Home > The National Republic Bank of Chicago > Securities
The National Republic Bank of Chicago, Securities
| 2014-09-30 | Rank | |
| Total securities | $127,174,000 | 1,180 |
| U.S. Government securities | $123,469,000 | 830 |
| U.S. Treasury securities | $106,792,000 | 68 |
| U.S. Government agency obligations | $16,677,000 | 3,630 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,000 | 2,451 |
| Privately issued residential mortgage-backed securities | $1,000 | 854 |
| 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 | $3,704,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,703,000 | 1,952 |
| Mortgage-backed securities | $1,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,267 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $1,000 | 72 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $127,174,000 | 1,035 |
| Total debt securities | $123,470,000 | 1,193 |
| 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 | $174,041,000 | 881 |
| U.S. Government securities | $155,593,000 | 675 |
| U.S. Treasury securities | $107,053,000 | 58 |
| U.S. Government agency obligations | $48,540,000 | 1,840 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $14,737,000 | 493 |
| 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 | $14,737,000 | 331 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,711,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,798,000 | 919 |
| Mortgage-backed securities | $14,443,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,322 |
| Issued or guaranteed by U.S. | $1,000 | 5,316 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,442,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $14,442,000 | 1,053 |
| 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) | $174,041,000 | 762 |
| Total debt securities | $170,330,000 | 891 |
| Structured notes | ||
| Amortized cost | $31,525,000 | 120 |
| Fair value | $32,036,000 | 116 |
| 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 | $171,938,000 | 898 |
| U.S. Government securities | $154,680,000 | 683 |
| U.S. Treasury securities | $105,712,000 | 59 |
| U.S. Government agency obligations | $48,968,000 | 1,855 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $13,595,000 | 534 |
| 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 | $13,595,000 | 358 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $3,663,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,068,000 | 911 |
| Mortgage-backed securities | $14,771,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,388 |
| Issued or guaranteed by U.S. | $1,000 | 5,380 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,770,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $14,770,000 | 1,043 |
| 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) | $45,611,000 | 446 |
| Available-for-sale securities (fair market value) | $126,327,000 | 1,054 |
| Total debt securities | $168,275,000 | 906 |
| Structured notes | ||
| Amortized cost | $30,842,000 | 130 |
| Fair value | $31,812,000 | 125 |
| 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 | $171,032,000 | 900 |
| U.S. Government securities | $153,804,000 | 681 |
| U.S. Treasury securities | $104,400,000 | 55 |
| U.S. Government agency obligations | $49,404,000 | 1,844 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $13,586,000 | 560 |
| 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 | $13,586,000 | 371 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,642,000 | 321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,396,000 | 908 |
| Mortgage-backed securities | $15,211,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,211,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $15,211,000 | 1,025 |
| 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) | $46,042,000 | 438 |
| Available-for-sale securities (fair market value) | $124,990,000 | 1,061 |
| Total debt securities | $167,391,000 | 906 |
| Structured notes | ||
| Amortized cost | $30,831,000 | 128 |
| Fair value | $31,708,000 | 122 |
| 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 | $174,282,000 | 884 |
| U.S. Government securities | $157,010,000 | 666 |
| U.S. Treasury securities | $106,239,000 | 49 |
| U.S. Government agency obligations | $50,771,000 | 1,804 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $13,575,000 | 589 |
| 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 | $13,575,000 | 383 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,697,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,992,000 | 879 |
| Mortgage-backed securities | $16,454,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,493 |
| Issued or guaranteed by U.S. | $1,000 | 5,484 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,453,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $16,453,000 | 994 |
| 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) | $9,945,000 | 1,053 |
| Available-for-sale securities (fair market value) | $164,337,000 | 822 |
| Total debt securities | $170,586,000 | 894 |
| Structured notes | ||
| Amortized cost | $31,504,000 | 125 |
| Fair value | $30,875,000 | 123 |
| 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 | $89,082,000 | 1,676 |
| U.S. Government securities | $70,329,000 | 1,402 |
| U.S. Treasury securities | $48,895,000 | 90 |
| U.S. Government agency obligations | $21,434,000 | 3,295 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $15,038,000 | 543 |
| 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 | $15,038,000 | 356 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,715,000 | 328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,930,000 | 1,450 |
| Mortgage-backed securities | $3,943,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,511 |
| Issued or guaranteed by U.S. | $1,000 | 5,501 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,942,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $3,942,000 | 2,000 |
| 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) | $89,082,000 | 1,506 |
| Total debt securities | $85,367,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $18,347,000 | 234 |
| Fair value | $18,980,000 | 223 |
| 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 | $41,640,000 | 3,061 |
| U.S. Government securities | $22,901,000 | 3,276 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,901,000 | 3,197 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $14,900,000 | 547 |
| 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 | $14,900,000 | 358 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,839,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,767,000 | 2,688 |
| Mortgage-backed securities | $5,073,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,560 |
| Issued or guaranteed by U.S. | $1,000 | 5,552 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,072,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $5,072,000 | 1,874 |
| 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) | $41,640,000 | 2,831 |
| Total debt securities | $37,801,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $19,389,000 | 224 |
| Fair value | $19,972,000 | 215 |
| 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 | $52,700,000 | 2,545 |
| U.S. Government securities | $24,120,000 | 3,139 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $24,120,000 | 3,073 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $24,713,000 | 388 |
| 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 | $24,713,000 | 243 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,867,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,103,000 | 2,528 |
| Mortgage-backed securities | $6,036,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,589 |
| Issued or guaranteed by U.S. | $1,000 | 5,583 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,035,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $6,035,000 | 1,804 |
| 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) | $52,700,000 | 2,339 |
| Total debt securities | $48,833,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $30,096,000 | 141 |
| Fair value | $30,748,000 | 137 |
| 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 | $53,837,000 | 2,517 |
| U.S. Government securities | $25,581,000 | 3,085 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $25,581,000 | 3,030 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $24,344,000 | 402 |
| 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 | $24,344,000 | 255 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,912,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,567,000 | 2,430 |
| Mortgage-backed securities | $7,503,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,691 |
| Issued or guaranteed by U.S. | $1,000 | 5,680 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,502,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $7,502,000 | 1,682 |
| 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) | $53,837,000 | 2,302 |
| Total debt securities | $49,925,000 | 2,649 |
| Structured notes | ||
| Amortized cost | $31,334,000 | 137 |
| Fair value | $31,846,000 | 134 |
| 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 | $50,399,000 | 2,660 |
| U.S. Government securities | $36,968,000 | 2,460 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,968,000 | 2,408 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $9,550,000 | 760 |
| 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 | $9,550,000 | 501 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,881,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,124,000 | 1,703 |
| Mortgage-backed securities | $8,894,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,727 |
| Issued or guaranteed by U.S. | $1,000 | 5,717 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,893,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $8,893,000 | 1,589 |
| 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) | $50,399,000 | 2,447 |
| Total debt securities | $46,518,000 | 2,823 |
| Structured notes | ||
| Amortized cost | $28,343,000 | 165 |
| Fair value | $28,443,000 | 165 |
| 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 | $100,260,000 | 1,498 |
| U.S. Government securities | $74,953,000 | 1,418 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $74,953,000 | 1,379 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $21,475,000 | 430 |
| 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 | $21,475,000 | 271 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,832,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,605,000 | 1,551 |
| Mortgage-backed securities | $12,438,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,764 |
| Issued or guaranteed by U.S. | $1,000 | 5,756 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,437,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $12,437,000 | 1,351 |
| 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) | $100,260,000 | 1,365 |
| Total debt securities | $96,427,000 | 1,532 |
| Structured notes | ||
| Amortized cost | $53,333,000 | 87 |
| Fair value | $53,911,000 | 86 |
| 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 | $72,646,000 | 1,916 |
| U.S. Government securities | $48,286,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $48,286,000 | 1,898 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $20,521,000 | 477 |
| 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 | $20,521,000 | 271 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,839,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,910,000 | 1,185 |
| Mortgage-backed securities | $15,941,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,768 |
| Issued or guaranteed by U.S. | $1,000 | 5,757 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,940,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $15,940,000 | 1,106 |
| 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) | $72,646,000 | 1,741 |
| Total debt securities | $68,807,000 | 2,000 |
| Structured notes | ||
| Amortized cost | $51,103,000 | 86 |
| Fair value | $50,838,000 | 87 |
| 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 | $95,865,000 | 1,473 |
| U.S. Government securities | $72,458,000 | 1,355 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $72,458,000 | 1,312 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $21,048,000 | 448 |
| 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 | $21,048,000 | 243 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,359,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,357,000 | 713 |
| Mortgage-backed securities | $10,074,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,791 |
| Issued or guaranteed by U.S. | $1,000 | 5,779 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,073,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $10,073,000 | 1,415 |
| 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) | $95,865,000 | 1,325 |
| Total debt securities | $93,506,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $56,333,000 | 76 |
| Fair value | $55,983,000 | 76 |
| 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 | $119,932,000 | 1,212 |
| U.S. Government securities | $96,458,000 | 1,038 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $96,458,000 | 1,001 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $21,175,000 | 441 |
| 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 | $21,175,000 | 226 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,299,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,100,000 | 752 |
| Mortgage-backed securities | $10,288,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,816 |
| Issued or guaranteed by U.S. | $1,000 | 5,809 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,287,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $10,287,000 | 1,364 |
| 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) | $119,932,000 | 1,077 |
| Total debt securities | $117,633,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $50,348,000 | 106 |
| Fair value | $48,572,000 | 109 |
| 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 | $155,373,000 | 922 |
| U.S. Government securities | $132,010,000 | 790 |
| U.S. Treasury securities | $32,660,000 | 144 |
| U.S. Government agency obligations | $99,350,000 | 966 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $21,095,000 | 460 |
| 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 | $21,095,000 | 230 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,268,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,860,000 | 1,049 |
| Mortgage-backed securities | $1,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,827 |
| Issued or guaranteed by U.S. | $1,000 | 5,815 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $155,373,000 | 824 |
| Total debt securities | $153,105,000 | 924 |
| Structured notes | ||
| Amortized cost | $60,290,000 | 90 |
| Fair value | $57,552,000 | 93 |
| 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 | $167,435,000 | 831 |
| U.S. Government securities | $141,724,000 | 711 |
| U.S. Treasury securities | $33,015,000 | 151 |
| U.S. Government agency obligations | $108,709,000 | 847 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $23,435,000 | 454 |
| 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 | $23,435,000 | 206 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,276,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,954,000 | 1,009 |
| Mortgage-backed securities | $1,000 | 6,111 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,844 |
| Issued or guaranteed by U.S. | $1,000 | 5,831 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $167,435,000 | 740 |
| Total debt securities | $165,159,000 | 831 |
| Structured notes | ||
| Amortized cost | $62,979,000 | 72 |
| Fair value | $60,363,000 | 75 |
| 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 | $81,916,000 | 1,573 |
| U.S. Government securities | $45,186,000 | 1,893 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $45,186,000 | 1,823 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $24,401,000 | 435 |
| 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 | $24,401,000 | 195 |
| Foreign debt securities | $10,000,000 | 45 |
| Equity securities | $2,329,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,730,000 | 1,039 |
| Mortgage-backed securities | $1,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,888 |
| Issued or guaranteed by U.S. | $1,000 | 5,872 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $81,916,000 | 1,409 |
| Total debt securities | $79,587,000 | 1,588 |
| Structured notes | ||
| Amortized cost | $36,556,000 | 140 |
| Fair value | $36,951,000 | 140 |
| 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 | $155,780,000 | 860 |
| U.S. Government securities | $144,777,000 | 661 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $144,777,000 | 632 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,590,000 | 1,199 |
| 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 | $4,590,000 | 605 |
| Foreign debt securities | $4,101,000 | 50 |
| Equity securities | $2,312,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,217,000 | 694 |
| Mortgage-backed securities | $2,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,912 |
| Issued or guaranteed by U.S. | $2,000 | 5,899 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $155,780,000 | 761 |
| Total debt securities | $153,468,000 | 862 |
| Structured notes | ||
| Amortized cost | $58,459,000 | 72 |
| Fair value | $58,704,000 | 69 |
| 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 | $191,622,000 | 699 |
| U.S. Government securities | $161,803,000 | 594 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $161,803,000 | 562 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $21,691,000 | 484 |
| 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 | $21,691,000 | 197 |
| Foreign debt securities | $5,856,000 | 48 |
| Equity securities | $2,272,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,911,000 | 651 |
| Mortgage-backed securities | $2,000 | 6,278 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,014 |
| Issued or guaranteed by U.S. | $2,000 | 6,002 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $191,622,000 | 605 |
| Total debt securities | $189,350,000 | 695 |
| Structured notes | ||
| Amortized cost | $97,111,000 | 26 |
| Fair value | $96,549,000 | 26 |
| 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 | $205,721,000 | 626 |
| U.S. Government securities | $174,462,000 | 539 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $174,462,000 | 519 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $21,675,000 | 497 |
| 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 | $21,675,000 | 194 |
| Foreign debt securities | $7,331,000 | 42 |
| Equity securities | $2,253,000 | 468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,134,000 | 1,806 |
| Mortgage-backed securities | $2,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,075 |
| Issued or guaranteed by U.S. | $2,000 | 6,060 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $205,721,000 | 545 |
| Total debt securities | $203,469,000 | 618 |
| Structured notes | ||
| Amortized cost | $108,750,000 | 19 |
| Fair value | $106,422,000 | 19 |
| 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 | $191,099,000 | 678 |
| U.S. Government securities | $157,960,000 | 577 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $157,960,000 | 553 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $26,567,000 | 474 |
| 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 | $26,567,000 | 176 |
| Foreign debt securities | $4,288,000 | 51 |
| Equity securities | $2,284,000 | 516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,765,000 | 1,760 |
| Mortgage-backed securities | $2,000 | 6,420 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,165 |
| Issued or guaranteed by U.S. | $2,000 | 6,145 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $191,099,000 | 582 |
| Total debt securities | $188,815,000 | 670 |
| Structured notes | ||
| Amortized cost | $85,457,000 | 15 |
| Fair value | $84,155,000 | 15 |
| 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 | $222,866,000 | 571 |
| U.S. Government securities | $171,941,000 | 524 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $171,941,000 | 507 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $44,661,000 | 334 |
| 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 | $44,661,000 | 127 |
| Foreign debt securities | $4,013,000 | 48 |
| Equity securities | $2,251,000 | 562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,356,000 | 795 |
| Mortgage-backed securities | $2,000 | 6,477 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,219 |
| Issued or guaranteed by U.S. | $2,000 | 6,197 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $7,977,000 | 1,302 |
| Available-for-sale securities (fair market value) | $214,889,000 | 512 |
| Total debt securities | $220,615,000 | 564 |
| Structured notes | ||
| Amortized cost | $64,033,000 | 19 |
| Fair value | $65,598,000 | 17 |
| 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 | $228,689,000 | 543 |
| U.S. Government securities | $166,205,000 | 536 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $166,205,000 | 517 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $60,227,000 | 277 |
| 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 | $60,227,000 | 107 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,257,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,563,000 | 797 |
| Mortgage-backed securities | $2,000 | 6,529 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,283 |
| Issued or guaranteed by U.S. | $2,000 | 6,265 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,974,000 | 1,300 |
| Available-for-sale securities (fair market value) | $220,715,000 | 492 |
| Total debt securities | $226,433,000 | 538 |
| Structured notes | ||
| Amortized cost | $49,398,000 | 24 |
| Fair value | $47,558,000 | 23 |
| 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 | $192,201,000 | 642 |
| U.S. Government securities | $124,401,000 | 702 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $124,401,000 | 688 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $65,566,000 | 258 |
| 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 | $65,566,000 | 94 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,234,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,942,000 | 953 |
| Mortgage-backed securities | $2,000 | 6,567 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,324 |
| Issued or guaranteed by U.S. | $2,000 | 6,302 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,972,000 | 1,313 |
| Available-for-sale securities (fair market value) | $184,229,000 | 564 |
| Total debt securities | $189,967,000 | 634 |
| Structured notes | ||
| Amortized cost | $58,989,000 | 21 |
| Fair value | $57,075,000 | 20 |
| 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 | $78,904,000 | 1,504 |
| U.S. Government securities | $48,724,000 | 1,679 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $48,724,000 | 1,655 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $27,974,000 | 439 |
| 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 | $27,974,000 | 170 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,206,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $2,000 | 6,592 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,359 |
| Issued or guaranteed by U.S. | $2,000 | 6,339 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,969,000 | 1,319 |
| Available-for-sale securities (fair market value) | $70,935,000 | 1,441 |
| Total debt securities | $76,697,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $35,768,000 | 26 |
| Fair value | $32,945,000 | 28 |
| 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 | $82,411,000 | 1,461 |
| U.S. Government securities | $58,987,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $58,987,000 | 1,413 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $21,222,000 | 525 |
| 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 | $21,222,000 | 240 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,202,000 | 724 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $3,000 | 6,604 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,368 |
| Issued or guaranteed by U.S. | $3,000 | 6,344 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,967,000 | 1,306 |
| Available-for-sale securities (fair market value) | $74,444,000 | 1,396 |
| Total debt securities | $80,209,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $45,765,000 | 21 |
| Fair value | $44,729,000 | 20 |
| 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 | $89,585,000 | 1,339 |
| U.S. Government securities | $87,334,000 | 962 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $87,334,000 | 940 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,251,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $5,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,330 |
| Issued or guaranteed by U.S. | $5,000 | 6,301 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,967,000 | 1,318 |
| Available-for-sale securities (fair market value) | $81,618,000 | 1,278 |
| Total debt securities | $87,334,000 | 1,341 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 127 |
| Fair value | $10,000,000 | 131 |
| 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 | $94,197,000 | 1,272 |
| U.S. Government securities | $81,945,000 | 1,016 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $81,945,000 | 987 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $10,029,000 | 788 |
| Privately issued residential mortgage-backed securities | $10,029,000 | 446 |
| 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 | $2,223,000 | 720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $10,036,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,253 |
| Issued or guaranteed by U.S. | $7,000 | 6,232 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,029,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $10,029,000 | 420 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,966,000 | 1,370 |
| Available-for-sale securities (fair market value) | $86,231,000 | 1,200 |
| Total debt securities | $91,974,000 | 1,271 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 220 |
| Fair value | $10,000,000 | 226 |
| 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 | $93,223,000 | 1,285 |
| U.S. Government securities | $81,083,000 | 1,049 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $81,083,000 | 1,016 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $9,928,000 | 749 |
| Privately issued residential mortgage-backed securities | $9,928,000 | 421 |
| 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 | $2,212,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $9,937,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,937,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,225 |
| Privately issued | $9,928,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,965,000 | 1,417 |
| Available-for-sale securities (fair market value) | $85,258,000 | 1,208 |
| Total debt securities | $91,012,000 | 1,288 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 283 |
| Fair value | $10,000,000 | 284 |
| 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 | $91,305,000 | 1,311 |
| U.S. Government securities | $80,404,000 | 1,083 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $80,404,000 | 1,051 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $8,731,000 | 781 |
| Privately issued residential mortgage-backed securities | $8,731,000 | 439 |
| 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 | $2,170,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $8,744,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,185 |
| Issued or guaranteed by U.S. | $13,000 | 6,164 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,731,000 | 1,154 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $8,731,000 | 417 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,967,000 | 1,419 |
| Available-for-sale securities (fair market value) | $83,338,000 | 1,234 |
| Total debt securities | $89,135,000 | 1,313 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 295 |
| Fair value | $10,000,000 | 293 |
| 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 | $91,333,000 | 1,318 |
| U.S. Government securities | $80,545,000 | 1,093 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $80,545,000 | 1,062 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $8,561,000 | 793 |
| Privately issued residential mortgage-backed securities | $8,561,000 | 431 |
| 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 | $2,227,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $8,581,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,144 |
| Issued or guaranteed by U.S. | $20,000 | 6,121 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,561,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $8,561,000 | 408 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,971,000 | 1,438 |
| Available-for-sale securities (fair market value) | $83,362,000 | 1,235 |
| Total debt securities | $89,106,000 | 1,315 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 322 |
| Fair value | $10,000,000 | 322 |
| 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 | $91,985,000 | 1,329 |
| U.S. Government securities | $80,340,000 | 1,114 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $80,340,000 | 1,086 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $9,422,000 | 733 |
| Privately issued residential mortgage-backed securities | $9,422,000 | 407 |
| 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 | $2,223,000 | 745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,971,000 | 3,802 |
| Mortgage-backed securities | $9,445,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,142 |
| Issued or guaranteed by U.S. | $23,000 | 6,118 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,422,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $9,422,000 | 388 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,971,000 | 1,485 |
| Available-for-sale securities (fair market value) | $84,014,000 | 1,256 |
| Total debt securities | $89,762,000 | 1,323 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 353 |
| Fair value | $10,000,000 | 352 |
| 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 | $86,962,000 | 1,407 |
| U.S. Government securities | $77,229,000 | 1,181 |
| U.S. Treasury securities | $4,982,000 | 459 |
| U.S. Government agency obligations | $72,247,000 | 1,214 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $8,725,000 | 768 |
| Privately issued residential mortgage-backed securities | $8,725,000 | 426 |
| 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 | $1,008,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,978,000 | 3,813 |
| Mortgage-backed securities | $8,757,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,139 |
| Issued or guaranteed by U.S. | $32,000 | 6,110 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,725,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $8,725,000 | 401 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,978,000 | 1,537 |
| Available-for-sale securities (fair market value) | $78,984,000 | 1,331 |
| Total debt securities | $85,955,000 | 1,386 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 395 |
| Fair value | $10,000,000 | 391 |
| 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 | $79,995,000 | 1,524 |
| U.S. Government securities | $71,701,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $71,701,000 | 1,227 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $8,294,000 | 792 |
| Privately issued residential mortgage-backed securities | $8,294,000 | 417 |
| 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 | $7,983,000 | 3,813 |
| Mortgage-backed securities | $17,699,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $9,405,000 | 2,184 |
| Issued or guaranteed by U.S. | $9,405,000 | 2,171 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,294,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $8,294,000 | 394 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,985,000 | 1,551 |
| Available-for-sale securities (fair market value) | $72,010,000 | 1,429 |
| Total debt securities | $79,995,000 | 1,488 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 417 |
| Fair value | $10,000,000 | 406 |
| 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 | $60,187,000 | 2,006 |
| U.S. Government securities | $52,006,000 | 1,744 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $52,006,000 | 1,690 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $8,181,000 | 825 |
| Privately issued residential mortgage-backed securities | $8,181,000 | 429 |
| 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 | $26,265,000 | 1,713 |
| Mortgage-backed securities | $17,708,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $9,527,000 | 2,217 |
| Issued or guaranteed by U.S. | $9,527,000 | 2,206 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,181,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $8,181,000 | 407 |
| 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) | $12,989,000 | 1,205 |
| Available-for-sale securities (fair market value) | $47,198,000 | 2,134 |
| Total debt securities | $60,187,000 | 1,964 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $60,393,000 | 1,994 |
| U.S. Government securities | $52,328,000 | 1,745 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $52,328,000 | 1,683 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $8,065,000 | 834 |
| Privately issued residential mortgage-backed securities | $8,065,000 | 418 |
| 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 | $26,418,000 | 1,702 |
| Mortgage-backed securities | $17,777,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $9,712,000 | 2,202 |
| Issued or guaranteed by U.S. | $9,712,000 | 2,191 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,065,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $8,065,000 | 397 |
| 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) | $12,994,000 | 1,238 |
| Available-for-sale securities (fair market value) | $47,399,000 | 2,121 |
| Total debt securities | $60,393,000 | 1,952 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $39,443,000 | 2,849 |
| U.S. Government securities | $30,809,000 | 2,694 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $30,809,000 | 2,604 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $8,634,000 | 811 |
| Privately issued residential mortgage-backed securities | $8,634,000 | 395 |
| 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 | $25,827,000 | 1,680 |
| Mortgage-backed securities | $18,546,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $9,912,000 | 2,203 |
| Issued or guaranteed by U.S. | $9,912,000 | 2,192 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,634,000 | 1,110 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $8,634,000 | 372 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,000,000 | 1,608 |
| Available-for-sale securities (fair market value) | $31,443,000 | 2,950 |
| Total debt securities | $39,443,000 | 2,809 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $13,081,000 | 5,744 |
| U.S. Government securities | $13,081,000 | 4,933 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,081,000 | 4,787 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,075,000 | 2,854 |
| Mortgage-backed securities | $87,000 | 6,497 |
| Certificates of participation in pools of residential mortgages | $87,000 | 6,157 |
| Issued or guaranteed by U.S. | $87,000 | 6,134 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,019,000 | 1,614 |
| Available-for-sale securities (fair market value) | $5,062,000 | 6,719 |
| Total debt securities | $13,081,000 | 5,674 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,029,000 | 6,881 |
| U.S. Government securities | $8,029,000 | 6,176 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,029,000 | 6,029 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,023,000 | 3,779 |
| Mortgage-backed securities | $100,000 | 6,540 |
| Certificates of participation in pools of residential mortgages | $100,000 | 6,198 |
| Issued or guaranteed by U.S. | $100,000 | 6,175 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,029,000 | 1,640 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $8,029,000 | 6,826 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,037,000 | 6,873 |
| U.S. Government securities | $8,037,000 | 6,154 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,037,000 | 6,013 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,029,000 | 3,781 |
| Mortgage-backed securities | $110,000 | 6,564 |
| Certificates of participation in pools of residential mortgages | $110,000 | 6,213 |
| Issued or guaranteed by U.S. | $110,000 | 6,195 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,037,000 | 1,647 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $8,037,000 | 6,816 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $8,044,000 | 6,932 |
| U.S. Government securities | $8,044,000 | 6,182 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,044,000 | 6,038 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,036,000 | 3,746 |
| Mortgage-backed securities | $120,000 | 6,595 |
| Certificates of participation in pools of residential mortgages | $120,000 | 6,227 |
| Issued or guaranteed by U.S. | $120,000 | 6,212 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,044,000 | 1,666 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $8,044,000 | 6,867 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,054,000 | 6,997 |
| U.S. Government securities | $8,054,000 | 6,267 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,054,000 | 6,109 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,044,000 | 3,723 |
| Mortgage-backed securities | $132,000 | 6,642 |
| Certificates of participation in pools of residential mortgages | $132,000 | 6,268 |
| Issued or guaranteed by U.S. | $132,000 | 6,250 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,054,000 | 1,671 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $8,054,000 | 6,934 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,078,000 | 6,981 |
| U.S. Government securities | $8,078,000 | 6,211 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,078,000 | 6,051 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,067,000 | 3,657 |
| Mortgage-backed securities | $159,000 | 6,615 |
| Certificates of participation in pools of residential mortgages | $159,000 | 6,222 |
| Issued or guaranteed by U.S. | $159,000 | 6,200 |
| 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) | $8,078,000 | 1,634 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $8,078,000 | 6,904 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,090,000 | 7,029 |
| U.S. Government securities | $8,090,000 | 6,283 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,090,000 | 6,109 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,078,000 | 3,582 |
| Mortgage-backed securities | $174,000 | 6,628 |
| Certificates of participation in pools of residential mortgages | $174,000 | 6,246 |
| Issued or guaranteed by U.S. | $174,000 | 6,221 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,090,000 | 1,652 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $8,090,000 | 6,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $8,098,000 | 6,979 |
| U.S. Government securities | $8,098,000 | 6,143 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,098,000 | 5,951 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,086,000 | 3,514 |
| Mortgage-backed securities | $184,000 | 6,663 |
| Certificates of participation in pools of residential mortgages | $184,000 | 6,270 |
| Issued or guaranteed by U.S. | $184,000 | 6,241 |
| 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) | $8,098,000 | 1,638 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $8,098,000 | 6,892 |
| 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 | $8,118,000 | 6,926 |
| U.S. Government securities | $8,118,000 | 6,085 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,118,000 | 5,902 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,106,000 | 3,461 |
| Mortgage-backed securities | $207,000 | 6,672 |
| Certificates of participation in pools of residential mortgages | $207,000 | 6,247 |
| Issued or guaranteed by U.S. | $207,000 | 6,225 |
| 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) | $8,118,000 | 1,626 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $8,118,000 | 6,825 |
| 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 | $8,142,000 | 6,931 |
| U.S. Government securities | $8,142,000 | 6,079 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,142,000 | 5,899 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $8,128,000 | 3,472 |
| Mortgage-backed securities | $234,000 | 6,663 |
| Certificates of participation in pools of residential mortgages | $234,000 | 6,212 |
| Issued or guaranteed by U.S. | $234,000 | 6,194 |
| 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) | $8,142,000 | 1,647 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $8,142,000 | 6,837 |
| 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 | $8,163,000 | 6,973 |
| U.S. Government securities | $8,163,000 | 6,110 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,163,000 | 5,906 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $8,148,000 | 3,467 |
| Mortgage-backed securities | $257,000 | 6,629 |
| Certificates of participation in pools of residential mortgages | $257,000 | 6,142 |
| Issued or guaranteed by U.S. | $257,000 | 6,124 |
| 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) | $8,163,000 | 1,685 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $8,163,000 | 6,879 |
| 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 | $9,870,000 | 6,553 |
| U.S. Government securities | $8,403,000 | 5,970 |
| U.S. Treasury securities | $8,026,000 | 552 |
| U.S. Government agency obligations | $377,000 | 8,982 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,467,000 | 2,586 |
| Privately issued residential mortgage-backed securities | $1,467,000 | 716 |
| 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 | $9,847,000 | 2,987 |
| Mortgage-backed securities | $1,844,000 | 5,358 |
| Certificates of participation in pools of residential mortgages | $377,000 | 5,892 |
| Issued or guaranteed by U.S. | $377,000 | 5,867 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,467,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $1,467,000 | 643 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,870,000 | 1,561 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $9,870,000 | 6,453 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,688,000 | 8,793 |
| U.S. Government securities | $477,000 | 9,478 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $477,000 | 9,276 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,900,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $2,900,000 | 486 |
| 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 | $0 | 313 |
| Equity securities | $311,000 | 4,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,344,000 | 5,488 |
| Mortgage-backed securities | $3,377,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,478 |
| Issued or guaranteed by U.S. | $477,000 | 5,458 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,900,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $2,900,000 | 430 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,377,000 | 3,271 |
| Available-for-sale securities (fair market value) | $311,000 | 8,856 |
| Total debt securities | $3,377,000 | 8,789 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,817,000 | 7,716 |
| U.S. Government securities | $4,583,000 | 8,230 |
| U.S. Treasury securities | $3,974,000 | 1,876 |
| U.S. Government agency obligations | $609,000 | 9,507 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $3,025,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $3,025,000 | 495 |
| 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 | $0 | 343 |
| Equity securities | $209,000 | 5,624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,572,000 | 3,773 |
| Mortgage-backed securities | $3,633,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $608,000 | 5,563 |
| Issued or guaranteed by U.S. | $608,000 | 5,551 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,025,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $3,025,000 | 438 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,608,000 | 2,468 |
| Available-for-sale securities (fair market value) | $209,000 | 9,220 |
| Total debt securities | $7,608,000 | 7,662 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,313,000 | 9,003 |
| U.S. Government securities | $1,109,000 | 9,794 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,109,000 | 9,253 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $3,025,000 | 1,422 |
| Privately issued residential mortgage-backed securities | $3,025,000 | 469 |
| 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 | $0 | 363 |
| Equity securities | $179,000 | 5,632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,079,000 | 4,755 |
| Mortgage-backed securities | $4,133,000 | 4,199 |
| Certificates of participation in pools of residential mortgages | $1,001,000 | 5,266 |
| Issued or guaranteed by U.S. | $1,001,000 | 5,248 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,132,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 4,270 |
| Privately issued | $3,025,000 | 398 |
| 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) | $4,027,000 | 3,766 |
| Available-for-sale securities (fair market value) | $286,000 | 9,270 |
| Total debt securities | $4,134,000 | 8,953 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,453,000 | 7,937 |
| U.S. Government securities | $4,126,000 | 9,006 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $4,126,000 | 7,751 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $4,148,000 | 944 |
| Privately issued residential mortgage-backed securities | $4,148,000 | 335 |
| 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 | $179,000 | 5,590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,171,000 | 3,372 |
| Mortgage-backed securities | $6,756,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $1,357,000 | 4,957 |
| Issued or guaranteed by U.S. | $1,357,000 | 4,938 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $5,399,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $1,251,000 | 3,065 |
| Privately issued | $4,148,000 | 248 |
| 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) | $5,900,000 | 3,831 |
| Available-for-sale securities (fair market value) | $2,553,000 | 8,496 |
| Total debt securities | $8,274,000 | 7,867 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 916 |
| Fair value | $1,500,000 | 911 |
| 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 | $8,993,000 | 8,278 |
| U.S. Government securities | $4,469,000 | 9,437 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $4,469,000 | 7,959 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $4,345,000 | 979 |
| Privately issued residential mortgage-backed securities | $4,345,000 | 387 |
| 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 | $179,000 | 5,473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,672,000 | 3,280 |
| Mortgage-backed securities | $7,258,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $1,675,000 | 5,022 |
| Issued or guaranteed by U.S. | $1,675,000 | 5,003 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,583,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $1,238,000 | 3,453 |
| Privately issued | $4,345,000 | 271 |
| 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) | $6,256,000 | 4,199 |
| Available-for-sale securities (fair market value) | $2,737,000 | 8,708 |
| Total debt securities | $8,814,000 | 8,216 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,232,000 | 1,526 |
| 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 | $9,957,000 | 8,301 |
| U.S. Government securities | $5,058,000 | 9,531 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $5,058,000 | 7,670 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $4,720,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $4,720,000 | 412 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $179,000 | 5,256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,615,000 | 3,031 |
| Mortgage-backed securities | $8,190,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $2,226,000 | 4,717 |
| Issued or guaranteed by U.S. | $2,226,000 | 4,690 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,964,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $1,244,000 | 3,856 |
| Privately issued | $4,720,000 | 281 |
| 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) | $6,839,000 | 4,284 |
| Available-for-sale securities (fair market value) | $3,118,000 | 8,883 |
| Total debt securities | $9,778,000 | 8,233 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,231,000 | 2,317 |
| 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 | $11,358,000 | 8,271 |
| U.S. Government securities | $5,572,000 | 9,860 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $5,572,000 | 7,387 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $5,607,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $5,607,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $179,000 | 4,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,970,000 | 2,737 |
| Mortgage-backed securities | $9,538,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 4,561 |
| Issued or guaranteed by U.S. | $2,751,000 | 4,536 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,787,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $1,180,000 | 4,137 |
| Privately issued | $5,607,000 | 270 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,443,000 | 6,709 |
| Available-for-sale securities (fair market value) | $3,915,000 | 7,509 |
| Total debt securities | $11,179,000 | 8,212 |
| 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 | $10,499,000 | 8,894 |
| U.S. Government securities | $8,054,000 | 8,856 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $8,054,000 | 6,344 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $2,288,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $2,288,000 | 778 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $157,000 | 4,920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,621,000 | 4,292 |
| Mortgage-backed securities | $10,134,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | $6,605,000 | 3,212 |
| Issued or guaranteed by U.S. | $6,587,000 | 3,186 |
| Privately issued | $18,000 | 694 |
| Collaterized mortgage obligations | $3,529,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $1,259,000 | 4,473 |
| Privately issued | $2,270,000 | 550 |
| 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 | $10,342,000 | 8,826 |
| 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 | $15,903,000 | 7,104 |
| U.S. Government securities | $11,506,000 | 7,424 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $11,506,000 | 5,032 |
| Securities issued by states & political subdivisions | $764,000 | 7,069 |
| Other domestic debt securities | $3,476,000 | 2,133 |
| Privately issued residential mortgage-backed securities | $2,927,000 | 950 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $549,000 | 3,669 |
| Foreign debt securities | NA | NA |
| Equity securities | $157,000 | 4,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,480,000 | 3,055 |
| Mortgage-backed securities | $14,019,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $9,944,000 | 2,542 |
| Issued or guaranteed by U.S. | $9,910,000 | 2,511 |
| Privately issued | $34,000 | 778 |
| Collaterized mortgage obligations | $4,075,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $1,182,000 | 4,428 |
| Privately issued | $2,893,000 | 705 |
| 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 | $15,746,000 | 7,029 |
| 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 |