Home > The First National Bank of Herman > Securities
The First National Bank of Herman, Securities
| 2014-06-30 | Rank | |
| Total securities | $11,474,000 | 5,230 |
| U.S. Government securities | $10,240,000 | 4,583 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,240,000 | 4,475 |
| Securities issued by states & political subdivisions | $1,234,000 | 4,767 |
| 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 | $1,897,000 | 5,015 |
| Mortgage-backed securities | $10,240,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $9,839,000 | 2,647 |
| Issued or guaranteed by U.S. | $9,839,000 | 2,647 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $401,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 3,076 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,474,000 | 4,831 |
| Total debt securities | $11,474,000 | 5,207 |
| 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 | $11,769,000 | 5,246 |
| U.S. Government securities | $10,537,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,537,000 | 4,474 |
| Securities issued by states & political subdivisions | $1,232,000 | 4,801 |
| 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 | $1,954,000 | 5,036 |
| Mortgage-backed securities | $10,537,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $10,120,000 | 2,639 |
| Issued or guaranteed by U.S. | $10,120,000 | 2,639 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $417,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 3,086 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $11,769,000 | 4,842 |
| Total debt securities | $11,769,000 | 5,220 |
| 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 | $12,470,000 | 5,199 |
| U.S. Government securities | $10,815,000 | 4,548 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,815,000 | 4,451 |
| Securities issued by states & political subdivisions | $1,655,000 | 4,667 |
| 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 | $2,005,000 | 5,039 |
| Mortgage-backed securities | $10,815,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $10,376,000 | 2,608 |
| Issued or guaranteed by U.S. | $10,376,000 | 2,608 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $439,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 3,066 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,470,000 | 4,802 |
| Total debt securities | $12,470,000 | 5,167 |
| 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 | $12,992,000 | 5,183 |
| U.S. Government securities | $11,330,000 | 4,514 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,330,000 | 4,414 |
| Securities issued by states & political subdivisions | $1,662,000 | 4,689 |
| 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 | $1,635,000 | 5,219 |
| Mortgage-backed securities | $11,330,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $10,857,000 | 2,558 |
| Issued or guaranteed by U.S. | $10,857,000 | 2,556 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $473,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 3,071 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $12,992,000 | 4,792 |
| Total debt securities | $12,992,000 | 5,152 |
| 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 | $11,975,000 | 5,290 |
| U.S. Government securities | $10,311,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,311,000 | 4,516 |
| Securities issued by states & political subdivisions | $1,664,000 | 4,681 |
| 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 | $1,525,000 | 5,277 |
| Mortgage-backed securities | $10,311,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $9,801,000 | 2,667 |
| Issued or guaranteed by U.S. | $9,801,000 | 2,665 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $510,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 3,064 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $11,975,000 | 4,910 |
| Total debt securities | $11,975,000 | 5,256 |
| 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 | $11,968,000 | 5,336 |
| U.S. Government securities | $10,272,000 | 4,686 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,272,000 | 4,583 |
| Securities issued by states & political subdivisions | $1,696,000 | 4,668 |
| 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 | $1,706,000 | 5,281 |
| Mortgage-backed securities | $10,272,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $9,713,000 | 2,706 |
| Issued or guaranteed by U.S. | $9,713,000 | 2,705 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $559,000 | 3,203 |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 3,063 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $11,968,000 | 4,960 |
| Total debt securities | $11,968,000 | 5,306 |
| 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 | $9,740,000 | 5,568 |
| U.S. Government securities | $7,924,000 | 5,029 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,924,000 | 4,930 |
| Securities issued by states & political subdivisions | $1,816,000 | 4,625 |
| 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 | $1,111,000 | 5,524 |
| Mortgage-backed securities | $7,924,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $7,852,000 | 2,982 |
| Issued or guaranteed by U.S. | $7,852,000 | 2,981 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $72,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,450 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,740,000 | 5,185 |
| Total debt securities | $9,740,000 | 5,536 |
| 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 | $9,821,000 | 5,653 |
| U.S. Government securities | $7,897,000 | 5,130 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,897,000 | 5,036 |
| Securities issued by states & political subdivisions | $1,924,000 | 4,601 |
| 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 | $1,187,000 | 5,576 |
| Mortgage-backed securities | $7,897,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $7,804,000 | 3,132 |
| Issued or guaranteed by U.S. | $7,804,000 | 3,131 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $93,000 | 3,663 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,495 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,821,000 | 5,276 |
| Total debt securities | $9,821,000 | 5,626 |
| 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 | $10,337,000 | 5,644 |
| U.S. Government securities | $8,339,000 | 5,148 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,339,000 | 5,054 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,563 |
| 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 | $1,257,000 | 5,610 |
| Mortgage-backed securities | $8,339,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $8,227,000 | 3,084 |
| Issued or guaranteed by U.S. | $8,227,000 | 3,084 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $112,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,489 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $10,337,000 | 5,264 |
| Total debt securities | $10,337,000 | 5,616 |
| 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 | $10,777,000 | 5,639 |
| U.S. Government securities | $8,776,000 | 5,194 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,776,000 | 5,091 |
| Securities issued by states & political subdivisions | $2,001,000 | 4,515 |
| 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 | $1,502,000 | 5,541 |
| Mortgage-backed securities | $8,776,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $8,641,000 | 3,015 |
| Issued or guaranteed by U.S. | $8,641,000 | 3,013 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $135,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 3,495 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $10,777,000 | 5,247 |
| Total debt securities | $10,777,000 | 5,613 |
| 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 | $10,526,000 | 5,675 |
| U.S. Government securities | $8,532,000 | 5,189 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,532,000 | 5,096 |
| Securities issued by states & political subdivisions | $1,994,000 | 4,502 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,598,000 | 5,265 |
| Mortgage-backed securities | $8,532,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $8,380,000 | 2,951 |
| Issued or guaranteed by U.S. | $8,380,000 | 2,951 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $152,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 3,345 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,526,000 | 5,253 |
| Total debt securities | $10,526,000 | 5,649 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,053,000 | 5,588 |
| U.S. Government securities | $9,043,000 | 5,080 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,043,000 | 4,977 |
| Securities issued by states & political subdivisions | $2,010,000 | 4,450 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,712,000 | 5,237 |
| Mortgage-backed securities | $9,043,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $8,872,000 | 2,832 |
| Issued or guaranteed by U.S. | $8,872,000 | 2,828 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $171,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 3,326 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,053,000 | 5,155 |
| Total debt securities | $11,053,000 | 5,549 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,510,000 | 5,613 |
| U.S. Government securities | $9,494,000 | 5,142 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,494,000 | 5,025 |
| Securities issued by states & political subdivisions | $2,016,000 | 4,437 |
| 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 | $1,692,000 | 5,268 |
| Mortgage-backed securities | $9,494,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $9,304,000 | 2,736 |
| Issued or guaranteed by U.S. | $9,304,000 | 2,729 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $190,000 | 3,579 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 3,294 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,510,000 | 5,172 |
| Total debt securities | $11,510,000 | 5,576 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $12,084,000 | 5,508 |
| U.S. Government securities | $9,902,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,902,000 | 4,933 |
| Securities issued by states & political subdivisions | $2,182,000 | 4,353 |
| 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 | $1,644,000 | 5,326 |
| Mortgage-backed securities | $9,902,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $9,693,000 | 2,612 |
| Issued or guaranteed by U.S. | $9,693,000 | 2,608 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $209,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 3,238 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $12,084,000 | 5,073 |
| Total debt securities | $12,084,000 | 5,472 |
| 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 | $9,833,000 | 5,729 |
| U.S. Government securities | $7,493,000 | 5,353 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,493,000 | 5,240 |
| Securities issued by states & political subdivisions | $2,340,000 | 4,272 |
| 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 | $1,553,000 | 5,389 |
| Mortgage-backed securities | $7,493,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $7,256,000 | 2,886 |
| Issued or guaranteed by U.S. | $7,256,000 | 2,879 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $237,000 | 3,497 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 3,197 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $9,833,000 | 5,286 |
| Total debt securities | $9,833,000 | 5,692 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,219,000 | 6,147 |
| U.S. Government securities | $4,835,000 | 5,948 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,835,000 | 5,820 |
| Securities issued by states & political subdivisions | $2,384,000 | 4,190 |
| 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 | $1,674,000 | 5,427 |
| Mortgage-backed securities | $4,835,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $4,566,000 | 3,445 |
| Issued or guaranteed by U.S. | $4,566,000 | 3,438 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $269,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,148 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $7,219,000 | 5,662 |
| Total debt securities | $7,219,000 | 6,109 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $7,181,000 | 6,233 |
| U.S. Government securities | $5,339,000 | 5,941 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,339,000 | 5,827 |
| Securities issued by states & political subdivisions | $1,842,000 | 4,381 |
| 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 | $1,788,000 | 5,444 |
| Mortgage-backed securities | $5,339,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $5,032,000 | 3,350 |
| Issued or guaranteed by U.S. | $5,032,000 | 3,342 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $307,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 3,034 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $7,181,000 | 5,737 |
| Total debt securities | $7,181,000 | 6,194 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $7,803,000 | 6,185 |
| U.S. Government securities | $6,140,000 | 5,830 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,140,000 | 5,716 |
| Securities issued by states & political subdivisions | $1,663,000 | 4,454 |
| 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 | $2,967,000 | 5,048 |
| Mortgage-backed securities | $5,056,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $4,712,000 | 3,530 |
| Issued or guaranteed by U.S. | $4,712,000 | 3,523 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $344,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,974 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,803,000 | 5,697 |
| Total debt securities | $7,803,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,005,000 | 6,529 |
| U.S. Government securities | $4,436,000 | 6,259 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,436,000 | 6,155 |
| Securities issued by states & political subdivisions | $1,569,000 | 4,533 |
| 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 | $3,049,000 | 5,043 |
| Mortgage-backed securities | $3,339,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 4,157 |
| Issued or guaranteed by U.S. | $2,934,000 | 4,150 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $405,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,928 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,005,000 | 6,004 |
| Total debt securities | $6,005,000 | 6,494 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,368,000 | 6,510 |
| U.S. Government securities | $4,794,000 | 6,216 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,794,000 | 6,123 |
| Securities issued by states & political subdivisions | $1,574,000 | 4,571 |
| 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 | $2,526,000 | 5,268 |
| Mortgage-backed securities | $3,686,000 | 4,567 |
| Certificates of participation in pools of residential mortgages | $3,188,000 | 4,162 |
| Issued or guaranteed by U.S. | $3,188,000 | 4,154 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $498,000 | 3,197 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,857 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,368,000 | 5,985 |
| Total debt securities | $6,368,000 | 6,468 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,341,000 | 6,315 |
| U.S. Government securities | $5,783,000 | 5,958 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,783,000 | 5,870 |
| Securities issued by states & political subdivisions | $1,558,000 | 4,564 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,283,000 | 5,376 |
| Mortgage-backed securities | $4,667,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $4,667,000 | 3,766 |
| Issued or guaranteed by U.S. | $4,667,000 | 3,753 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,341,000 | 5,819 |
| Total debt securities | $7,341,000 | 6,272 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,122,000 | 6,242 |
| U.S. Government securities | $6,710,000 | 5,843 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,710,000 | 5,763 |
| Securities issued by states & political subdivisions | $1,412,000 | 4,588 |
| 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 | $2,269,000 | 5,438 |
| Mortgage-backed securities | $5,122,000 | 4,331 |
| Certificates of participation in pools of residential mortgages | $5,122,000 | 3,727 |
| Issued or guaranteed by U.S. | $5,122,000 | 3,715 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,122,000 | 5,718 |
| Total debt securities | $8,123,000 | 6,190 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $7,643,000 | 6,376 |
| U.S. Government securities | $6,300,000 | 6,052 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,300,000 | 5,966 |
| Securities issued by states & political subdivisions | $1,343,000 | 4,581 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,238,000 | 5,493 |
| Mortgage-backed securities | $4,498,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $4,498,000 | 3,870 |
| Issued or guaranteed by U.S. | $4,498,000 | 3,857 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $7,643,000 | 5,835 |
| Total debt securities | $7,643,000 | 6,338 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,348,000 | 6,413 |
| U.S. Government securities | $6,141,000 | 6,052 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,141,000 | 5,968 |
| Securities issued by states & political subdivisions | $1,207,000 | 4,659 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,227,000 | 5,522 |
| Mortgage-backed securities | $4,367,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $4,367,000 | 3,820 |
| Issued or guaranteed by U.S. | $4,367,000 | 3,810 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,348,000 | 5,846 |
| Total debt securities | $7,348,000 | 6,369 |
| 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 | $7,415,000 | 6,449 |
| U.S. Government securities | $6,210,000 | 6,080 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,210,000 | 5,995 |
| Securities issued by states & political subdivisions | $1,205,000 | 4,698 |
| 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 | $1,922,000 | 5,685 |
| Mortgage-backed securities | $3,035,000 | 4,780 |
| Certificates of participation in pools of residential mortgages | $3,035,000 | 4,272 |
| Issued or guaranteed by U.S. | $3,035,000 | 4,256 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $7,415,000 | 5,880 |
| Total debt securities | $7,415,000 | 6,391 |
| 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 | $8,057,000 | 6,338 |
| U.S. Government securities | $6,821,000 | 5,928 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,821,000 | 5,841 |
| Securities issued by states & political subdivisions | $1,236,000 | 4,689 |
| 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 | $1,938,000 | 5,666 |
| Mortgage-backed securities | $2,656,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $2,656,000 | 4,342 |
| Issued or guaranteed by U.S. | $2,656,000 | 4,325 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,057,000 | 5,779 |
| Total debt securities | $8,057,000 | 6,269 |
| 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 | $8,573,000 | 6,311 |
| U.S. Government securities | $7,342,000 | 5,920 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,342,000 | 5,808 |
| Securities issued by states & political subdivisions | $1,231,000 | 4,709 |
| 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 | $3,011,000 | 5,220 |
| Mortgage-backed securities | $2,271,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $2,271,000 | 4,229 |
| Issued or guaranteed by U.S. | $2,271,000 | 4,213 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,573,000 | 5,721 |
| Total debt securities | $8,573,000 | 6,245 |
| 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 | $7,260,000 | 6,632 |
| U.S. Government securities | $6,432,000 | 6,269 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,432,000 | 6,159 |
| Securities issued by states & political subdivisions | $828,000 | 5,044 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,935,000 | 5,291 |
| Mortgage-backed securities | $809,000 | 5,409 |
| Certificates of participation in pools of residential mortgages | $809,000 | 4,954 |
| Issued or guaranteed by U.S. | $809,000 | 4,939 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,260,000 | 6,000 |
| Total debt securities | $7,260,000 | 6,578 |
| 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 | $7,017,000 | 6,725 |
| U.S. Government securities | $6,299,000 | 6,347 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,299,000 | 6,228 |
| Securities issued by states & political subdivisions | $718,000 | 5,160 |
| 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 | $2,908,000 | 5,346 |
| Mortgage-backed securities | $866,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $866,000 | 4,919 |
| Issued or guaranteed by U.S. | $866,000 | 4,904 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $7,017,000 | 6,065 |
| Total debt securities | $7,017,000 | 6,673 |
| 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 | $7,345,000 | 6,696 |
| U.S. Government securities | $6,617,000 | 6,277 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,617,000 | 6,155 |
| Securities issued by states & political subdivisions | $728,000 | 5,198 |
| 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 | $2,907,000 | 5,365 |
| Mortgage-backed securities | $929,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $929,000 | 4,882 |
| Issued or guaranteed by U.S. | $929,000 | 4,865 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,345,000 | 6,026 |
| Total debt securities | $7,345,000 | 6,638 |
| 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 | $7,425,000 | 6,710 |
| U.S. Government securities | $6,581,000 | 6,345 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,581,000 | 6,209 |
| Securities issued by states & political subdivisions | $844,000 | 5,118 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,962,000 | 5,352 |
| Mortgage-backed securities | $976,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $976,000 | 4,826 |
| Issued or guaranteed by U.S. | $976,000 | 4,809 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $7,425,000 | 6,040 |
| Total debt securities | $7,425,000 | 6,650 |
| 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 | $7,955,000 | 6,659 |
| U.S. Government securities | $7,107,000 | 6,231 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,107,000 | 6,105 |
| Securities issued by states & political subdivisions | $848,000 | 5,144 |
| 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 | $3,688,000 | 5,058 |
| Mortgage-backed securities | $1,026,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 4,793 |
| Issued or guaranteed by U.S. | $1,026,000 | 4,769 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $7,955,000 | 5,966 |
| Total debt securities | $7,955,000 | 6,601 |
| 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 | $8,046,000 | 6,661 |
| U.S. Government securities | $7,214,000 | 6,206 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,214,000 | 6,078 |
| Securities issued by states & political subdivisions | $832,000 | 5,180 |
| 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 | $4,008,000 | 4,953 |
| Mortgage-backed securities | $1,211,000 | 5,161 |
| Certificates of participation in pools of residential mortgages | $1,211,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,211,000 | 4,652 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,046,000 | 5,957 |
| Total debt securities | $8,046,000 | 6,600 |
| 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 | $8,181,000 | 6,690 |
| U.S. Government securities | $7,337,000 | 6,253 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,337,000 | 6,108 |
| Securities issued by states & political subdivisions | $844,000 | 5,198 |
| 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 | $4,012,000 | 4,940 |
| Mortgage-backed securities | $1,303,000 | 5,150 |
| Certificates of participation in pools of residential mortgages | $1,303,000 | 4,643 |
| Issued or guaranteed by U.S. | $1,303,000 | 4,625 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $8,181,000 | 5,978 |
| Total debt securities | $8,181,000 | 6,639 |
| 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 | $8,375,000 | 6,688 |
| U.S. Government securities | $7,431,000 | 6,222 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,431,000 | 6,085 |
| Securities issued by states & political subdivisions | $944,000 | 5,134 |
| 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 | $2,923,000 | 5,434 |
| Mortgage-backed securities | $1,388,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $1,388,000 | 4,631 |
| Issued or guaranteed by U.S. | $1,388,000 | 4,612 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $8,375,000 | 5,963 |
| Total debt securities | $8,375,000 | 6,634 |
| 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 | $8,284,000 | 6,704 |
| U.S. Government securities | $7,281,000 | 6,262 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,281,000 | 6,131 |
| Securities issued by states & political subdivisions | $1,003,000 | 5,088 |
| 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 | $2,941,000 | 5,426 |
| Mortgage-backed securities | $1,510,000 | 5,127 |
| Certificates of participation in pools of residential mortgages | $1,510,000 | 4,607 |
| Issued or guaranteed by U.S. | $1,510,000 | 4,588 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $8,284,000 | 5,977 |
| Total debt securities | $8,284,000 | 6,648 |
| 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 | $8,958,000 | 6,597 |
| U.S. Government securities | $7,494,000 | 6,265 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,494,000 | 6,129 |
| Securities issued by states & political subdivisions | $1,464,000 | 4,708 |
| 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 | $2,958,000 | 5,390 |
| Mortgage-backed securities | $1,680,000 | 5,111 |
| Certificates of participation in pools of residential mortgages | $1,680,000 | 4,565 |
| Issued or guaranteed by U.S. | $1,680,000 | 4,544 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $8,958,000 | 5,855 |
| Total debt securities | $8,958,000 | 6,537 |
| 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 | $9,392,000 | 6,560 |
| U.S. Government securities | $7,845,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,845,000 | 6,079 |
| Securities issued by states & political subdivisions | $1,547,000 | 4,661 |
| 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 | $2,931,000 | 5,446 |
| Mortgage-backed securities | $1,804,000 | 5,130 |
| Certificates of participation in pools of residential mortgages | $1,804,000 | 4,571 |
| Issued or guaranteed by U.S. | $1,804,000 | 4,556 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,392,000 | 5,821 |
| Total debt securities | $9,392,000 | 6,498 |
| 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 | $9,421,000 | 6,592 |
| U.S. Government securities | $8,110,000 | 6,137 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,110,000 | 5,995 |
| Securities issued by states & political subdivisions | $1,311,000 | 4,841 |
| 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 | $2,971,000 | 5,450 |
| Mortgage-backed securities | $1,968,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $1,968,000 | 4,484 |
| Issued or guaranteed by U.S. | $1,968,000 | 4,468 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,421,000 | 5,837 |
| Total debt securities | $9,421,000 | 6,531 |
| 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 | $8,765,000 | 6,763 |
| U.S. Government securities | $7,420,000 | 6,383 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,420,000 | 6,219 |
| Securities issued by states & political subdivisions | $1,345,000 | 4,838 |
| 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 | $2,810,000 | 5,490 |
| Mortgage-backed securities | $2,133,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $2,133,000 | 4,428 |
| Issued or guaranteed by U.S. | $2,133,000 | 4,415 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $8,765,000 | 5,993 |
| Total debt securities | $8,765,000 | 6,698 |
| 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 | $9,135,000 | 6,761 |
| U.S. Government securities | $7,826,000 | 6,344 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,826,000 | 6,180 |
| Securities issued by states & political subdivisions | $1,309,000 | 4,868 |
| 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 | $2,778,000 | 5,518 |
| Mortgage-backed securities | $2,302,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $2,302,000 | 4,400 |
| Issued or guaranteed by U.S. | $2,302,000 | 4,387 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,135,000 | 6,002 |
| Total debt securities | $9,136,000 | 6,689 |
| 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 | $10,469,000 | 6,469 |
| U.S. Government securities | $9,196,000 | 5,933 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,196,000 | 5,773 |
| Securities issued by states & political subdivisions | $1,273,000 | 4,906 |
| 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 | $1,938,000 | 5,942 |
| Mortgage-backed securities | $2,447,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 4,384 |
| Issued or guaranteed by U.S. | $2,447,000 | 4,370 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,469,000 | 5,727 |
| Total debt securities | $10,469,000 | 6,380 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $505,000 | 2,200 |
| 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 | $10,007,000 | 6,605 |
| U.S. Government securities | $8,528,000 | 6,176 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,528,000 | 6,000 |
| Securities issued by states & political subdivisions | $1,479,000 | 4,774 |
| 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 | $1,726,000 | 6,027 |
| Mortgage-backed securities | $2,378,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $2,378,000 | 4,397 |
| Issued or guaranteed by U.S. | $2,378,000 | 4,376 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $10,007,000 | 5,852 |
| Total debt securities | $10,007,000 | 6,528 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $507,000 | 2,038 |
| 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 | $8,443,000 | 6,899 |
| U.S. Government securities | $7,066,000 | 6,443 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,066,000 | 6,259 |
| Securities issued by states & political subdivisions | $1,377,000 | 4,872 |
| 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 | $1,734,000 | 6,022 |
| Mortgage-backed securities | $1,893,000 | 5,254 |
| Certificates of participation in pools of residential mortgages | $1,893,000 | 4,664 |
| Issued or guaranteed by U.S. | $1,893,000 | 4,643 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,443,000 | 6,116 |
| Total debt securities | $8,443,000 | 6,812 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $509,000 | 1,786 |
| 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 | $7,209,000 | 7,165 |
| U.S. Government securities | $5,800,000 | 6,803 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,800,000 | 6,620 |
| Securities issued by states & political subdivisions | $1,409,000 | 4,825 |
| 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 | $1,645,000 | 6,063 |
| Mortgage-backed securities | $2,152,000 | 5,237 |
| Certificates of participation in pools of residential mortgages | $2,152,000 | 4,582 |
| Issued or guaranteed by U.S. | $2,152,000 | 4,565 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,209,000 | 6,368 |
| Total debt securities | $7,209,000 | 7,064 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $513,000 | 1,586 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,149,000 | 7,232 |
| U.S. Government securities | $5,859,000 | 6,845 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,859,000 | 6,649 |
| Securities issued by states & political subdivisions | $1,290,000 | 4,869 |
| 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 | $2,241,000 | 5,722 |
| Mortgage-backed securities | $2,209,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $2,209,000 | 4,547 |
| Issued or guaranteed by U.S. | $2,209,000 | 4,531 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,149,000 | 6,419 |
| Total debt securities | $7,149,000 | 7,133 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $509,000 | 1,354 |
| 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 | $7,281,000 | 7,212 |
| U.S. Government securities | $5,813,000 | 6,875 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,813,000 | 6,669 |
| Securities issued by states & political subdivisions | $1,468,000 | 4,710 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,279,000 | 5,712 |
| Mortgage-backed securities | $2,048,000 | 5,286 |
| Certificates of participation in pools of residential mortgages | $2,048,000 | 4,617 |
| Issued or guaranteed by U.S. | $2,048,000 | 4,600 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $7,281,000 | 6,382 |
| Total debt securities | $7,281,000 | 7,126 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $511,000 | 1,193 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,761,000 | 7,704 |
| U.S. Government securities | $4,533,000 | 7,423 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,533,000 | 7,168 |
| Securities issued by states & political subdivisions | $1,228,000 | 4,996 |
| 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 | $2,198,000 | 5,813 |
| Mortgage-backed securities | $1,363,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 4,960 |
| Issued or guaranteed by U.S. | $1,363,000 | 4,932 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,761,000 | 6,775 |
| Total debt securities | $5,761,000 | 7,595 |
| 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 | $5,975,000 | 8,028 |
| U.S. Government securities | $4,439,000 | 7,990 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,439,000 | 7,658 |
| Securities issued by states & political subdivisions | $1,480,000 | 4,859 |
| 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 | $56,000 | 7,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,127,000 | 5,606 |
| Mortgage-backed securities | $461,000 | 6,179 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,504 |
| Issued or guaranteed by U.S. | $461,000 | 5,484 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,975,000 | 6,921 |
| Total debt securities | $5,919,000 | 7,921 |
| 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 | $6,185,000 | 8,270 |
| U.S. Government securities | $4,550,000 | 8,244 |
| U.S. Treasury securities | $401,000 | 4,744 |
| U.S. Government agency obligations | $4,149,000 | 7,918 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,945 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 7,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,158,000 | 6,227 |
| Mortgage-backed securities | $542,000 | 6,393 |
| Certificates of participation in pools of residential mortgages | $542,000 | 5,673 |
| Issued or guaranteed by U.S. | $542,000 | 5,659 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,185,000 | 7,035 |
| Total debt securities | $6,174,000 | 8,163 |
| 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 | $5,762,000 | 8,481 |
| U.S. Government securities | $4,418,000 | 8,318 |
| U.S. Treasury securities | $608,000 | 5,649 |
| U.S. Government agency obligations | $3,810,000 | 7,799 |
| Securities issued by states & political subdivisions | $1,333,000 | 5,354 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 7,835 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,732,000 | 5,586 |
| Mortgage-backed securities | $404,000 | 6,827 |
| Certificates of participation in pools of residential mortgages | $404,000 | 6,152 |
| Issued or guaranteed by U.S. | $404,000 | 6,134 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,333,000 | 5,181 |
| Available-for-sale securities (fair market value) | $4,429,000 | 7,570 |
| Total debt securities | $5,751,000 | 8,358 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,245,000 | 9,126 |
| U.S. Government securities | $4,009,000 | 9,059 |
| U.S. Treasury securities | $1,104,000 | 6,154 |
| U.S. Government agency obligations | $2,905,000 | 8,493 |
| Securities issued by states & political subdivisions | $1,225,000 | 5,482 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 7,900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,853,000 | 6,627 |
| Mortgage-backed securities | $499,000 | 6,979 |
| Certificates of participation in pools of residential mortgages | $499,000 | 6,158 |
| Issued or guaranteed by U.S. | $499,000 | 6,138 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,225,000 | 6,130 |
| Available-for-sale securities (fair market value) | $4,020,000 | 7,899 |
| Total debt securities | $5,234,000 | 8,994 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,692,000 | 9,489 |
| U.S. Government securities | $4,627,000 | 9,353 |
| U.S. Treasury securities | $2,002,000 | 5,996 |
| U.S. Government agency obligations | $2,625,000 | 9,058 |
| Securities issued by states & political subdivisions | $1,054,000 | 5,999 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 8,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,404,000 | 6,372 |
| Mortgage-backed securities | $28,000 | 8,839 |
| Certificates of participation in pools of residential mortgages | $28,000 | 8,283 |
| Issued or guaranteed by U.S. | $28,000 | 8,258 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $1,054,000 | 6,955 |
| Available-for-sale securities (fair market value) | $4,638,000 | 7,941 |
| Total debt securities | $5,681,000 | 9,385 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,603,000 | 9,944 |
| U.S. Government securities | $4,747,000 | 9,689 |
| U.S. Treasury securities | $2,515,000 | 6,499 |
| U.S. Government agency obligations | $2,232,000 | 9,549 |
| Securities issued by states & political subdivisions | $845,000 | 6,628 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 8,122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,507,000 | 7,426 |
| Mortgage-backed securities | $38,000 | 9,292 |
| Certificates of participation in pools of residential mortgages | $38,000 | 8,628 |
| Issued or guaranteed by U.S. | $38,000 | 8,595 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $845,000 | 7,513 |
| Available-for-sale securities (fair market value) | $4,758,000 | 8,157 |
| Total debt securities | $5,592,000 | 9,833 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,453,000 | 10,638 |
| U.S. Government securities | $4,663,000 | 10,338 |
| U.S. Treasury securities | $2,074,000 | 8,099 |
| U.S. Government agency obligations | $2,589,000 | 9,447 |
| Securities issued by states & political subdivisions | $779,000 | 7,066 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 8,238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 8,511 |
| Mortgage-backed securities | $55,000 | 9,792 |
| Certificates of participation in pools of residential mortgages | $55,000 | 9,041 |
| Issued or guaranteed by U.S. | $55,000 | 9,012 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,115,000 | 9,237 |
| Available-for-sale securities (fair market value) | $2,338,000 | 8,593 |
| Total debt securities | $5,442,000 | 10,526 |
| 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 | $5,131,000 | 11,201 |
| U.S. Government securities | $4,382,000 | 10,882 |
| U.S. Treasury securities | $1,898,000 | 8,689 |
| U.S. Government agency obligations | $2,484,000 | 9,827 |
| Securities issued by states & political subdivisions | $738,000 | 7,332 |
| 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 | $11,000 | 8,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,699,000 | 7,439 |
| Mortgage-backed securities | $82,000 | 10,324 |
| Certificates of participation in pools of residential mortgages | $82,000 | 9,478 |
| Issued or guaranteed by U.S. | $82,000 | 9,429 |
| 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 | $5,120,000 | 11,077 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,964,000 | 11,621 |
| U.S. Government securities | $4,351,000 | 11,209 |
| U.S. Treasury securities | $1,795,000 | 9,103 |
| U.S. Government agency obligations | $2,556,000 | 9,945 |
| Securities issued by states & political subdivisions | $603,000 | 7,426 |
| 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 | $1,700,000 | 7,519 |
| Mortgage-backed securities | $151,000 | 10,607 |
| Certificates of participation in pools of residential mortgages | $151,000 | 9,610 |
| Issued or guaranteed by U.S. | $151,000 | 9,536 |
| 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 | $4,954,000 | 11,478 |
| 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 |