Home > The Bank of Perry > Securities
The Bank of Perry, Securities
| 2014-12-31 | Rank | |
| Total securities | $14,217,000 | 4,789 |
| U.S. Government securities | $11,339,000 | 4,265 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,339,000 | 4,155 |
| Securities issued by states & political subdivisions | $2,878,000 | 4,149 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,892,000 | 2,977 |
| Mortgage-backed securities | $11,339,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,218,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $10,218,000 | 1,247 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,121,000 | 777 |
| Commercial mortgage pass-through securities | $1,121,000 | 491 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,217,000 | 4,411 |
| Total debt securities | $14,217,000 | 4,768 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $14,461,000 | 4,862 |
| U.S. Government securities | $11,595,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,595,000 | 4,229 |
| Securities issued by states & political subdivisions | $2,866,000 | 4,188 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,630,000 | 3,169 |
| Mortgage-backed securities | $11,595,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,479,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $10,479,000 | 1,247 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,116,000 | 746 |
| Commercial mortgage pass-through securities | $1,116,000 | 490 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $14,461,000 | 4,477 |
| Total debt securities | $14,461,000 | 4,842 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $14,954,000 | 4,886 |
| U.S. Government securities | $12,066,000 | 4,357 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,066,000 | 4,249 |
| Securities issued by states & political subdivisions | $2,888,000 | 4,222 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,067,000 | 3,122 |
| Mortgage-backed securities | $12,066,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,943,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $10,943,000 | 1,233 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,123,000 | 729 |
| Commercial mortgage pass-through securities | $1,123,000 | 484 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $14,954,000 | 4,483 |
| Total debt securities | $14,954,000 | 4,861 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $15,183,000 | 4,912 |
| U.S. Government securities | $12,345,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,345,000 | 4,236 |
| Securities issued by states & political subdivisions | $2,838,000 | 4,284 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,376,000 | 3,231 |
| Mortgage-backed securities | $12,345,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $11,234,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $11,234,000 | 1,220 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,111,000 | 721 |
| Commercial mortgage pass-through securities | $1,111,000 | 475 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $15,183,000 | 4,515 |
| Total debt securities | $15,183,000 | 4,883 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $16,274,000 | 4,815 |
| U.S. Government securities | $13,381,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,381,000 | 4,108 |
| Securities issued by states & political subdivisions | $2,893,000 | 4,292 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,659,000 | 3,189 |
| Mortgage-backed securities | $13,381,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,276,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $12,276,000 | 1,156 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,105,000 | 679 |
| Commercial mortgage pass-through securities | $1,105,000 | 436 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $16,274,000 | 4,424 |
| Total debt securities | $16,274,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $18,817,000 | 4,609 |
| U.S. Government securities | $15,221,000 | 4,017 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,221,000 | 3,911 |
| Securities issued by states & political subdivisions | $3,596,000 | 4,110 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,794,000 | 3,300 |
| Mortgage-backed securities | $15,221,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,230 |
| Issued or guaranteed by U.S. | $65,000 | 5,223 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,047,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $14,047,000 | 1,088 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,109,000 | 664 |
| Commercial mortgage pass-through securities | $1,109,000 | 416 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $18,817,000 | 4,235 |
| Total debt securities | $18,817,000 | 4,578 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $19,725,000 | 4,526 |
| U.S. Government securities | $15,934,000 | 3,927 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,934,000 | 3,836 |
| Securities issued by states & political subdivisions | $3,791,000 | 4,059 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,123,000 | 3,233 |
| Mortgage-backed securities | $15,934,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,229 |
| Issued or guaranteed by U.S. | $65,000 | 5,221 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,759,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $14,759,000 | 1,076 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,110,000 | 635 |
| Commercial mortgage pass-through securities | $1,110,000 | 412 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $19,725,000 | 4,170 |
| Total debt securities | $19,725,000 | 4,493 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $17,336,000 | 4,759 |
| U.S. Government securities | $13,883,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,883,000 | 4,101 |
| Securities issued by states & political subdivisions | $3,453,000 | 4,135 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,207,000 | 3,636 |
| Mortgage-backed securities | $13,883,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,280 |
| Issued or guaranteed by U.S. | $66,000 | 5,273 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,668,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $12,668,000 | 1,199 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,149,000 | 556 |
| Commercial mortgage pass-through securities | $1,149,000 | 374 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,336,000 | 4,392 |
| Total debt securities | $17,336,000 | 4,728 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $16,553,000 | 4,803 |
| U.S. Government securities | $13,581,000 | 4,206 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,581,000 | 4,098 |
| Securities issued by states & political subdivisions | $2,972,000 | 4,254 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,595,000 | 3,717 |
| Mortgage-backed securities | $13,581,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $1,053,000 | 4,690 |
| Issued or guaranteed by U.S. | $1,053,000 | 4,689 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,289,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $11,289,000 | 1,321 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,239,000 | 452 |
| Commercial mortgage pass-through securities | $1,155,000 | 323 |
| Other commercial mortgage-backed securities | $84,000 | 304 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $16,553,000 | 4,432 |
| Total debt securities | $16,553,000 | 4,769 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $15,454,000 | 5,004 |
| U.S. Government securities | $12,009,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,009,000 | 4,419 |
| Securities issued by states & political subdivisions | $2,995,000 | 4,262 |
| Other domestic debt securities | $450,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $450,000 | 1,924 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,790,000 | 4,144 |
| Mortgage-backed securities | $12,009,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $2,468,000 | 4,313 |
| Issued or guaranteed by U.S. | $2,468,000 | 4,312 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,365,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $9,365,000 | 1,535 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $176,000 | 600 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $176,000 | 289 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $15,454,000 | 4,615 |
| Total debt securities | $15,454,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $14,815,000 | 5,079 |
| U.S. Government securities | $11,482,000 | 4,666 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,482,000 | 4,574 |
| Securities issued by states & political subdivisions | $2,883,000 | 4,265 |
| Other domestic debt securities | $450,000 | 2,447 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $450,000 | 1,912 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,567,000 | 3,621 |
| Mortgage-backed securities | $11,482,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $1,579,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,579,000 | 4,621 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,654,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $9,654,000 | 1,532 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $249,000 | 551 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $249,000 | 263 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $14,815,000 | 4,706 |
| Total debt securities | $14,814,000 | 5,049 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,783,000 | 5,037 |
| U.S. Government securities | $11,949,000 | 4,682 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,949,000 | 4,587 |
| Securities issued by states & political subdivisions | $3,384,000 | 4,038 |
| Other domestic debt securities | $450,000 | 2,425 |
| 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 | $450,000 | 1,897 |
| 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 | $9,556,000 | 3,433 |
| Mortgage-backed securities | $11,949,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $1,669,000 | 4,606 |
| Issued or guaranteed by U.S. | $1,669,000 | 4,602 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,957,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $9,957,000 | 1,516 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $323,000 | 497 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $323,000 | 233 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $15,783,000 | 4,637 |
| Total debt securities | $15,783,000 | 5,012 |
| 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 | $13,829,000 | 5,243 |
| U.S. Government securities | $11,261,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,261,000 | 4,645 |
| Securities issued by states & political subdivisions | $2,118,000 | 4,445 |
| Other domestic debt securities | $450,000 | 2,408 |
| 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 | $450,000 | 1,814 |
| 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 | $10,293,000 | 3,188 |
| Mortgage-backed securities | $11,261,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $1,725,000 | 4,532 |
| Issued or guaranteed by U.S. | $1,725,000 | 4,525 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,203,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $9,203,000 | 1,500 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $333,000 | 426 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $333,000 | 190 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,829,000 | 4,822 |
| Total debt securities | $13,829,000 | 5,214 |
| 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 | $11,685,000 | 5,489 |
| U.S. Government securities | $9,613,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,613,000 | 4,869 |
| Securities issued by states & political subdivisions | $1,622,000 | 4,616 |
| Other domestic debt securities | $450,000 | 2,400 |
| 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 | $450,000 | 1,786 |
| 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 | $8,485,000 | 3,453 |
| Mortgage-backed securities | $9,613,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $1,782,000 | 4,494 |
| Issued or guaranteed by U.S. | $1,782,000 | 4,481 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,438,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $7,438,000 | 1,635 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $393,000 | 371 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $393,000 | 154 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,685,000 | 5,067 |
| Total debt securities | $11,685,000 | 5,454 |
| 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 | $11,874,000 | 5,550 |
| U.S. Government securities | $11,499,000 | 4,803 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,499,000 | 4,687 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $375,000 | 2,414 |
| 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 | $375,000 | 1,759 |
| 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 | $7,886,000 | 3,613 |
| Mortgage-backed securities | $11,499,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $3,621,000 | 3,874 |
| Issued or guaranteed by U.S. | $3,621,000 | 3,860 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,263,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $7,263,000 | 1,623 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $615,000 | 329 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $615,000 | 123 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,874,000 | 5,122 |
| Total debt securities | $11,874,000 | 5,514 |
| 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 | $12,693,000 | 5,425 |
| U.S. Government securities | $12,318,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,318,000 | 4,540 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $375,000 | 2,464 |
| 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 | $375,000 | 1,805 |
| 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 | $11,259,000 | 3,021 |
| Mortgage-backed securities | $12,318,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 4,360 |
| Issued or guaranteed by U.S. | $1,934,000 | 4,350 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,725,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $9,725,000 | 1,364 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $659,000 | 304 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $659,000 | 122 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $12,693,000 | 4,981 |
| Total debt securities | $12,693,000 | 5,396 |
| 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 | $14,230,000 | 5,121 |
| U.S. Government securities | $12,915,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,915,000 | 4,277 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,315,000 | 1,934 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $865,000 | 268 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $450,000 | 1,764 |
| 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 | $9,407,000 | 3,265 |
| Mortgage-backed securities | $13,780,000 | 2,710 |
| Certificates of participation in pools of residential mortgages | $5,075,000 | 3,329 |
| Issued or guaranteed by U.S. | $5,075,000 | 3,322 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,840,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $7,840,000 | 1,477 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $865,000 | 268 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $865,000 | 94 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $14,230,000 | 4,693 |
| Total debt securities | $14,230,000 | 5,085 |
| 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 | $15,746,000 | 4,884 |
| U.S. Government securities | $11,973,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,973,000 | 4,373 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,773,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $2,096,000 | 780 |
| Commercial mortgage-backed securities - Total | $1,227,000 | 205 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $450,000 | 1,782 |
| 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 | $9,454,000 | 3,303 |
| Mortgage-backed securities | $15,296,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $5,626,000 | 3,171 |
| Issued or guaranteed by U.S. | $5,626,000 | 3,164 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,443,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $6,347,000 | 1,575 |
| Privately issued | $2,096,000 | 740 |
| Commercial mortgage-backed securities | $1,227,000 | 205 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $1,227,000 | 80 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $15,746,000 | 4,460 |
| Total debt securities | $15,746,000 | 4,845 |
| 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 | $16,560,000 | 4,805 |
| U.S. Government securities | $12,680,000 | 4,457 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,680,000 | 4,341 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $3,880,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $2,129,000 | 812 |
| Commercial mortgage-backed securities - Total | $1,301,000 | 196 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $450,000 | 1,739 |
| 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 | $9,390,000 | 3,339 |
| Mortgage-backed securities | $16,110,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | $5,951,000 | 3,136 |
| Issued or guaranteed by U.S. | $5,951,000 | 3,128 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,858,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $6,729,000 | 1,469 |
| Privately issued | $2,129,000 | 778 |
| Commercial mortgage-backed securities | $1,301,000 | 196 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $1,301,000 | 78 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $16,560,000 | 4,388 |
| Total debt securities | $16,560,000 | 4,763 |
| 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 | $17,143,000 | 4,771 |
| U.S. Government securities | $13,066,000 | 4,443 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,066,000 | 4,328 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $4,077,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $2,226,000 | 827 |
| Commercial mortgage-backed securities - Total | $1,339,000 | 206 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $512,000 | 1,645 |
| 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 | $4,119,000 | 4,632 |
| Mortgage-backed securities | $16,631,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $6,186,000 | 3,190 |
| Issued or guaranteed by U.S. | $6,186,000 | 3,180 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,106,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $6,880,000 | 1,405 |
| Privately issued | $2,226,000 | 792 |
| Commercial mortgage-backed securities | $1,339,000 | 206 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $1,339,000 | 86 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $17,143,000 | 4,349 |
| Total debt securities | $17,143,000 | 4,729 |
| 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 | $14,453,000 | 5,107 |
| U.S. Government securities | $10,202,000 | 4,951 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,202,000 | 4,849 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $4,251,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $2,295,000 | 845 |
| Commercial mortgage-backed securities - Total | $1,443,000 | 196 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $513,000 | 1,685 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,360,000 | 4,583 |
| Mortgage-backed securities | $13,940,000 | 2,818 |
| Certificates of participation in pools of residential mortgages | $3,205,000 | 4,060 |
| Issued or guaranteed by U.S. | $3,205,000 | 4,053 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,292,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $6,997,000 | 1,355 |
| Privately issued | $2,295,000 | 808 |
| Commercial mortgage-backed securities | $1,443,000 | 196 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $1,443,000 | 84 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $14,453,000 | 4,664 |
| Total debt securities | $14,453,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $10,371,000 | 5,762 |
| U.S. Government securities | $7,354,000 | 5,552 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,354,000 | 5,462 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $3,017,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $2,503,000 | 894 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $514,000 | 1,778 |
| 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 | $4,586,000 | 4,512 |
| Mortgage-backed securities | $9,857,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $3,256,000 | 4,135 |
| Issued or guaranteed by U.S. | $3,256,000 | 4,127 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,601,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,098,000 | 1,691 |
| Privately issued | $2,503,000 | 854 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $10,371,000 | 5,283 |
| Total debt securities | $10,371,000 | 5,722 |
| 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 | $11,622,000 | 5,546 |
| U.S. Government securities | $6,859,000 | 5,675 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,859,000 | 5,591 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $4,763,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $2,430,000 | 920 |
| Commercial mortgage-backed securities - Total | $1,818,000 | 166 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $515,000 | 1,821 |
| 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 | $2,919,000 | 5,158 |
| Mortgage-backed securities | $11,107,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 4,944 |
| Issued or guaranteed by U.S. | $1,334,000 | 4,931 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,955,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $5,525,000 | 1,444 |
| Privately issued | $2,430,000 | 882 |
| Commercial mortgage-backed securities | $1,818,000 | 166 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $1,818,000 | 88 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $11,622,000 | 5,071 |
| Total debt securities | $11,622,000 | 5,503 |
| 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 | $11,690,000 | 5,591 |
| U.S. Government securities | $8,827,000 | 5,335 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,827,000 | 5,256 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,863,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $2,347,000 | 955 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,000 | 1,883 |
| 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 | $2,986,000 | 5,169 |
| Mortgage-backed securities | $11,174,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 5,016 |
| Issued or guaranteed by U.S. | $1,324,000 | 5,000 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,850,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $7,503,000 | 1,247 |
| Privately issued | $2,347,000 | 918 |
| 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) | $11,690,000 | 5,101 |
| Total debt securities | $11,690,000 | 5,544 |
| 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 | $12,273,000 | 5,541 |
| U.S. Government securities | $8,613,000 | 5,446 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,613,000 | 5,363 |
| Securities issued by states & political subdivisions | $713,000 | 5,023 |
| Other domestic debt securities | $2,947,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $2,430,000 | 901 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $517,000 | 1,844 |
| 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 | $3,203,000 | 5,139 |
| Mortgage-backed securities | $11,043,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $2,887,000 | 4,400 |
| Issued or guaranteed by U.S. | $2,887,000 | 4,388 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,156,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $5,726,000 | 1,399 |
| Privately issued | $2,430,000 | 866 |
| 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) | $12,273,000 | 5,029 |
| Total debt securities | $12,273,000 | 5,496 |
| 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 | $12,701,000 | 5,408 |
| U.S. Government securities | $8,499,000 | 5,451 |
| U.S. Treasury securities | $2,007,000 | 487 |
| U.S. Government agency obligations | $6,492,000 | 5,883 |
| Securities issued by states & political subdivisions | $873,000 | 4,906 |
| Other domestic debt securities | $3,329,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $2,811,000 | 852 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $518,000 | 1,825 |
| 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 | $4,367,000 | 4,722 |
| Mortgage-backed securities | $9,303,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $2,889,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,889,000 | 4,310 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,414,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $3,603,000 | 1,641 |
| Privately issued | $2,811,000 | 815 |
| 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) | $12,701,000 | 4,887 |
| Total debt securities | $12,701,000 | 5,371 |
| 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 | $11,218,000 | 5,714 |
| U.S. Government securities | $6,496,000 | 6,011 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,496,000 | 5,927 |
| Securities issued by states & political subdivisions | $1,071,000 | 4,788 |
| Other domestic debt securities | $3,132,000 | 1,541 |
| Privately issued residential mortgage-backed securities | $3,132,000 | 832 |
| 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 | $519,000 | 82 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,972,000 | 4,860 |
| Mortgage-backed securities | $9,628,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $2,910,000 | 4,309 |
| Issued or guaranteed by U.S. | $2,910,000 | 4,293 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,718,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $3,586,000 | 1,656 |
| Privately issued | $3,132,000 | 790 |
| 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) | $11,218,000 | 5,196 |
| Total debt securities | $11,218,000 | 5,658 |
| 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 | $11,732,000 | 5,638 |
| U.S. Government securities | $5,123,000 | 6,425 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,123,000 | 6,334 |
| Securities issued by states & political subdivisions | $2,767,000 | 3,902 |
| Other domestic debt securities | $3,842,000 | 1,349 |
| Privately issued residential mortgage-backed securities | $3,322,000 | 772 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 1,806 |
| 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 | $2,789,000 | 5,277 |
| Mortgage-backed securities | $8,445,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $3,145,000 | 4,125 |
| Issued or guaranteed by U.S. | $3,145,000 | 4,111 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,300,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 2,021 |
| Privately issued | $3,322,000 | 737 |
| 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) | $11,732,000 | 5,130 |
| Total debt securities | $11,732,000 | 5,564 |
| 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 | $18,904,000 | 4,595 |
| U.S. Government securities | $13,692,000 | 4,543 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,692,000 | 4,455 |
| Securities issued by states & political subdivisions | $4,712,000 | 3,190 |
| Other domestic debt securities | $500,000 | 2,391 |
| 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 | $500,000 | 1,719 |
| 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 | $7,998,000 | 3,779 |
| Mortgage-backed securities | $11,810,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $3,274,000 | 3,793 |
| Issued or guaranteed by U.S. | $3,274,000 | 3,777 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,536,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $8,536,000 | 1,010 |
| 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) | $18,904,000 | 4,078 |
| Total debt securities | $18,904,000 | 4,542 |
| 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 | $21,023,000 | 4,355 |
| U.S. Government securities | $15,819,000 | 4,239 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,819,000 | 4,147 |
| Securities issued by states & political subdivisions | $4,682,000 | 3,188 |
| Other domestic debt securities | $522,000 | 2,284 |
| 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 | $522,000 | 1,642 |
| 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 | $6,759,000 | 4,070 |
| Mortgage-backed securities | $11,944,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $3,436,000 | 3,573 |
| Issued or guaranteed by U.S. | $3,436,000 | 3,556 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,508,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $8,508,000 | 986 |
| 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) | $21,023,000 | 3,838 |
| Total debt securities | $21,023,000 | 4,305 |
| 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 | $21,750,000 | 4,251 |
| U.S. Government securities | $15,539,000 | 4,311 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,539,000 | 4,204 |
| Securities issued by states & political subdivisions | $5,688,000 | 2,893 |
| Other domestic debt securities | $523,000 | 2,220 |
| 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 | $523,000 | 1,596 |
| 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 | $7,298,000 | 3,927 |
| Mortgage-backed securities | $9,247,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $3,480,000 | 3,520 |
| Issued or guaranteed by U.S. | $3,480,000 | 3,505 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,767,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $5,767,000 | 1,203 |
| 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) | $21,750,000 | 3,747 |
| Total debt securities | $21,750,000 | 4,201 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $22,245,000 | 4,205 |
| U.S. Government securities | $15,986,000 | 4,263 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,986,000 | 4,162 |
| Securities issued by states & political subdivisions | $5,735,000 | 2,884 |
| Other domestic debt securities | $524,000 | 2,224 |
| 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 | $524,000 | 1,626 |
| 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 | $7,232,000 | 3,974 |
| Mortgage-backed securities | $9,659,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $3,605,000 | 3,442 |
| Issued or guaranteed by U.S. | $3,605,000 | 3,423 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,054,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $6,054,000 | 1,153 |
| 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) | $22,245,000 | 3,688 |
| Total debt securities | $22,244,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $21,054,000 | 4,389 |
| U.S. Government securities | $14,817,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,817,000 | 4,402 |
| Securities issued by states & political subdivisions | $5,737,000 | 2,906 |
| Other domestic debt securities | $500,000 | 2,303 |
| 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 | $500,000 | 1,729 |
| 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 | $7,990,000 | 3,799 |
| Mortgage-backed securities | $9,878,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $3,669,000 | 3,432 |
| Issued or guaranteed by U.S. | $3,669,000 | 3,419 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,209,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $6,209,000 | 1,137 |
| 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) | $21,054,000 | 3,846 |
| Total debt securities | $21,054,000 | 4,336 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $18,971,000 | 4,730 |
| U.S. Government securities | $13,712,000 | 4,773 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,712,000 | 4,642 |
| Securities issued by states & political subdivisions | $5,259,000 | 3,010 |
| 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 | $11,625,000 | 3,152 |
| Mortgage-backed securities | $8,773,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $3,802,000 | 3,406 |
| Issued or guaranteed by U.S. | $3,802,000 | 3,389 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,971,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $4,971,000 | 1,264 |
| 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) | $18,971,000 | 4,135 |
| Total debt securities | $18,971,000 | 4,680 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $19,552,000 | 4,631 |
| U.S. Government securities | $13,954,000 | 4,715 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,954,000 | 4,574 |
| Securities issued by states & political subdivisions | $5,198,000 | 3,016 |
| Other domestic debt securities | $400,000 | 2,535 |
| 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 | $400,000 | 1,971 |
| 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 | $10,658,000 | 3,296 |
| Mortgage-backed securities | $7,656,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $4,386,000 | 3,209 |
| Issued or guaranteed by U.S. | $4,386,000 | 3,197 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,270,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $3,270,000 | 1,527 |
| 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) | $19,552,000 | 4,028 |
| Total debt securities | $19,552,000 | 4,578 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $16,488,000 | 5,139 |
| U.S. Government securities | $10,899,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,899,000 | 5,242 |
| Securities issued by states & political subdivisions | $5,187,000 | 3,011 |
| Other domestic debt securities | $402,000 | 2,605 |
| 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 | $402,000 | 2,065 |
| 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 | $11,182,000 | 3,203 |
| Mortgage-backed securities | $6,520,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $3,064,000 | 3,709 |
| Issued or guaranteed by U.S. | $3,064,000 | 3,693 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,456,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $3,456,000 | 1,490 |
| 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) | $16,488,000 | 4,490 |
| Total debt securities | $16,488,000 | 5,086 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $16,399,000 | 5,149 |
| U.S. Government securities | $9,742,000 | 5,629 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,742,000 | 5,485 |
| Securities issued by states & political subdivisions | $5,251,000 | 2,991 |
| Other domestic debt securities | $1,406,000 | 1,875 |
| 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 | $1,406,000 | 1,400 |
| 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 | $9,608,000 | 3,450 |
| Mortgage-backed securities | $6,835,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $3,205,000 | 3,659 |
| Issued or guaranteed by U.S. | $3,205,000 | 3,645 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,630,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $3,630,000 | 1,464 |
| 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) | $16,399,000 | 4,480 |
| Total debt securities | $16,399,000 | 5,102 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $17,230,000 | 5,018 |
| U.S. Government securities | $10,307,000 | 5,503 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,307,000 | 5,368 |
| Securities issued by states & political subdivisions | $5,003,000 | 3,064 |
| Other domestic debt securities | $1,920,000 | 1,699 |
| 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 | $1,920,000 | 1,274 |
| 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 | $5,957,000 | 4,307 |
| Mortgage-backed securities | $7,370,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $3,435,000 | 3,627 |
| Issued or guaranteed by U.S. | $3,435,000 | 3,614 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,935,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $3,935,000 | 1,420 |
| 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) | $225,000 | 3,766 |
| Available-for-sale securities (fair market value) | $17,005,000 | 4,378 |
| Total debt securities | $17,230,000 | 4,970 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $18,301,000 | 4,888 |
| U.S. Government securities | $10,222,000 | 5,546 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,222,000 | 5,405 |
| Securities issued by states & political subdivisions | $5,643,000 | 2,827 |
| Other domestic debt securities | $2,436,000 | 1,560 |
| 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 | $2,436,000 | 1,156 |
| 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 | $7,536,000 | 3,875 |
| Mortgage-backed securities | $7,262,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $4,158,000 | 3,449 |
| Issued or guaranteed by U.S. | $4,158,000 | 3,433 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,104,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $3,104,000 | 1,618 |
| 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) | $440,000 | 3,581 |
| Available-for-sale securities (fair market value) | $17,861,000 | 4,317 |
| Total debt securities | $18,301,000 | 4,832 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $18,871,000 | 4,863 |
| U.S. Government securities | $10,476,000 | 5,567 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,476,000 | 5,417 |
| Securities issued by states & political subdivisions | $5,639,000 | 2,841 |
| Other domestic debt securities | $2,756,000 | 1,509 |
| 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 | $2,756,000 | 1,142 |
| 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 | $11,896,000 | 3,034 |
| Mortgage-backed securities | $7,562,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $4,097,000 | 3,554 |
| Issued or guaranteed by U.S. | $4,097,000 | 3,544 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,465,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $3,465,000 | 1,584 |
| 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) | $440,000 | 3,620 |
| Available-for-sale securities (fair market value) | $18,431,000 | 4,298 |
| Total debt securities | $18,871,000 | 4,814 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $16,825,000 | 5,197 |
| U.S. Government securities | $8,018,000 | 6,160 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,018,000 | 6,017 |
| Securities issued by states & political subdivisions | $5,503,000 | 2,909 |
| Other domestic debt securities | $3,304,000 | 1,416 |
| 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 | $3,304,000 | 1,053 |
| 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 | $9,835,000 | 3,387 |
| Mortgage-backed securities | $6,046,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $3,227,000 | 3,928 |
| Issued or guaranteed by U.S. | $3,227,000 | 3,919 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,819,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $2,819,000 | 1,739 |
| 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) | $440,000 | 3,671 |
| Available-for-sale securities (fair market value) | $16,385,000 | 4,610 |
| Total debt securities | $16,825,000 | 5,127 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $15,623,000 | 5,411 |
| U.S. Government securities | $6,566,000 | 6,627 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,566,000 | 6,463 |
| Securities issued by states & political subdivisions | $5,547,000 | 2,914 |
| Other domestic debt securities | $3,510,000 | 1,381 |
| 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 | $3,510,000 | 1,060 |
| 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 | $8,248,000 | 3,702 |
| Mortgage-backed securities | $5,577,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $2,402,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,402,000 | 4,293 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,175,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $3,175,000 | 1,654 |
| 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) | $439,000 | 3,750 |
| Available-for-sale securities (fair market value) | $15,184,000 | 4,800 |
| Total debt securities | $15,623,000 | 5,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $18,376,000 | 5,028 |
| U.S. Government securities | $9,037,000 | 6,010 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,037,000 | 5,854 |
| Securities issued by states & political subdivisions | $5,808,000 | 2,807 |
| Other domestic debt securities | $3,531,000 | 1,433 |
| 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 | $3,531,000 | 1,103 |
| 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 | $10,207,000 | 3,243 |
| Mortgage-backed securities | $6,579,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $3,020,000 | 4,067 |
| Issued or guaranteed by U.S. | $3,020,000 | 4,059 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,559,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $3,559,000 | 1,611 |
| 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) | $604,000 | 3,597 |
| Available-for-sale securities (fair market value) | $17,772,000 | 4,485 |
| Total debt securities | $18,376,000 | 4,957 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $19,131,000 | 4,906 |
| U.S. Government securities | $9,113,000 | 5,945 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,113,000 | 5,787 |
| Securities issued by states & political subdivisions | $6,389,000 | 2,673 |
| Other domestic debt securities | $3,629,000 | 1,505 |
| 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 | $3,629,000 | 1,169 |
| 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 | $11,003,000 | 3,072 |
| Mortgage-backed securities | $6,603,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $2,679,000 | 4,272 |
| Issued or guaranteed by U.S. | $2,679,000 | 4,261 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,924,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $3,924,000 | 1,597 |
| 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) | $604,000 | 3,651 |
| Available-for-sale securities (fair market value) | $18,527,000 | 4,350 |
| Total debt securities | $19,131,000 | 4,834 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $19,293,000 | 4,911 |
| U.S. Government securities | $9,316,000 | 5,951 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,316,000 | 5,783 |
| Securities issued by states & political subdivisions | $6,337,000 | 2,720 |
| Other domestic debt securities | $3,640,000 | 1,528 |
| 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 | $3,640,000 | 1,260 |
| 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 | $4,791,000 | 4,557 |
| Mortgage-backed securities | $6,348,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $2,047,000 | 4,574 |
| Issued or guaranteed by U.S. | $2,047,000 | 4,553 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,301,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $4,301,000 | 1,607 |
| 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) | $604,000 | 3,697 |
| Available-for-sale securities (fair market value) | $18,689,000 | 4,375 |
| Total debt securities | $19,293,000 | 4,833 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $18,270,000 | 4,987 |
| U.S. Government securities | $9,447,000 | 5,758 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,447,000 | 5,585 |
| Securities issued by states & political subdivisions | $4,939,000 | 3,109 |
| Other domestic debt securities | $3,884,000 | 1,559 |
| 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 | $3,884,000 | 1,290 |
| 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 | $2,860,000 | 5,371 |
| Mortgage-backed securities | $6,916,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $2,175,000 | 4,485 |
| Issued or guaranteed by U.S. | $2,175,000 | 4,463 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,741,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $4,741,000 | 1,544 |
| 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) | $704,000 | 3,663 |
| Available-for-sale securities (fair market value) | $17,566,000 | 4,454 |
| Total debt securities | $18,270,000 | 4,899 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $17,113,000 | 5,117 |
| U.S. Government securities | $8,725,000 | 5,904 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,725,000 | 5,721 |
| Securities issued by states & political subdivisions | $4,443,000 | 3,231 |
| Other domestic debt securities | $3,945,000 | 1,604 |
| 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 | $3,945,000 | 1,338 |
| 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 | $3,722,000 | 4,924 |
| Mortgage-backed securities | $5,177,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $1,361,000 | 5,064 |
| Issued or guaranteed by U.S. | $1,361,000 | 5,046 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,816,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $3,816,000 | 1,839 |
| 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) | $959,000 | 3,497 |
| Available-for-sale securities (fair market value) | $16,154,000 | 4,598 |
| Total debt securities | $17,113,000 | 5,023 |
| 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 | $20,095,000 | 4,661 |
| U.S. Government securities | $11,500,000 | 5,237 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,500,000 | 5,054 |
| Securities issued by states & political subdivisions | $4,710,000 | 3,058 |
| Other domestic debt securities | $3,885,000 | 1,624 |
| 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 | $3,885,000 | 1,359 |
| 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 | $6,269,000 | 3,964 |
| Mortgage-backed securities | $7,957,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $3,412,000 | 3,993 |
| Issued or guaranteed by U.S. | $3,412,000 | 3,978 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,545,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $4,545,000 | 1,755 |
| 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) | $958,000 | 3,557 |
| Available-for-sale securities (fair market value) | $19,137,000 | 4,154 |
| Total debt securities | $20,095,000 | 4,564 |
| 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 | $17,387,000 | 5,047 |
| U.S. Government securities | $8,828,000 | 5,919 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,828,000 | 5,712 |
| Securities issued by states & political subdivisions | $4,675,000 | 3,034 |
| Other domestic debt securities | $3,884,000 | 1,609 |
| 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 | $3,884,000 | 1,364 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,855,000 | 3,778 |
| Mortgage-backed securities | $6,290,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $4,051,000 | 3,716 |
| Issued or guaranteed by U.S. | $4,051,000 | 3,704 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,239,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $2,239,000 | 2,415 |
| 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) | $1,060,000 | 3,537 |
| Available-for-sale securities (fair market value) | $16,327,000 | 4,508 |
| Total debt securities | $17,387,000 | 4,964 |
| 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 | $17,786,000 | 4,881 |
| U.S. Government securities | $7,286,000 | 6,338 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,286,000 | 6,114 |
| Securities issued by states & political subdivisions | $5,864,000 | 2,578 |
| Other domestic debt securities | $4,636,000 | 1,491 |
| 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 | $4,636,000 | 1,203 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,354,000 | 4,277 |
| Mortgage-backed securities | $6,250,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $2,693,000 | 4,065 |
| Issued or guaranteed by U.S. | $2,693,000 | 4,047 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,557,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $3,557,000 | 2,082 |
| 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) | $1,918,000 | 3,251 |
| Available-for-sale securities (fair market value) | $15,868,000 | 4,464 |
| Total debt securities | $17,788,000 | 4,783 |
| 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 | $17,932,000 | 5,004 |
| U.S. Government securities | $9,408,000 | 6,043 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,408,000 | 5,707 |
| Securities issued by states & political subdivisions | $6,542,000 | 2,312 |
| Other domestic debt securities | $1,632,000 | 2,095 |
| 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 | $1,632,000 | 1,793 |
| Foreign debt securities | NA | NA |
| Equity securities | $350,000 | 4,640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,953,000 | 3,677 |
| Mortgage-backed securities | $5,444,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $4,460,000 | 2,817 |
| Issued or guaranteed by U.S. | $4,460,000 | 2,798 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $984,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,721 |
| 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) | $2,117,000 | 3,785 |
| Available-for-sale securities (fair market value) | $15,815,000 | 4,463 |
| Total debt securities | $17,582,000 | 4,950 |
| 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 | $12,124,000 | 6,491 |
| U.S. Government securities | $6,783,000 | 7,260 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,783,000 | 6,737 |
| Securities issued by states & political subdivisions | $4,705,000 | 3,042 |
| Other domestic debt securities | $474,000 | 2,928 |
| 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 | $474,000 | 2,503 |
| Foreign debt securities | NA | NA |
| Equity securities | $162,000 | 6,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,341,000 | 5,481 |
| Mortgage-backed securities | $6,305,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $5,332,000 | 2,683 |
| Issued or guaranteed by U.S. | $5,332,000 | 2,672 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $973,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,908 |
| 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) | $2,646,000 | 3,918 |
| Available-for-sale securities (fair market value) | $9,478,000 | 6,008 |
| Total debt securities | $11,962,000 | 6,429 |
| 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 | $14,443,000 | 5,920 |
| U.S. Government securities | $8,289,000 | 6,648 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,289,000 | 5,810 |
| Securities issued by states & political subdivisions | $5,999,000 | 2,609 |
| 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 | $155,000 | 5,866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,192,000 | 3,821 |
| Mortgage-backed securities | $5,763,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $5,763,000 | 2,754 |
| Issued or guaranteed by U.S. | $5,763,000 | 2,739 |
| 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) | $3,110,000 | 4,140 |
| Available-for-sale securities (fair market value) | $11,333,000 | 5,430 |
| Total debt securities | $14,288,000 | 5,831 |
| 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 | $14,333,000 | 6,149 |
| U.S. Government securities | $8,313,000 | 7,118 |
| U.S. Treasury securities | $250,000 | 7,625 |
| U.S. Government agency obligations | $8,063,000 | 5,938 |
| Securities issued by states & political subdivisions | $5,865,000 | 2,420 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $155,000 | 5,802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,516,000 | 4,740 |
| Mortgage-backed securities | $3,297,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $3,297,000 | 3,598 |
| Issued or guaranteed by U.S. | $3,297,000 | 3,583 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $3,531,000 | 4,766 |
| Available-for-sale securities (fair market value) | $10,802,000 | 5,504 |
| Total debt securities | $14,178,000 | 6,060 |
| 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 | $16,372,000 | 6,070 |
| U.S. Government securities | $9,956,000 | 7,040 |
| U.S. Treasury securities | $249,000 | 8,511 |
| U.S. Government agency obligations | $9,707,000 | 5,599 |
| Securities issued by states & political subdivisions | $6,161,000 | 2,374 |
| Other domestic debt securities | $100,000 | 3,782 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,549 |
| 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 | $155,000 | 5,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,000 | 5,896 |
| Mortgage-backed securities | $3,314,000 | 5,042 |
| Certificates of participation in pools of residential mortgages | $3,214,000 | 3,978 |
| Issued or guaranteed by U.S. | $3,214,000 | 3,955 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $100,000 | 5,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $100,000 | 1,287 |
| 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) | $4,875,000 | 4,748 |
| Available-for-sale securities (fair market value) | $11,497,000 | 5,551 |
| Total debt securities | $16,217,000 | 5,988 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,496,000 | 1,320 |
| 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 | $17,787,000 | 6,043 |
| U.S. Government securities | $10,940,000 | 6,936 |
| U.S. Treasury securities | $1,252,000 | 8,067 |
| U.S. Government agency obligations | $9,688,000 | 5,595 |
| Securities issued by states & political subdivisions | $6,692,000 | 2,190 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $155,000 | 5,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,189,000 | 5,807 |
| Mortgage-backed securities | $801,000 | 7,559 |
| Certificates of participation in pools of residential mortgages | $801,000 | 6,406 |
| Issued or guaranteed by U.S. | $801,000 | 6,374 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,964,000 | 5,036 |
| Available-for-sale securities (fair market value) | $12,823,000 | 5,343 |
| Total debt securities | $17,632,000 | 5,939 |
| Structured notes | ||
| Amortized cost | $3,700,000 | 982 |
| Fair value | $3,671,000 | 974 |
| 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 | $19,377,000 | 6,006 |
| U.S. Government securities | $11,812,000 | 7,038 |
| U.S. Treasury securities | $2,177,000 | 8,016 |
| U.S. Government agency obligations | $9,635,000 | 5,501 |
| Securities issued by states & political subdivisions | $7,410,000 | 2,056 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $155,000 | 5,246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,450,000 | 6,592 |
| Mortgage-backed securities | $55,000 | 9,792 |
| Certificates of participation in pools of residential mortgages | $55,000 | 9,041 |
| Issued or guaranteed by U.S. | $55,000 | 9,012 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,204,000 | 4,053 |
| Available-for-sale securities (fair market value) | $3,173,000 | 7,996 |
| Total debt securities | $19,222,000 | 5,952 |
| 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 | $20,444,000 | 6,043 |
| U.S. Government securities | $12,886,000 | 6,878 |
| U.S. Treasury securities | $2,448,000 | 7,978 |
| U.S. Government agency obligations | $10,438,000 | 5,427 |
| Securities issued by states & political subdivisions | $7,405,000 | 2,117 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $153,000 | 4,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,350,000 | 5,701 |
| Mortgage-backed securities | $91,000 | 10,296 |
| Certificates of participation in pools of residential mortgages | $91,000 | 9,441 |
| Issued or guaranteed by U.S. | $91,000 | 9,392 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $20,291,000 | 5,940 |
| 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 | $17,523,000 | 6,651 |
| U.S. Government securities | $11,886,000 | 7,294 |
| U.S. Treasury securities | $3,097,000 | 7,389 |
| U.S. Government agency obligations | $8,789,000 | 6,003 |
| Securities issued by states & political subdivisions | $5,495,000 | 2,539 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $142,000 | 4,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 8,468 |
| Mortgage-backed securities | $154,000 | 10,600 |
| Certificates of participation in pools of residential mortgages | $145,000 | 9,632 |
| Issued or guaranteed by U.S. | $145,000 | 9,558 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,000 | 7,301 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 6,610 |
| 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 | $17,381,000 | 6,574 |
| 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 |