Home > The Carson National Bank of Auburn > Securities
The Carson National Bank of Auburn, Securities
| 2015-09-30 | Rank | |
| Total securities | $41,757,000 | 2,797 |
| U.S. Government securities | $22,932,000 | 2,906 |
| U.S. Treasury securities | $395,000 | 1,199 |
| U.S. Government agency obligations | $22,537,000 | 2,843 |
| Securities issued by states & political subdivisions | $18,825,000 | 1,943 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,023,000 | 1,546 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,650,000 | 1,749 |
| Available-for-sale securities (fair market value) | $40,107,000 | 2,620 |
| Total debt securities | $41,757,000 | 2,775 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $42,671,000 | 2,791 |
| U.S. Government securities | $23,541,000 | 2,970 |
| U.S. Treasury securities | $390,000 | 1,241 |
| U.S. Government agency obligations | $23,151,000 | 2,904 |
| Securities issued by states & political subdivisions | $19,130,000 | 1,901 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,352,000 | 1,684 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,650,000 | 1,780 |
| Available-for-sale securities (fair market value) | $41,021,000 | 2,622 |
| Total debt securities | $42,671,000 | 2,770 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $37,707,000 | 3,085 |
| U.S. Government securities | $19,008,000 | 3,366 |
| U.S. Treasury securities | $393,000 | 1,227 |
| U.S. Government agency obligations | $18,615,000 | 3,294 |
| Securities issued by states & political subdivisions | $18,699,000 | 1,914 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,400,000 | 1,856 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,650,000 | 1,780 |
| Available-for-sale securities (fair market value) | $36,057,000 | 2,904 |
| Total debt securities | $37,707,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $37,337,000 | 3,142 |
| U.S. Government securities | $18,676,000 | 3,465 |
| U.S. Treasury securities | $386,000 | 1,259 |
| U.S. Government agency obligations | $18,290,000 | 3,387 |
| Securities issued by states & political subdivisions | $18,661,000 | 1,921 |
| 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 | $23,928,000 | 1,997 |
| Mortgage-backed securities | $0 | 5,380 |
| 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 | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,650,000 | 1,806 |
| Available-for-sale securities (fair market value) | $35,687,000 | 2,947 |
| Total debt securities | $37,337,000 | 3,118 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $40,158,000 | 3,054 |
| U.S. Government securities | $21,065,000 | 3,345 |
| U.S. Treasury securities | $383,000 | 1,279 |
| U.S. Government agency obligations | $20,682,000 | 3,263 |
| Securities issued by states & political subdivisions | $19,093,000 | 1,910 |
| 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 | $25,479,000 | 1,909 |
| Mortgage-backed securities | $0 | 5,465 |
| 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 | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,750,000 | 1,815 |
| Available-for-sale securities (fair market value) | $38,408,000 | 2,878 |
| Total debt securities | $40,158,000 | 3,030 |
| 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 | $40,693,000 | 3,076 |
| U.S. Government securities | $22,699,000 | 3,261 |
| U.S. Treasury securities | $383,000 | 1,242 |
| U.S. Government agency obligations | $22,316,000 | 3,188 |
| Securities issued by states & political subdivisions | $17,994,000 | 2,018 |
| 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 | $23,920,000 | 1,995 |
| Mortgage-backed securities | $0 | 5,516 |
| 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 | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,750,000 | 1,830 |
| Available-for-sale securities (fair market value) | $38,943,000 | 2,887 |
| Total debt securities | $40,693,000 | 3,054 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $37,250,000 | 3,277 |
| U.S. Government securities | $19,983,000 | 3,485 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,983,000 | 3,382 |
| Securities issued by states & political subdivisions | $17,267,000 | 2,079 |
| 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 | $23,498,000 | 2,051 |
| Mortgage-backed securities | $0 | 5,578 |
| 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 | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,750,000 | 1,826 |
| Available-for-sale securities (fair market value) | $35,500,000 | 3,083 |
| Total debt securities | $37,250,000 | 3,249 |
| 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 | $35,880,000 | 3,342 |
| U.S. Government securities | $19,246,000 | 3,556 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,246,000 | 3,458 |
| Securities issued by states & political subdivisions | $16,634,000 | 2,126 |
| 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 | $22,930,000 | 2,062 |
| Mortgage-backed securities | $0 | 5,624 |
| 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 | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,750,000 | 1,818 |
| Available-for-sale securities (fair market value) | $34,130,000 | 3,151 |
| Total debt securities | $35,880,000 | 3,318 |
| 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 | $37,758,000 | 3,265 |
| U.S. Government securities | $21,384,000 | 3,382 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,384,000 | 3,296 |
| Securities issued by states & political subdivisions | $16,374,000 | 2,159 |
| 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 | $22,579,000 | 2,051 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,420,000 | 1,861 |
| Available-for-sale securities (fair market value) | $36,338,000 | 3,061 |
| Total debt securities | $37,758,000 | 3,235 |
| 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 | $35,598,000 | 3,361 |
| U.S. Government securities | $20,963,000 | 3,419 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,963,000 | 3,334 |
| Securities issued by states & political subdivisions | $14,635,000 | 2,311 |
| 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 | $23,065,000 | 2,019 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,550,000 | 1,766 |
| Available-for-sale securities (fair market value) | $34,048,000 | 3,165 |
| Total debt securities | $35,598,000 | 3,330 |
| 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 | $32,302,000 | 3,587 |
| U.S. Government securities | $17,817,000 | 3,756 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,817,000 | 3,664 |
| Securities issued by states & political subdivisions | $14,485,000 | 2,311 |
| 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 | $22,120,000 | 2,103 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,075,000 | 1,869 |
| Available-for-sale securities (fair market value) | $31,227,000 | 3,380 |
| Total debt securities | $32,302,000 | 3,547 |
| 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 | $33,936,000 | 3,430 |
| U.S. Government securities | $19,741,000 | 3,513 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,741,000 | 3,432 |
| Securities issued by states & political subdivisions | $14,195,000 | 2,304 |
| 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 | $22,260,000 | 2,067 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,075,000 | 1,893 |
| Available-for-sale securities (fair market value) | $32,861,000 | 3,246 |
| Total debt securities | $33,936,000 | 3,402 |
| 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 | $36,517,000 | 3,316 |
| U.S. Government securities | $21,572,000 | 3,423 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,572,000 | 3,352 |
| Securities issued by states & political subdivisions | $14,945,000 | 2,192 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,532,000 | 2,068 |
| Mortgage-backed securities | $111,000 | 5,597 |
| Certificates of participation in pools of residential mortgages | $111,000 | 5,357 |
| Issued or guaranteed by U.S. | $111,000 | 5,348 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,145,000 | 1,902 |
| Available-for-sale securities (fair market value) | $35,372,000 | 3,128 |
| Total debt securities | $36,517,000 | 3,288 |
| 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 | $36,382,000 | 3,336 |
| U.S. Government securities | $22,575,000 | 3,389 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,575,000 | 3,318 |
| Securities issued by states & political subdivisions | $13,807,000 | 2,285 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,354,000 | 2,158 |
| Mortgage-backed securities | $140,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,364 |
| Issued or guaranteed by U.S. | $140,000 | 5,355 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,360,000 | 1,852 |
| Available-for-sale securities (fair market value) | $35,022,000 | 3,158 |
| Total debt securities | $36,382,000 | 3,311 |
| 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 | $35,685,000 | 3,391 |
| U.S. Government securities | $22,990,000 | 3,417 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,990,000 | 3,350 |
| Securities issued by states & political subdivisions | $12,695,000 | 2,331 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,909,000 | 2,202 |
| Mortgage-backed securities | $171,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $171,000 | 5,358 |
| Issued or guaranteed by U.S. | $171,000 | 5,352 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,360,000 | 1,901 |
| Available-for-sale securities (fair market value) | $34,325,000 | 3,225 |
| Total debt securities | $35,685,000 | 3,368 |
| 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 | $36,892,000 | 3,230 |
| U.S. Government securities | $24,060,000 | 3,255 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,060,000 | 3,186 |
| Securities issued by states & political subdivisions | $12,832,000 | 2,279 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,367,000 | 2,061 |
| Mortgage-backed securities | $461,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,105 |
| Issued or guaranteed by U.S. | $461,000 | 5,091 |
| 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) | $1,360,000 | 1,980 |
| Available-for-sale securities (fair market value) | $35,532,000 | 3,039 |
| Total debt securities | $36,892,000 | 3,208 |
| 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 | $35,912,000 | 3,234 |
| U.S. Government securities | $24,735,000 | 3,126 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,735,000 | 3,048 |
| Securities issued by states & political subdivisions | $11,177,000 | 2,414 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,666,000 | 2,071 |
| Mortgage-backed securities | $688,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $688,000 | 4,974 |
| Issued or guaranteed by U.S. | $688,000 | 4,964 |
| 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) | $1,360,000 | 1,993 |
| Available-for-sale securities (fair market value) | $34,552,000 | 3,043 |
| Total debt securities | $35,912,000 | 3,209 |
| 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 | $34,936,000 | 3,313 |
| U.S. Government securities | $23,826,000 | 3,277 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $23,826,000 | 3,181 |
| Securities issued by states & political subdivisions | $11,110,000 | 2,367 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,959,000 | 2,099 |
| Mortgage-backed securities | $843,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $843,000 | 4,901 |
| Issued or guaranteed by U.S. | $843,000 | 4,893 |
| 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) | $1,360,000 | 2,019 |
| Available-for-sale securities (fair market value) | $33,576,000 | 3,110 |
| Total debt securities | $34,936,000 | 3,286 |
| 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 | $30,126,000 | 3,619 |
| U.S. Government securities | $19,660,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,660,000 | 3,585 |
| Securities issued by states & political subdivisions | $10,466,000 | 2,417 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,256,000 | 2,204 |
| Mortgage-backed securities | $1,150,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,150,000 | 4,687 |
| 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) | $1,360,000 | 2,038 |
| Available-for-sale securities (fair market value) | $28,766,000 | 3,422 |
| Total debt securities | $30,126,000 | 3,588 |
| 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 | $26,672,000 | 3,760 |
| U.S. Government securities | $16,998,000 | 3,813 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $16,998,000 | 3,699 |
| Securities issued by states & political subdivisions | $9,674,000 | 2,511 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,737,000 | 2,226 |
| Mortgage-backed securities | $1,737,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $1,737,000 | 4,356 |
| Issued or guaranteed by U.S. | $1,737,000 | 4,351 |
| 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) | $1,360,000 | 2,047 |
| Available-for-sale securities (fair market value) | $25,312,000 | 3,584 |
| Total debt securities | $26,672,000 | 3,727 |
| 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 | $26,842,000 | 3,716 |
| U.S. Government securities | $16,339,000 | 3,862 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,339,000 | 3,753 |
| Securities issued by states & political subdivisions | $10,503,000 | 2,302 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,652,000 | 2,223 |
| Mortgage-backed securities | $1,656,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $1,656,000 | 4,373 |
| Issued or guaranteed by U.S. | $1,656,000 | 4,366 |
| 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) | $1,380,000 | 2,088 |
| Available-for-sale securities (fair market value) | $25,462,000 | 3,511 |
| Total debt securities | $26,842,000 | 3,679 |
| Structured notes | ||
| Amortized cost | $245,000 | 3,062 |
| Fair value | $246,000 | 3,062 |
| 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 | $25,604,000 | 3,828 |
| U.S. Government securities | $15,785,000 | 3,985 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,785,000 | 3,883 |
| Securities issued by states & political subdivisions | $9,819,000 | 2,297 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,393,000 | 2,292 |
| Mortgage-backed securities | $2,359,000 | 4,703 |
| Certificates of participation in pools of residential mortgages | $2,359,000 | 4,145 |
| Issued or guaranteed by U.S. | $2,359,000 | 4,136 |
| 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) | $1,425,000 | 2,139 |
| Available-for-sale securities (fair market value) | $24,179,000 | 3,629 |
| Total debt securities | $25,602,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $245,000 | 3,146 |
| Fair value | $249,000 | 3,139 |
| 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 | $25,210,000 | 3,903 |
| U.S. Government securities | $16,725,000 | 3,928 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $16,725,000 | 3,836 |
| Securities issued by states & political subdivisions | $8,485,000 | 2,481 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,689,000 | 2,605 |
| Mortgage-backed securities | $2,845,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $2,845,000 | 4,102 |
| Issued or guaranteed by U.S. | $2,845,000 | 4,095 |
| 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) | $1,325,000 | 2,201 |
| Available-for-sale securities (fair market value) | $23,885,000 | 3,644 |
| Total debt securities | $25,210,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $545,000 | 2,637 |
| Fair value | $554,000 | 2,625 |
| 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 | $20,886,000 | 4,317 |
| U.S. Government securities | $12,725,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,725,000 | 4,393 |
| Securities issued by states & political subdivisions | $8,161,000 | 2,557 |
| 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 | $15,336,000 | 2,637 |
| Mortgage-backed securities | $3,421,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $3,421,000 | 3,992 |
| Issued or guaranteed by U.S. | $3,421,000 | 3,984 |
| 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) | $1,325,000 | 2,240 |
| Available-for-sale securities (fair market value) | $19,561,000 | 4,046 |
| Total debt securities | $20,886,000 | 4,284 |
| Structured notes | ||
| Amortized cost | $544,000 | 2,377 |
| Fair value | $559,000 | 2,368 |
| 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 | $22,162,000 | 4,192 |
| U.S. Government securities | $13,563,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,563,000 | 4,260 |
| Securities issued by states & political subdivisions | $8,599,000 | 2,491 |
| 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 | $15,008,000 | 2,674 |
| Mortgage-backed securities | $3,867,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $3,867,000 | 3,937 |
| Issued or guaranteed by U.S. | $3,867,000 | 3,927 |
| 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) | $1,405,000 | 2,291 |
| Available-for-sale securities (fair market value) | $20,757,000 | 3,936 |
| Total debt securities | $22,162,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $543,000 | 1,974 |
| Fair value | $564,000 | 1,962 |
| 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 | $20,392,000 | 4,390 |
| U.S. Government securities | $12,434,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,434,000 | 4,443 |
| Securities issued by states & political subdivisions | $7,958,000 | 2,556 |
| 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 | $13,337,000 | 2,871 |
| Mortgage-backed securities | $4,194,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $4,194,000 | 3,895 |
| Issued or guaranteed by U.S. | $4,194,000 | 3,882 |
| 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) | $1,660,000 | 2,240 |
| Available-for-sale securities (fair market value) | $18,732,000 | 4,144 |
| Total debt securities | $20,392,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $543,000 | 1,510 |
| Fair value | $568,000 | 1,497 |
| 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 | $20,002,000 | 4,436 |
| U.S. Government securities | $12,472,000 | 4,626 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,472,000 | 4,544 |
| Securities issued by states & political subdivisions | $7,530,000 | 2,541 |
| 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 | $13,499,000 | 2,890 |
| Mortgage-backed securities | $4,699,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $4,699,000 | 3,852 |
| Issued or guaranteed by U.S. | $4,699,000 | 3,839 |
| 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) | $1,545,000 | 2,307 |
| Available-for-sale securities (fair market value) | $18,457,000 | 4,174 |
| Total debt securities | $20,002,000 | 4,401 |
| 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 | $21,300,000 | 4,300 |
| U.S. Government securities | $13,656,000 | 4,456 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,656,000 | 4,371 |
| Securities issued by states & political subdivisions | $7,644,000 | 2,482 |
| 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 | $12,381,000 | 3,080 |
| Mortgage-backed securities | $5,171,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $5,171,000 | 3,694 |
| Issued or guaranteed by U.S. | $5,171,000 | 3,678 |
| 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) | $1,545,000 | 2,323 |
| Available-for-sale securities (fair market value) | $19,755,000 | 4,016 |
| Total debt securities | $21,295,000 | 4,264 |
| 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 | $21,593,000 | 4,190 |
| U.S. Government securities | $13,776,000 | 4,405 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,776,000 | 4,324 |
| Securities issued by states & political subdivisions | $7,817,000 | 2,422 |
| 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 | $12,318,000 | 3,090 |
| Mortgage-backed securities | $5,486,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $5,486,000 | 3,509 |
| Issued or guaranteed by U.S. | $5,486,000 | 3,496 |
| 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) | $1,625,000 | 2,309 |
| Available-for-sale securities (fair market value) | $19,968,000 | 3,919 |
| Total debt securities | $21,593,000 | 4,156 |
| 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 | $21,901,000 | 4,217 |
| U.S. Government securities | $14,548,000 | 4,297 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,548,000 | 4,228 |
| Securities issued by states & political subdivisions | $7,353,000 | 2,567 |
| 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 | $12,811,000 | 2,970 |
| Mortgage-backed securities | $5,864,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $5,864,000 | 3,398 |
| Issued or guaranteed by U.S. | $5,864,000 | 3,382 |
| 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) | $1,495,000 | 2,372 |
| Available-for-sale securities (fair market value) | $20,406,000 | 3,929 |
| Total debt securities | $21,901,000 | 4,173 |
| 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 | $19,475,000 | 4,493 |
| U.S. Government securities | $12,650,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,650,000 | 4,541 |
| Securities issued by states & political subdivisions | $6,825,000 | 2,682 |
| 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 | $11,041,000 | 3,189 |
| Mortgage-backed securities | $2,987,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $2,987,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,987,000 | 4,179 |
| 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) | $975,000 | 2,618 |
| Available-for-sale securities (fair market value) | $18,500,000 | 4,143 |
| Total debt securities | $19,475,000 | 4,430 |
| 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 | $19,414,000 | 4,535 |
| U.S. Government securities | $12,621,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,621,000 | 4,661 |
| Securities issued by states & political subdivisions | $6,793,000 | 2,666 |
| 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 | $11,172,000 | 3,210 |
| Mortgage-backed securities | $1,946,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $1,946,000 | 4,380 |
| Issued or guaranteed by U.S. | $1,946,000 | 4,364 |
| 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) | $975,000 | 2,703 |
| Available-for-sale securities (fair market value) | $18,439,000 | 4,139 |
| Total debt securities | $19,414,000 | 4,484 |
| 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 | $17,895,000 | 4,758 |
| U.S. Government securities | $10,860,000 | 5,173 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,860,000 | 5,076 |
| Securities issued by states & political subdivisions | $7,035,000 | 2,562 |
| 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 | $11,090,000 | 3,234 |
| Mortgage-backed securities | $1,053,000 | 5,237 |
| Certificates of participation in pools of residential mortgages | $1,053,000 | 4,764 |
| Issued or guaranteed by U.S. | $1,053,000 | 4,748 |
| 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) | $995,000 | 2,748 |
| Available-for-sale securities (fair market value) | $16,900,000 | 4,344 |
| Total debt securities | $17,895,000 | 4,708 |
| 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 | $18,418,000 | 4,692 |
| U.S. Government securities | $11,664,000 | 5,051 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,664,000 | 4,946 |
| Securities issued by states & political subdivisions | $6,754,000 | 2,633 |
| 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 | $10,683,000 | 3,306 |
| Mortgage-backed securities | $1,094,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $1,094,000 | 4,718 |
| Issued or guaranteed by U.S. | $1,094,000 | 4,703 |
| 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) | $995,000 | 2,778 |
| Available-for-sale securities (fair market value) | $17,423,000 | 4,273 |
| Total debt securities | $18,418,000 | 4,647 |
| 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 | $16,669,000 | 4,978 |
| U.S. Government securities | $10,219,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,219,000 | 5,269 |
| Securities issued by states & political subdivisions | $6,450,000 | 2,713 |
| 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 | $10,212,000 | 3,384 |
| Mortgage-backed securities | $1,159,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $1,159,000 | 4,688 |
| Issued or guaranteed by U.S. | $1,159,000 | 4,668 |
| 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) | $995,000 | 2,816 |
| Available-for-sale securities (fair market value) | $15,674,000 | 4,551 |
| Total debt securities | $16,669,000 | 4,933 |
| 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 | $15,705,000 | 5,187 |
| U.S. Government securities | $7,981,000 | 5,932 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,981,000 | 5,811 |
| Securities issued by states & political subdivisions | $6,510,000 | 2,698 |
| Other domestic debt securities | $1,214,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $1,214,000 | 842 |
| 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 | $10,382,000 | 3,351 |
| Mortgage-backed securities | $1,222,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $1,222,000 | 4,639 |
| Issued or guaranteed by U.S. | $8,000 | 6,255 |
| Privately issued | $1,214,000 | 110 |
| 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) | $995,000 | 2,873 |
| Available-for-sale securities (fair market value) | $14,710,000 | 4,723 |
| Total debt securities | $15,705,000 | 5,143 |
| 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 | $17,807,000 | 4,897 |
| U.S. Government securities | $11,306,000 | 5,227 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,306,000 | 5,114 |
| Securities issued by states & political subdivisions | $6,501,000 | 2,678 |
| 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 | $10,981,000 | 3,256 |
| Mortgage-backed securities | $1,270,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $1,270,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,270,000 | 4,586 |
| 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) | $995,000 | 2,933 |
| Available-for-sale securities (fair market value) | $16,812,000 | 4,432 |
| Total debt securities | $17,807,000 | 4,851 |
| 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 | $18,474,000 | 4,781 |
| U.S. Government securities | $12,216,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,216,000 | 4,936 |
| Securities issued by states & political subdivisions | $6,258,000 | 2,723 |
| 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 | $10,556,000 | 3,315 |
| Mortgage-backed securities | $1,321,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $1,321,000 | 4,607 |
| Issued or guaranteed by U.S. | $1,321,000 | 4,584 |
| 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) | $995,000 | 2,964 |
| Available-for-sale securities (fair market value) | $17,479,000 | 4,289 |
| Total debt securities | $18,474,000 | 4,729 |
| 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 | $19,102,000 | 4,732 |
| U.S. Government securities | $12,826,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,826,000 | 4,834 |
| Securities issued by states & political subdivisions | $6,276,000 | 2,713 |
| 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 | $9,572,000 | 3,481 |
| Mortgage-backed securities | $1,439,000 | 5,070 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 4,553 |
| Issued or guaranteed by U.S. | $1,439,000 | 4,534 |
| 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) | $1,240,000 | 2,906 |
| Available-for-sale securities (fair market value) | $17,862,000 | 4,291 |
| Total debt securities | $19,102,000 | 4,679 |
| 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 | $18,659,000 | 4,820 |
| U.S. Government securities | $12,615,000 | 5,008 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,615,000 | 4,855 |
| Securities issued by states & political subdivisions | $6,044,000 | 2,752 |
| 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 | $10,185,000 | 3,351 |
| Mortgage-backed securities | $1,513,000 | 5,075 |
| Certificates of participation in pools of residential mortgages | $1,513,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,513,000 | 4,529 |
| 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) | $1,240,000 | 2,953 |
| Available-for-sale securities (fair market value) | $17,419,000 | 4,326 |
| Total debt securities | $18,659,000 | 4,766 |
| 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 | $19,597,000 | 4,667 |
| U.S. Government securities | $13,751,000 | 4,747 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,751,000 | 4,613 |
| Securities issued by states & political subdivisions | $5,846,000 | 2,807 |
| 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 | $10,359,000 | 3,303 |
| Mortgage-backed securities | $1,115,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 4,873 |
| Issued or guaranteed by U.S. | $1,115,000 | 4,856 |
| 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) | $1,240,000 | 2,985 |
| Available-for-sale securities (fair market value) | $18,357,000 | 4,201 |
| Total debt securities | $19,597,000 | 4,608 |
| 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 | $20,113,000 | 4,614 |
| U.S. Government securities | $14,106,000 | 4,722 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,106,000 | 4,583 |
| Securities issued by states & political subdivisions | $6,007,000 | 2,727 |
| 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 | $10,480,000 | 3,276 |
| Mortgage-backed securities | $839,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $839,000 | 5,164 |
| Issued or guaranteed by U.S. | $839,000 | 5,143 |
| 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) | $1,675,000 | 2,851 |
| Available-for-sale securities (fair market value) | $18,438,000 | 4,228 |
| Total debt securities | $20,113,000 | 4,547 |
| 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 | $20,174,000 | 4,689 |
| U.S. Government securities | $13,734,000 | 4,862 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,734,000 | 4,715 |
| Securities issued by states & political subdivisions | $6,440,000 | 2,628 |
| 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 | $9,790,000 | 3,395 |
| Mortgage-backed securities | $392,000 | 6,115 |
| Certificates of participation in pools of residential mortgages | $392,000 | 5,693 |
| Issued or guaranteed by U.S. | $392,000 | 5,673 |
| 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) | $1,675,000 | 2,883 |
| Available-for-sale securities (fair market value) | $18,499,000 | 4,287 |
| Total debt securities | $20,174,000 | 4,632 |
| 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 | $19,492,000 | 4,805 |
| U.S. Government securities | $13,001,000 | 5,015 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,001,000 | 4,862 |
| Securities issued by states & political subdivisions | $6,491,000 | 2,631 |
| 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 | $9,957,000 | 3,365 |
| Mortgage-backed securities | $426,000 | 6,127 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,689 |
| Issued or guaranteed by U.S. | $426,000 | 5,672 |
| 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) | $1,675,000 | 2,910 |
| Available-for-sale securities (fair market value) | $17,817,000 | 4,410 |
| Total debt securities | $19,491,000 | 4,743 |
| 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 | $20,801,000 | 4,610 |
| U.S. Government securities | $14,195,000 | 4,776 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,195,000 | 4,632 |
| Securities issued by states & political subdivisions | $6,606,000 | 2,622 |
| 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 | $10,613,000 | 3,180 |
| Mortgage-backed securities | $462,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $462,000 | 5,672 |
| Issued or guaranteed by U.S. | $462,000 | 5,656 |
| 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) | $1,675,000 | 2,957 |
| Available-for-sale securities (fair market value) | $19,126,000 | 4,188 |
| Total debt securities | $20,801,000 | 4,554 |
| 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 | $21,352,000 | 4,613 |
| U.S. Government securities | $14,730,000 | 4,752 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,730,000 | 4,588 |
| Securities issued by states & political subdivisions | $6,622,000 | 2,607 |
| 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 | $10,443,000 | 3,197 |
| Mortgage-backed securities | $490,000 | 6,169 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,708 |
| Issued or guaranteed by U.S. | $490,000 | 5,694 |
| 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) | $1,590,000 | 3,002 |
| Available-for-sale securities (fair market value) | $19,762,000 | 4,208 |
| Total debt securities | $21,352,000 | 4,544 |
| 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 | $20,183,000 | 4,757 |
| U.S. Government securities | $13,312,000 | 4,957 |
| U.S. Treasury securities | $303,000 | 1,832 |
| U.S. Government agency obligations | $13,009,000 | 4,882 |
| Securities issued by states & political subdivisions | $6,871,000 | 2,562 |
| 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 | $10,353,000 | 3,195 |
| Mortgage-backed securities | $550,000 | 6,137 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,662 |
| Issued or guaranteed by U.S. | $550,000 | 5,645 |
| 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) | $1,590,000 | 2,988 |
| Available-for-sale securities (fair market value) | $18,593,000 | 4,341 |
| Total debt securities | $20,183,000 | 4,679 |
| 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 | $18,203,000 | 5,073 |
| U.S. Government securities | $11,825,000 | 5,346 |
| U.S. Treasury securities | $307,000 | 1,939 |
| U.S. Government agency obligations | $11,518,000 | 5,249 |
| Securities issued by states & political subdivisions | $6,378,000 | 2,705 |
| 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 | $9,800,000 | 3,206 |
| Mortgage-backed securities | $46,000 | 6,945 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,604 |
| Issued or guaranteed by U.S. | $46,000 | 6,583 |
| 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) | $1,320,000 | 3,173 |
| Available-for-sale securities (fair market value) | $16,883,000 | 4,612 |
| Total debt securities | $18,201,000 | 4,992 |
| 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 | $17,301,000 | 5,148 |
| U.S. Government securities | $10,997,000 | 5,385 |
| U.S. Treasury securities | $312,000 | 1,989 |
| U.S. Government agency obligations | $10,685,000 | 5,299 |
| Securities issued by states & political subdivisions | $6,304,000 | 2,708 |
| 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 | $10,598,000 | 2,984 |
| Mortgage-backed securities | $48,000 | 6,986 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,647 |
| Issued or guaranteed by U.S. | $48,000 | 6,624 |
| 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) | $1,320,000 | 3,219 |
| Available-for-sale securities (fair market value) | $15,981,000 | 4,694 |
| Total debt securities | $17,301,000 | 5,061 |
| 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 | $17,303,000 | 5,087 |
| U.S. Government securities | $11,374,000 | 5,226 |
| U.S. Treasury securities | $618,000 | 1,719 |
| U.S. Government agency obligations | $10,756,000 | 5,209 |
| Securities issued by states & political subdivisions | $5,929,000 | 2,763 |
| 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 | $10,961,000 | 2,866 |
| Mortgage-backed securities | $55,000 | 7,003 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,638 |
| Issued or guaranteed by U.S. | $55,000 | 6,619 |
| 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) | $1,320,000 | 3,250 |
| Available-for-sale securities (fair market value) | $15,983,000 | 4,631 |
| Total debt securities | $17,303,000 | 4,993 |
| 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 | $15,769,000 | 5,360 |
| U.S. Government securities | $10,788,000 | 5,419 |
| U.S. Treasury securities | $1,229,000 | 1,390 |
| U.S. Government agency obligations | $9,559,000 | 5,508 |
| Securities issued by states & political subdivisions | $4,981,000 | 2,960 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,390,000 | 2,809 |
| Mortgage-backed securities | $59,000 | 7,029 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,637 |
| Issued or guaranteed by U.S. | $59,000 | 6,618 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,575,000 | 3,147 |
| Available-for-sale securities (fair market value) | $14,194,000 | 4,921 |
| Total debt securities | $15,769,000 | 5,258 |
| 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 | $15,417,000 | 5,387 |
| U.S. Government securities | $11,284,000 | 5,280 |
| U.S. Treasury securities | $1,847,000 | 1,311 |
| U.S. Government agency obligations | $9,437,000 | 5,539 |
| Securities issued by states & political subdivisions | $4,133,000 | 3,248 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,426,000 | 2,827 |
| Mortgage-backed securities | $62,000 | 7,034 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,623 |
| Issued or guaranteed by U.S. | $62,000 | 6,603 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,690,000 | 3,160 |
| Available-for-sale securities (fair market value) | $13,727,000 | 4,942 |
| Total debt securities | $15,417,000 | 5,294 |
| 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 | $14,474,000 | 5,481 |
| U.S. Government securities | $10,838,000 | 5,300 |
| U.S. Treasury securities | $4,328,000 | 860 |
| U.S. Government agency obligations | $6,510,000 | 6,409 |
| Securities issued by states & political subdivisions | $3,636,000 | 3,415 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,339,000 | 2,579 |
| Mortgage-backed securities | $85,000 | 7,027 |
| Certificates of participation in pools of residential mortgages | $85,000 | 6,551 |
| Issued or guaranteed by U.S. | $85,000 | 6,528 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,630,000 | 3,407 |
| Available-for-sale securities (fair market value) | $12,844,000 | 4,977 |
| Total debt securities | $14,474,000 | 5,388 |
| 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 | $14,651,000 | 5,638 |
| U.S. Government securities | $11,665,000 | 5,346 |
| U.S. Treasury securities | $6,064,000 | 910 |
| U.S. Government agency obligations | $5,601,000 | 7,138 |
| Securities issued by states & political subdivisions | $2,976,000 | 3,727 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 7,916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,977,000 | 2,803 |
| Mortgage-backed securities | $278,000 | 6,464 |
| Certificates of participation in pools of residential mortgages | $278,000 | 5,875 |
| Issued or guaranteed by U.S. | $278,000 | 5,854 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,384,000 | 4,212 |
| Available-for-sale securities (fair market value) | $13,267,000 | 4,959 |
| Total debt securities | $14,641,000 | 5,507 |
| 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 | $14,655,000 | 5,876 |
| U.S. Government securities | $11,477,000 | 5,660 |
| U.S. Treasury securities | $6,583,000 | 1,237 |
| U.S. Government agency obligations | $4,894,000 | 7,580 |
| Securities issued by states & political subdivisions | $2,868,000 | 4,004 |
| Other domestic debt securities | $300,000 | 3,122 |
| 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 | $300,000 | 2,656 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 7,950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,396,000 | 2,886 |
| Mortgage-backed securities | $1,466,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 4,861 |
| Issued or guaranteed by U.S. | $1,178,000 | 4,846 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $288,000 | 3,841 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 3,669 |
| 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) | $7,072,000 | 2,576 |
| Available-for-sale securities (fair market value) | $7,583,000 | 6,573 |
| Total debt securities | $14,645,000 | 5,775 |
| 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 | $16,400,000 | 5,506 |
| U.S. Government securities | $13,517,000 | 5,125 |
| U.S. Treasury securities | $7,735,000 | 1,634 |
| U.S. Government agency obligations | $5,782,000 | 6,820 |
| Securities issued by states & political subdivisions | $2,265,000 | 4,501 |
| Other domestic debt securities | $608,000 | 2,552 |
| 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 | $608,000 | 2,101 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 7,850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,180,000 | 2,574 |
| Mortgage-backed securities | $3,645,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $2,356,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,356,000 | 4,134 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,289,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $1,289,000 | 2,902 |
| 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) | $9,081,000 | 2,484 |
| Available-for-sale securities (fair market value) | $7,319,000 | 6,578 |
| Total debt securities | $16,390,000 | 5,371 |
| Structured notes | ||
| Amortized cost | $87,000 | 1,596 |
| Fair value | $90,000 | 1,591 |
| 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 | $20,187,000 | 4,875 |
| U.S. Government securities | $17,507,000 | 4,509 |
| U.S. Treasury securities | $9,019,000 | 2,043 |
| U.S. Government agency obligations | $8,488,000 | 5,766 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,844 |
| Other domestic debt securities | $914,000 | 1,920 |
| 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 | $914,000 | 1,539 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 7,916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,812,000 | 2,937 |
| Mortgage-backed securities | $5,564,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $3,257,000 | 3,625 |
| Issued or guaranteed by U.S. | $3,257,000 | 3,610 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,307,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $2,307,000 | 2,436 |
| 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) | $10,476,000 | 2,699 |
| Available-for-sale securities (fair market value) | $9,711,000 | 5,821 |
| Total debt securities | $20,177,000 | 4,771 |
| Structured notes | ||
| Amortized cost | $133,000 | 2,807 |
| Fair value | $135,000 | 2,806 |
| 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 | $20,687,000 | 5,191 |
| U.S. Government securities | $17,259,000 | 4,935 |
| U.S. Treasury securities | $8,406,000 | 2,603 |
| U.S. Government agency obligations | $8,853,000 | 5,898 |
| Securities issued by states & political subdivisions | $1,288,000 | 5,645 |
| Other domestic debt securities | $2,130,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,130,000 | 1,065 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,648,000 | 3,287 |
| Mortgage-backed securities | $3,741,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $2,482,000 | 4,410 |
| Issued or guaranteed by U.S. | $2,482,000 | 4,387 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,259,000 | 3,575 |
| CMOs issued by government agencies or sponsored agencies | $1,259,000 | 3,438 |
| Privately issued | $0 | 1,788 |
| 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) | $9,694,000 | 3,240 |
| Available-for-sale securities (fair market value) | $10,993,000 | 5,690 |
| Total debt securities | $20,677,000 | 5,090 |
| Structured notes | ||
| Amortized cost | $180,000 | 3,498 |
| Fair value | $181,000 | 3,492 |
| 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 | $23,635,000 | 4,915 |
| U.S. Government securities | $20,020,000 | 4,641 |
| U.S. Treasury securities | $8,606,000 | 3,070 |
| U.S. Government agency obligations | $11,414,000 | 5,039 |
| Securities issued by states & political subdivisions | $1,445,000 | 5,658 |
| Other domestic debt securities | $2,160,000 | 1,715 |
| 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 | $2,160,000 | 1,317 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,705,000 | 3,265 |
| Mortgage-backed securities | $1,843,000 | 6,416 |
| Certificates of participation in pools of residential mortgages | $740,000 | 6,534 |
| Issued or guaranteed by U.S. | $740,000 | 6,502 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,103,000 | 4,104 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 3,945 |
| 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) | $10,051,000 | 3,397 |
| Available-for-sale securities (fair market value) | $13,584,000 | 5,157 |
| Total debt securities | $23,625,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $572,000 | 3,346 |
| Fair value | $573,000 | 3,335 |
| 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 | $22,507,000 | 5,396 |
| U.S. Government securities | $20,364,000 | 4,851 |
| U.S. Treasury securities | $9,721,000 | 3,500 |
| U.S. Government agency obligations | $10,643,000 | 5,143 |
| Securities issued by states & political subdivisions | $1,545,000 | 5,778 |
| Other domestic debt securities | $588,000 | 3,353 |
| 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 | $588,000 | 2,689 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,771,000 | 3,581 |
| Mortgage-backed securities | $680,000 | 8,234 |
| Certificates of participation in pools of residential mortgages | $238,000 | 8,200 |
| Issued or guaranteed by U.S. | $238,000 | 8,173 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $442,000 | 5,397 |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 5,179 |
| 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) | $11,266,000 | 5,270 |
| Available-for-sale securities (fair market value) | $11,241,000 | 4,427 |
| Total debt securities | $22,497,000 | 5,301 |
| 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 | $21,576,000 | 5,802 |
| U.S. Government securities | $19,824,000 | 5,165 |
| U.S. Treasury securities | $8,651,000 | 3,927 |
| U.S. Government agency obligations | $11,173,000 | 5,161 |
| Securities issued by states & political subdivisions | $1,742,000 | 5,649 |
| 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 | $10,000 | 8,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,448,000 | 3,492 |
| Mortgage-backed securities | $292,000 | 9,687 |
| Certificates of participation in pools of residential mortgages | $292,000 | 8,665 |
| Issued or guaranteed by U.S. | $292,000 | 8,609 |
| 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 | $21,566,000 | 5,673 |
| 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 | $19,323,000 | 6,250 |
| U.S. Government securities | $17,861,000 | 5,511 |
| U.S. Treasury securities | $10,008,000 | 3,512 |
| U.S. Government agency obligations | $7,853,000 | 6,421 |
| Securities issued by states & political subdivisions | $1,452,000 | 5,765 |
| 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 | $10,000 | 8,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,165,000 | 3,145 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $19,313,000 | 6,136 |
| 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 |