Home > The Merchants Bank and Trust Company > Securities
The Merchants Bank and Trust Company, Securities
| 2014-09-30 | Rank | |
| Total securities | $30,840,000 | 3,587 |
| U.S. Government securities | $16,352,000 | 3,787 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,352,000 | 3,665 |
| Securities issued by states & political subdivisions | $14,488,000 | 2,333 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,442,000 | 5,090 |
| Mortgage-backed securities | $9,009,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $3,210,000 | 3,798 |
| Issued or guaranteed by U.S. | $3,210,000 | 3,797 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,799,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $5,799,000 | 1,644 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $30,840,000 | 3,274 |
| Total debt securities | $30,841,000 | 3,563 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $31,719,000 | 3,580 |
| U.S. Government securities | $17,323,000 | 3,723 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,323,000 | 3,615 |
| Securities issued by states & political subdivisions | $14,396,000 | 2,360 |
| 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 | $2,794,000 | 4,764 |
| Mortgage-backed securities | $9,856,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $3,441,000 | 3,796 |
| Issued or guaranteed by U.S. | $3,441,000 | 3,796 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,415,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $6,415,000 | 1,587 |
| 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) | $31,719,000 | 3,259 |
| Total debt securities | $31,720,000 | 3,552 |
| 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 | $32,256,000 | 3,556 |
| U.S. Government securities | $18,077,000 | 3,682 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,077,000 | 3,581 |
| Securities issued by states & political subdivisions | $14,179,000 | 2,382 |
| 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 | $2,783,000 | 4,807 |
| Mortgage-backed securities | $10,745,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $3,641,000 | 3,784 |
| Issued or guaranteed by U.S. | $3,641,000 | 3,784 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,104,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $7,104,000 | 1,518 |
| 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) | $32,256,000 | 3,244 |
| Total debt securities | $32,256,000 | 3,527 |
| 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 | $32,680,000 | 3,529 |
| U.S. Government securities | $18,850,000 | 3,596 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,850,000 | 3,495 |
| Securities issued by states & political subdivisions | $13,830,000 | 2,413 |
| 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 | $2,744,000 | 4,838 |
| Mortgage-backed securities | $11,573,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $3,880,000 | 3,726 |
| Issued or guaranteed by U.S. | $3,880,000 | 3,723 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,693,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $7,693,000 | 1,475 |
| 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) | $32,680,000 | 3,241 |
| Total debt securities | $32,679,000 | 3,497 |
| 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 | $32,140,000 | 3,571 |
| U.S. Government securities | $18,949,000 | 3,608 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,949,000 | 3,516 |
| Securities issued by states & political subdivisions | $13,191,000 | 2,474 |
| 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 | $2,239,000 | 5,015 |
| Mortgage-backed securities | $11,537,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $4,177,000 | 3,666 |
| Issued or guaranteed by U.S. | $4,177,000 | 3,662 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,360,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $7,360,000 | 1,514 |
| 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) | $32,140,000 | 3,279 |
| Total debt securities | $32,141,000 | 3,534 |
| 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 | $32,971,000 | 3,513 |
| U.S. Government securities | $19,727,000 | 3,543 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,727,000 | 3,453 |
| Securities issued by states & political subdivisions | $13,244,000 | 2,446 |
| 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 | $2,285,000 | 5,012 |
| Mortgage-backed securities | $11,953,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $4,658,000 | 3,551 |
| Issued or guaranteed by U.S. | $4,658,000 | 3,547 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,295,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $7,295,000 | 1,548 |
| 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) | $32,971,000 | 3,234 |
| Total debt securities | $32,971,000 | 3,474 |
| 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 | $28,380,000 | 3,822 |
| U.S. Government securities | $14,393,000 | 4,137 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,393,000 | 4,036 |
| Securities issued by states & political subdivisions | $13,987,000 | 2,374 |
| 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 | $2,453,000 | 5,029 |
| Mortgage-backed securities | $6,087,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $1,811,000 | 4,362 |
| Issued or guaranteed by U.S. | $1,811,000 | 4,359 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,276,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $4,276,000 | 1,999 |
| 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) | $28,380,000 | 3,550 |
| Total debt securities | $28,379,000 | 3,794 |
| 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 | $29,421,000 | 3,716 |
| U.S. Government securities | $15,008,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,008,000 | 3,908 |
| Securities issued by states & political subdivisions | $14,413,000 | 2,282 |
| 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 | $2,557,000 | 5,007 |
| Mortgage-backed securities | $6,565,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 4,318 |
| Issued or guaranteed by U.S. | $2,003,000 | 4,317 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,562,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $4,562,000 | 2,015 |
| 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) | $29,421,000 | 3,440 |
| Total debt securities | $29,421,000 | 3,686 |
| 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 | $24,334,000 | 4,131 |
| U.S. Government securities | $13,104,000 | 4,354 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,104,000 | 4,262 |
| Securities issued by states & political subdivisions | $11,230,000 | 2,622 |
| 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 | $2,828,000 | 4,981 |
| Mortgage-backed securities | $8,005,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $2,251,000 | 4,369 |
| Issued or guaranteed by U.S. | $2,251,000 | 4,368 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,754,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $5,754,000 | 1,909 |
| 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) | $24,334,000 | 3,810 |
| Total debt securities | $24,333,000 | 4,106 |
| 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 | $27,668,000 | 3,878 |
| U.S. Government securities | $16,541,000 | 4,006 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,541,000 | 3,922 |
| Securities issued by states & political subdivisions | $11,127,000 | 2,588 |
| 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 | $2,545,000 | 5,111 |
| Mortgage-backed securities | $10,773,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $3,401,000 | 4,087 |
| Issued or guaranteed by U.S. | $3,401,000 | 4,085 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,372,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $7,372,000 | 1,721 |
| 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) | $27,668,000 | 3,588 |
| Total debt securities | $27,668,000 | 3,844 |
| 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 | $29,184,000 | 3,789 |
| U.S. Government securities | $18,709,000 | 3,854 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,709,000 | 3,772 |
| Securities issued by states & political subdivisions | $10,475,000 | 2,595 |
| 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 | $2,596,000 | 5,142 |
| Mortgage-backed securities | $13,104,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $3,617,000 | 4,032 |
| Issued or guaranteed by U.S. | $3,617,000 | 4,028 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,487,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $9,487,000 | 1,552 |
| 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) | $29,184,000 | 3,516 |
| Total debt securities | $29,185,000 | 3,759 |
| 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 | $28,434,000 | 3,802 |
| U.S. Government securities | $19,808,000 | 3,658 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,808,000 | 3,587 |
| Securities issued by states & political subdivisions | $8,626,000 | 2,849 |
| 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 | $3,119,000 | 4,737 |
| Mortgage-backed securities | $15,841,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $5,238,000 | 3,546 |
| Issued or guaranteed by U.S. | $5,238,000 | 3,543 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,603,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $10,603,000 | 1,391 |
| 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) | $28,434,000 | 3,505 |
| Total debt securities | $28,435,000 | 3,778 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,393 |
| Fair value | $2,997,000 | 1,409 |
| 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 | $27,362,000 | 3,807 |
| U.S. Government securities | $20,131,000 | 3,563 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,131,000 | 3,484 |
| Securities issued by states & political subdivisions | $7,231,000 | 3,030 |
| 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 | $3,234,000 | 4,703 |
| Mortgage-backed securities | $16,150,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $4,441,000 | 3,682 |
| Issued or guaranteed by U.S. | $4,441,000 | 3,672 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $11,709,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $11,709,000 | 1,294 |
| 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) | $27,362,000 | 3,507 |
| Total debt securities | $27,363,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,467 |
| Fair value | $3,006,000 | 1,461 |
| 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 | $25,547,000 | 3,991 |
| U.S. Government securities | $20,389,000 | 3,617 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $20,389,000 | 3,520 |
| Securities issued by states & political subdivisions | $5,158,000 | 3,472 |
| 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 | $7,440,000 | 3,686 |
| Mortgage-backed securities | $15,457,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $6,214,000 | 3,254 |
| Issued or guaranteed by U.S. | $6,214,000 | 3,247 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,243,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $9,243,000 | 1,448 |
| 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) | $25,547,000 | 3,669 |
| Total debt securities | $25,547,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 1,375 |
| Fair value | $3,950,000 | 1,410 |
| 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 | $21,038,000 | 4,425 |
| U.S. Government securities | $17,786,000 | 3,875 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,786,000 | 3,765 |
| Securities issued by states & political subdivisions | $3,252,000 | 3,931 |
| 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 | $7,598,000 | 3,651 |
| Mortgage-backed securities | $10,959,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $6,403,000 | 3,160 |
| Issued or guaranteed by U.S. | $6,403,000 | 3,153 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,556,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $4,556,000 | 1,873 |
| 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) | $21,038,000 | 4,066 |
| Total debt securities | $21,039,000 | 4,393 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 1,240 |
| Fair value | $4,828,000 | 1,272 |
| 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 | $19,758,000 | 4,426 |
| U.S. Government securities | $18,899,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $18,899,000 | 3,488 |
| Securities issued by states & political subdivisions | $859,000 | 5,037 |
| 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 | $6,084,000 | 3,932 |
| Mortgage-backed securities | $8,076,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $5,968,000 | 3,121 |
| Issued or guaranteed by U.S. | $5,968,000 | 3,114 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,108,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $2,108,000 | 2,344 |
| 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) | $19,758,000 | 4,064 |
| Total debt securities | $19,758,000 | 4,393 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 876 |
| Fair value | $6,742,000 | 902 |
| 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 | $20,634,000 | 4,279 |
| U.S. Government securities | $19,759,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,759,000 | 3,369 |
| Securities issued by states & political subdivisions | $875,000 | 4,954 |
| 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 | $6,384,000 | 3,902 |
| Mortgage-backed securities | $8,591,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $6,406,000 | 2,989 |
| Issued or guaranteed by U.S. | $6,406,000 | 2,979 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,185,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $2,185,000 | 2,278 |
| 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) | $20,634,000 | 3,921 |
| Total debt securities | $20,635,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 853 |
| Fair value | $7,000,000 | 870 |
| 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 | $20,287,000 | 4,357 |
| U.S. Government securities | $19,338,000 | 3,563 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,338,000 | 3,474 |
| Securities issued by states & political subdivisions | $949,000 | 4,888 |
| 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 | $7,515,000 | 3,702 |
| Mortgage-backed securities | $9,189,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $6,991,000 | 2,918 |
| Issued or guaranteed by U.S. | $6,991,000 | 2,908 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,198,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $2,198,000 | 2,192 |
| 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) | $20,287,000 | 3,956 |
| Total debt securities | $20,288,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 1,185 |
| Fair value | $5,021,000 | 1,179 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $17,810,000 | 4,688 |
| U.S. Government securities | $16,851,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $16,851,000 | 3,817 |
| Securities issued by states & political subdivisions | $959,000 | 4,882 |
| 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 | $7,627,000 | 3,755 |
| Mortgage-backed securities | $5,804,000 | 3,923 |
| Certificates of participation in pools of residential mortgages | $4,646,000 | 3,547 |
| Issued or guaranteed by U.S. | $4,646,000 | 3,540 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,158,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $1,158,000 | 2,480 |
| 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) | $17,810,000 | 4,261 |
| Total debt securities | $17,810,000 | 4,645 |
| Structured notes | ||
| Amortized cost | $8,998,000 | 601 |
| Fair value | $9,017,000 | 600 |
| 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 | $24,151,000 | 3,963 |
| U.S. Government securities | $23,151,000 | 3,204 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $23,151,000 | 3,129 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,899 |
| 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 | $11,802,000 | 3,070 |
| Mortgage-backed securities | $5,194,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $5,014,000 | 3,536 |
| Issued or guaranteed by U.S. | $5,014,000 | 3,527 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $180,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 3,115 |
| 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) | $24,151,000 | 3,590 |
| Total debt securities | $24,150,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 242 |
| Fair value | $15,952,000 | 243 |
| 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 | $14,459,000 | 5,127 |
| U.S. Government securities | $13,454,000 | 4,374 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,454,000 | 4,281 |
| Securities issued by states & political subdivisions | $1,005,000 | 4,921 |
| 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 | $10,940,000 | 3,206 |
| Mortgage-backed securities | $4,398,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $4,202,000 | 3,833 |
| Issued or guaranteed by U.S. | $4,202,000 | 3,823 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $196,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 3,103 |
| 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) | $14,459,000 | 4,698 |
| Total debt securities | $14,459,000 | 5,084 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 545 |
| Fair value | $5,014,000 | 551 |
| 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 | $9,869,000 | 5,843 |
| U.S. Government securities | $8,900,000 | 5,207 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,900,000 | 5,109 |
| Securities issued by states & political subdivisions | $969,000 | 4,950 |
| 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 | $6,110,000 | 4,097 |
| Mortgage-backed securities | $4,910,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $4,694,000 | 3,755 |
| Issued or guaranteed by U.S. | $4,694,000 | 3,742 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $216,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,076 |
| 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) | $9,869,000 | 5,341 |
| Total debt securities | $9,868,000 | 5,797 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $977,000 | 1,279 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $11,270,000 | 5,664 |
| U.S. Government securities | $9,769,000 | 5,123 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,769,000 | 5,039 |
| Securities issued by states & political subdivisions | $1,501,000 | 4,534 |
| 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 | $6,927,000 | 3,994 |
| Mortgage-backed securities | $5,754,000 | 4,181 |
| Certificates of participation in pools of residential mortgages | $5,540,000 | 3,628 |
| Issued or guaranteed by U.S. | $5,540,000 | 3,618 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $214,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 3,095 |
| 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) | $11,270,000 | 5,166 |
| Total debt securities | $11,271,000 | 5,616 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,003,000 | 931 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $12,575,000 | 5,477 |
| U.S. Government securities | $10,284,000 | 5,072 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,284,000 | 4,985 |
| Securities issued by states & political subdivisions | $2,291,000 | 4,080 |
| 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 | $7,174,000 | 3,969 |
| Mortgage-backed securities | $6,178,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $5,906,000 | 3,507 |
| Issued or guaranteed by U.S. | $5,906,000 | 3,494 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $272,000 | 3,376 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 3,040 |
| 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) | $12,575,000 | 4,972 |
| Total debt securities | $12,575,000 | 5,436 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,005,000 | 978 |
| 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 | $11,490,000 | 5,624 |
| U.S. Government securities | $9,198,000 | 5,268 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,198,000 | 5,185 |
| Securities issued by states & political subdivisions | $2,292,000 | 4,058 |
| 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 | $7,307,000 | 3,946 |
| Mortgage-backed securities | $4,252,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $3,937,000 | 3,964 |
| Issued or guaranteed by U.S. | $3,937,000 | 3,953 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $315,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,924 |
| 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) | $11,490,000 | 5,094 |
| Total debt securities | $11,490,000 | 5,583 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 606 |
| Fair value | $1,984,000 | 631 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $11,707,000 | 5,630 |
| U.S. Government securities | $9,307,000 | 5,274 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,307,000 | 5,190 |
| Securities issued by states & political subdivisions | $2,400,000 | 4,045 |
| 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 | $7,468,000 | 3,875 |
| Mortgage-backed securities | $4,366,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $3,991,000 | 3,971 |
| Issued or guaranteed by U.S. | $3,991,000 | 3,956 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $375,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 2,889 |
| 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) | $11,707,000 | 5,122 |
| Total debt securities | $11,707,000 | 5,569 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,986,000 | 671 |
| 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 | $12,309,000 | 5,544 |
| U.S. Government securities | $9,894,000 | 5,139 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,894,000 | 5,045 |
| Securities issued by states & political subdivisions | $2,415,000 | 4,053 |
| 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 | $7,827,000 | 3,770 |
| Mortgage-backed securities | $4,796,000 | 4,162 |
| Certificates of participation in pools of residential mortgages | $4,349,000 | 3,722 |
| Issued or guaranteed by U.S. | $4,349,000 | 3,707 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $447,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 2,807 |
| 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) | $12,309,000 | 5,043 |
| Total debt securities | $12,307,000 | 5,477 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 695 |
| Fair value | $2,021,000 | 703 |
| 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 | $13,730,000 | 5,364 |
| U.S. Government securities | $11,127,000 | 5,027 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,127,000 | 4,925 |
| Securities issued by states & political subdivisions | $2,603,000 | 3,960 |
| 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 | $9,043,000 | 3,561 |
| Mortgage-backed securities | $5,090,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $4,601,000 | 3,341 |
| Issued or guaranteed by U.S. | $4,601,000 | 3,326 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $489,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $489,000 | 2,681 |
| 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) | $13,730,000 | 4,810 |
| Total debt securities | $13,730,000 | 5,310 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,009,000 | 1,517 |
| 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 | $14,088,000 | 5,353 |
| U.S. Government securities | $11,499,000 | 5,054 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,499,000 | 4,960 |
| Securities issued by states & political subdivisions | $2,589,000 | 3,970 |
| 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 | $10,072,000 | 3,426 |
| Mortgage-backed securities | $4,510,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $3,964,000 | 3,375 |
| Issued or guaranteed by U.S. | $3,964,000 | 3,361 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $546,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 2,581 |
| 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) | $14,088,000 | 4,769 |
| Total debt securities | $14,087,000 | 5,305 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,442 |
| Fair value | $1,500,000 | 1,446 |
| 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 | $14,133,000 | 5,356 |
| U.S. Government securities | $11,556,000 | 5,075 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,556,000 | 4,969 |
| Securities issued by states & political subdivisions | $2,577,000 | 3,981 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,072,000 | 3,403 |
| Mortgage-backed securities | $4,671,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $4,070,000 | 3,297 |
| Issued or guaranteed by U.S. | $4,070,000 | 3,285 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $601,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,523 |
| 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) | $14,133,000 | 4,751 |
| Total debt securities | $14,133,000 | 5,313 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,479,000 | 1,575 |
| 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 | $14,723,000 | 5,298 |
| U.S. Government securities | $12,046,000 | 4,992 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,046,000 | 4,874 |
| Securities issued by states & political subdivisions | $2,677,000 | 3,952 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,066,000 | 3,408 |
| Mortgage-backed securities | $5,099,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | $4,419,000 | 3,170 |
| Issued or guaranteed by U.S. | $4,419,000 | 3,155 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $680,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 2,462 |
| 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) | $14,723,000 | 4,686 |
| Total debt securities | $14,723,000 | 5,249 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,489,000 | 1,637 |
| 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 | $16,075,000 | 5,125 |
| U.S. Government securities | $13,392,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,392,000 | 4,647 |
| Securities issued by states & political subdivisions | $2,683,000 | 3,961 |
| 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 | $10,280,000 | 3,365 |
| Mortgage-backed securities | $5,461,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $4,711,000 | 3,081 |
| Issued or guaranteed by U.S. | $4,711,000 | 3,068 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $750,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 2,424 |
| 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) | $16,075,000 | 4,525 |
| Total debt securities | $16,074,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,485,000 | 1,739 |
| 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 | $15,429,000 | 5,259 |
| U.S. Government securities | $12,749,000 | 4,950 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,749,000 | 4,822 |
| Securities issued by states & political subdivisions | $2,680,000 | 3,936 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,445,000 | 3,341 |
| Mortgage-backed securities | $5,845,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $5,027,000 | 3,001 |
| Issued or guaranteed by U.S. | $5,027,000 | 2,987 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $818,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 2,348 |
| 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) | $15,429,000 | 4,633 |
| Total debt securities | $15,428,000 | 5,218 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,345 |
| Fair value | $2,481,000 | 1,352 |
| 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 | $15,721,000 | 5,200 |
| U.S. Government securities | $13,058,000 | 4,886 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,058,000 | 4,753 |
| Securities issued by states & political subdivisions | $2,663,000 | 3,920 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,443,000 | 3,332 |
| Mortgage-backed securities | $5,245,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $4,366,000 | 3,217 |
| Issued or guaranteed by U.S. | $4,366,000 | 3,205 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $879,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 2,293 |
| 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) | $15,721,000 | 4,555 |
| Total debt securities | $15,721,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,131 |
| Fair value | $3,449,000 | 1,132 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $16,206,000 | 5,184 |
| U.S. Government securities | $13,521,000 | 4,845 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,521,000 | 4,715 |
| Securities issued by states & political subdivisions | $2,685,000 | 3,962 |
| 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 | $10,818,000 | 3,265 |
| Mortgage-backed securities | $5,650,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $4,690,000 | 3,150 |
| Issued or guaranteed by U.S. | $4,690,000 | 3,136 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $960,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 2,249 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $16,206,000 | 4,544 |
| Total debt securities | $16,206,000 | 5,132 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,146 |
| Fair value | $3,471,000 | 1,145 |
| 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 | $14,779,000 | 5,421 |
| U.S. Government securities | $11,888,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,888,000 | 5,001 |
| Securities issued by states & political subdivisions | $2,891,000 | 3,880 |
| 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 | $11,296,000 | 3,164 |
| Mortgage-backed securities | $5,991,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $4,951,000 | 3,128 |
| Issued or guaranteed by U.S. | $4,951,000 | 3,116 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,040,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $1,040,000 | 2,197 |
| 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) | $14,779,000 | 4,734 |
| Total debt securities | $14,778,000 | 5,374 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,428 |
| Fair value | $2,479,000 | 1,409 |
| 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 | $13,693,000 | 5,587 |
| U.S. Government securities | $10,770,000 | 5,378 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,770,000 | 5,232 |
| Securities issued by states & political subdivisions | $2,923,000 | 3,861 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,755,000 | 3,245 |
| Mortgage-backed securities | $6,814,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $5,344,000 | 3,052 |
| Issued or guaranteed by U.S. | $5,344,000 | 3,038 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,470,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $1,470,000 | 2,017 |
| 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) | $13,693,000 | 4,912 |
| Total debt securities | $13,691,000 | 5,534 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,703 |
| Fair value | $495,000 | 2,652 |
| 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 | $14,796,000 | 5,455 |
| U.S. Government securities | $11,880,000 | 5,167 |
| U.S. Treasury securities | $996,000 | 1,193 |
| U.S. Government agency obligations | $10,884,000 | 5,260 |
| Securities issued by states & political subdivisions | $2,916,000 | 3,836 |
| 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 | $11,155,000 | 3,160 |
| Mortgage-backed securities | $7,915,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $5,781,000 | 3,016 |
| Issued or guaranteed by U.S. | $5,781,000 | 3,003 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,134,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $2,134,000 | 1,835 |
| 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) | $14,796,000 | 4,771 |
| Total debt securities | $14,796,000 | 5,385 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,689 |
| Fair value | $498,000 | 2,596 |
| 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 | $15,174,000 | 5,439 |
| U.S. Government securities | $12,270,000 | 5,151 |
| U.S. Treasury securities | $992,000 | 1,295 |
| U.S. Government agency obligations | $11,278,000 | 5,240 |
| Securities issued by states & political subdivisions | $2,904,000 | 3,834 |
| 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 | $10,531,000 | 3,272 |
| Mortgage-backed securities | $8,345,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $6,105,000 | 3,012 |
| Issued or guaranteed by U.S. | $6,105,000 | 3,001 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,240,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $2,240,000 | 1,844 |
| 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) | $15,174,000 | 4,769 |
| Total debt securities | $15,173,000 | 5,378 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,667 |
| Fair value | $491,000 | 2,623 |
| 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 | $14,972,000 | 5,511 |
| U.S. Government securities | $11,971,000 | 5,255 |
| U.S. Treasury securities | $993,000 | 1,355 |
| U.S. Government agency obligations | $10,978,000 | 5,324 |
| Securities issued by states & political subdivisions | $3,001,000 | 3,817 |
| 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 | $14,972,000 | 2,574 |
| Mortgage-backed securities | $7,991,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $6,557,000 | 2,942 |
| Issued or guaranteed by U.S. | $6,557,000 | 2,933 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,434,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $1,434,000 | 2,200 |
| 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) | $14,972,000 | 4,822 |
| Total debt securities | $14,972,000 | 5,442 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,599 |
| Fair value | $498,000 | 2,536 |
| 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 | $13,124,000 | 5,861 |
| U.S. Government securities | $9,939,000 | 5,717 |
| U.S. Treasury securities | $996,000 | 1,365 |
| U.S. Government agency obligations | $8,943,000 | 5,799 |
| Securities issued by states & political subdivisions | $3,185,000 | 3,741 |
| 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 | $13,124,000 | 2,786 |
| Mortgage-backed securities | $5,944,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $4,949,000 | 3,342 |
| Issued or guaranteed by U.S. | $4,949,000 | 3,335 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $995,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,435 |
| 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) | $13,124,000 | 5,127 |
| Total debt securities | $13,124,000 | 5,793 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,005,000 | 1,982 |
| 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 | $19,429,000 | 4,882 |
| U.S. Government securities | $16,312,000 | 4,445 |
| U.S. Treasury securities | $991,000 | 1,455 |
| U.S. Government agency obligations | $15,321,000 | 4,473 |
| Securities issued by states & political subdivisions | $3,117,000 | 3,768 |
| 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 | $19,429,000 | 2,076 |
| Mortgage-backed securities | $12,398,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $11,355,000 | 2,226 |
| Issued or guaranteed by U.S. | $11,355,000 | 2,215 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,043,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,043,000 | 2,419 |
| 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) | $19,429,000 | 4,256 |
| Total debt securities | $19,429,000 | 4,818 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $980,000 | 2,121 |
| 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 | $14,588,000 | 5,646 |
| U.S. Government securities | $11,354,000 | 5,420 |
| U.S. Treasury securities | $1,004,000 | 1,392 |
| U.S. Government agency obligations | $10,350,000 | 5,504 |
| Securities issued by states & political subdivisions | $3,234,000 | 3,724 |
| 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 | $14,588,000 | 2,557 |
| Mortgage-backed securities | $7,327,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $7,327,000 | 2,853 |
| Issued or guaranteed by U.S. | $7,327,000 | 2,843 |
| 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) | $14,588,000 | 4,956 |
| Total debt securities | $14,586,000 | 5,563 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,017,000 | 1,755 |
| 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 | $14,787,000 | 5,669 |
| U.S. Government securities | $11,901,000 | 5,327 |
| U.S. Treasury securities | $999,000 | 1,524 |
| U.S. Government agency obligations | $10,902,000 | 5,378 |
| Securities issued by states & political subdivisions | $2,886,000 | 3,910 |
| 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 | $14,787,000 | 2,478 |
| Mortgage-backed securities | $7,916,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $7,916,000 | 2,773 |
| Issued or guaranteed by U.S. | $7,916,000 | 2,758 |
| 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) | $14,787,000 | 4,945 |
| Total debt securities | $14,787,000 | 5,583 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,000,000 | 1,733 |
| 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 | $11,678,000 | 6,191 |
| U.S. Government securities | $8,811,000 | 5,938 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,811,000 | 5,755 |
| Securities issued by states & political subdivisions | $2,867,000 | 3,939 |
| 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 | $11,678,000 | 2,781 |
| Mortgage-backed securities | $6,832,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $6,832,000 | 2,961 |
| Issued or guaranteed by U.S. | $6,832,000 | 2,947 |
| 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) | $11,678,000 | 5,467 |
| Total debt securities | $11,678,000 | 6,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $13,856,000 | 5,699 |
| U.S. Government securities | $10,633,000 | 5,403 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,633,000 | 5,243 |
| Securities issued by states & political subdivisions | $3,223,000 | 3,724 |
| 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 | $13,856,000 | 2,439 |
| Mortgage-backed securities | $8,590,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $8,590,000 | 2,613 |
| Issued or guaranteed by U.S. | $8,590,000 | 2,600 |
| 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) | $13,856,000 | 4,976 |
| Total debt securities | $13,856,000 | 5,602 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $17,252,000 | 5,107 |
| U.S. Government securities | $13,986,000 | 4,694 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,986,000 | 4,526 |
| Securities issued by states & political subdivisions | $3,266,000 | 3,649 |
| 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 | $17,252,000 | 2,084 |
| Mortgage-backed securities | $10,995,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $10,995,000 | 2,235 |
| Issued or guaranteed by U.S. | $10,995,000 | 2,224 |
| 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) | $17,252,000 | 4,427 |
| Total debt securities | $17,250,000 | 5,008 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,542,000 | 5,739 |
| U.S. Government securities | $10,184,000 | 5,540 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,184,000 | 5,343 |
| Securities issued by states & political subdivisions | $3,358,000 | 3,586 |
| 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 | $13,542,000 | 2,490 |
| Mortgage-backed securities | $10,184,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $10,184,000 | 2,317 |
| Issued or guaranteed by U.S. | $10,184,000 | 2,304 |
| 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) | $13,542,000 | 4,978 |
| Total debt securities | $13,543,000 | 5,645 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,685,000 | 5,856 |
| U.S. Government securities | $8,657,000 | 5,898 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,657,000 | 5,670 |
| Securities issued by states & political subdivisions | $4,028,000 | 3,241 |
| 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 | $7,205,000 | 3,611 |
| Mortgage-backed securities | $7,780,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $7,645,000 | 2,501 |
| Issued or guaranteed by U.S. | $7,645,000 | 2,485 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $135,000 | 4,213 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 4,023 |
| 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) | $12,685,000 | 5,010 |
| Total debt securities | $12,684,000 | 5,759 |
| Structured notes | ||
| Amortized cost | $361,000 | 697 |
| Fair value | $364,000 | 695 |
| 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 | $22,357,000 | 4,286 |
| U.S. Government securities | $15,526,000 | 4,424 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,526,000 | 4,119 |
| Securities issued by states & political subdivisions | $6,148,000 | 2,430 |
| 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 | $683,000 | 3,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,937,000 | 4,296 |
| Mortgage-backed securities | $6,112,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $4,931,000 | 2,651 |
| Issued or guaranteed by U.S. | $4,931,000 | 2,633 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,181,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,548 |
| 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) | $22,357,000 | 3,484 |
| Total debt securities | $21,674,000 | 4,257 |
| Structured notes | ||
| Amortized cost | $491,000 | 644 |
| Fair value | $479,000 | 609 |
| 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 | $22,148,000 | 4,503 |
| U.S. Government securities | $15,500,000 | 4,674 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $15,500,000 | 4,207 |
| Securities issued by states & political subdivisions | $5,965,000 | 2,591 |
| 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 | $683,000 | 3,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,637,000 | 4,790 |
| Mortgage-backed securities | $6,828,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $5,272,000 | 2,716 |
| Issued or guaranteed by U.S. | $5,272,000 | 2,704 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,556,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $1,556,000 | 2,514 |
| 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) | $22,148,000 | 3,601 |
| Total debt securities | $21,465,000 | 4,475 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $475,000 | 904 |
| 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 | $24,526,000 | 4,214 |
| U.S. Government securities | $18,007,000 | 4,219 |
| U.S. Treasury securities | $505,000 | 5,870 |
| U.S. Government agency obligations | $17,502,000 | 3,677 |
| Securities issued by states & political subdivisions | $5,836,000 | 2,666 |
| 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 | $683,000 | 2,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,040,000 | 6,101 |
| Mortgage-backed securities | $9,905,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $5,601,000 | 2,802 |
| Issued or guaranteed by U.S. | $5,601,000 | 2,787 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,304,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $4,304,000 | 1,777 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $24,526,000 | 3,281 |
| Total debt securities | $23,843,000 | 4,183 |
| Structured notes | ||
| Amortized cost | $77,000 | 1,609 |
| Fair value | $77,000 | 1,610 |
| 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 | $17,063,000 | 5,518 |
| U.S. Government securities | $14,816,000 | 5,092 |
| U.S. Treasury securities | $1,498,000 | 5,785 |
| U.S. Government agency obligations | $13,318,000 | 4,362 |
| Securities issued by states & political subdivisions | $1,564,000 | 5,054 |
| 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 | $683,000 | 2,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,359,000 | 5,409 |
| Mortgage-backed securities | $7,709,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $3,397,000 | 3,544 |
| Issued or guaranteed by U.S. | $3,397,000 | 3,530 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,312,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $4,312,000 | 1,788 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $17,063,000 | 4,075 |
| Total debt securities | $16,380,000 | 5,540 |
| Structured notes | ||
| Amortized cost | $380,000 | 2,298 |
| Fair value | $383,000 | 2,292 |
| 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 | $17,032,000 | 5,937 |
| U.S. Government securities | $15,645,000 | 5,323 |
| U.S. Treasury securities | $2,492,000 | 5,528 |
| U.S. Government agency obligations | $13,153,000 | 4,620 |
| Securities issued by states & political subdivisions | $704,000 | 6,639 |
| 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 | $683,000 | 2,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,483,000 | 5,515 |
| Mortgage-backed securities | $9,145,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $4,017,000 | 3,593 |
| Issued or guaranteed by U.S. | $4,017,000 | 3,572 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,128,000 | 1,901 |
| CMOs issued by government agencies or sponsored agencies | $5,128,000 | 1,804 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $17,032,000 | 4,322 |
| Total debt securities | $16,349,000 | 5,959 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,828 |
| Fair value | $495,000 | 2,663 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $17,047,000 | 6,192 |
| U.S. Government securities | $14,894,000 | 5,736 |
| U.S. Treasury securities | $102,000 | 10,072 |
| U.S. Government agency obligations | $14,792,000 | 4,238 |
| Securities issued by states & political subdivisions | $870,000 | 6,570 |
| Other domestic debt securities | $600,000 | 2,971 |
| 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 | $600,000 | 2,325 |
| Foreign debt securities | NA | NA |
| Equity securities | $683,000 | 2,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,058,000 | 4,186 |
| Mortgage-backed securities | $6,962,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $5,975,000 | 2,980 |
| Issued or guaranteed by U.S. | $5,975,000 | 2,956 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $987,000 | 4,280 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 4,115 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $17,047,000 | 4,468 |
| Total debt securities | $16,364,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $949,000 | 2,935 |
| Fair value | $958,000 | 2,860 |
| 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 | $14,971,000 | 7,134 |
| U.S. Government securities | $10,056,000 | 7,717 |
| U.S. Treasury securities | $98,000 | 11,079 |
| U.S. Government agency obligations | $9,958,000 | 5,396 |
| Securities issued by states & political subdivisions | $3,532,000 | 3,774 |
| Other domestic debt securities | $1,176,000 | 2,599 |
| 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 | $1,176,000 | 2,044 |
| Foreign debt securities | NA | NA |
| Equity securities | $207,000 | 4,733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,434,000 | 7,794 |
| Mortgage-backed securities | $4,355,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $3,433,000 | 4,104 |
| Issued or guaranteed by U.S. | $3,433,000 | 4,079 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $922,000 | 4,664 |
| CMOs issued by government agencies or sponsored agencies | $922,000 | 4,474 |
| 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) | $4,014,000 | 8,603 |
| Available-for-sale securities (fair market value) | $10,957,000 | 4,486 |
| Total debt securities | $14,764,000 | 7,078 |
| 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 | $14,501,000 | 7,571 |
| U.S. Government securities | $8,868,000 | 8,515 |
| U.S. Treasury securities | $414,000 | 11,043 |
| U.S. Government agency obligations | $8,454,000 | 6,180 |
| Securities issued by states & political subdivisions | $4,270,000 | 3,399 |
| Other domestic debt securities | $1,156,000 | 3,115 |
| 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 | $1,156,000 | 2,374 |
| Foreign debt securities | NA | NA |
| Equity securities | $207,000 | 4,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $738,000 | 9,068 |
| Mortgage-backed securities | $4,487,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $3,493,000 | 4,541 |
| Issued or guaranteed by U.S. | $3,493,000 | 4,503 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $994,000 | 5,035 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 4,819 |
| 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 | $14,294,000 | 7,479 |
| 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 | $10,434,000 | 8,973 |
| U.S. Government securities | $5,221,000 | 10,648 |
| U.S. Treasury securities | $1,108,000 | 10,085 |
| U.S. Government agency obligations | $4,113,000 | 8,619 |
| Securities issued by states & political subdivisions | $4,030,000 | 3,310 |
| Other domestic debt securities | $1,004,000 | 4,059 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 2,931 |
| Foreign debt securities | NA | NA |
| Equity securities | $179,000 | 4,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,232,000 | 8,249 |
| Mortgage-backed securities | $2,881,000 | 6,857 |
| Certificates of participation in pools of residential mortgages | $2,881,000 | 5,277 |
| Issued or guaranteed by U.S. | $2,881,000 | 5,220 |
| 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 | $10,255,000 | 8,917 |
| 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 |