Home > State Bank of Lucan > Securities
State Bank of Lucan, Securities
| 2011-09-30 | Rank | |
| Total securities | $12,293,000 | 5,409 |
| U.S. Government securities | $9,967,000 | 4,909 |
| U.S. Treasury securities | $257,000 | 1,027 |
| U.S. Government agency obligations | $9,710,000 | 4,852 |
| Securities issued by states & political subdivisions | $2,326,000 | 4,325 |
| 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 | $644,000 | 5,656 |
| Mortgage-backed securities | $5,426,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $2,962,000 | 4,094 |
| Issued or guaranteed by U.S. | $2,962,000 | 4,079 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,464,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $2,464,000 | 2,416 |
| 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) | $215,000 | 2,557 |
| Available-for-sale securities (fair market value) | $12,078,000 | 5,008 |
| Total debt securities | $12,293,000 | 5,372 |
| Structured notes | ||
| Amortized cost | $2,248,000 | 1,665 |
| Fair value | $2,260,000 | 1,664 |
| 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 | $11,832,000 | 5,556 |
| U.S. Government securities | $9,886,000 | 5,047 |
| U.S. Treasury securities | $257,000 | 1,125 |
| U.S. Government agency obligations | $9,629,000 | 4,987 |
| Securities issued by states & political subdivisions | $1,745,000 | 4,536 |
| Other domestic debt securities | $201,000 | 2,565 |
| 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 | $201,000 | 1,886 |
| 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 | $652,000 | 5,701 |
| Mortgage-backed securities | $5,108,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $2,827,000 | 4,098 |
| Issued or guaranteed by U.S. | $2,827,000 | 4,085 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,281,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $2,281,000 | 2,414 |
| 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) | $215,000 | 2,598 |
| Available-for-sale securities (fair market value) | $11,617,000 | 5,157 |
| Total debt securities | $11,832,000 | 5,521 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 1,895 |
| Fair value | $2,190,000 | 1,899 |
| 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 | $10,278,000 | 5,741 |
| U.S. Government securities | $8,493,000 | 5,304 |
| U.S. Treasury securities | $252,000 | 1,177 |
| U.S. Government agency obligations | $8,241,000 | 5,232 |
| Securities issued by states & political subdivisions | $1,581,000 | 4,593 |
| Other domestic debt securities | $204,000 | 2,618 |
| 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 | $204,000 | 1,924 |
| 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 | $653,000 | 5,737 |
| Mortgage-backed securities | $4,368,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $2,495,000 | 4,164 |
| Issued or guaranteed by U.S. | $2,495,000 | 4,154 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,873,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $1,873,000 | 2,472 |
| 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) | $220,000 | 2,599 |
| Available-for-sale securities (fair market value) | $10,058,000 | 5,343 |
| Total debt securities | $10,278,000 | 5,707 |
| Structured notes | ||
| Amortized cost | $1,848,000 | 2,143 |
| Fair value | $1,801,000 | 2,149 |
| 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 | $10,305,000 | 5,663 |
| U.S. Government securities | $8,206,000 | 5,201 |
| U.S. Treasury securities | $253,000 | 1,169 |
| U.S. Government agency obligations | $7,953,000 | 5,159 |
| Securities issued by states & political subdivisions | $1,792,000 | 4,502 |
| Other domestic debt securities | $307,000 | 2,656 |
| 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 | $307,000 | 1,845 |
| 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 | $318,000 | 5,965 |
| Mortgage-backed securities | $4,293,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $2,417,000 | 4,085 |
| Issued or guaranteed by U.S. | $2,417,000 | 4,076 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,876,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $1,876,000 | 2,424 |
| 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) | $347,000 | 2,514 |
| Available-for-sale securities (fair market value) | $9,958,000 | 5,262 |
| Total debt securities | $10,305,000 | 5,628 |
| Structured notes | ||
| Amortized cost | $1,598,000 | 2,070 |
| Fair value | $1,560,000 | 2,076 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $9,599,000 | 5,719 |
| U.S. Government securities | $7,625,000 | 5,269 |
| U.S. Treasury securities | $256,000 | 1,079 |
| U.S. Government agency obligations | $7,369,000 | 5,215 |
| Securities issued by states & political subdivisions | $1,663,000 | 4,490 |
| Other domestic debt securities | $311,000 | 2,738 |
| 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 | $311,000 | 1,863 |
| 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 | $340,000 | 6,047 |
| Mortgage-backed securities | $4,952,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $2,685,000 | 3,976 |
| Issued or guaranteed by U.S. | $2,685,000 | 3,967 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,267,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $2,267,000 | 2,255 |
| 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) | $351,000 | 2,579 |
| Available-for-sale securities (fair market value) | $9,248,000 | 5,334 |
| Total debt securities | $9,598,000 | 5,689 |
| Structured notes | ||
| Amortized cost | $1,049,000 | 2,345 |
| Fair value | $1,065,000 | 2,340 |
| 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 | $9,356,000 | 5,838 |
| U.S. Government securities | $7,693,000 | 5,414 |
| U.S. Treasury securities | $251,000 | 1,025 |
| U.S. Government agency obligations | $7,442,000 | 5,357 |
| Securities issued by states & political subdivisions | $1,352,000 | 4,621 |
| Other domestic debt securities | $311,000 | 2,726 |
| 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 | $311,000 | 1,807 |
| 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 | $359,000 | 6,090 |
| Mortgage-backed securities | $4,507,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $2,928,000 | 3,951 |
| Issued or guaranteed by U.S. | $2,928,000 | 3,943 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,579,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $1,579,000 | 2,366 |
| 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) | $355,000 | 2,636 |
| Available-for-sale securities (fair market value) | $9,001,000 | 5,431 |
| Total debt securities | $9,356,000 | 5,800 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 2,219 |
| Fair value | $1,612,000 | 2,219 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,768,000 | 6,023 |
| U.S. Government securities | $7,108,000 | 5,600 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,108,000 | 5,490 |
| Securities issued by states & political subdivisions | $1,345,000 | 4,626 |
| Other domestic debt securities | $315,000 | 2,781 |
| 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 | $315,000 | 1,827 |
| 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 | $370,000 | 6,169 |
| Mortgage-backed securities | $4,588,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $3,140,000 | 4,002 |
| Issued or guaranteed by U.S. | $3,140,000 | 3,993 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,448,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $1,448,000 | 2,362 |
| 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) | $360,000 | 2,692 |
| Available-for-sale securities (fair market value) | $8,408,000 | 5,586 |
| Total debt securities | $8,768,000 | 5,976 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 2,149 |
| Fair value | $1,290,000 | 2,156 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,892,000 | 6,164 |
| U.S. Government securities | $6,290,000 | 5,778 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,290,000 | 5,676 |
| Securities issued by states & political subdivisions | $1,285,000 | 4,700 |
| Other domestic debt securities | $317,000 | 2,847 |
| 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 | $317,000 | 1,876 |
| 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 | $190,000 | 6,325 |
| Mortgage-backed securities | $5,039,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $3,367,000 | 4,005 |
| Issued or guaranteed by U.S. | $3,367,000 | 3,997 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,672,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $1,672,000 | 2,268 |
| 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) | $562,000 | 2,591 |
| Available-for-sale securities (fair market value) | $7,330,000 | 5,775 |
| Total debt securities | $7,892,000 | 6,121 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,633 |
| Fair value | $300,000 | 2,637 |
| 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 | $8,662,000 | 6,065 |
| U.S. Government securities | $7,044,000 | 5,626 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,044,000 | 5,536 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,738 |
| Other domestic debt securities | $317,000 | 2,940 |
| 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 | $317,000 | 1,972 |
| 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 | $210,000 | 6,313 |
| Mortgage-backed securities | $5,020,000 | 4,237 |
| Certificates of participation in pools of residential mortgages | $3,639,000 | 4,004 |
| Issued or guaranteed by U.S. | $3,639,000 | 3,995 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,381,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $1,381,000 | 2,353 |
| 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) | $566,000 | 2,659 |
| Available-for-sale securities (fair market value) | $8,096,000 | 5,659 |
| Total debt securities | $8,662,000 | 6,017 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,862 |
| Fair value | $746,000 | 1,883 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,349,000 | 6,120 |
| U.S. Government securities | $6,762,000 | 5,698 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,762,000 | 5,613 |
| Securities issued by states & political subdivisions | $1,274,000 | 4,745 |
| Other domestic debt securities | $313,000 | 3,008 |
| 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 | $313,000 | 2,037 |
| 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 | $242,000 | 6,369 |
| Mortgage-backed securities | $5,545,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $3,869,000 | 3,995 |
| Issued or guaranteed by U.S. | $3,869,000 | 3,981 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,676,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $1,676,000 | 2,235 |
| 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) | $580,000 | 2,686 |
| Available-for-sale securities (fair market value) | $7,769,000 | 5,736 |
| Total debt securities | $8,349,000 | 6,074 |
| 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 | $8,949,000 | 6,091 |
| U.S. Government securities | $7,639,000 | 5,590 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,639,000 | 5,504 |
| Securities issued by states & political subdivisions | $1,310,000 | 4,641 |
| 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 | $275,000 | 6,380 |
| Mortgage-backed securities | $5,960,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $4,214,000 | 3,984 |
| Issued or guaranteed by U.S. | $4,214,000 | 3,972 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,746,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $1,746,000 | 2,222 |
| 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) | $583,000 | 2,740 |
| Available-for-sale securities (fair market value) | $8,366,000 | 5,675 |
| Total debt securities | $8,949,000 | 6,036 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $7,643,000 | 6,376 |
| U.S. Government securities | $6,602,000 | 5,950 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,602,000 | 5,869 |
| Securities issued by states & political subdivisions | $1,041,000 | 4,781 |
| 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 | $245,000 | 6,434 |
| Mortgage-backed securities | $4,510,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $3,139,000 | 4,306 |
| Issued or guaranteed by U.S. | $3,139,000 | 4,294 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,371,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $1,371,000 | 2,335 |
| 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) | $352,000 | 2,945 |
| Available-for-sale securities (fair market value) | $7,291,000 | 5,901 |
| Total debt securities | $7,643,000 | 6,338 |
| 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 | $8,160,000 | 6,236 |
| U.S. Government securities | $7,068,000 | 5,816 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,068,000 | 5,727 |
| Securities issued by states & political subdivisions | $847,000 | 4,923 |
| Other domestic debt securities | $245,000 | 2,913 |
| 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 | $245,000 | 2,142 |
| 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 | $246,000 | 6,458 |
| Mortgage-backed securities | $4,629,000 | 4,312 |
| Certificates of participation in pools of residential mortgages | $3,194,000 | 4,216 |
| Issued or guaranteed by U.S. | $3,194,000 | 4,205 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,435,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $1,435,000 | 2,231 |
| 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) | $358,000 | 2,958 |
| Available-for-sale securities (fair market value) | $7,802,000 | 5,760 |
| Total debt securities | $8,160,000 | 6,196 |
| 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 | $8,524,000 | 6,219 |
| U.S. Government securities | $7,429,000 | 5,751 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,429,000 | 5,668 |
| Securities issued by states & political subdivisions | $849,000 | 4,961 |
| Other domestic debt securities | $246,000 | 2,888 |
| 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 | $246,000 | 2,158 |
| 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 | $249,000 | 6,487 |
| Mortgage-backed securities | $4,789,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $3,289,000 | 4,197 |
| Issued or guaranteed by U.S. | $3,289,000 | 4,182 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,500,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $1,500,000 | 2,203 |
| 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) | $362,000 | 2,972 |
| Available-for-sale securities (fair market value) | $8,162,000 | 5,754 |
| Total debt securities | $8,524,000 | 6,158 |
| 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 | $9,314,000 | 6,073 |
| U.S. Government securities | $8,140,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,140,000 | 5,458 |
| Securities issued by states & political subdivisions | $954,000 | 4,913 |
| Other domestic debt securities | $220,000 | 2,878 |
| 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 | $220,000 | 2,143 |
| 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 | $253,000 | 6,492 |
| Mortgage-backed securities | $5,261,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $3,647,000 | 3,968 |
| Issued or guaranteed by U.S. | $3,647,000 | 3,953 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,614,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $1,614,000 | 2,150 |
| 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) | $459,000 | 2,944 |
| Available-for-sale securities (fair market value) | $8,855,000 | 5,616 |
| Total debt securities | $9,314,000 | 6,002 |
| 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 | $9,366,000 | 6,138 |
| U.S. Government securities | $8,224,000 | 5,675 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,224,000 | 5,569 |
| Securities issued by states & political subdivisions | $1,142,000 | 4,774 |
| 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 | $254,000 | 6,544 |
| Mortgage-backed securities | $3,830,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $2,189,000 | 4,263 |
| Issued or guaranteed by U.S. | $2,189,000 | 4,246 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,641,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $1,641,000 | 2,054 |
| 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) | $514,000 | 2,937 |
| Available-for-sale securities (fair market value) | $8,852,000 | 5,666 |
| Total debt securities | $9,366,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $787,000 | 1,783 |
| Fair value | $790,000 | 1,783 |
| 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 | $7,737,000 | 6,545 |
| U.S. Government securities | $6,464,000 | 6,251 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,464,000 | 6,141 |
| Securities issued by states & political subdivisions | $1,273,000 | 4,675 |
| 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 | $251,000 | 6,571 |
| Mortgage-backed securities | $1,517,000 | 4,978 |
| Certificates of participation in pools of residential mortgages | $352,000 | 5,397 |
| Issued or guaranteed by U.S. | $352,000 | 5,377 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,165,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $1,165,000 | 2,196 |
| 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) | $742,000 | 2,866 |
| Available-for-sale securities (fair market value) | $6,995,000 | 6,064 |
| Total debt securities | $7,737,000 | 6,489 |
| Structured notes | ||
| Amortized cost | $786,000 | 2,003 |
| Fair value | $790,000 | 2,002 |
| 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 | $7,000,000 | 6,733 |
| U.S. Government securities | $5,730,000 | 6,499 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,730,000 | 6,378 |
| Securities issued by states & political subdivisions | $1,270,000 | 4,694 |
| 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 | $248,000 | 6,651 |
| Mortgage-backed securities | $1,040,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $363,000 | 5,406 |
| Issued or guaranteed by U.S. | $363,000 | 5,387 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $677,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $677,000 | 2,468 |
| 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) | $746,000 | 2,903 |
| Available-for-sale securities (fair market value) | $6,254,000 | 6,251 |
| Total debt securities | $7,000,000 | 6,679 |
| Structured notes | ||
| Amortized cost | $1,087,000 | 1,751 |
| Fair value | $1,084,000 | 1,744 |
| 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 | $6,220,000 | 6,953 |
| U.S. Government securities | $4,944,000 | 6,791 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,944,000 | 6,655 |
| Securities issued by states & political subdivisions | $1,276,000 | 4,728 |
| 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 | $254,000 | 6,671 |
| Mortgage-backed securities | $1,081,000 | 5,221 |
| Certificates of participation in pools of residential mortgages | $386,000 | 5,391 |
| Issued or guaranteed by U.S. | $386,000 | 5,366 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $695,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $695,000 | 2,456 |
| 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) | $750,000 | 2,931 |
| Available-for-sale securities (fair market value) | $5,470,000 | 6,435 |
| Total debt securities | $6,220,000 | 6,908 |
| Structured notes | ||
| Amortized cost | $1,087,000 | 1,822 |
| Fair value | $1,082,000 | 1,820 |
| 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 | $6,104,000 | 7,002 |
| U.S. Government securities | $4,783,000 | 6,870 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,783,000 | 6,746 |
| Securities issued by states & political subdivisions | $1,321,000 | 4,719 |
| 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 | $255,000 | 6,713 |
| Mortgage-backed securities | $1,105,000 | 5,208 |
| Certificates of participation in pools of residential mortgages | $403,000 | 5,379 |
| Issued or guaranteed by U.S. | $403,000 | 5,358 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $702,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 2,444 |
| 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) | $756,000 | 2,997 |
| Available-for-sale securities (fair market value) | $5,348,000 | 6,482 |
| Total debt securities | $6,104,000 | 6,957 |
| Structured notes | ||
| Amortized cost | $1,086,000 | 1,923 |
| Fair value | $1,079,000 | 1,921 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,112,000 | 7,078 |
| U.S. Government securities | $4,498,000 | 7,012 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,498,000 | 6,880 |
| Securities issued by states & political subdivisions | $1,614,000 | 4,541 |
| 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 | $257,000 | 6,765 |
| Mortgage-backed securities | $1,125,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $416,000 | 5,378 |
| Issued or guaranteed by U.S. | $416,000 | 5,352 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $709,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 2,410 |
| 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) | $973,000 | 2,946 |
| Available-for-sale securities (fair market value) | $5,139,000 | 6,578 |
| Total debt securities | $6,112,000 | 7,022 |
| Structured notes | ||
| Amortized cost | $1,086,000 | 2,030 |
| Fair value | $1,076,000 | 2,028 |
| 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 | $6,002,000 | 7,121 |
| U.S. Government securities | $4,494,000 | 7,046 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,494,000 | 6,908 |
| Securities issued by states & political subdivisions | $1,508,000 | 4,627 |
| 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 | $254,000 | 6,817 |
| Mortgage-backed securities | $911,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $429,000 | 5,399 |
| Issued or guaranteed by U.S. | $429,000 | 5,374 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $482,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 2,567 |
| 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) | $980,000 | 2,972 |
| Available-for-sale securities (fair market value) | $5,022,000 | 6,618 |
| Total debt securities | $6,002,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $1,086,000 | 2,086 |
| Fair value | $1,065,000 | 2,079 |
| 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 | $6,343,000 | 7,107 |
| U.S. Government securities | $4,830,000 | 6,992 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,830,000 | 6,847 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,646 |
| 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 | $261,000 | 6,847 |
| Mortgage-backed securities | $942,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $454,000 | 5,393 |
| Issued or guaranteed by U.S. | $454,000 | 5,372 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $488,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,559 |
| 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) | $984,000 | 3,029 |
| Available-for-sale securities (fair market value) | $5,359,000 | 6,599 |
| Total debt securities | $6,343,000 | 7,051 |
| Structured notes | ||
| Amortized cost | $1,085,000 | 2,079 |
| Fair value | $1,071,000 | 2,075 |
| 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 | $6,075,000 | 7,198 |
| U.S. Government securities | $4,411,000 | 7,137 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,411,000 | 6,988 |
| Securities issued by states & political subdivisions | $1,564,000 | 4,644 |
| Other domestic debt securities | $100,000 | 3,104 |
| 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 | $100,000 | 2,529 |
| 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 | $266,000 | 6,896 |
| Mortgage-backed securities | $971,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,394 |
| Issued or guaranteed by U.S. | $481,000 | 5,370 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $490,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 2,567 |
| 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) | $1,037,000 | 3,043 |
| Available-for-sale securities (fair market value) | $5,038,000 | 6,689 |
| Total debt securities | $6,074,000 | 7,141 |
| Structured notes | ||
| Amortized cost | $880,000 | 2,402 |
| Fair value | $868,000 | 2,399 |
| 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 | $6,184,000 | 7,187 |
| U.S. Government securities | $4,466,000 | 7,134 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,466,000 | 6,990 |
| Securities issued by states & political subdivisions | $1,618,000 | 4,609 |
| Other domestic debt securities | $100,000 | 3,156 |
| 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 | $100,000 | 2,599 |
| 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 | $269,000 | 6,927 |
| Mortgage-backed securities | $1,010,000 | 5,448 |
| Certificates of participation in pools of residential mortgages | $515,000 | 5,389 |
| Issued or guaranteed by U.S. | $515,000 | 5,369 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $495,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,574 |
| 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) | $1,064,000 | 3,056 |
| Available-for-sale securities (fair market value) | $5,120,000 | 6,685 |
| Total debt securities | $6,184,000 | 7,129 |
| Structured notes | ||
| Amortized cost | $880,000 | 2,359 |
| Fair value | $872,000 | 2,358 |
| 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 | $6,860,000 | 7,095 |
| U.S. Government securities | $4,869,000 | 7,046 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,869,000 | 6,902 |
| Securities issued by states & political subdivisions | $1,891,000 | 4,418 |
| Other domestic debt securities | $100,000 | 3,206 |
| 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 | $100,000 | 2,671 |
| 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 | $274,000 | 6,934 |
| Mortgage-backed securities | $1,224,000 | 5,380 |
| Certificates of participation in pools of residential mortgages | $725,000 | 5,243 |
| Issued or guaranteed by U.S. | $725,000 | 5,222 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $499,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,645 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,210,000 | 3,047 |
| Available-for-sale securities (fair market value) | $5,650,000 | 6,585 |
| Total debt securities | $6,860,000 | 7,035 |
| Structured notes | ||
| Amortized cost | $1,129,000 | 1,988 |
| Fair value | $1,126,000 | 1,988 |
| 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 | $6,851,000 | 7,145 |
| U.S. Government securities | $4,865,000 | 7,114 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,865,000 | 6,953 |
| Securities issued by states & political subdivisions | $1,885,000 | 4,424 |
| Other domestic debt securities | $101,000 | 3,246 |
| 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 | $101,000 | 2,744 |
| 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 | $269,000 | 6,978 |
| Mortgage-backed securities | $1,258,000 | 5,421 |
| Certificates of participation in pools of residential mortgages | $766,000 | 5,275 |
| Issued or guaranteed by U.S. | $766,000 | 5,259 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $492,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $492,000 | 2,706 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,218,000 | 3,082 |
| Available-for-sale securities (fair market value) | $5,633,000 | 6,658 |
| Total debt securities | $6,851,000 | 7,095 |
| Structured notes | ||
| Amortized cost | $1,129,000 | 1,977 |
| Fair value | $1,113,000 | 1,978 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,421,000 | 7,280 |
| U.S. Government securities | $4,467,000 | 7,273 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,467,000 | 7,114 |
| Securities issued by states & political subdivisions | $1,852,000 | 4,454 |
| Other domestic debt securities | $102,000 | 3,306 |
| 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 | $102,000 | 2,821 |
| 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 | $273,000 | 6,990 |
| Mortgage-backed securities | $1,322,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $820,000 | 5,278 |
| Issued or guaranteed by U.S. | $820,000 | 5,262 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $502,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,732 |
| 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) | $1,298,000 | 3,079 |
| Available-for-sale securities (fair market value) | $5,123,000 | 6,798 |
| Total debt securities | $6,421,000 | 7,209 |
| Structured notes | ||
| Amortized cost | $1,129,000 | 1,927 |
| Fair value | $1,126,000 | 1,927 |
| 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 | $6,858,000 | 7,221 |
| U.S. Government securities | $4,805,000 | 7,190 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,805,000 | 7,032 |
| Securities issued by states & political subdivisions | $1,949,000 | 4,397 |
| Other domestic debt securities | $104,000 | 3,363 |
| 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 | $104,000 | 2,888 |
| 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 | $278,000 | 7,033 |
| Mortgage-backed securities | $1,395,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $893,000 | 5,234 |
| Issued or guaranteed by U.S. | $893,000 | 5,221 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $502,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,756 |
| 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) | $1,372,000 | 3,083 |
| Available-for-sale securities (fair market value) | $5,486,000 | 6,737 |
| Total debt securities | $6,858,000 | 7,145 |
| Structured notes | ||
| Amortized cost | $1,129,000 | 1,927 |
| Fair value | $1,130,000 | 1,926 |
| 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 | $7,071,000 | 7,251 |
| U.S. Government securities | $5,044,000 | 7,192 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,044,000 | 7,032 |
| Securities issued by states & political subdivisions | $1,823,000 | 4,494 |
| Other domestic debt securities | $204,000 | 3,322 |
| 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 | $204,000 | 2,881 |
| 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 | $272,000 | 7,066 |
| Mortgage-backed securities | $1,435,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $947,000 | 5,260 |
| Issued or guaranteed by U.S. | $947,000 | 5,244 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $488,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,840 |
| 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) | $1,277,000 | 3,157 |
| Available-for-sale securities (fair market value) | $5,794,000 | 6,735 |
| Total debt securities | $7,071,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $1,129,000 | 1,906 |
| Fair value | $1,110,000 | 1,904 |
| 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 | $6,922,000 | 7,277 |
| U.S. Government securities | $4,928,000 | 7,190 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,928,000 | 7,033 |
| Securities issued by states & political subdivisions | $1,892,000 | 4,427 |
| Other domestic debt securities | $102,000 | 3,565 |
| 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 | $102,000 | 3,073 |
| 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 | $386,000 | 6,995 |
| Mortgage-backed securities | $1,579,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $1,070,000 | 5,195 |
| Issued or guaranteed by U.S. | $1,070,000 | 5,179 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $509,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 2,864 |
| 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) | $1,439,000 | 3,063 |
| Available-for-sale securities (fair market value) | $5,483,000 | 6,822 |
| Total debt securities | $6,922,000 | 7,191 |
| Structured notes | ||
| Amortized cost | $629,000 | 2,117 |
| Fair value | $634,000 | 2,116 |
| 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 | $5,713,000 | 7,645 |
| U.S. Government securities | $3,530,000 | 7,701 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,530,000 | 7,519 |
| Securities issued by states & political subdivisions | $2,080,000 | 4,345 |
| Other domestic debt securities | $103,000 | 3,611 |
| 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 | $103,000 | 3,208 |
| 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 | $214,000 | 7,143 |
| Mortgage-backed securities | $1,171,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 5,138 |
| Issued or guaranteed by U.S. | $1,171,000 | 5,118 |
| 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) | $2,081,000 | 2,818 |
| Available-for-sale securities (fair market value) | $3,632,000 | 7,331 |
| Total debt securities | $5,713,000 | 7,567 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,377 |
| Fair value | $195,000 | 2,407 |
| 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 | $6,320,000 | 7,440 |
| U.S. Government securities | $4,190,000 | 7,386 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,190,000 | 7,203 |
| Securities issued by states & political subdivisions | $2,027,000 | 4,386 |
| Other domestic debt securities | $103,000 | 3,720 |
| 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 | $103,000 | 3,317 |
| 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 | $217,000 | 7,168 |
| Mortgage-backed securities | $1,315,000 | 5,571 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 5,034 |
| Issued or guaranteed by U.S. | $1,315,000 | 5,014 |
| 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) | $2,221,000 | 2,806 |
| Available-for-sale securities (fair market value) | $4,099,000 | 7,170 |
| Total debt securities | $6,320,000 | 7,352 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,128 |
| Fair value | $194,000 | 2,156 |
| 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 | $5,614,000 | 7,601 |
| U.S. Government securities | $3,467,000 | 7,647 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,467,000 | 7,454 |
| Securities issued by states & political subdivisions | $2,043,000 | 4,347 |
| Other domestic debt securities | $104,000 | 3,773 |
| 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 | $104,000 | 3,344 |
| 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 | $233,000 | 7,182 |
| Mortgage-backed securities | $1,697,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $1,697,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,697,000 | 4,841 |
| 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) | $2,306,000 | 2,777 |
| Available-for-sale securities (fair market value) | $3,308,000 | 7,389 |
| Total debt securities | $5,614,000 | 7,501 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,969,000 | 7,828 |
| U.S. Government securities | $2,790,000 | 7,976 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,790,000 | 7,794 |
| Securities issued by states & political subdivisions | $2,077,000 | 4,248 |
| Other domestic debt securities | $102,000 | 3,828 |
| 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 | $102,000 | 3,391 |
| 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 | $256,000 | 7,183 |
| Mortgage-backed securities | $1,718,000 | 5,490 |
| Certificates of participation in pools of residential mortgages | $1,718,000 | 4,838 |
| Issued or guaranteed by U.S. | $1,718,000 | 4,822 |
| 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) | $2,432,000 | 2,786 |
| Available-for-sale securities (fair market value) | $2,537,000 | 7,651 |
| Total debt securities | $4,969,000 | 7,752 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,943,000 | 8,163 |
| U.S. Government securities | $1,830,000 | 8,413 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,830,000 | 8,224 |
| Securities issued by states & political subdivisions | $2,113,000 | 4,224 |
| 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 | $284,000 | 7,191 |
| Mortgage-backed securities | $1,425,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $1,425,000 | 5,019 |
| Issued or guaranteed by U.S. | $1,425,000 | 5,001 |
| 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) | $2,035,000 | 2,991 |
| Available-for-sale securities (fair market value) | $1,908,000 | 7,846 |
| Total debt securities | $3,943,000 | 8,078 |
| 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 | $4,363,000 | 8,127 |
| U.S. Government securities | $2,281,000 | 8,369 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,281,000 | 8,164 |
| Securities issued by states & political subdivisions | $2,082,000 | 4,272 |
| 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 | $287,000 | 7,390 |
| Mortgage-backed securities | $1,772,000 | 5,407 |
| Certificates of participation in pools of residential mortgages | $1,772,000 | 4,654 |
| Issued or guaranteed by U.S. | $1,772,000 | 4,632 |
| 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) | $2,499,000 | 2,978 |
| Available-for-sale securities (fair market value) | $1,864,000 | 7,972 |
| Total debt securities | $4,363,000 | 8,024 |
| 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 | $4,899,000 | 8,395 |
| U.S. Government securities | $3,217,000 | 8,516 |
| U.S. Treasury securities | $100,000 | 4,079 |
| U.S. Government agency obligations | $3,117,000 | 8,215 |
| Securities issued by states & political subdivisions | $1,509,000 | 4,819 |
| Other domestic debt securities | $146,000 | 3,532 |
| 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 | $146,000 | 3,086 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $772,000 | 7,286 |
| Mortgage-backed securities | $1,995,000 | 4,780 |
| Certificates of participation in pools of residential mortgages | $1,995,000 | 3,976 |
| Issued or guaranteed by U.S. | $1,995,000 | 3,952 |
| 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) | $2,744,000 | 3,533 |
| Available-for-sale securities (fair market value) | $2,155,000 | 8,129 |
| Total debt securities | $4,872,000 | 8,285 |
| 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 | $5,154,000 | 8,617 |
| U.S. Government securities | $3,750,000 | 8,620 |
| U.S. Treasury securities | $100,000 | 5,289 |
| U.S. Government agency obligations | $3,650,000 | 8,161 |
| Securities issued by states & political subdivisions | $1,377,000 | 5,178 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,000 | 7,793 |
| Mortgage-backed securities | $2,360,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $2,360,000 | 3,965 |
| Issued or guaranteed by U.S. | $2,360,000 | 3,948 |
| 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) | $3,040,000 | 3,754 |
| Available-for-sale securities (fair market value) | $2,114,000 | 8,375 |
| Total debt securities | $5,127,000 | 8,511 |
| 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 | $4,495,000 | 8,935 |
| U.S. Government securities | $3,015,000 | 8,989 |
| U.S. Treasury securities | $101,000 | 6,706 |
| U.S. Government agency obligations | $2,914,000 | 8,282 |
| Securities issued by states & political subdivisions | $1,453,000 | 5,224 |
| 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 | $27,000 | 7,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,000 | 7,892 |
| Mortgage-backed securities | $2,184,000 | 5,186 |
| Certificates of participation in pools of residential mortgages | $2,184,000 | 4,252 |
| Issued or guaranteed by U.S. | $2,184,000 | 4,233 |
| 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) | $1,988,000 | 4,780 |
| Available-for-sale securities (fair market value) | $2,507,000 | 8,298 |
| Total debt securities | $4,468,000 | 8,813 |
| 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 | $4,610,000 | 9,385 |
| U.S. Government securities | $3,248,000 | 9,433 |
| U.S. Treasury securities | $302,000 | 7,496 |
| U.S. Government agency obligations | $2,946,000 | 8,475 |
| Securities issued by states & political subdivisions | $1,185,000 | 5,537 |
| Other domestic debt securities | $150,000 | 3,060 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $548,000 | 8,046 |
| Mortgage-backed securities | $999,000 | 6,327 |
| Certificates of participation in pools of residential mortgages | $858,000 | 5,585 |
| Issued or guaranteed by U.S. | $858,000 | 5,567 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $141,000 | 4,663 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 4,482 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,831,000 | 5,737 |
| Available-for-sale securities (fair market value) | $2,779,000 | 8,408 |
| Total debt securities | $4,583,000 | 9,278 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,303 |
| Fair value | $348,000 | 2,315 |
| 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 | $4,208,000 | 10,092 |
| U.S. Government securities | $2,535,000 | 10,368 |
| U.S. Treasury securities | $406,000 | 8,254 |
| U.S. Government agency obligations | $2,129,000 | 9,384 |
| Securities issued by states & political subdivisions | $1,081,000 | 5,960 |
| Other domestic debt securities | $565,000 | 2,536 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,678 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 2,078 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $545,000 | 8,433 |
| Mortgage-backed securities | $662,000 | 7,276 |
| Certificates of participation in pools of residential mortgages | $375,000 | 6,977 |
| Issued or guaranteed by U.S. | $375,000 | 6,957 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $287,000 | 4,828 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 4,789 |
| Privately issued | $67,000 | 1,400 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,724,000 | 6,488 |
| Available-for-sale securities (fair market value) | $2,484,000 | 8,820 |
| Total debt securities | $4,181,000 | 10,002 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,877 |
| Fair value | $444,000 | 2,891 |
| 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 | $4,202,000 | 10,550 |
| U.S. Government securities | $1,862,000 | 11,168 |
| U.S. Treasury securities | $415,000 | 9,618 |
| U.S. Government agency obligations | $1,447,000 | 10,173 |
| Securities issued by states & political subdivisions | $1,393,000 | 5,718 |
| Other domestic debt securities | $920,000 | 2,596 |
| Privately issued residential mortgage-backed securities | $171,000 | 1,659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $749,000 | 2,185 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $551,000 | 8,724 |
| Mortgage-backed securities | $852,000 | 7,495 |
| Certificates of participation in pools of residential mortgages | $463,000 | 7,093 |
| Issued or guaranteed by U.S. | $463,000 | 7,061 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $389,000 | 5,104 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 5,205 |
| Privately issued | $171,000 | 1,364 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,843,000 | 6,782 |
| Available-for-sale securities (fair market value) | $2,359,000 | 9,240 |
| Total debt securities | $4,175,000 | 10,455 |
| Structured notes | ||
| Amortized cost | $650,000 | 3,251 |
| Fair value | $644,000 | 3,261 |
| 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 | $4,820,000 | 10,943 |
| U.S. Government securities | $2,209,000 | 11,669 |
| U.S. Treasury securities | $399,000 | 10,681 |
| U.S. Government agency obligations | $1,810,000 | 10,113 |
| Securities issued by states & political subdivisions | $1,401,000 | 5,979 |
| Other domestic debt securities | $1,183,000 | 2,593 |
| Privately issued residential mortgage-backed securities | $214,000 | 1,784 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $969,000 | 2,298 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $552,000 | 9,118 |
| Mortgage-backed securities | $1,045,000 | 7,677 |
| Certificates of participation in pools of residential mortgages | $560,000 | 7,243 |
| Issued or guaranteed by U.S. | $560,000 | 7,216 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $485,000 | 5,298 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 5,464 |
| Privately issued | $214,000 | 1,498 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,350,000 | 9,081 |
| Available-for-sale securities (fair market value) | $1,470,000 | 9,289 |
| Total debt securities | $4,793,000 | 10,854 |
| 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 | $4,448,000 | 11,541 |
| U.S. Government securities | $2,195,000 | 12,112 |
| U.S. Treasury securities | $300,000 | 11,172 |
| U.S. Government agency obligations | $1,895,000 | 10,365 |
| Securities issued by states & political subdivisions | $1,257,000 | 6,363 |
| Other domestic debt securities | $969,000 | 3,431 |
| Privately issued residential mortgage-backed securities | $263,000 | 2,136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $706,000 | 2,915 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,397 |
| Mortgage-backed securities | $1,089,000 | 8,285 |
| Certificates of participation in pools of residential mortgages | $623,000 | 7,777 |
| Issued or guaranteed by U.S. | $522,000 | 7,953 |
| Privately issued | $101,000 | 590 |
| Collaterized mortgage obligations | $466,000 | 5,825 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 5,827 |
| Privately issued | $162,000 | 2,077 |
| 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 | $4,421,000 | 11,414 |
| 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 | $4,294,000 | 11,970 |
| U.S. Government securities | $2,148,000 | 12,617 |
| U.S. Treasury securities | $200,000 | 11,887 |
| U.S. Government agency obligations | $1,948,000 | 10,603 |
| Securities issued by states & political subdivisions | $984,000 | 6,610 |
| Other domestic debt securities | $1,135,000 | 3,841 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,135,000 | 2,749 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 10,714 |
| Mortgage-backed securities | $1,104,000 | 8,754 |
| Certificates of participation in pools of residential mortgages | $571,000 | 8,403 |
| Issued or guaranteed by U.S. | $571,000 | 8,338 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $533,000 | 5,737 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 5,303 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,267,000 | 11,847 |
| 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 |