 |
| Securities issued by states & political subdivisions | $668,000 | 5,177 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,308,000 | 5,541 |
| Mortgage-backed securities | $1,037,000 | 5,246 |
| Certificates of participation in pools of residential mortgages | $1,035,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,035,000 | 4,763 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,290 |
| 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) | $4,494,000 | 6,597 |
| Total debt securities | $4,494,000 | 7,203 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,548,000 | 7,274 |
| U.S. Government securities | $3,884,000 | 7,045 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,884,000 | 6,925 |
| Securities issued by states & political subdivisions | $664,000 | 5,213 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,146,000 | 5,224 |
| Mortgage-backed securities | $1,120,000 | 5,183 |
| Certificates of participation in pools of residential mortgages | $1,113,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,113,000 | 4,687 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,231 |
| 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) | $4,548,000 | 6,613 |
| Total debt securities | $4,548,000 | 7,227 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $499,000 | 2,260 |
| 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 | $4,171,000 | 7,414 |
| U.S. Government securities | $3,489,000 | 7,210 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,489,000 | 7,078 |
| Securities issued by states & political subdivisions | $682,000 | 5,249 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,240,000 | 5,200 |
| Mortgage-backed securities | $1,206,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $1,192,000 | 4,664 |
| Issued or guaranteed by U.S. | $1,192,000 | 4,645 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $14,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,213 |
| 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) | $4,171,000 | 6,720 |
| Total debt securities | $4,170,000 | 7,365 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $498,000 | 2,371 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,275,000 | 7,201 |
| U.S. Government securities | $4,594,000 | 6,913 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,594,000 | 6,790 |
| Securities issued by states & political subdivisions | $681,000 | 5,269 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,249,000 | 4,823 |
| Mortgage-backed securities | $1,272,000 | 5,112 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,252,000 | 4,605 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $20,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,199 |
| 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) | $5,275,000 | 6,502 |
| Total debt securities | $5,278,000 | 7,155 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,184 |
| Fair value | $945,000 | 2,181 |
| 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 | $5,407,000 | 7,248 |
| U.S. Government securities | $4,656,000 | 6,972 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,656,000 | 6,841 |
| Securities issued by states & political subdivisions | $751,000 | 5,234 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,438,000 | 4,788 |
| Mortgage-backed securities | $1,345,000 | 5,067 |
| Certificates of participation in pools of residential mortgages | $1,316,000 | 4,588 |
| Issued or guaranteed by U.S. | $1,316,000 | 4,563 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $29,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,157 |
| 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) | $5,407,000 | 6,518 |
| Total debt securities | $5,407,000 | 7,195 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,307 |
| Fair value | $941,000 | 2,307 |
| 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 | $5,640,000 | 7,216 |
| U.S. Government securities | $4,899,000 | 6,940 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,899,000 | 6,801 |
| Securities issued by states & political subdivisions | $741,000 | 5,279 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,592,000 | 4,433 |
| Mortgage-backed securities | $1,436,000 | 5,034 |
| Certificates of participation in pools of residential mortgages | $1,398,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,398,000 | 4,534 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $38,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,128 |
| 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) | $5,640,000 | 6,473 |
| Total debt securities | $5,641,000 | 7,161 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,383 |
| Fair value | $932,000 | 2,380 |
| 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 | $6,553,000 | 7,063 |
| U.S. Government securities | $5,790,000 | 6,686 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,790,000 | 6,541 |
| Securities issued by states & political subdivisions | $763,000 | 5,276 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,489,000 | 4,171 |
| Mortgage-backed securities | $1,554,000 | 5,009 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,506 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,489 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $49,000 | 3,440 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,112 |
| 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) | $6,553,000 | 6,323 |
| Total debt securities | $6,552,000 | 7,009 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,381 |
| Fair value | $934,000 | 2,378 |
| 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 | $6,553,000 | 7,090 |
| U.S. Government securities | $5,788,000 | 6,718 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,788,000 | 6,572 |
| Securities issued by states & political subdivisions | $765,000 | 5,299 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,489,000 | 4,150 |
| Mortgage-backed securities | $1,651,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $1,590,000 | 4,488 |
| Issued or guaranteed by U.S. | $1,590,000 | 4,469 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $61,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,108 |
| 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) | $6,553,000 | 6,359 |
| Total debt securities | $6,551,000 | 7,033 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,932 |
| Fair value | $1,432,000 | 1,933 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $7,110,000 | 6,982 |
| U.S. Government securities | $5,956,000 | 6,660 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,956,000 | 6,525 |
| Securities issued by states & political subdivisions | $1,154,000 | 4,963 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,744,000 | 4,378 |
| Mortgage-backed securities | $1,804,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $1,731,000 | 4,448 |
| Issued or guaranteed by U.S. | $1,731,000 | 4,432 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $73,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,093 |
| 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) | $7,110,000 | 6,221 |
| Total debt securities | $7,110,000 | 6,921 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,890 |
| Fair value | $1,439,000 | 1,891 |
| 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 | $5,907,000 | 7,317 |
| U.S. Government securities | $4,749,000 | 7,088 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,749,000 | 6,942 |
| Securities issued by states & political subdivisions | $1,158,000 | 4,940 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,830,000 | 5,001 |
| Mortgage-backed securities | $2,019,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,931,000 | 4,389 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $88,000 | 3,418 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,107 |
| 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) | $5,907,000 | 6,526 |
| Total debt securities | $5,907,000 | 7,250 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,877 |
| Fair value | $1,444,000 | 1,880 |
| 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 | $6,066,000 | 7,362 |
| U.S. Government securities | $4,898,000 | 7,105 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,898,000 | 6,946 |
| Securities issued by states & political subdivisions | $1,168,000 | 4,950 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,604,000 | 5,133 |
| Mortgage-backed securities | $2,195,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $2,092,000 | 4,386 |
| Issued or guaranteed by U.S. | $2,092,000 | 4,374 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $103,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,128 |
| 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) | $6,066,000 | 6,563 |
| Total debt securities | $6,065,000 | 7,294 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,862 |
| Fair value | $1,432,000 | 1,861 |
| 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 | $5,771,000 | 7,446 |
| U.S. Government securities | $4,593,000 | 7,231 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,593,000 | 7,074 |
| Securities issued by states & political subdivisions | $1,178,000 | 4,964 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,753,000 | 5,050 |
| Mortgage-backed securities | $2,038,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $1,916,000 | 4,525 |
| Issued or guaranteed by U.S. | $1,916,000 | 4,510 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $122,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,133 |
| 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) | $5,771,000 | 6,648 |
| Total debt securities | $5,772,000 | 7,375 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,822 |
| Fair value | $1,448,000 | 1,822 |
| 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 | $5,525,000 | 7,550 |
| U.S. Government securities | $4,303,000 | 7,358 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,303,000 | 7,196 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,953 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,907,000 | 5,009 |
| Mortgage-backed securities | $2,239,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $2,098,000 | 4,451 |
| Issued or guaranteed by U.S. | $2,098,000 | 4,438 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $141,000 | 3,427 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,126 |
| 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) | $5,525,000 | 6,727 |
| Total debt securities | $5,526,000 | 7,483 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,262 |
| Fair value | $951,000 | 2,263 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,213,000 | 6,950 |
| U.S. Government securities | $6,962,000 | 6,593 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,962,000 | 6,422 |
| Securities issued by states & political subdivisions | $1,251,000 | 4,921 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,033,000 | 4,946 |
| Mortgage-backed securities | $2,422,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $2,259,000 | 4,420 |
| Issued or guaranteed by U.S. | $2,259,000 | 4,407 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $163,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 3,164 |
| 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) | $8,213,000 | 6,191 |
| Total debt securities | $8,214,000 | 6,885 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,596 |
| Fair value | $1,935,000 | 1,564 |
| 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 | $9,798,000 | 6,620 |
| U.S. Government securities | $8,821,000 | 6,026 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,821,000 | 5,868 |
| Securities issued by states & political subdivisions | $977,000 | 5,194 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,920,000 | 5,408 |
| Mortgage-backed securities | $3,231,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $3,037,000 | 4,118 |
| Issued or guaranteed by U.S. | $3,037,000 | 4,108 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $194,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 3,183 |
| 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) | $9,798,000 | 5,868 |
| Total debt securities | $9,797,000 | 6,530 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,414 |
| Fair value | $1,959,000 | 1,413 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,352,000 | 7,475 |
| U.S. Government securities | $5,597,000 | 7,060 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,597,000 | 6,869 |
| Securities issued by states & political subdivisions | $755,000 | 5,480 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,572,000 | 5,540 |
| Mortgage-backed securities | $3,587,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $3,366,000 | 3,963 |
| Issued or guaranteed by U.S. | $3,366,000 | 3,952 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $221,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 3,332 |
| 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) | $6,352,000 | 6,661 |
| Total debt securities | $6,354,000 | 7,395 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,788 |
| Fair value | $1,003,000 | 1,685 |
| 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 | $6,910,000 | 7,303 |
| U.S. Government securities | $5,912,000 | 6,849 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,912,000 | 6,671 |
| Securities issued by states & political subdivisions | $998,000 | 5,240 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,667,000 | 5,458 |
| Mortgage-backed securities | $3,703,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $3,441,000 | 3,928 |
| Issued or guaranteed by U.S. | $3,441,000 | 3,913 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $262,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 3,354 |
| 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) | $6,910,000 | 6,491 |
| Total debt securities | $6,910,000 | 7,204 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,537 |
| Fair value | $1,004,000 | 1,438 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,858,000 | 7,260 |
| U.S. Government securities | $5,822,000 | 6,795 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,822,000 | 6,612 |
| Securities issued by states & political subdivisions | $1,036,000 | 5,169 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,847,000 | 5,367 |
| Mortgage-backed securities | $4,596,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $4,281,000 | 3,675 |
| Issued or guaranteed by U.S. | $4,281,000 | 3,665 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $315,000 | 3,651 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 3,478 |
| 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) | $6,858,000 | 6,445 |
| Total debt securities | $6,858,000 | 7,166 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $500,000 | 1,725 |
| 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 | $7,916,000 | 6,993 |
| U.S. Government securities | $6,872,000 | 6,499 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,872,000 | 6,310 |
| Securities issued by states & political subdivisions | $1,044,000 | 5,090 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,199,000 | 5,200 |
| Mortgage-backed securities | $2,506,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $2,136,000 | 4,585 |
| Issued or guaranteed by U.S. | $2,136,000 | 4,569 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $370,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 3,541 |
| 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) | $7,916,000 | 6,205 |
| Total debt securities | $7,917,000 | 6,898 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $499,000 | 1,488 |
| 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 | $6,903,000 | 7,308 |
| U.S. Government securities | $6,068,000 | 6,786 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,068,000 | 6,586 |
| Securities issued by states & political subdivisions | $835,000 | 5,368 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,502,000 | 5,604 |
| Mortgage-backed securities | $5,056,000 | 4,133 |
| Certificates of participation in pools of residential mortgages | $4,121,000 | 3,693 |
| Issued or guaranteed by U.S. | $4,121,000 | 3,680 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $935,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $935,000 | 3,090 |
| 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) | $6,903,000 | 6,473 |
| Total debt securities | $6,903,000 | 7,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,179,000 | 7,878 |
| U.S. Government securities | $4,484,000 | 7,443 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,484,000 | 7,186 |
| Securities issued by states & political subdivisions | $695,000 | 5,645 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $514,000 | 7,151 |
| Mortgage-backed securities | $2,797,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $1,604,000 | 4,767 |
| Issued or guaranteed by U.S. | $1,604,000 | 4,743 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,193,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $1,193,000 | 2,985 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,179,000 | 6,929 |
| Total debt securities | $5,179,000 | 7,771 |
| 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 | $6,102,000 | 7,976 |
| U.S. Government securities | $4,794,000 | 7,850 |
| U.S. Treasury securities | $504,000 | 3,293 |
| U.S. Government agency obligations | $4,290,000 | 7,721 |
| Securities issued by states & political subdivisions | $1,145,000 | 5,144 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $163,000 | 6,161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,490,000 | 5,388 |
| Mortgage-backed securities | $891,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $891,000 | 4,912 |
| Issued or guaranteed by U.S. | $891,000 | 4,898 |
| 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) | $6,102,000 | 6,872 |
| Total debt securities | $5,939,000 | 7,915 |
| 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 | $7,328,000 | 7,882 |
| U.S. Government securities | $5,846,000 | 7,690 |
| U.S. Treasury securities | $486,000 | 4,696 |
| U.S. Government agency obligations | $5,360,000 | 7,367 |
| Securities issued by states & political subdivisions | $1,481,000 | 5,100 |
| Other domestic debt securities | $1,000 | 3,967 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $4,205,000 | 4,994 |
| Mortgage-backed securities | $1,106,000 | 5,743 |
| Certificates of participation in pools of residential mortgages | $1,105,000 | 4,918 |
| Issued or guaranteed by U.S. | $1,105,000 | 4,903 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,000 | 4,576 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $1,000 | 1,440 |
| 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) | $7,328,000 | 6,658 |
| Total debt securities | $7,328,000 | 7,761 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,356,000 | 8,987 |
| U.S. Government securities | $2,909,000 | 9,056 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,909,000 | 8,285 |
| Securities issued by states & political subdivisions | $1,444,000 | 5,235 |
| Other domestic debt securities | $3,000 | 3,954 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,684 |
| 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 | $3,424,000 | 5,130 |
| Mortgage-backed securities | $408,000 | 6,819 |
| Certificates of participation in pools of residential mortgages | $405,000 | 6,149 |
| Issued or guaranteed by U.S. | $405,000 | 6,131 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,000 | 4,854 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $3,000 | 1,462 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $4,356,000 | 7,598 |
| Total debt securities | $4,356,000 | 8,851 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,451,000 | 8,646 |
| U.S. Government securities | $3,452,000 | 9,332 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,452,000 | 8,133 |
| Securities issued by states & political subdivisions | $2,994,000 | 3,836 |
| Other domestic debt securities | $5,000 | 3,844 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,673,000 | 5,217 |
| Mortgage-backed securities | $445,000 | 7,098 |
| Certificates of participation in pools of residential mortgages | $440,000 | 6,284 |
| Issued or guaranteed by U.S. | $440,000 | 6,264 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $5,000 | 5,102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $5,000 | 1,471 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,451,000 | 6,895 |
| Total debt securities | $6,451,000 | 8,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,781,000 | 7,662 |
| U.S. Government securities | $8,444,000 | 7,647 |
| U.S. Treasury securities | $201,000 | 8,556 |
| U.S. Government agency obligations | $8,243,000 | 6,144 |
| Securities issued by states & political subdivisions | $2,330,000 | 4,480 |
| Other domestic debt securities | $7,000 | 4,386 |
| Privately issued residential mortgage-backed securities | $7,000 | 2,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,766,000 | 5,297 |
| Mortgage-backed securities | $2,671,000 | 5,427 |
| Certificates of participation in pools of residential mortgages | $2,466,000 | 4,422 |
| Issued or guaranteed by U.S. | $2,466,000 | 4,400 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $205,000 | 4,999 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 4,842 |
| Privately issued | $7,000 | 1,752 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,781,000 | 5,755 |
| Total debt securities | $10,781,000 | 7,534 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,385,000 | 10,473 |
| U.S. Government securities | $3,143,000 | 10,508 |
| U.S. Treasury securities | $503,000 | 9,355 |
| U.S. Government agency obligations | $2,640,000 | 9,261 |
| Securities issued by states & political subdivisions | $1,232,000 | 5,954 |
| Other domestic debt securities | $10,000 | 5,053 |
| Privately issued residential mortgage-backed securities | $10,000 | 2,454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,366,000 | 6,515 |
| Mortgage-backed securities | $1,907,000 | 6,350 |
| Certificates of participation in pools of residential mortgages | $1,301,000 | 5,690 |
| Issued or guaranteed by U.S. | $1,301,000 | 5,660 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $606,000 | 4,710 |
| CMOs issued by government agencies or sponsored agencies | $596,000 | 4,545 |
| Privately issued | $10,000 | 2,119 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $4,385,000 | 8,321 |
| Total debt securities | $4,385,000 | 10,372 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,183,000 | 11,191 |
| U.S. Government securities | $2,082,000 | 11,716 |
| U.S. Treasury securities | $681,000 | 10,188 |
| U.S. Government agency obligations | $1,401,000 | 10,498 |
| Securities issued by states & political subdivisions | $2,089,000 | 5,082 |
| Other domestic debt securities | $12,000 | 5,671 |
| Privately issued residential mortgage-backed securities | $12,000 | 2,755 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 7,207 |
| Mortgage-backed securities | $258,000 | 9,072 |
| Certificates of participation in pools of residential mortgages | $246,000 | 8,165 |
| Issued or guaranteed by U.S. | $246,000 | 8,140 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $12,000 | 6,545 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $12,000 | 2,410 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,101,000 | 9,939 |
| Available-for-sale securities (fair market value) | $2,082,000 | 8,780 |
| Total debt securities | $4,183,000 | 11,097 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $6,169,000 | 10,694 |
| U.S. Government securities | $4,098,000 | 11,023 |
| U.S. Treasury securities | $1,199,000 | 9,603 |
| U.S. Government agency obligations | $2,899,000 | 9,487 |
| Securities issued by states & political subdivisions | $2,051,000 | 5,237 |
| Other domestic debt securities | $20,000 | 6,371 |
| Privately issued residential mortgage-backed securities | $20,000 | 3,239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 8,775 |
| Mortgage-backed securities | $170,000 | 10,045 |
| Certificates of participation in pools of residential mortgages | $150,000 | 9,221 |
| Issued or guaranteed by U.S. | $150,000 | 9,169 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $20,000 | 6,910 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $20,000 | 2,765 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,169,000 | 10,562 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,846,000 | 10,606 |
| U.S. Government securities | $5,070,000 | 10,744 |
| U.S. Treasury securities | $1,597,000 | 9,347 |
| U.S. Government agency obligations | $3,473,000 | 9,144 |
| Securities issued by states & political subdivisions | $1,612,000 | 5,514 |
| Other domestic debt securities | $164,000 | 6,345 |
| Privately issued residential mortgage-backed securities | $47,000 | 3,801 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $117,000 | 5,071 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,699,000 | 7,539 |
| Mortgage-backed securities | $426,000 | 9,949 |
| Certificates of participation in pools of residential mortgages | $379,000 | 8,914 |
| Issued or guaranteed by U.S. | $379,000 | 8,846 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $47,000 | 7,147 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $47,000 | 3,269 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,845,000 | 10,477 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |