Home > The Biltmore Bank of Arizona > Securities
The Biltmore Bank of Arizona, Securities
| 2013-12-31 | Rank | |
| Total securities | $55,238,000 | 2,476 |
| U.S. Government securities | $50,031,000 | 1,869 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $50,031,000 | 1,816 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $5,207,000 | 955 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,853,000 | 280 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,354,000 | 902 |
| 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 | $16,605,000 | 2,536 |
| Mortgage-backed securities | $50,031,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $35,290,000 | 1,146 |
| Issued or guaranteed by U.S. | $35,290,000 | 1,146 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,281,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $12,281,000 | 1,155 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,460,000 | 535 |
| Commercial mortgage pass-through securities | $2,460,000 | 333 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $55,238,000 | 2,254 |
| Total debt securities | $55,238,000 | 2,453 |
| Structured notes | ||
| Amortized cost | $1,121,000 | 1,538 |
| Fair value | $1,121,000 | 1,533 |
| 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 | $58,147,000 | 2,383 |
| U.S. Government securities | $52,961,000 | 1,794 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $52,961,000 | 1,740 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $5,186,000 | 997 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,845,000 | 281 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,341,000 | 933 |
| 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 | $15,804,000 | 2,568 |
| Mortgage-backed securities | $52,961,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $36,987,000 | 1,107 |
| Issued or guaranteed by U.S. | $36,987,000 | 1,106 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,916,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $12,916,000 | 1,134 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $3,058,000 | 486 |
| Commercial mortgage pass-through securities | $3,058,000 | 285 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $58,147,000 | 2,162 |
| Total debt securities | $58,147,000 | 2,363 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,537 |
| Fair value | $1,110,000 | 1,521 |
| 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 | $59,187,000 | 2,348 |
| U.S. Government securities | $54,014,000 | 1,750 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $54,014,000 | 1,694 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $5,173,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,846,000 | 288 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,327,000 | 943 |
| 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 | $16,273,000 | 2,504 |
| Mortgage-backed securities | $54,014,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $36,957,000 | 1,101 |
| Issued or guaranteed by U.S. | $36,957,000 | 1,100 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,477,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $12,477,000 | 1,176 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $4,580,000 | 401 |
| Commercial mortgage pass-through securities | $4,580,000 | 241 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $59,187,000 | 2,142 |
| Total debt securities | $59,187,000 | 2,324 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,521 |
| Fair value | $1,110,000 | 1,515 |
| 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 | $62,407,000 | 2,271 |
| U.S. Government securities | $57,724,000 | 1,695 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $57,724,000 | 1,644 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $4,683,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,300,000 | 297 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,383,000 | 914 |
| 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 | $17,889,000 | 2,392 |
| Mortgage-backed securities | $57,724,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $39,465,000 | 1,063 |
| Issued or guaranteed by U.S. | $39,465,000 | 1,063 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,560,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $13,560,000 | 1,164 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $4,699,000 | 342 |
| Commercial mortgage pass-through securities | $4,699,000 | 215 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $62,407,000 | 2,081 |
| Total debt securities | $62,407,000 | 2,250 |
| Structured notes | ||
| Amortized cost | $1,093,000 | 1,552 |
| Fair value | $1,107,000 | 1,549 |
| 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 | $60,952,000 | 2,265 |
| U.S. Government securities | $56,963,000 | 1,685 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $56,963,000 | 1,626 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $3,989,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $346,000 | 761 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,297,000 | 280 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,346,000 | 1,075 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,704,000 | 2,579 |
| Mortgage-backed securities | $57,309,000 | 1,152 |
| Certificates of participation in pools of residential mortgages | $38,042,000 | 1,076 |
| Issued or guaranteed by U.S. | $38,042,000 | 1,073 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,362,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $14,016,000 | 1,172 |
| Privately issued | $346,000 | 729 |
| Commercial mortgage-backed securities | $4,905,000 | 282 |
| Commercial mortgage pass-through securities | $4,905,000 | 182 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $60,952,000 | 2,081 |
| Total debt securities | $60,952,000 | 2,239 |
| 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 | $76,350,000 | 1,908 |
| U.S. Government securities | $70,010,000 | 1,431 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $70,010,000 | 1,391 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $6,340,000 | 927 |
| Privately issued residential mortgage-backed securities | $389,000 | 786 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,906,000 | 240 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,045,000 | 836 |
| 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 | $6,222,000 | 4,054 |
| Mortgage-backed securities | $70,399,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $47,160,000 | 951 |
| Issued or guaranteed by U.S. | $47,160,000 | 951 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,354,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $14,965,000 | 1,184 |
| Privately issued | $389,000 | 753 |
| Commercial mortgage-backed securities | $7,885,000 | 212 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $7,885,000 | 123 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $76,350,000 | 1,733 |
| Total debt securities | $76,350,000 | 1,886 |
| Structured notes | ||
| Amortized cost | $1,053,000 | 1,725 |
| Fair value | $1,075,000 | 1,724 |
| 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 | $80,590,000 | 1,810 |
| U.S. Government securities | $77,111,000 | 1,330 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $77,111,000 | 1,296 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $3,479,000 | 1,266 |
| Privately issued residential mortgage-backed securities | $1,607,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,872,000 | 1,266 |
| 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 | $16,012,000 | 2,606 |
| Mortgage-backed securities | $78,718,000 | 940 |
| Certificates of participation in pools of residential mortgages | $51,239,000 | 905 |
| Issued or guaranteed by U.S. | $51,239,000 | 903 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,124,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $19,517,000 | 1,016 |
| Privately issued | $1,607,000 | 536 |
| Commercial mortgage-backed securities | $6,355,000 | 212 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $6,355,000 | 126 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $80,590,000 | 1,655 |
| Total debt securities | $80,590,000 | 1,788 |
| Structured notes | ||
| Amortized cost | $415,000 | 2,642 |
| Fair value | $416,000 | 2,642 |
| 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 | $51,109,000 | 2,625 |
| U.S. Government securities | $49,239,000 | 1,988 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $49,239,000 | 1,943 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,870,000 | 1,666 |
| 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 | $1,870,000 | 1,241 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,966,000 | 2,586 |
| Mortgage-backed securities | $49,239,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $36,732,000 | 1,181 |
| Issued or guaranteed by U.S. | $36,732,000 | 1,181 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,462,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $9,462,000 | 1,553 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $3,045,000 | 286 |
| Commercial mortgage pass-through securities | $3,045,000 | 160 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $51,109,000 | 2,406 |
| Total debt securities | $51,109,000 | 2,603 |
| Structured notes | ||
| Amortized cost | $417,000 | 2,867 |
| Fair value | $413,000 | 2,867 |
| 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 | $59,651,000 | 2,268 |
| U.S. Government securities | $56,048,000 | 1,726 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $56,048,000 | 1,683 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $3,603,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $3,603,000 | 108 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,997,000 | 2,390 |
| Mortgage-backed securities | $56,048,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $56,048,000 | 796 |
| Issued or guaranteed by U.S. | $56,048,000 | 793 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,603,000 | 1,525 |
| Available-for-sale securities (fair market value) | $56,048,000 | 2,166 |
| Total debt securities | $59,651,000 | 2,250 |
| 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 | $60,294,000 | 2,170 |
| U.S. Government securities | $55,453,000 | 1,685 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $55,453,000 | 1,638 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $4,841,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $4,841,000 | 90 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,515,000 | 2,228 |
| Mortgage-backed securities | $55,453,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $55,453,000 | 777 |
| Issued or guaranteed by U.S. | $55,453,000 | 773 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,841,000 | 1,405 |
| Available-for-sale securities (fair market value) | $55,453,000 | 2,112 |
| Total debt securities | $60,294,000 | 2,148 |
| 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 | $35,779,000 | 3,255 |
| U.S. Government securities | $29,268,000 | 2,858 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $29,268,000 | 2,772 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $6,511,000 | 882 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $6,511,000 | 75 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,030,000 | 2,693 |
| Mortgage-backed securities | $29,268,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $29,268,000 | 1,256 |
| Issued or guaranteed by U.S. | $29,268,000 | 1,250 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $6,511,000 | 1,253 |
| Available-for-sale securities (fair market value) | $29,268,000 | 3,386 |
| Total debt securities | $35,779,000 | 3,229 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $41,762,000 | 2,890 |
| U.S. Government securities | $33,421,000 | 2,547 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $33,421,000 | 2,478 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $8,341,000 | 792 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $8,341,000 | 66 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,008,000 | 2,310 |
| Mortgage-backed securities | $33,421,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $33,421,000 | 1,092 |
| Issued or guaranteed by U.S. | $33,421,000 | 1,086 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $8,341,000 | 1,119 |
| Available-for-sale securities (fair market value) | $33,421,000 | 3,089 |
| Total debt securities | $41,762,000 | 2,866 |
| 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 | $45,575,000 | 2,606 |
| U.S. Government securities | $35,445,000 | 2,334 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $35,445,000 | 2,257 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $10,130,000 | 747 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $10,130,000 | 55 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,596,000 | 1,793 |
| Mortgage-backed securities | $35,445,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $35,445,000 | 1,011 |
| Issued or guaranteed by U.S. | $35,445,000 | 1,003 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $10,130,000 | 1,014 |
| Available-for-sale securities (fair market value) | $35,445,000 | 2,861 |
| Total debt securities | $45,575,000 | 2,580 |
| 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 | $41,764,000 | 2,766 |
| U.S. Government securities | $29,622,000 | 2,655 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $29,622,000 | 2,569 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $12,142,000 | 667 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $12,142,000 | 52 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,904,000 | 1,847 |
| Mortgage-backed securities | $29,622,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $29,622,000 | 1,143 |
| Issued or guaranteed by U.S. | $29,622,000 | 1,131 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $12,142,000 | 948 |
| Available-for-sale securities (fair market value) | $29,622,000 | 3,196 |
| Total debt securities | $41,764,000 | 2,739 |
| 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 | $45,849,000 | 2,562 |
| U.S. Government securities | $31,027,000 | 2,616 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $31,027,000 | 2,534 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $14,822,000 | 599 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $14,822,000 | 46 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,027,000 | 1,563 |
| Mortgage-backed securities | $31,027,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $31,027,000 | 1,095 |
| Issued or guaranteed by U.S. | $31,027,000 | 1,088 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $14,822,000 | 872 |
| Available-for-sale securities (fair market value) | $31,027,000 | 3,082 |
| Total debt securities | $45,849,000 | 2,526 |
| 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 | $44,104,000 | 2,663 |
| U.S. Government securities | $26,271,000 | 2,987 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,271,000 | 2,907 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $17,833,000 | 545 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $17,833,000 | 45 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,271,000 | 1,954 |
| Mortgage-backed securities | $26,271,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $26,271,000 | 1,319 |
| Issued or guaranteed by U.S. | $26,271,000 | 1,315 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $17,833,000 | 766 |
| Available-for-sale securities (fair market value) | $26,271,000 | 3,459 |
| Total debt securities | $44,104,000 | 2,637 |
| 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 | $23,619,000 | 4,019 |
| U.S. Government securities | $23,619,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $23,619,000 | 3,085 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,619,000 | 2,006 |
| Mortgage-backed securities | $23,619,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $23,619,000 | 1,481 |
| Issued or guaranteed by U.S. | $23,619,000 | 1,473 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $23,619,000 | 3,633 |
| Total debt securities | $23,619,000 | 3,990 |
| 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 | $24,641,000 | 3,946 |
| U.S. Government securities | $24,641,000 | 3,065 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $24,641,000 | 2,998 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,395,000 | 1,951 |
| Mortgage-backed securities | $24,641,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $24,641,000 | 1,482 |
| Issued or guaranteed by U.S. | $24,641,000 | 1,475 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $24,641,000 | 3,561 |
| Total debt securities | $24,641,000 | 3,906 |
| 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 | $22,550,000 | 4,132 |
| U.S. Government securities | $22,550,000 | 3,200 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,550,000 | 3,131 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,550,000 | 2,048 |
| Mortgage-backed securities | $22,550,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $22,550,000 | 1,617 |
| Issued or guaranteed by U.S. | $22,550,000 | 1,610 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $22,550,000 | 3,725 |
| Total debt securities | $22,550,000 | 4,087 |
| 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 | $30,260,000 | 3,453 |
| U.S. Government securities | $30,260,000 | 2,659 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,260,000 | 2,600 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,985,000 | 2,843 |
| Mortgage-backed securities | $30,260,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $30,260,000 | 1,317 |
| Issued or guaranteed by U.S. | $30,260,000 | 1,307 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,260,000 | 555 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $30,260,000 | 3,428 |
| 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 | $18,429,000 | 4,634 |
| U.S. Government securities | $18,429,000 | 3,760 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,429,000 | 3,687 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $18,429,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $18,429,000 | 1,871 |
| Issued or guaranteed by U.S. | $18,429,000 | 1,860 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,429,000 | 792 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $18,429,000 | 4,600 |
| 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 | $401,000 | 7,971 |
| U.S. Government securities | $401,000 | 7,761 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $401,000 | 7,680 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $401,000 | 5,917 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,575 |
| Issued or guaranteed by U.S. | $401,000 | 5,558 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $401,000 | 2,924 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $401,000 | 7,937 |
| 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 | $604,000 | 7,971 |
| U.S. Government securities | $604,000 | 7,748 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $604,000 | 7,674 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $604,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $604,000 | 5,430 |
| Issued or guaranteed by U.S. | $604,000 | 5,408 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $604,000 | 2,780 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $604,000 | 7,925 |
| 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 | $702,000 | 7,991 |
| U.S. Government securities | $702,000 | 7,776 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $702,000 | 7,697 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $702,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $702,000 | 5,318 |
| Issued or guaranteed by U.S. | $702,000 | 5,292 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $702,000 | 2,761 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $702,000 | 7,946 |
| 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 | $749,000 | 8,052 |
| U.S. Government securities | $749,000 | 7,873 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $749,000 | 7,771 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $749,000 | 5,539 |
| Certificates of participation in pools of residential mortgages | $749,000 | 5,111 |
| Issued or guaranteed by U.S. | $749,000 | 5,090 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $749,000 | 2,805 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $749,000 | 8,011 |
| 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 | $804,000 | 8,086 |
| U.S. Government securities | $804,000 | 7,912 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $804,000 | 7,807 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $804,000 | 5,414 |
| Certificates of participation in pools of residential mortgages | $804,000 | 4,960 |
| Issued or guaranteed by U.S. | $804,000 | 4,945 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $804,000 | 2,835 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $804,000 | 8,043 |
| 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 | $859,000 | 8,130 |
| U.S. Government securities | $859,000 | 7,954 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $859,000 | 7,843 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $859,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $859,000 | 4,923 |
| Issued or guaranteed by U.S. | $859,000 | 4,908 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $859,000 | 2,839 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $859,000 | 8,090 |
| 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 | $921,000 | 8,160 |
| U.S. Government securities | $921,000 | 7,985 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $921,000 | 7,881 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $921,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $921,000 | 4,885 |
| Issued or guaranteed by U.S. | $921,000 | 4,868 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $921,000 | 2,844 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $921,000 | 8,118 |
| 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 | $953,000 | 8,202 |
| U.S. Government securities | $953,000 | 8,030 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $953,000 | 7,925 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $953,000 | 5,327 |
| Certificates of participation in pools of residential mortgages | $953,000 | 4,847 |
| Issued or guaranteed by U.S. | $953,000 | 4,830 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $953,000 | 2,898 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $953,000 | 8,157 |
| 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 | $986,000 | 8,273 |
| U.S. Government securities | $986,000 | 8,095 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $986,000 | 7,984 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $986,000 | 5,302 |
| Certificates of participation in pools of residential mortgages | $986,000 | 4,828 |
| Issued or guaranteed by U.S. | $986,000 | 4,804 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $986,000 | 2,940 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $986,000 | 8,228 |
| 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 | $1,031,000 | 8,299 |
| U.S. Government securities | $1,031,000 | 8,113 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,031,000 | 7,993 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $1,031,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,031,000 | 4,798 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $1,031,000 | 2,926 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $1,031,000 | 8,258 |
| 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 | $1,090,000 | 8,326 |
| U.S. Government securities | $1,090,000 | 8,131 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,090,000 | 8,012 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $1,090,000 | 5,306 |
| Certificates of participation in pools of residential mortgages | $1,090,000 | 4,807 |
| Issued or guaranteed by U.S. | $1,090,000 | 4,787 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $1,090,000 | 2,960 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $1,090,000 | 8,287 |
| 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 | $1,159,000 | 8,367 |
| U.S. Government securities | $1,159,000 | 8,167 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,159,000 | 8,043 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,159,000 | 5,313 |
| Certificates of participation in pools of residential mortgages | $1,159,000 | 4,801 |
| Issued or guaranteed by U.S. | $1,159,000 | 4,781 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,159,000 | 2,977 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $1,159,000 | 8,322 |
| 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 | $1,265,000 | 8,382 |
| U.S. Government securities | $1,265,000 | 8,168 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,265,000 | 8,047 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,265,000 | 5,278 |
| Certificates of participation in pools of residential mortgages | $1,265,000 | 4,766 |
| Issued or guaranteed by U.S. | $1,265,000 | 4,747 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,265,000 | 2,976 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $1,265,000 | 8,338 |
| 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 | $1,396,000 | 8,374 |
| U.S. Government securities | $1,396,000 | 8,162 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,396,000 | 8,037 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $1,396,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $1,396,000 | 4,745 |
| Issued or guaranteed by U.S. | $1,396,000 | 4,724 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,396,000 | 2,976 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $1,396,000 | 8,331 |
| 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 | $1,509,000 | 8,423 |
| U.S. Government securities | $1,509,000 | 8,187 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,509,000 | 8,052 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $1,509,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $1,509,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,509,000 | 4,729 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,509,000 | 2,951 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $1,509,000 | 8,377 |
| 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 | $1,632,000 | 8,435 |
| U.S. Government securities | $1,632,000 | 8,170 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,632,000 | 8,035 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $1,632,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $1,632,000 | 4,696 |
| Issued or guaranteed by U.S. | $1,632,000 | 4,680 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,632,000 | 2,924 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $1,632,000 | 8,382 |
| 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 | $1,722,000 | 8,460 |
| U.S. Government securities | $1,722,000 | 8,199 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,722,000 | 8,064 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $1,722,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $1,722,000 | 4,668 |
| Issued or guaranteed by U.S. | $1,722,000 | 4,654 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,722,000 | 2,936 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $1,722,000 | 8,414 |
| 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 | $1,840,000 | 8,517 |
| U.S. Government securities | $1,840,000 | 8,237 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,840,000 | 8,090 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $1,840,000 | 5,222 |
| Certificates of participation in pools of residential mortgages | $1,840,000 | 4,668 |
| Issued or guaranteed by U.S. | $1,840,000 | 4,653 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,840,000 | 2,894 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $1,840,000 | 8,466 |
| 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 | $1,962,000 | 8,490 |
| U.S. Government securities | $1,962,000 | 8,173 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,962,000 | 8,027 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,962,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $1,962,000 | 4,635 |
| Issued or guaranteed by U.S. | $1,962,000 | 4,618 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,962,000 | 2,848 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $1,962,000 | 8,426 |
| 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 | $8,998,000 | 6,826 |
| U.S. Government securities | $8,998,000 | 6,049 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,998,000 | 5,877 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,998,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $1,998,000 | 4,603 |
| Issued or guaranteed by U.S. | $1,998,000 | 4,583 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,998,000 | 1,559 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $8,998,000 | 6,748 |
| 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 | $0 | 9,073 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $0 | 9,018 |
| 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 | $0 | 9,101 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $0 | 9,046 |
| 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 |