Home > Valley Bank > Securities
Valley Bank, Securities
| 2014-03-31 | Rank | |
| Total securities | $22,269,000 | 4,275 |
| U.S. Government securities | $22,092,000 | 3,325 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $22,092,000 | 3,229 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $177,000 | 2,432 |
| Privately issued residential mortgage-backed securities | $177,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,004,000 | 2,182 |
| Mortgage-backed securities | $22,269,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $17,134,000 | 1,961 |
| Issued or guaranteed by U.S. | $17,134,000 | 1,960 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,135,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $4,958,000 | 1,777 |
| Privately issued | $177,000 | 672 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $22,269,000 | 3,908 |
| Total debt securities | $22,269,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $23,838,000 | 4,153 |
| U.S. Government securities | $23,657,000 | 3,164 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,657,000 | 3,089 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $181,000 | 2,485 |
| Privately issued residential mortgage-backed securities | $181,000 | 732 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,611,000 | 2,130 |
| Mortgage-backed securities | $23,838,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $18,376,000 | 1,885 |
| Issued or guaranteed by U.S. | $18,376,000 | 1,884 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,462,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $5,281,000 | 1,732 |
| Privately issued | $181,000 | 699 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $23,838,000 | 3,797 |
| Total debt securities | $23,838,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $24,696,000 | 4,111 |
| U.S. Government securities | $24,515,000 | 3,140 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,515,000 | 3,059 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $181,000 | 2,545 |
| Privately issued residential mortgage-backed securities | $181,000 | 758 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,582,000 | 2,331 |
| Mortgage-backed securities | $24,696,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $18,807,000 | 1,859 |
| Issued or guaranteed by U.S. | $18,807,000 | 1,856 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,889,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $5,708,000 | 1,699 |
| Privately issued | $181,000 | 726 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $24,696,000 | 3,765 |
| Total debt securities | $24,696,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $27,686,000 | 3,877 |
| U.S. Government securities | $27,471,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,471,000 | 2,852 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $215,000 | 2,580 |
| Privately issued residential mortgage-backed securities | $215,000 | 759 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,583,000 | 2,323 |
| Mortgage-backed securities | $27,686,000 | 1,946 |
| Certificates of participation in pools of residential mortgages | $20,947,000 | 1,728 |
| Issued or guaranteed by U.S. | $20,947,000 | 1,726 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,739,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $6,524,000 | 1,631 |
| Privately issued | $215,000 | 728 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $27,686,000 | 3,567 |
| Total debt securities | $27,686,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,424,000 | 4,294 |
| U.S. Government securities | $22,208,000 | 3,335 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,208,000 | 3,257 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $216,000 | 2,577 |
| Privately issued residential mortgage-backed securities | $216,000 | 798 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,160,000 | 2,450 |
| Mortgage-backed securities | $22,424,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $16,790,000 | 2,026 |
| Issued or guaranteed by U.S. | $16,790,000 | 2,024 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,634,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $5,418,000 | 1,830 |
| Privately issued | $216,000 | 767 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,424,000 | 3,969 |
| Total debt securities | $22,424,000 | 4,265 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $19,203,000 | 4,550 |
| U.S. Government securities | $18,987,000 | 3,598 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,987,000 | 3,511 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $216,000 | 2,571 |
| Privately issued residential mortgage-backed securities | $216,000 | 833 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,309,000 | 2,513 |
| Mortgage-backed securities | $19,203,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $12,423,000 | 2,380 |
| Issued or guaranteed by U.S. | $12,423,000 | 2,378 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,780,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $6,564,000 | 1,728 |
| Privately issued | $216,000 | 801 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $19,203,000 | 4,203 |
| Total debt securities | $19,203,000 | 4,517 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $20,850,000 | 4,461 |
| U.S. Government securities | $20,633,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,633,000 | 3,439 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $217,000 | 2,658 |
| Privately issued residential mortgage-backed securities | $217,000 | 884 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,331,000 | 2,441 |
| Mortgage-backed securities | $20,850,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $12,781,000 | 2,476 |
| Issued or guaranteed by U.S. | $12,781,000 | 2,475 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,069,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $7,852,000 | 1,654 |
| Privately issued | $217,000 | 850 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,850,000 | 4,113 |
| Total debt securities | $20,850,000 | 4,424 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $23,916,000 | 4,218 |
| U.S. Government securities | $23,698,000 | 3,281 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,698,000 | 3,214 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $218,000 | 2,654 |
| Privately issued residential mortgage-backed securities | $218,000 | 945 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,751,000 | 2,280 |
| Mortgage-backed securities | $23,916,000 | 2,280 |
| Certificates of participation in pools of residential mortgages | $14,681,000 | 2,319 |
| Issued or guaranteed by U.S. | $14,681,000 | 2,317 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,235,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $9,017,000 | 1,580 |
| Privately issued | $218,000 | 909 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $23,916,000 | 3,891 |
| Total debt securities | $23,916,000 | 4,180 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $26,609,000 | 4,002 |
| U.S. Government securities | $26,390,000 | 3,128 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $26,390,000 | 3,072 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $219,000 | 2,645 |
| Privately issued residential mortgage-backed securities | $219,000 | 979 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,521,000 | 2,396 |
| Mortgage-backed securities | $26,609,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $19,284,000 | 1,936 |
| Issued or guaranteed by U.S. | $19,284,000 | 1,934 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,325,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $7,106,000 | 1,779 |
| Privately issued | $219,000 | 944 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $26,609,000 | 3,686 |
| Total debt securities | $26,609,000 | 3,971 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $24,805,000 | 4,106 |
| U.S. Government securities | $24,586,000 | 3,210 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,586,000 | 3,146 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $219,000 | 2,626 |
| Privately issued residential mortgage-backed securities | $219,000 | 1,066 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,093,000 | 2,153 |
| Mortgage-backed securities | $24,805,000 | 2,165 |
| Certificates of participation in pools of residential mortgages | $13,877,000 | 2,281 |
| Issued or guaranteed by U.S. | $13,877,000 | 2,277 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,928,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $10,709,000 | 1,379 |
| Privately issued | $219,000 | 1,011 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $24,805,000 | 3,767 |
| Total debt securities | $24,805,000 | 4,076 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $29,610,000 | 3,636 |
| U.S. Government securities | $24,732,000 | 3,127 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,732,000 | 3,049 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $4,878,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $4,878,000 | 441 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,338,000 | 1,946 |
| Mortgage-backed securities | $29,610,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $14,199,000 | 2,178 |
| Issued or guaranteed by U.S. | $14,199,000 | 2,171 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $15,411,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $10,533,000 | 1,376 |
| Privately issued | $4,878,000 | 420 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $29,610,000 | 3,352 |
| Total debt securities | $29,610,000 | 3,605 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $29,832,000 | 3,643 |
| U.S. Government securities | $24,954,000 | 3,175 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $24,954,000 | 3,095 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $4,878,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $4,878,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,810,000 | 1,986 |
| Mortgage-backed securities | $29,832,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $12,761,000 | 2,279 |
| Issued or guaranteed by U.S. | $12,761,000 | 2,273 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,071,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $12,193,000 | 1,229 |
| Privately issued | $4,878,000 | 432 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $29,832,000 | 3,348 |
| Total debt securities | $29,832,000 | 3,618 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $33,209,000 | 3,396 |
| U.S. Government securities | $28,328,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,328,000 | 2,816 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $4,881,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $4,881,000 | 481 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,459,000 | 2,086 |
| Mortgage-backed securities | $33,209,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | $12,930,000 | 2,203 |
| Issued or guaranteed by U.S. | $12,930,000 | 2,198 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $20,279,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $15,398,000 | 1,039 |
| Privately issued | $4,881,000 | 465 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $33,209,000 | 3,109 |
| Total debt securities | $33,209,000 | 3,368 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $33,882,000 | 3,221 |
| U.S. Government securities | $28,996,000 | 2,722 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,996,000 | 2,640 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $4,886,000 | 1,125 |
| Privately issued residential mortgage-backed securities | $4,886,000 | 516 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,511,000 | 1,900 |
| Mortgage-backed securities | $33,882,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $15,196,000 | 1,904 |
| Issued or guaranteed by U.S. | $15,196,000 | 1,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,686,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $13,800,000 | 1,065 |
| Privately issued | $4,886,000 | 495 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $33,882,000 | 2,946 |
| Total debt securities | $33,882,000 | 3,196 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $30,334,000 | 3,446 |
| U.S. Government securities | $23,755,000 | 3,081 |
| U.S. Treasury securities | $3,998,000 | 526 |
| U.S. Government agency obligations | $19,757,000 | 3,370 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $6,579,000 | 990 |
| Privately issued residential mortgage-backed securities | $6,579,000 | 495 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,995,000 | 1,898 |
| Mortgage-backed securities | $26,336,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $11,672,000 | 2,227 |
| Issued or guaranteed by U.S. | $11,672,000 | 2,222 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,664,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $8,085,000 | 1,429 |
| Privately issued | $6,579,000 | 472 |
| 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) | $5,633,000 | 1,394 |
| Available-for-sale securities (fair market value) | $24,701,000 | 3,576 |
| Total debt securities | $30,334,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $32,229,000 | 3,316 |
| U.S. Government securities | $25,367,000 | 3,000 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $25,367,000 | 2,918 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $6,862,000 | 969 |
| Privately issued residential mortgage-backed securities | $6,862,000 | 510 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,670,000 | 2,117 |
| Mortgage-backed securities | $32,229,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $14,059,000 | 1,978 |
| Issued or guaranteed by U.S. | $14,059,000 | 1,972 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,170,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $11,308,000 | 1,109 |
| Privately issued | $6,862,000 | 493 |
| 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) | $6,862,000 | 1,306 |
| Available-for-sale securities (fair market value) | $25,367,000 | 3,526 |
| Total debt securities | $32,229,000 | 3,283 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $34,645,000 | 3,185 |
| U.S. Government securities | $26,696,000 | 2,946 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,696,000 | 2,864 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $7,949,000 | 924 |
| Privately issued residential mortgage-backed securities | $7,949,000 | 508 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,450,000 | 2,187 |
| Mortgage-backed securities | $34,645,000 | 1,552 |
| Certificates of participation in pools of residential mortgages | $14,647,000 | 2,027 |
| Issued or guaranteed by U.S. | $14,647,000 | 2,021 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,998,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $12,049,000 | 1,044 |
| Privately issued | $7,949,000 | 487 |
| 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) | $10,700,000 | 1,058 |
| Available-for-sale securities (fair market value) | $23,945,000 | 3,640 |
| Total debt securities | $34,645,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $36,037,000 | 3,079 |
| U.S. Government securities | $27,761,000 | 2,829 |
| U.S. Treasury securities | $7,000,000 | 312 |
| U.S. Government agency obligations | $20,761,000 | 3,355 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $8,276,000 | 948 |
| Privately issued residential mortgage-backed securities | $8,276,000 | 525 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,069,000 | 2,156 |
| Mortgage-backed securities | $29,037,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $11,846,000 | 2,360 |
| Issued or guaranteed by U.S. | $11,846,000 | 2,353 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $17,191,000 | 1,041 |
| CMOs issued by government agencies or sponsored agencies | $8,915,000 | 1,204 |
| Privately issued | $8,276,000 | 504 |
| 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) | $14,292,000 | 890 |
| Available-for-sale securities (fair market value) | $21,745,000 | 3,831 |
| Total debt securities | $36,037,000 | 3,053 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $24,796,000 | 3,934 |
| U.S. Government securities | $15,989,000 | 3,991 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,989,000 | 3,916 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $8,807,000 | 964 |
| Privately issued residential mortgage-backed securities | $8,807,000 | 539 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,398,000 | 2,531 |
| Mortgage-backed securities | $22,462,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $5,981,000 | 3,362 |
| Issued or guaranteed by U.S. | $5,981,000 | 3,352 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,481,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $7,674,000 | 1,280 |
| Privately issued | $8,807,000 | 514 |
| 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) | $16,481,000 | 839 |
| Available-for-sale securities (fair market value) | $8,315,000 | 5,612 |
| Total debt securities | $24,796,000 | 3,894 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $29,715,000 | 3,480 |
| U.S. Government securities | $20,407,000 | 3,426 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $20,407,000 | 3,351 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $9,308,000 | 962 |
| Privately issued residential mortgage-backed securities | $9,308,000 | 537 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,741,000 | 2,099 |
| Mortgage-backed securities | $28,417,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $7,538,000 | 3,114 |
| Issued or guaranteed by U.S. | $7,538,000 | 3,102 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $20,879,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $11,571,000 | 1,007 |
| Privately issued | $9,308,000 | 512 |
| 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) | $20,879,000 | 728 |
| Available-for-sale securities (fair market value) | $8,836,000 | 5,532 |
| Total debt securities | $29,715,000 | 3,445 |
| 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 | $33,362,000 | 3,215 |
| U.S. Government securities | $17,444,000 | 3,836 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,444,000 | 3,760 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $15,918,000 | 663 |
| Privately issued residential mortgage-backed securities | $15,918,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,231,000 | 1,870 |
| Mortgage-backed securities | $32,041,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $5,959,000 | 3,523 |
| Issued or guaranteed by U.S. | $5,959,000 | 3,512 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $26,082,000 | 761 |
| CMOs issued by government agencies or sponsored agencies | $10,164,000 | 1,061 |
| Privately issued | $15,918,000 | 390 |
| 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) | $26,082,000 | 617 |
| Available-for-sale securities (fair market value) | $7,280,000 | 5,863 |
| Total debt securities | $33,362,000 | 3,180 |
| 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 | $47,631,000 | 2,407 |
| U.S. Government securities | $30,736,000 | 2,618 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,736,000 | 2,568 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $16,895,000 | 602 |
| Privately issued residential mortgage-backed securities | $16,895,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,862,000 | 1,492 |
| Mortgage-backed securities | $45,219,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $17,078,000 | 1,963 |
| Issued or guaranteed by U.S. | $17,078,000 | 1,952 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $28,141,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $11,246,000 | 974 |
| Privately issued | $16,895,000 | 363 |
| 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) | $28,141,000 | 578 |
| Available-for-sale securities (fair market value) | $19,490,000 | 4,044 |
| Total debt securities | $47,631,000 | 2,377 |
| 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 | $47,479,000 | 2,360 |
| U.S. Government securities | $30,082,000 | 2,576 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $30,082,000 | 2,518 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $17,397,000 | 584 |
| Privately issued residential mortgage-backed securities | $17,397,000 | 380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,395,000 | 1,118 |
| Mortgage-backed securities | $45,161,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $16,280,000 | 1,963 |
| Issued or guaranteed by U.S. | $16,280,000 | 1,952 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $28,881,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $11,484,000 | 913 |
| Privately issued | $17,397,000 | 364 |
| 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) | $28,881,000 | 570 |
| Available-for-sale securities (fair market value) | $18,598,000 | 4,059 |
| Total debt securities | $47,479,000 | 2,330 |
| 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 | $39,109,000 | 2,835 |
| U.S. Government securities | $20,929,000 | 3,432 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,929,000 | 3,371 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $18,180,000 | 593 |
| Privately issued residential mortgage-backed securities | $18,180,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,006,000 | 1,299 |
| Mortgage-backed securities | $36,824,000 | 1,405 |
| Certificates of participation in pools of residential mortgages | $6,720,000 | 3,216 |
| Issued or guaranteed by U.S. | $6,720,000 | 3,200 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $30,104,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $11,924,000 | 882 |
| Privately issued | $18,180,000 | 353 |
| 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) | $30,104,000 | 542 |
| Available-for-sale securities (fair market value) | $9,005,000 | 5,584 |
| Total debt securities | $39,109,000 | 2,791 |
| 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 | $34,474,000 | 3,108 |
| U.S. Government securities | $20,276,000 | 3,491 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,276,000 | 3,426 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $14,198,000 | 688 |
| Privately issued residential mortgage-backed securities | $14,198,000 | 419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,893,000 | 1,610 |
| Mortgage-backed securities | $32,108,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $13,417,000 | 2,142 |
| Issued or guaranteed by U.S. | $13,417,000 | 2,131 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,691,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $4,493,000 | 1,467 |
| Privately issued | $14,198,000 | 393 |
| 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) | $18,691,000 | 758 |
| Available-for-sale securities (fair market value) | $15,783,000 | 4,500 |
| Total debt securities | $34,474,000 | 3,063 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $19,903,000 | 4,464 |
| U.S. Government securities | $11,058,000 | 5,043 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,058,000 | 4,939 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $8,845,000 | 860 |
| Privately issued residential mortgage-backed securities | $8,845,000 | 482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,790,000 | 2,237 |
| Mortgage-backed securities | $16,589,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $7,744,000 | 2,624 |
| Issued or guaranteed by U.S. | $7,744,000 | 2,610 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,845,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $8,845,000 | 456 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,845,000 | 1,280 |
| Available-for-sale securities (fair market value) | $11,058,000 | 5,264 |
| Total debt securities | $19,903,000 | 4,414 |
| 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 | $29,434,000 | 3,496 |
| U.S. Government securities | $20,241,000 | 3,597 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,241,000 | 3,522 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $9,193,000 | 788 |
| Privately issued residential mortgage-backed securities | $9,193,000 | 437 |
| 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 | $24,390,000 | 1,868 |
| Mortgage-backed securities | $26,210,000 | 1,470 |
| Certificates of participation in pools of residential mortgages | $17,017,000 | 1,486 |
| Issued or guaranteed by U.S. | $17,017,000 | 1,476 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,193,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $9,193,000 | 415 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,193,000 | 1,310 |
| Available-for-sale securities (fair market value) | $20,241,000 | 3,934 |
| Total debt securities | $29,434,000 | 3,459 |
| 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 | $26,677,000 | 3,724 |
| U.S. Government securities | $17,883,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,883,000 | 3,853 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $8,794,000 | 776 |
| Privately issued residential mortgage-backed securities | $8,794,000 | 436 |
| 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 | $26,539,000 | 1,725 |
| Mortgage-backed securities | $23,532,000 | 1,557 |
| Certificates of participation in pools of residential mortgages | $14,738,000 | 1,604 |
| Issued or guaranteed by U.S. | $14,738,000 | 1,598 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,794,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $8,794,000 | 414 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,794,000 | 1,346 |
| Available-for-sale securities (fair market value) | $17,883,000 | 4,209 |
| Total debt securities | $26,677,000 | 3,676 |
| 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 | $22,910,000 | 4,125 |
| U.S. Government securities | $13,061,000 | 4,785 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,061,000 | 4,659 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $9,849,000 | 730 |
| Privately issued residential mortgage-backed securities | $9,849,000 | 399 |
| 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 | $21,470,000 | 2,076 |
| Mortgage-backed securities | $19,701,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | $9,852,000 | 2,079 |
| Issued or guaranteed by U.S. | $9,852,000 | 2,071 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,849,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,849,000 | 376 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,849,000 | 1,293 |
| Available-for-sale securities (fair market value) | $13,061,000 | 4,943 |
| Total debt securities | $22,910,000 | 4,071 |
| 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 | $24,101,000 | 4,024 |
| U.S. Government securities | $14,395,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,395,000 | 4,464 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $9,706,000 | 716 |
| Privately issued residential mortgage-backed securities | $9,706,000 | 396 |
| 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 | $23,939,000 | 1,898 |
| Mortgage-backed securities | $20,397,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $10,691,000 | 1,997 |
| Issued or guaranteed by U.S. | $10,691,000 | 1,987 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,706,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $9,706,000 | 376 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,706,000 | 1,331 |
| Available-for-sale securities (fair market value) | $14,395,000 | 4,763 |
| Total debt securities | $24,100,000 | 3,971 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $499,000 | 2,438 |
| 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 | $31,711,000 | 3,367 |
| U.S. Government securities | $24,602,000 | 3,229 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $24,602,000 | 3,140 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $7,109,000 | 846 |
| Privately issued residential mortgage-backed securities | $7,109,000 | 460 |
| 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 | $29,504,000 | 1,548 |
| Mortgage-backed securities | $28,023,000 | 1,401 |
| Certificates of participation in pools of residential mortgages | $20,914,000 | 1,286 |
| Issued or guaranteed by U.S. | $20,914,000 | 1,275 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,109,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $7,109,000 | 431 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,109,000 | 1,620 |
| Available-for-sale securities (fair market value) | $24,602,000 | 3,500 |
| Total debt securities | $31,711,000 | 3,324 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $499,000 | 2,552 |
| 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 | $23,206,000 | 4,161 |
| U.S. Government securities | $23,206,000 | 3,377 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $23,206,000 | 3,266 |
| 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 | $21,489,000 | 2,040 |
| Mortgage-backed securities | $19,604,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $19,604,000 | 1,355 |
| Issued or guaranteed by U.S. | $19,604,000 | 1,348 |
| 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) | $23,206,000 | 3,615 |
| Total debt securities | $23,206,000 | 4,102 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $499,000 | 2,593 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $19,578,000 | 4,674 |
| U.S. Government securities | $19,578,000 | 3,869 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,578,000 | 3,748 |
| 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 | $19,372,000 | 2,211 |
| Mortgage-backed securities | $15,913,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $15,913,000 | 1,579 |
| Issued or guaranteed by U.S. | $15,913,000 | 1,570 |
| 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) | $19,578,000 | 4,051 |
| Total debt securities | $19,579,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $500,000 | 2,584 |
| 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 | $12,634,000 | 5,792 |
| U.S. Government securities | $12,634,000 | 5,005 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,634,000 | 4,852 |
| 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 | $12,503,000 | 2,979 |
| Mortgage-backed securities | $8,940,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $8,940,000 | 2,306 |
| Issued or guaranteed by U.S. | $8,940,000 | 2,295 |
| 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) | $12,634,000 | 5,110 |
| Total debt securities | $12,634,000 | 5,739 |
| 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 | $13,560,000 | 5,603 |
| U.S. Government securities | $13,560,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,560,000 | 4,650 |
| 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 | $9,566,000 | 3,456 |
| Mortgage-backed securities | $9,844,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $9,844,000 | 2,212 |
| Issued or guaranteed by U.S. | $9,844,000 | 2,201 |
| 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) | $13,560,000 | 4,929 |
| Total debt securities | $13,560,000 | 5,545 |
| 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 | $14,768,000 | 5,459 |
| U.S. Government securities | $14,768,000 | 4,611 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,768,000 | 4,474 |
| 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 | $10,267,000 | 3,312 |
| Mortgage-backed securities | $11,004,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $11,004,000 | 2,145 |
| Issued or guaranteed by U.S. | $11,004,000 | 2,132 |
| 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) | $14,768,000 | 4,776 |
| Total debt securities | $14,768,000 | 5,389 |
| 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 | $7,138,000 | 7,076 |
| U.S. Government securities | $7,138,000 | 6,422 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,138,000 | 6,275 |
| 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 | $5,045,000 | 4,595 |
| Mortgage-backed securities | $3,469,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $3,469,000 | 3,804 |
| Issued or guaranteed by U.S. | $3,469,000 | 3,795 |
| 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) | $7,138,000 | 6,292 |
| Total debt securities | $7,138,000 | 7,021 |
| 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 | $4,966,000 | 7,652 |
| U.S. Government securities | $4,966,000 | 7,122 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,966,000 | 6,965 |
| 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 | $3,095,000 | 5,360 |
| Mortgage-backed securities | $1,722,000 | 5,202 |
| Certificates of participation in pools of residential mortgages | $1,722,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,722,000 | 4,616 |
| 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) | $4,966,000 | 6,862 |
| Total debt securities | $4,966,000 | 7,591 |
| 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 | $3,093,000 | 8,145 |
| U.S. Government securities | $3,093,000 | 7,730 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,093,000 | 7,580 |
| 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 | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $3,093,000 | 7,334 |
| Total debt securities | $3,093,000 | 8,082 |
| 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 | $4,546,000 | 7,859 |
| U.S. Government securities | $4,546,000 | 7,355 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,546,000 | 7,201 |
| 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 | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $4,546,000 | 7,070 |
| Total debt securities | $4,546,000 | 7,798 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,770 |
| Fair value | $1,498,000 | 1,699 |
| 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 | $4,693,000 | 7,828 |
| U.S. Government securities | $4,693,000 | 7,271 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,693,000 | 7,114 |
| 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 | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $4,693,000 | 7,028 |
| Total debt securities | $4,693,000 | 7,750 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,510,000 | 1,533 |
| 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 | $4,615,000 | 7,919 |
| U.S. Government securities | $4,615,000 | 7,358 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,615,000 | 7,181 |
| 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 | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $4,615,000 | 7,085 |
| Total debt securities | $4,615,000 | 7,844 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,373 |
| Fair value | $1,516,000 | 1,374 |
| 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 | $4,621,000 | 7,870 |
| U.S. Government securities | $4,621,000 | 7,260 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,621,000 | 7,078 |
| 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 | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $4,621,000 | 7,045 |
| Total debt securities | $4,621,000 | 7,785 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,197 |
| Fair value | $1,520,000 | 1,194 |
| 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 | $4,879,000 | 7,808 |
| U.S. Government securities | $4,879,000 | 7,135 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,879,000 | 6,957 |
| 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 | $88,000 | 6,911 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $88,000 | 3,991 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,797 |
| 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) | $4,879,000 | 6,986 |
| Total debt securities | $4,879,000 | 7,723 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,008 |
| Fair value | $1,535,000 | 1,010 |
| 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 | $3,987,000 | 8,097 |
| U.S. Government securities | $3,987,000 | 7,541 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,987,000 | 7,348 |
| 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 | $223,000 | 6,678 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $223,000 | 3,872 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,694 |
| 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) | $3,987,000 | 7,243 |
| Total debt securities | $3,986,000 | 8,016 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 756 |
| Fair value | $1,502,000 | 788 |
| 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 | $4,690,000 | 7,921 |
| U.S. Government securities | $4,690,000 | 7,287 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,690,000 | 7,083 |
| 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 | $503,000 | 6,347 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,629 |
| Issued or guaranteed by U.S. | $61,000 | 6,609 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $442,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 3,525 |
| 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) | $4,690,000 | 7,047 |
| Total debt securities | $4,690,000 | 7,840 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 609 |
| Fair value | $1,500,000 | 658 |
| 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 | $2,204,000 | 8,803 |
| U.S. Government securities | $2,202,000 | 8,397 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,202,000 | 8,191 |
| 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 | $802,000 | 6,058 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,581 |
| Issued or guaranteed by U.S. | $78,000 | 6,558 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $724,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 3,363 |
| 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) | $2,029,000 | 3,179 |
| Available-for-sale securities (fair market value) | $175,000 | 8,521 |
| Total debt securities | $2,202,000 | 8,719 |
| 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 | $8,131,000 | 7,321 |
| U.S. Government securities | $8,131,000 | 6,453 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,131,000 | 6,104 |
| 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 | $650,000 | 5,911 |
| Certificates of participation in pools of residential mortgages | $100,000 | 6,396 |
| Issued or guaranteed by U.S. | $100,000 | 6,374 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $550,000 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $550,000 | 3,094 |
| 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) | $7,895,000 | 2,172 |
| Available-for-sale securities (fair market value) | $236,000 | 8,918 |
| Total debt securities | $8,131,000 | 7,207 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,348,000 | 7,543 |
| U.S. Government securities | $8,348,000 | 6,653 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,348,000 | 6,117 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,000 | 8,143 |
| Mortgage-backed securities | $872,000 | 5,991 |
| Certificates of participation in pools of residential mortgages | $144,000 | 6,562 |
| Issued or guaranteed by U.S. | $144,000 | 6,545 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $728,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $728,000 | 3,140 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,060,000 | 2,394 |
| Available-for-sale securities (fair market value) | $288,000 | 9,142 |
| Total debt securities | $8,348,000 | 7,426 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,884,000 | 8,056 |
| U.S. Government securities | $6,884,000 | 7,194 |
| U.S. Treasury securities | $3,999,000 | 2,675 |
| U.S. Government agency obligations | $2,885,000 | 8,292 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,000 | 8,320 |
| Mortgage-backed securities | $2,393,000 | 5,069 |
| Certificates of participation in pools of residential mortgages | $478,000 | 6,017 |
| Issued or guaranteed by U.S. | $478,000 | 6,002 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,915,000 | 2,692 |
| CMOs issued by government agencies or sponsored agencies | $1,915,000 | 2,558 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,997,000 | 4,769 |
| Available-for-sale securities (fair market value) | $4,887,000 | 7,400 |
| Total debt securities | $6,879,000 | 7,937 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,043,000 | 7,104 |
| U.S. Government securities | $11,043,000 | 6,119 |
| U.S. Treasury securities | $4,004,000 | 3,687 |
| U.S. Government agency obligations | $7,039,000 | 6,336 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,000 | 8,689 |
| Mortgage-backed securities | $4,289,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 5,370 |
| Issued or guaranteed by U.S. | $1,005,000 | 5,348 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,284,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $3,284,000 | 2,047 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,573,000 | 3,924 |
| Available-for-sale securities (fair market value) | $5,470,000 | 7,281 |
| Total debt securities | $11,043,000 | 6,974 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 565 |
| Fair value | $2,740,000 | 563 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,318,000 | 6,904 |
| U.S. Government securities | $13,318,000 | 5,947 |
| U.S. Treasury securities | $4,508,000 | 4,061 |
| U.S. Government agency obligations | $8,810,000 | 5,908 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,000 | 9,104 |
| Mortgage-backed securities | $5,569,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $1,167,000 | 5,599 |
| Issued or guaranteed by U.S. | $1,167,000 | 5,582 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,402,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $4,402,000 | 1,984 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,752,000 | 4,043 |
| Available-for-sale securities (fair market value) | $6,566,000 | 7,144 |
| Total debt securities | $13,318,000 | 6,771 |
| Structured notes | ||
| Amortized cost | $2,751,000 | 787 |
| Fair value | $2,713,000 | 791 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,022,000 | 7,919 |
| U.S. Government securities | $11,022,000 | 6,907 |
| U.S. Treasury securities | $2,027,000 | 6,987 |
| U.S. Government agency obligations | $8,995,000 | 5,865 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,000 | 9,327 |
| Mortgage-backed securities | $6,246,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $1,491,000 | 5,461 |
| Issued or guaranteed by U.S. | $1,491,000 | 5,433 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,755,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $4,755,000 | 2,114 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,285,000 | 4,118 |
| Available-for-sale securities (fair market value) | $3,737,000 | 8,608 |
| Total debt securities | $11,022,000 | 7,788 |
| Structured notes | ||
| Amortized cost | $2,751,000 | 1,295 |
| Fair value | $2,680,000 | 1,310 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $12,733,000 | 7,806 |
| U.S. Government securities | $12,733,000 | 6,718 |
| U.S. Treasury securities | $1,984,000 | 8,301 |
| U.S. Government agency obligations | $10,749,000 | 5,105 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $886,000 | 8,656 |
| Mortgage-backed securities | $8,025,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $3,170,000 | 4,257 |
| Issued or guaranteed by U.S. | $3,170,000 | 4,232 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,855,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $4,855,000 | 2,229 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,411,000 | 6,727 |
| Available-for-sale securities (fair market value) | $5,322,000 | 6,700 |
| Total debt securities | $12,733,000 | 7,688 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $16,674,000 | 6,927 |
| U.S. Government securities | $16,172,000 | 5,967 |
| U.S. Treasury securities | $2,993,000 | 7,416 |
| U.S. Government agency obligations | $13,179,000 | 4,589 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $502,000 | 3,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,383,000 | 7,927 |
| Mortgage-backed securities | $10,433,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $6,420,000 | 3,267 |
| Issued or guaranteed by U.S. | $6,420,000 | 3,238 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,013,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $4,013,000 | 2,808 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,172,000 | 6,912 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $7,744,000 | 10,153 |
| U.S. Government securities | $7,490,000 | 9,264 |
| U.S. Treasury securities | $150,000 | 11,991 |
| U.S. Government agency obligations | $7,340,000 | 6,660 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $254,000 | 3,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,511,000 | 7,782 |
| Mortgage-backed securities | $6,341,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $6,341,000 | 3,439 |
| Issued or guaranteed by U.S. | $6,341,000 | 3,392 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,490,000 | 10,122 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |