Home > TrustAtlantic Bank > Securities
TrustAtlantic Bank, Securities
| 2015-09-30 | Rank | |
| Total securities | $72,318,000 | 1,878 |
| U.S. Government securities | $61,474,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $61,474,000 | 1,378 |
| Securities issued by states & political subdivisions | $8,092,000 | 3,100 |
| Other domestic debt securities | $2,237,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $861,000 | 373 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $193,000 | 218 |
| Other domestic debt securities - All other | $1,183,000 | 1,205 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $515,000 | 676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,043,000 | 4,417 |
| Mortgage-backed securities | $34,492,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $22,386,000 | 1,466 |
| Issued or guaranteed by U.S. | $22,386,000 | 1,466 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,170,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $8,309,000 | 1,254 |
| Privately issued | $861,000 | 355 |
| Commercial mortgage-backed securities | $2,936,000 | 650 |
| Commercial mortgage pass-through securities | $2,936,000 | 389 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $4,602,000 | 1,392 |
| Available-for-sale securities (fair market value) | $67,716,000 | 1,798 |
| Total debt securities | $71,803,000 | 1,862 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $75,424,000 | 1,843 |
| U.S. Government securities | $64,418,000 | 1,427 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $64,418,000 | 1,369 |
| Securities issued by states & political subdivisions | $8,058,000 | 3,110 |
| Other domestic debt securities | $2,330,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $951,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $193,000 | 222 |
| Other domestic debt securities - All other | $1,186,000 | 1,221 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $618,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,239,000 | 4,417 |
| Mortgage-backed securities | $36,005,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $23,490,000 | 1,455 |
| Issued or guaranteed by U.S. | $23,490,000 | 1,455 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,594,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $8,643,000 | 1,290 |
| Privately issued | $951,000 | 356 |
| Commercial mortgage-backed securities | $2,921,000 | 616 |
| Commercial mortgage pass-through securities | $2,921,000 | 370 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $4,853,000 | 1,386 |
| Available-for-sale securities (fair market value) | $70,571,000 | 1,771 |
| Total debt securities | $74,806,000 | 1,830 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $500,000 | 1,576 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $75,908,000 | 1,843 |
| U.S. Government securities | $65,063,000 | 1,426 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $65,063,000 | 1,373 |
| Securities issued by states & political subdivisions | $7,688,000 | 3,156 |
| Other domestic debt securities | $2,414,000 | 1,240 |
| Privately issued residential mortgage-backed securities | $1,018,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $23,000 | 392 |
| Structured financial products - Total | $193,000 | 216 |
| Other domestic debt securities - All other | $1,180,000 | 1,238 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $743,000 | 633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,288,000 | 4,459 |
| Mortgage-backed securities | $36,980,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $24,786,000 | 1,421 |
| Issued or guaranteed by U.S. | $24,786,000 | 1,421 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,231,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $8,213,000 | 1,369 |
| Privately issued | $1,018,000 | 367 |
| Commercial mortgage-backed securities | $2,963,000 | 593 |
| Commercial mortgage pass-through securities | $2,963,000 | 354 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $4,681,000 | 1,420 |
| Available-for-sale securities (fair market value) | $71,227,000 | 1,783 |
| Total debt securities | $75,165,000 | 1,845 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,600 |
| Fair value | $700,000 | 1,604 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $77,797,000 | 1,824 |
| U.S. Government securities | $66,397,000 | 1,409 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $66,397,000 | 1,350 |
| Securities issued by states & political subdivisions | $8,137,000 | 3,104 |
| Other domestic debt securities | $2,555,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $1,069,000 | 386 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $106,000 | 376 |
| Structured financial products - Total | $193,000 | 217 |
| Other domestic debt securities - All other | $1,187,000 | 1,251 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $708,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,292,000 | 4,524 |
| Mortgage-backed securities | $37,103,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $24,669,000 | 1,438 |
| Issued or guaranteed by U.S. | $24,669,000 | 1,436 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,492,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $8,423,000 | 1,364 |
| Privately issued | $1,069,000 | 362 |
| Commercial mortgage-backed securities | $2,942,000 | 583 |
| Commercial mortgage pass-through securities | $2,942,000 | 356 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $4,394,000 | 1,457 |
| Available-for-sale securities (fair market value) | $73,403,000 | 1,738 |
| Total debt securities | $77,089,000 | 1,817 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,937 |
| Fair value | $401,000 | 1,937 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $77,873,000 | 1,858 |
| U.S. Government securities | $63,996,000 | 1,500 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $63,996,000 | 1,436 |
| Securities issued by states & political subdivisions | $8,114,000 | 3,149 |
| Other domestic debt securities | $5,061,000 | 896 |
| Privately issued residential mortgage-backed securities | $1,315,000 | 385 |
| Commercial mortgage-backed securities - Total | $2,378,000 | 96 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $193,000 | 232 |
| Other domestic debt securities - All other | $1,175,000 | 1,281 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $702,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,341,000 | 4,569 |
| Mortgage-backed securities | $39,019,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $23,647,000 | 1,529 |
| Issued or guaranteed by U.S. | $23,647,000 | 1,529 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,071,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $8,756,000 | 1,363 |
| Privately issued | $1,315,000 | 368 |
| Commercial mortgage-backed securities | $5,301,000 | 451 |
| Commercial mortgage pass-through securities | $2,923,000 | 354 |
| Other commercial mortgage-backed securities | $2,378,000 | 373 |
| Held to maturity securities (book value) | $4,356,000 | 1,473 |
| Available-for-sale securities (fair market value) | $73,517,000 | 1,763 |
| Total debt securities | $77,171,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,791 |
| Fair value | $697,000 | 1,792 |
| 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 | $77,282,000 | 1,879 |
| U.S. Government securities | $63,197,000 | 1,528 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $63,197,000 | 1,464 |
| Securities issued by states & political subdivisions | $8,089,000 | 3,198 |
| Other domestic debt securities | $5,248,000 | 895 |
| Privately issued residential mortgage-backed securities | $1,454,000 | 371 |
| Commercial mortgage-backed securities - Total | $2,428,000 | 97 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $193,000 | 237 |
| Other domestic debt securities - All other | $1,173,000 | 1,310 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $748,000 | 656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,312,000 | 4,615 |
| Mortgage-backed securities | $37,826,000 | 1,552 |
| Certificates of participation in pools of residential mortgages | $24,895,000 | 1,509 |
| Issued or guaranteed by U.S. | $24,895,000 | 1,509 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,555,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $6,101,000 | 1,624 |
| Privately issued | $1,454,000 | 358 |
| Commercial mortgage-backed securities | $5,376,000 | 440 |
| Commercial mortgage pass-through securities | $2,948,000 | 360 |
| Other commercial mortgage-backed securities | $2,428,000 | 358 |
| Held to maturity securities (book value) | $4,369,000 | 1,497 |
| Available-for-sale securities (fair market value) | $72,913,000 | 1,783 |
| Total debt securities | $76,534,000 | 1,874 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,081 |
| Fair value | $399,000 | 2,086 |
| 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 | $75,039,000 | 1,943 |
| U.S. Government securities | $62,113,000 | 1,562 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $62,113,000 | 1,500 |
| Securities issued by states & political subdivisions | $7,125,000 | 3,364 |
| Other domestic debt securities | $5,031,000 | 940 |
| Privately issued residential mortgage-backed securities | $1,282,000 | 408 |
| Commercial mortgage-backed securities - Total | $2,409,000 | 95 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $175,000 | 243 |
| Other domestic debt securities - All other | $1,165,000 | 1,355 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $770,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,339,000 | 4,632 |
| Mortgage-backed securities | $36,023,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $24,265,000 | 1,536 |
| Issued or guaranteed by U.S. | $24,265,000 | 1,535 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,430,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $5,148,000 | 1,747 |
| Privately issued | $1,282,000 | 391 |
| Commercial mortgage-backed securities | $5,328,000 | 408 |
| Commercial mortgage pass-through securities | $2,919,000 | 341 |
| Other commercial mortgage-backed securities | $2,409,000 | 335 |
| Held to maturity securities (book value) | $4,381,000 | 1,500 |
| Available-for-sale securities (fair market value) | $70,658,000 | 1,847 |
| Total debt securities | $74,269,000 | 1,937 |
| Structured notes | ||
| Amortized cost | $740,000 | 1,863 |
| Fair value | $748,000 | 1,838 |
| 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 | $73,688,000 | 1,964 |
| U.S. Government securities | $61,986,000 | 1,539 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $61,986,000 | 1,487 |
| Securities issued by states & political subdivisions | $5,945,000 | 3,575 |
| Other domestic debt securities | $4,975,000 | 988 |
| Privately issued residential mortgage-backed securities | $765,000 | 520 |
| Commercial mortgage-backed securities - Total | $2,874,000 | 93 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $175,000 | 265 |
| Other domestic debt securities - All other | $1,161,000 | 1,377 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $782,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,048,000 | 4,730 |
| Mortgage-backed securities | $36,012,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $24,142,000 | 1,564 |
| Issued or guaranteed by U.S. | $24,142,000 | 1,564 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,098,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $5,333,000 | 1,726 |
| Privately issued | $765,000 | 497 |
| Commercial mortgage-backed securities | $5,772,000 | 378 |
| Commercial mortgage pass-through securities | $2,898,000 | 310 |
| Other commercial mortgage-backed securities | $2,874,000 | 300 |
| Held to maturity securities (book value) | $4,392,000 | 1,486 |
| Available-for-sale securities (fair market value) | $69,296,000 | 1,853 |
| Total debt securities | $72,906,000 | 1,960 |
| Structured notes | ||
| Amortized cost | $740,000 | 1,856 |
| Fair value | $737,000 | 1,843 |
| 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 | $72,742,000 | 1,998 |
| U.S. Government securities | $62,087,000 | 1,556 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $62,087,000 | 1,508 |
| Securities issued by states & political subdivisions | $5,541,000 | 3,683 |
| Other domestic debt securities | $5,114,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $818,000 | 543 |
| Commercial mortgage-backed securities - Total | $2,960,000 | 95 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $175,000 | 284 |
| Other domestic debt securities - All other | $1,161,000 | 1,412 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,213,000 | 4,746 |
| Mortgage-backed securities | $35,427,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $23,097,000 | 1,608 |
| Issued or guaranteed by U.S. | $23,097,000 | 1,605 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,453,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $5,635,000 | 1,709 |
| Privately issued | $818,000 | 519 |
| Commercial mortgage-backed securities | $5,877,000 | 364 |
| Commercial mortgage pass-through securities | $2,917,000 | 290 |
| Other commercial mortgage-backed securities | $2,960,000 | 295 |
| Held to maturity securities (book value) | $4,102,000 | 1,490 |
| Available-for-sale securities (fair market value) | $68,640,000 | 1,892 |
| Total debt securities | $72,742,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $740,000 | 1,847 |
| Fair value | $738,000 | 1,833 |
| 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 | $68,294,000 | 2,107 |
| U.S. Government securities | $58,551,000 | 1,638 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $58,551,000 | 1,588 |
| Securities issued by states & political subdivisions | $4,604,000 | 3,854 |
| Other domestic debt securities | $5,139,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $866,000 | 550 |
| Commercial mortgage-backed securities - Total | $2,937,000 | 97 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $175,000 | 285 |
| Other domestic debt securities - All other | $1,161,000 | 1,436 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,231,000 | 4,744 |
| Mortgage-backed securities | $33,150,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $20,185,000 | 1,771 |
| Issued or guaranteed by U.S. | $20,185,000 | 1,769 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,092,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $6,226,000 | 1,674 |
| Privately issued | $866,000 | 526 |
| Commercial mortgage-backed securities | $5,873,000 | 341 |
| Commercial mortgage pass-through securities | $2,936,000 | 286 |
| Other commercial mortgage-backed securities | $2,937,000 | 268 |
| Held to maturity securities (book value) | $3,813,000 | 1,458 |
| Available-for-sale securities (fair market value) | $64,481,000 | 2,002 |
| Total debt securities | $68,294,000 | 2,077 |
| Structured notes | ||
| Amortized cost | $739,000 | 1,818 |
| Fair value | $740,000 | 1,795 |
| 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 | $58,940,000 | 2,375 |
| U.S. Government securities | $50,461,000 | 1,890 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $50,461,000 | 1,837 |
| Securities issued by states & political subdivisions | $3,310,000 | 4,171 |
| Other domestic debt securities | $5,169,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $1,114,000 | 524 |
| Commercial mortgage-backed securities - Total | $3,069,000 | 96 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $175,000 | 284 |
| Other domestic debt securities - All other | $811,000 | 1,634 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,345,000 | 4,744 |
| Mortgage-backed securities | $30,758,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $17,497,000 | 1,972 |
| Issued or guaranteed by U.S. | $17,497,000 | 1,971 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,139,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $6,025,000 | 1,754 |
| Privately issued | $1,114,000 | 503 |
| Commercial mortgage-backed securities | $6,122,000 | 288 |
| Commercial mortgage pass-through securities | $3,053,000 | 265 |
| Other commercial mortgage-backed securities | $3,069,000 | 217 |
| Held to maturity securities (book value) | $3,475,000 | 1,458 |
| Available-for-sale securities (fair market value) | $55,465,000 | 2,292 |
| Total debt securities | $58,940,000 | 2,351 |
| Structured notes | ||
| Amortized cost | $339,000 | 2,193 |
| Fair value | $355,000 | 2,182 |
| 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 | $59,586,000 | 2,314 |
| U.S. Government securities | $51,339,000 | 1,819 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $51,339,000 | 1,773 |
| Securities issued by states & political subdivisions | $2,556,000 | 4,379 |
| Other domestic debt securities | $5,691,000 | 956 |
| Privately issued residential mortgage-backed securities | $1,296,000 | 524 |
| Commercial mortgage-backed securities - Total | $3,106,000 | 96 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $175,000 | 289 |
| Other domestic debt securities - All other | $1,114,000 | 1,414 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,414,000 | 4,724 |
| Mortgage-backed securities | $31,214,000 | 1,839 |
| Certificates of participation in pools of residential mortgages | $18,084,000 | 1,898 |
| Issued or guaranteed by U.S. | $18,084,000 | 1,895 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,696,000 | 1,700 |
| CMOs issued by government agencies or sponsored agencies | $6,400,000 | 1,747 |
| Privately issued | $1,296,000 | 508 |
| Commercial mortgage-backed securities | $5,434,000 | 265 |
| Commercial mortgage pass-through securities | $2,328,000 | 253 |
| Other commercial mortgage-backed securities | $3,106,000 | 175 |
| Held to maturity securities (book value) | $2,892,000 | 1,535 |
| Available-for-sale securities (fair market value) | $56,694,000 | 2,199 |
| Total debt securities | $59,587,000 | 2,289 |
| Structured notes | ||
| Amortized cost | $938,000 | 1,814 |
| Fair value | $954,000 | 1,810 |
| 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 | $59,830,000 | 2,319 |
| U.S. Government securities | $54,021,000 | 1,786 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $54,021,000 | 1,743 |
| Securities issued by states & political subdivisions | $1,780,000 | 4,653 |
| Other domestic debt securities | $4,029,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $1,451,000 | 541 |
| Commercial mortgage-backed securities - Total | $1,292,000 | 98 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $175,000 | 294 |
| Other domestic debt securities - All other | $1,111,000 | 1,456 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,059,000 | 4,891 |
| Mortgage-backed securities | $32,570,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | $20,151,000 | 1,841 |
| Issued or guaranteed by U.S. | $20,151,000 | 1,841 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,781,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $7,330,000 | 1,705 |
| Privately issued | $1,451,000 | 522 |
| Commercial mortgage-backed securities | $3,638,000 | 307 |
| Commercial mortgage pass-through securities | $2,346,000 | 230 |
| Other commercial mortgage-backed securities | $1,292,000 | 218 |
| Held to maturity securities (book value) | $2,600,000 | 1,601 |
| Available-for-sale securities (fair market value) | $57,230,000 | 2,193 |
| Total debt securities | $59,829,000 | 2,297 |
| Structured notes | ||
| Amortized cost | $938,000 | 1,953 |
| Fair value | $947,000 | 1,946 |
| 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 | $57,931,000 | 2,368 |
| U.S. Government securities | $52,967,000 | 1,819 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $52,967,000 | 1,775 |
| Securities issued by states & political subdivisions | $1,483,000 | 4,765 |
| Other domestic debt securities | $3,481,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $1,582,000 | 567 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $175,000 | 290 |
| Other domestic debt securities - All other | $1,724,000 | 1,292 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,452,000 | 4,808 |
| Mortgage-backed securities | $29,398,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $20,904,000 | 1,816 |
| Issued or guaranteed by U.S. | $20,904,000 | 1,814 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,223,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $5,641,000 | 1,928 |
| Privately issued | $1,582,000 | 546 |
| Commercial mortgage-backed securities | $1,271,000 | 403 |
| Commercial mortgage pass-through securities | $1,271,000 | 265 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,386,000 | 1,639 |
| Available-for-sale securities (fair market value) | $55,545,000 | 2,251 |
| Total debt securities | $57,931,000 | 2,347 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,346 |
| Fair value | $700,000 | 2,347 |
| 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 | $58,277,000 | 2,376 |
| U.S. Government securities | $53,120,000 | 1,873 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $53,120,000 | 1,830 |
| Securities issued by states & political subdivisions | $1,473,000 | 4,726 |
| Other domestic debt securities | $3,684,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $1,766,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $175,000 | 294 |
| Other domestic debt securities - All other | $1,743,000 | 1,270 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,468,000 | 4,848 |
| Mortgage-backed securities | $28,959,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $21,092,000 | 1,810 |
| Issued or guaranteed by U.S. | $21,092,000 | 1,808 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,867,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $6,101,000 | 1,887 |
| Privately issued | $1,766,000 | 557 |
| 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) | $2,146,000 | 1,690 |
| Available-for-sale securities (fair market value) | $56,131,000 | 2,240 |
| Total debt securities | $58,276,000 | 2,355 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,920 |
| Fair value | $1,550,000 | 1,921 |
| 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 | $55,932,000 | 2,401 |
| U.S. Government securities | $50,652,000 | 1,881 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $50,652,000 | 1,832 |
| Securities issued by states & political subdivisions | $1,488,000 | 4,722 |
| Other domestic debt securities | $3,792,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $1,910,000 | 616 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $175,000 | 271 |
| Other domestic debt securities - All other | $1,707,000 | 1,206 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,571,000 | 4,612 |
| Mortgage-backed securities | $26,871,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $21,215,000 | 1,709 |
| Issued or guaranteed by U.S. | $21,215,000 | 1,709 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,656,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $3,746,000 | 2,150 |
| Privately issued | $1,910,000 | 588 |
| 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) | $2,154,000 | 1,748 |
| Available-for-sale securities (fair market value) | $53,778,000 | 2,239 |
| Total debt securities | $55,932,000 | 2,385 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,866 |
| Fair value | $1,551,000 | 1,869 |
| 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 | $54,490,000 | 2,373 |
| U.S. Government securities | $47,299,000 | 1,920 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $47,299,000 | 1,866 |
| Securities issued by states & political subdivisions | $1,089,000 | 4,869 |
| Other domestic debt securities | $6,102,000 | 932 |
| Privately issued residential mortgage-backed securities | $3,755,000 | 491 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $175,000 | 273 |
| Other domestic debt securities - All other | $2,172,000 | 1,037 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,487,000 | 4,644 |
| Mortgage-backed securities | $27,155,000 | 1,978 |
| Certificates of participation in pools of residential mortgages | $19,249,000 | 1,777 |
| Issued or guaranteed by U.S. | $19,249,000 | 1,773 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,906,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $4,151,000 | 2,040 |
| Privately issued | $3,755,000 | 467 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,563,000 | 1,931 |
| Available-for-sale securities (fair market value) | $52,927,000 | 2,207 |
| Total debt securities | $54,491,000 | 2,348 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,889 |
| Fair value | $300,000 | 2,906 |
| 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 | $53,246,000 | 2,420 |
| U.S. Government securities | $45,693,000 | 1,984 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $45,693,000 | 1,927 |
| Securities issued by states & political subdivisions | $1,048,000 | 4,875 |
| Other domestic debt securities | $6,505,000 | 883 |
| Privately issued residential mortgage-backed securities | $4,098,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $175,000 | 284 |
| Other domestic debt securities - All other | $2,232,000 | 959 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,498,000 | 4,678 |
| Mortgage-backed securities | $25,186,000 | 2,044 |
| Certificates of participation in pools of residential mortgages | $16,655,000 | 1,920 |
| Issued or guaranteed by U.S. | $16,655,000 | 1,918 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,531,000 | 1,689 |
| CMOs issued by government agencies or sponsored agencies | $4,433,000 | 1,951 |
| Privately issued | $4,098,000 | 471 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,857,000 | 1,884 |
| Available-for-sale securities (fair market value) | $51,389,000 | 2,266 |
| Total debt securities | $53,246,000 | 2,396 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,033 |
| Fair value | $300,000 | 3,038 |
| 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 | $54,905,000 | 2,340 |
| U.S. Government securities | $45,972,000 | 1,979 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $45,972,000 | 1,920 |
| Securities issued by states & political subdivisions | $517,000 | 5,256 |
| Other domestic debt securities | $8,416,000 | 787 |
| Privately issued residential mortgage-backed securities | $4,865,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $175,000 | 279 |
| Other domestic debt securities - All other | $3,376,000 | 790 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,963,000 | 4,524 |
| Mortgage-backed securities | $26,737,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $17,158,000 | 1,838 |
| Issued or guaranteed by U.S. | $17,158,000 | 1,835 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,579,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $4,714,000 | 1,856 |
| Privately issued | $4,865,000 | 467 |
| 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) | $2,279,000 | 1,808 |
| Available-for-sale securities (fair market value) | $52,626,000 | 2,201 |
| Total debt securities | $54,908,000 | 2,316 |
| Structured notes | ||
| Amortized cost | $600,000 | 2,821 |
| Fair value | $596,000 | 2,825 |
| 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 | $53,975,000 | 2,277 |
| U.S. Government securities | $44,550,000 | 1,942 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $44,550,000 | 1,870 |
| Securities issued by states & political subdivisions | $510,000 | 5,270 |
| Other domestic debt securities | $8,915,000 | 816 |
| Privately issued residential mortgage-backed securities | $5,371,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $175,000 | 280 |
| Other domestic debt securities - All other | $3,369,000 | 782 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,977,000 | 4,502 |
| Mortgage-backed securities | $28,139,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $17,609,000 | 1,717 |
| Issued or guaranteed by U.S. | $17,609,000 | 1,712 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,530,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $5,159,000 | 1,756 |
| Privately issued | $5,371,000 | 476 |
| 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) | $2,287,000 | 1,821 |
| Available-for-sale securities (fair market value) | $51,688,000 | 2,120 |
| Total debt securities | $53,974,000 | 2,251 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,657 |
| Fair value | $702,000 | 2,659 |
| 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 | $54,573,000 | 2,217 |
| U.S. Government securities | $44,956,000 | 1,900 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $44,956,000 | 1,831 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $9,617,000 | 807 |
| Privately issued residential mortgage-backed securities | $6,053,000 | 517 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $175,000 | 298 |
| Other domestic debt securities - All other | $3,389,000 | 769 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,641,000 | 4,675 |
| Mortgage-backed securities | $28,677,000 | 1,780 |
| Certificates of participation in pools of residential mortgages | $16,981,000 | 1,727 |
| Issued or guaranteed by U.S. | $16,981,000 | 1,722 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,696,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $5,643,000 | 1,666 |
| Privately issued | $6,053,000 | 495 |
| 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) | $2,295,000 | 1,858 |
| Available-for-sale securities (fair market value) | $52,278,000 | 2,054 |
| Total debt securities | $54,575,000 | 2,186 |
| Structured notes | ||
| Amortized cost | $2,399,000 | 1,766 |
| Fair value | $2,409,000 | 1,763 |
| 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 | $53,666,000 | 2,246 |
| U.S. Government securities | $42,853,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $42,853,000 | 1,944 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $10,813,000 | 738 |
| Privately issued residential mortgage-backed securities | $7,323,000 | 495 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $175,000 | 301 |
| Other domestic debt securities - All other | $3,315,000 | 757 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,711,000 | 4,715 |
| Mortgage-backed securities | $24,856,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $13,675,000 | 2,024 |
| Issued or guaranteed by U.S. | $13,675,000 | 2,018 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,181,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $3,858,000 | 1,839 |
| Privately issued | $7,323,000 | 478 |
| 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) | $2,517,000 | 1,890 |
| Available-for-sale securities (fair market value) | $51,149,000 | 2,086 |
| Total debt securities | $53,610,000 | 2,223 |
| Structured notes | ||
| Amortized cost | $2,399,000 | 1,858 |
| Fair value | $2,409,000 | 1,854 |
| 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 | $53,167,000 | 2,278 |
| U.S. Government securities | $42,940,000 | 2,023 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $42,940,000 | 1,959 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $10,227,000 | 791 |
| Privately issued residential mortgage-backed securities | $6,711,000 | 548 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $175,000 | 307 |
| Other domestic debt securities - All other | $3,341,000 | 777 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,203,000 | 4,596 |
| Mortgage-backed securities | $24,337,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $13,505,000 | 2,135 |
| Issued or guaranteed by U.S. | $13,505,000 | 2,129 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,832,000 | 1,323 |
| CMOs issued by government agencies or sponsored agencies | $4,121,000 | 1,742 |
| Privately issued | $6,711,000 | 529 |
| 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) | $2,818,000 | 1,850 |
| Available-for-sale securities (fair market value) | $50,349,000 | 2,135 |
| Total debt securities | $52,837,000 | 2,260 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,797 |
| Fair value | $503,000 | 2,679 |
| 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 | $53,353,000 | 2,251 |
| U.S. Government securities | $42,314,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $42,314,000 | 1,944 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $11,039,000 | 784 |
| Privately issued residential mortgage-backed securities | $7,618,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $175,000 | 310 |
| Other domestic debt securities - All other | $3,246,000 | 798 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,116,000 | 5,015 |
| Mortgage-backed securities | $25,911,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $13,894,000 | 2,163 |
| Issued or guaranteed by U.S. | $13,894,000 | 2,156 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,017,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $4,399,000 | 1,666 |
| Privately issued | $7,618,000 | 524 |
| 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) | $2,649,000 | 1,893 |
| Available-for-sale securities (fair market value) | $50,704,000 | 2,081 |
| Total debt securities | $52,444,000 | 2,255 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,619 |
| Fair value | $349,000 | 2,622 |
| 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 | $50,223,000 | 2,369 |
| U.S. Government securities | $38,242,000 | 2,181 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,242,000 | 2,124 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $11,981,000 | 796 |
| Privately issued residential mortgage-backed securities | $8,527,000 | 555 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $175,000 | 322 |
| Other domestic debt securities - All other | $3,279,000 | 845 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,117,000 | 5,053 |
| Mortgage-backed securities | $25,239,000 | 2,018 |
| Certificates of participation in pools of residential mortgages | $12,851,000 | 2,305 |
| Issued or guaranteed by U.S. | $12,851,000 | 2,297 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,388,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $3,861,000 | 1,736 |
| Privately issued | $8,527,000 | 530 |
| 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) | $2,250,000 | 2,067 |
| Available-for-sale securities (fair market value) | $47,973,000 | 2,180 |
| Total debt securities | $50,006,000 | 2,346 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,248 |
| Fair value | $354,000 | 2,243 |
| 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 | $52,550,000 | 2,236 |
| U.S. Government securities | $40,579,000 | 2,036 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $40,579,000 | 1,986 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $11,971,000 | 817 |
| Privately issued residential mortgage-backed securities | $8,771,000 | 561 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $175,000 | 364 |
| Other domestic debt securities - All other | $3,025,000 | 902 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,566,000 | 4,896 |
| Mortgage-backed securities | $30,318,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $17,397,000 | 1,968 |
| Issued or guaranteed by U.S. | $17,397,000 | 1,957 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,921,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $4,150,000 | 1,652 |
| Privately issued | $8,771,000 | 536 |
| 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) | $2,250,000 | 2,082 |
| Available-for-sale securities (fair market value) | $50,300,000 | 2,040 |
| Total debt securities | $52,225,000 | 2,214 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $50,194,000 | 2,323 |
| U.S. Government securities | $34,299,000 | 2,356 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $34,299,000 | 2,309 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $15,895,000 | 664 |
| Privately issued residential mortgage-backed securities | $12,837,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,058,000 | 899 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,442,000 | 5,010 |
| Mortgage-backed securities | $34,555,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $17,218,000 | 2,026 |
| Issued or guaranteed by U.S. | $17,218,000 | 2,012 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $17,337,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $4,500,000 | 1,596 |
| Privately issued | $12,837,000 | 440 |
| 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) | $2,749,000 | 1,991 |
| Available-for-sale securities (fair market value) | $47,445,000 | 2,155 |
| Total debt securities | $49,803,000 | 2,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $44,936,000 | 2,538 |
| U.S. Government securities | $29,495,000 | 2,708 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $29,495,000 | 2,653 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $15,441,000 | 638 |
| Privately issued residential mortgage-backed securities | $11,852,000 | 464 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,589,000 | 800 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,737,000 | 5,332 |
| Mortgage-backed securities | $31,972,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $15,423,000 | 2,111 |
| Issued or guaranteed by U.S. | $15,423,000 | 2,097 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $16,549,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $4,697,000 | 1,540 |
| Privately issued | $11,852,000 | 440 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,999,000 | 2,193 |
| Available-for-sale securities (fair market value) | $42,937,000 | 2,317 |
| Total debt securities | $44,062,000 | 2,534 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $40,143,000 | 2,717 |
| U.S. Government securities | $25,624,000 | 2,906 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $25,624,000 | 2,854 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $14,519,000 | 652 |
| Privately issued residential mortgage-backed securities | $11,932,000 | 466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,587,000 | 955 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,000 | 6,461 |
| Mortgage-backed securities | $29,527,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $12,859,000 | 2,293 |
| Issued or guaranteed by U.S. | $12,859,000 | 2,280 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $16,668,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $4,736,000 | 1,448 |
| Privately issued | $11,932,000 | 444 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,500,000 | 2,349 |
| Available-for-sale securities (fair market value) | $38,643,000 | 2,478 |
| Total debt securities | $40,143,000 | 2,690 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $39,702,000 | 2,804 |
| U.S. Government securities | $24,335,000 | 3,073 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $24,335,000 | 3,015 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $15,367,000 | 667 |
| Privately issued residential mortgage-backed securities | $12,921,000 | 454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,446,000 | 1,069 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $30,196,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $12,353,000 | 2,320 |
| Issued or guaranteed by U.S. | $12,353,000 | 2,306 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $17,843,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $4,922,000 | 1,436 |
| Privately issued | $12,921,000 | 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) | $1,500,000 | 2,361 |
| Available-for-sale securities (fair market value) | $38,202,000 | 2,551 |
| Total debt securities | $39,701,000 | 2,762 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $33,397,000 | 3,172 |
| U.S. Government securities | $21,149,000 | 3,380 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,149,000 | 3,324 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $12,248,000 | 754 |
| Privately issued residential mortgage-backed securities | $9,473,000 | 497 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,062,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,713,000 | 1,231 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $24,236,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $9,477,000 | 2,631 |
| Issued or guaranteed by U.S. | $9,477,000 | 2,620 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,759,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $5,286,000 | 1,366 |
| Privately issued | $9,473,000 | 471 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,500,000 | 2,406 |
| Available-for-sale securities (fair market value) | $31,897,000 | 2,931 |
| Total debt securities | $33,397,000 | 3,123 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $23,044,000 | 4,089 |
| U.S. Government securities | $16,639,000 | 4,062 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,639,000 | 3,977 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $6,405,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $5,892,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $513,000 | 1,689 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $17,844,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $6,500,000 | 2,878 |
| Issued or guaranteed by U.S. | $6,500,000 | 2,863 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,344,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $5,452,000 | 1,301 |
| Privately issued | $5,892,000 | 545 |
| 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) | $600,000 | 2,892 |
| Available-for-sale securities (fair market value) | $22,444,000 | 3,686 |
| Total debt securities | $23,044,000 | 4,034 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $20,766,000 | 4,388 |
| U.S. Government securities | $14,596,000 | 4,455 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,596,000 | 4,357 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $6,170,000 | 974 |
| Privately issued residential mortgage-backed securities | $6,170,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $16,030,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $4,322,000 | 3,259 |
| Issued or guaranteed by U.S. | $4,322,000 | 3,245 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,708,000 | 999 |
| CMOs issued by government agencies or sponsored agencies | $5,538,000 | 1,260 |
| Privately issued | $6,170,000 | 511 |
| 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) | $600,000 | 2,950 |
| Available-for-sale securities (fair market value) | $20,166,000 | 3,942 |
| Total debt securities | $20,766,000 | 4,335 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $14,450,000 | 5,297 |
| U.S. Government securities | $10,500,000 | 5,284 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,500,000 | 5,170 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $3,950,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $3,950,000 | 604 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,000 | 6,357 |
| Mortgage-backed securities | $10,554,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $3,685,000 | 3,441 |
| Issued or guaranteed by U.S. | $3,685,000 | 3,428 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,869,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $2,919,000 | 1,616 |
| Privately issued | $3,950,000 | 573 |
| 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) | $600,000 | 2,979 |
| Available-for-sale securities (fair market value) | $13,850,000 | 4,816 |
| Total debt securities | $14,450,000 | 5,251 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,564,000 | 8,010 |
| U.S. Government securities | $1,564,000 | 7,780 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,564,000 | 7,665 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $795,000 | 6,368 |
| Mortgage-backed securities | $481,000 | 5,697 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,285 |
| Issued or guaranteed by U.S. | $481,000 | 5,264 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,564,000 | 7,300 |
| Total debt securities | $1,564,000 | 7,966 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,595,000 | 8,059 |
| U.S. Government securities | $1,595,000 | 7,816 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,595,000 | 7,700 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $811,000 | 6,386 |
| Mortgage-backed securities | $515,000 | 5,670 |
| Certificates of participation in pools of residential mortgages | $515,000 | 5,250 |
| Issued or guaranteed by U.S. | $515,000 | 5,231 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,595,000 | 7,341 |
| Total debt securities | $1,595,000 | 8,012 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,625,000 | 8,124 |
| U.S. Government securities | $1,625,000 | 7,885 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,625,000 | 7,760 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $834,000 | 6,447 |
| Mortgage-backed securities | $550,000 | 5,640 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,222 |
| Issued or guaranteed by U.S. | $550,000 | 5,198 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,625,000 | 7,382 |
| Total debt securities | $1,625,000 | 8,078 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,663,000 | 8,166 |
| U.S. Government securities | $1,663,000 | 7,931 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,663,000 | 7,800 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $863,000 | 6,471 |
| Mortgage-backed securities | $599,000 | 5,629 |
| Certificates of participation in pools of residential mortgages | $599,000 | 5,208 |
| Issued or guaranteed by U.S. | $599,000 | 5,185 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,663,000 | 7,400 |
| Total debt securities | $1,662,000 | 8,124 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,717,000 | 8,203 |
| U.S. Government securities | $1,717,000 | 7,960 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,717,000 | 7,828 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $893,000 | 6,487 |
| Mortgage-backed securities | $649,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $649,000 | 5,190 |
| Issued or guaranteed by U.S. | $649,000 | 5,171 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,717,000 | 7,432 |
| Total debt securities | $1,717,000 | 8,163 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,761,000 | 8,247 |
| U.S. Government securities | $1,761,000 | 7,990 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,761,000 | 7,863 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $921,000 | 6,507 |
| Mortgage-backed securities | $692,000 | 5,630 |
| Certificates of participation in pools of residential mortgages | $692,000 | 5,182 |
| Issued or guaranteed by U.S. | $692,000 | 5,162 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,761,000 | 7,473 |
| Total debt securities | $1,761,000 | 8,199 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,849,000 | 8,258 |
| U.S. Government securities | $1,849,000 | 7,981 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,849,000 | 7,856 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,000 | 6,820 |
| Mortgage-backed securities | $772,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $772,000 | 5,163 |
| Issued or guaranteed by U.S. | $772,000 | 5,146 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,849,000 | 7,472 |
| Total debt securities | $1,848,000 | 8,206 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,925,000 | 8,277 |
| U.S. Government securities | $1,925,000 | 8,010 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,925,000 | 7,875 |
| 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 | $523,000 | 6,731 |
| Mortgage-backed securities | $843,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $843,000 | 5,161 |
| Issued or guaranteed by U.S. | $843,000 | 5,140 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,925,000 | 7,498 |
| Total debt securities | $1,925,000 | 8,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,972,000 | 8,323 |
| U.S. Government securities | $1,972,000 | 8,050 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,972,000 | 7,916 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $905,000 | 5,655 |
| Certificates of participation in pools of residential mortgages | $905,000 | 5,167 |
| Issued or guaranteed by U.S. | $905,000 | 5,152 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,972,000 | 7,555 |
| Total debt securities | $1,972,000 | 8,270 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,468,000 | 8,476 |
| U.S. Government securities | $1,468,000 | 8,239 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,468,000 | 8,108 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $971,000 | 5,658 |
| Certificates of participation in pools of residential mortgages | $971,000 | 5,148 |
| Issued or guaranteed by U.S. | $971,000 | 5,134 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,468,000 | 7,699 |
| Total debt securities | $1,467,000 | 8,428 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,544,000 | 8,492 |
| U.S. Government securities | $1,544,000 | 8,250 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,544,000 | 8,117 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $1,046,000 | 5,607 |
| Certificates of participation in pools of residential mortgages | $1,046,000 | 5,103 |
| Issued or guaranteed by U.S. | $1,046,000 | 5,091 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,544,000 | 7,713 |
| Total debt securities | $1,544,000 | 8,447 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,116,000 | 8,641 |
| U.S. Government securities | $1,116,000 | 8,448 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,116,000 | 8,318 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $623,000 | 6,024 |
| Certificates of participation in pools of residential mortgages | $623,000 | 5,548 |
| Issued or guaranteed by U.S. | $623,000 | 5,532 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,116,000 | 7,883 |
| Total debt securities | $1,116,000 | 8,600 |
| 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 | $736,000 | 8,760 |
| U.S. Government securities | $736,000 | 8,564 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $736,000 | 8,447 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $736,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $736,000 | 5,478 |
| Issued or guaranteed by U.S. | $736,000 | 5,459 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $736,000 | 7,998 |
| Total debt securities | $736,000 | 8,704 |
| 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 | $839,000 | 8,808 |
| U.S. Government securities | $839,000 | 8,609 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $839,000 | 8,483 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $839,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $839,000 | 5,421 |
| Issued or guaranteed by U.S. | $839,000 | 5,399 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $839,000 | 8,036 |
| Total debt securities | $840,000 | 8,751 |
| 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 | $993,000 | 8,805 |
| U.S. Government securities | $993,000 | 8,588 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $993,000 | 8,446 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $993,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $993,000 | 5,292 |
| Issued or guaranteed by U.S. | $993,000 | 5,267 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $993,000 | 8,039 |
| Total debt securities | $993,000 | 8,744 |
| 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 | $1,291,000 | 8,732 |
| U.S. Government securities | $1,291,000 | 8,461 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,291,000 | 8,312 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,291,000 | 5,712 |
| Certificates of participation in pools of residential mortgages | $1,291,000 | 5,118 |
| Issued or guaranteed by U.S. | $1,291,000 | 5,099 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,291,000 | 7,948 |
| Total debt securities | $1,291,000 | 8,666 |
| 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 | $1,956,000 | 8,658 |
| U.S. Government securities | $1,956,000 | 8,318 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,956,000 | 8,138 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $1,956,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,856 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $283,000 | 3,790 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 3,621 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,956,000 | 7,820 |
| Total debt securities | $1,956,000 | 8,577 |
| 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 | $2,746,000 | 8,501 |
| U.S. Government securities | $2,746,000 | 8,042 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,746,000 | 7,843 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $2,746,000 | 4,986 |
| Certificates of participation in pools of residential mortgages | $2,086,000 | 4,595 |
| Issued or guaranteed by U.S. | $2,086,000 | 4,578 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $660,000 | 3,438 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 3,291 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,746,000 | 7,610 |
| Total debt securities | $2,746,000 | 8,408 |
| 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 | $7,355,000 | 7,213 |
| U.S. Government securities | $7,355,000 | 6,314 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,355,000 | 6,088 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $4,477,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $3,707,000 | 3,583 |
| Issued or guaranteed by U.S. | $3,707,000 | 3,566 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $770,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $770,000 | 3,330 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,355,000 | 6,311 |
| Total debt securities | $7,356,000 | 7,115 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,780,000 | 8,091 |
| U.S. Government securities | $5,780,000 | 7,398 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,780,000 | 7,052 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $2,582,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $1,829,000 | 4,082 |
| Issued or guaranteed by U.S. | $1,829,000 | 4,057 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $753,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $753,000 | 2,929 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,780,000 | 6,979 |
| Total debt securities | $5,780,000 | 7,958 |
| 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 |