Home > Harbor Community Bank > Securities
Harbor Community Bank, Securities
| 2017-12-31 | Rank | |
| Total securities | $588,596,000 | 278 |
| U.S. Government securities | $568,128,000 | 218 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $568,128,000 | 209 |
| Securities issued by states & political subdivisions | $4,373,000 | 3,490 |
| Other domestic debt securities | $16,095,000 | 433 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $16,095,000 | 110 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,987,000 | 299 |
| Mortgage-backed securities | $524,107,000 | 200 |
| Certificates of participation in pools of residential mortgages | $340,146,000 | 156 |
| Issued or guaranteed by U.S. | $340,146,000 | 154 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $158,711,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $158,711,000 | 189 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $25,250,000 | 317 |
| Commercial mortgage pass-through securities | $22,274,000 | 167 |
| Other commercial mortgage-backed securities | $2,976,000 | 567 |
| Held to maturity securities (book value) | $162,169,000 | 181 |
| Available-for-sale securities (fair market value) | $426,427,000 | 324 |
| Total debt securities | $588,596,000 | 272 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $621,213,000 | 263 |
| U.S. Government securities | $600,379,000 | 213 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $600,379,000 | 204 |
| Securities issued by states & political subdivisions | $4,379,000 | 3,529 |
| Other domestic debt securities | $16,455,000 | 431 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $16,455,000 | 107 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,392,000 | 290 |
| Mortgage-backed securities | $553,417,000 | 191 |
| Certificates of participation in pools of residential mortgages | $358,979,000 | 148 |
| Issued or guaranteed by U.S. | $358,979,000 | 146 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $167,139,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $167,139,000 | 177 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $27,299,000 | 297 |
| Commercial mortgage pass-through securities | $24,324,000 | 162 |
| Other commercial mortgage-backed securities | $2,975,000 | 543 |
| Held to maturity securities (book value) | $170,194,000 | 179 |
| Available-for-sale securities (fair market value) | $451,019,000 | 302 |
| Total debt securities | $621,213,000 | 256 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $609,929,000 | 271 |
| U.S. Government securities | $588,628,000 | 220 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $588,628,000 | 211 |
| Securities issued by states & political subdivisions | $4,385,000 | 3,571 |
| Other domestic debt securities | $16,916,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $16,916,000 | 100 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,865,000 | 298 |
| Mortgage-backed securities | $542,562,000 | 198 |
| Certificates of participation in pools of residential mortgages | $375,327,000 | 144 |
| Issued or guaranteed by U.S. | $375,327,000 | 142 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $139,856,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $139,856,000 | 196 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $27,379,000 | 290 |
| Commercial mortgage pass-through securities | $24,405,000 | 158 |
| Other commercial mortgage-backed securities | $2,974,000 | 529 |
| Held to maturity securities (book value) | $176,882,000 | 182 |
| Available-for-sale securities (fair market value) | $433,047,000 | 321 |
| Total debt securities | $609,929,000 | 265 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $596,150,000 | 279 |
| U.S. Government securities | $574,908,000 | 224 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $574,908,000 | 216 |
| Securities issued by states & political subdivisions | $4,391,000 | 3,603 |
| Other domestic debt securities | $16,851,000 | 447 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $16,851,000 | 101 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,394,000 | 303 |
| Mortgage-backed securities | $525,025,000 | 200 |
| Certificates of participation in pools of residential mortgages | $362,731,000 | 151 |
| Issued or guaranteed by U.S. | $362,731,000 | 149 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $134,879,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $134,879,000 | 205 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $27,415,000 | 284 |
| Commercial mortgage pass-through securities | $24,443,000 | 156 |
| Other commercial mortgage-backed securities | $2,972,000 | 515 |
| Held to maturity securities (book value) | $177,417,000 | 180 |
| Available-for-sale securities (fair market value) | $418,733,000 | 331 |
| Total debt securities | $596,150,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $524,865,000 | 303 |
| U.S. Government securities | $503,590,000 | 239 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $503,590,000 | 230 |
| Securities issued by states & political subdivisions | $4,396,000 | 3,633 |
| Other domestic debt securities | $16,879,000 | 436 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $16,879,000 | 97 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,706,000 | 327 |
| Mortgage-backed securities | $451,280,000 | 220 |
| Certificates of participation in pools of residential mortgages | $304,177,000 | 167 |
| Issued or guaranteed by U.S. | $304,177,000 | 165 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $119,855,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $119,855,000 | 216 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $27,248,000 | 277 |
| Commercial mortgage pass-through securities | $24,277,000 | 157 |
| Other commercial mortgage-backed securities | $2,971,000 | 501 |
| Held to maturity securities (book value) | $174,970,000 | 180 |
| Available-for-sale securities (fair market value) | $349,895,000 | 377 |
| Total debt securities | $524,865,000 | 299 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $561,012,000 | 279 |
| U.S. Government securities | $539,380,000 | 221 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $539,380,000 | 213 |
| Securities issued by states & political subdivisions | $4,402,000 | 3,651 |
| Other domestic debt securities | $17,230,000 | 430 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $17,230,000 | 95 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,802,000 | 313 |
| Mortgage-backed securities | $484,810,000 | 206 |
| Certificates of participation in pools of residential mortgages | $328,217,000 | 146 |
| Issued or guaranteed by U.S. | $328,217,000 | 145 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $129,012,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $129,012,000 | 214 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $27,581,000 | 271 |
| Commercial mortgage pass-through securities | $24,611,000 | 154 |
| Other commercial mortgage-backed securities | $2,970,000 | 495 |
| Held to maturity securities (book value) | $183,479,000 | 167 |
| Available-for-sale securities (fair market value) | $377,533,000 | 346 |
| Total debt securities | $561,012,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $564,001,000 | 280 |
| U.S. Government securities | $542,410,000 | 219 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $542,410,000 | 212 |
| Securities issued by states & political subdivisions | $4,408,000 | 3,666 |
| Other domestic debt securities | $17,183,000 | 441 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $17,183,000 | 96 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,153,000 | 384 |
| Mortgage-backed securities | $480,625,000 | 204 |
| Certificates of participation in pools of residential mortgages | $324,283,000 | 155 |
| Issued or guaranteed by U.S. | $324,283,000 | 153 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $131,917,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $131,917,000 | 215 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $24,425,000 | 266 |
| Commercial mortgage pass-through securities | $21,456,000 | 153 |
| Other commercial mortgage-backed securities | $2,969,000 | 487 |
| Held to maturity securities (book value) | $180,137,000 | 173 |
| Available-for-sale securities (fair market value) | $383,864,000 | 342 |
| Total debt securities | $563,999,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $539,155,000 | 290 |
| U.S. Government securities | $517,477,000 | 230 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $517,477,000 | 221 |
| Securities issued by states & political subdivisions | $4,413,000 | 3,665 |
| Other domestic debt securities | $17,265,000 | 443 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $17,265,000 | 98 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,510,000 | 364 |
| Mortgage-backed securities | $451,583,000 | 212 |
| Certificates of participation in pools of residential mortgages | $306,301,000 | 157 |
| Issued or guaranteed by U.S. | $306,301,000 | 155 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $120,858,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $120,858,000 | 233 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $24,424,000 | 256 |
| Commercial mortgage pass-through securities | $21,457,000 | 142 |
| Other commercial mortgage-backed securities | $2,967,000 | 471 |
| Held to maturity securities (book value) | $151,163,000 | 202 |
| Available-for-sale securities (fair market value) | $387,992,000 | 338 |
| Total debt securities | $539,155,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $514,502,000 | 304 |
| U.S. Government securities | $492,537,000 | 238 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $492,537,000 | 226 |
| Securities issued by states & political subdivisions | $4,419,000 | 3,697 |
| Other domestic debt securities | $17,546,000 | 428 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $17,546,000 | 98 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,625,000 | 353 |
| Mortgage-backed securities | $424,682,000 | 218 |
| Certificates of participation in pools of residential mortgages | $306,694,000 | 158 |
| Issued or guaranteed by U.S. | $306,694,000 | 156 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $115,022,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $115,022,000 | 240 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,966,000 | 665 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,966,000 | 437 |
| Held to maturity securities (book value) | $150,681,000 | 207 |
| Available-for-sale securities (fair market value) | $363,821,000 | 362 |
| Total debt securities | $514,501,000 | 297 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $466,176,000 | 332 |
| U.S. Government securities | $443,808,000 | 257 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $443,808,000 | 250 |
| Securities issued by states & political subdivisions | $4,424,000 | 3,730 |
| Other domestic debt securities | $17,944,000 | 427 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $17,944,000 | 99 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,352,000 | 362 |
| Mortgage-backed securities | $370,829,000 | 238 |
| Certificates of participation in pools of residential mortgages | $263,841,000 | 176 |
| Issued or guaranteed by U.S. | $263,841,000 | 175 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $104,023,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $104,023,000 | 255 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,965,000 | 644 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,965,000 | 411 |
| Held to maturity securities (book value) | $150,095,000 | 206 |
| Available-for-sale securities (fair market value) | $316,081,000 | 413 |
| Total debt securities | $466,175,000 | 326 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $488,703,000 | 319 |
| U.S. Government securities | $465,811,000 | 251 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $465,811,000 | 241 |
| Securities issued by states & political subdivisions | $4,430,000 | 3,736 |
| Other domestic debt securities | $18,462,000 | 421 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $18,462,000 | 97 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,343,000 | 474 |
| Mortgage-backed securities | $388,783,000 | 229 |
| Certificates of participation in pools of residential mortgages | $276,690,000 | 168 |
| Issued or guaranteed by U.S. | $276,690,000 | 167 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $109,132,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $109,132,000 | 257 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,961,000 | 613 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,961,000 | 397 |
| Held to maturity securities (book value) | $155,751,000 | 198 |
| Available-for-sale securities (fair market value) | $332,952,000 | 392 |
| Total debt securities | $488,704,000 | 310 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $502,952,000 | 310 |
| U.S. Government securities | $479,768,000 | 245 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $479,768,000 | 235 |
| Securities issued by states & political subdivisions | $4,435,000 | 3,734 |
| Other domestic debt securities | $18,749,000 | 416 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $18,749,000 | 100 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,029,000 | 453 |
| Mortgage-backed securities | $400,201,000 | 230 |
| Certificates of participation in pools of residential mortgages | $281,858,000 | 170 |
| Issued or guaranteed by U.S. | $281,858,000 | 169 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $115,383,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $115,383,000 | 248 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,960,000 | 594 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,960,000 | 385 |
| Held to maturity securities (book value) | $162,060,000 | 195 |
| Available-for-sale securities (fair market value) | $340,892,000 | 384 |
| Total debt securities | $502,953,000 | 298 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $478,371,000 | 323 |
| U.S. Government securities | $455,114,000 | 255 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $455,114,000 | 249 |
| Securities issued by states & political subdivisions | $4,441,000 | 3,776 |
| Other domestic debt securities | $18,816,000 | 406 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $18,816,000 | 93 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,621,000 | 436 |
| Mortgage-backed securities | $397,132,000 | 232 |
| Certificates of participation in pools of residential mortgages | $273,132,000 | 171 |
| Issued or guaranteed by U.S. | $273,132,000 | 170 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $121,041,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $121,041,000 | 245 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,959,000 | 581 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,959,000 | 363 |
| Held to maturity securities (book value) | $166,984,000 | 183 |
| Available-for-sale securities (fair market value) | $311,387,000 | 419 |
| Total debt securities | $478,370,000 | 312 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $372,273,000 | 423 |
| U.S. Government securities | $348,245,000 | 320 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $348,245,000 | 310 |
| Securities issued by states & political subdivisions | $4,446,000 | 3,818 |
| Other domestic debt securities | $19,582,000 | 399 |
| Privately issued residential mortgage-backed securities | $10,349,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $9,233,000 | 146 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,921,000 | 514 |
| Mortgage-backed securities | $298,688,000 | 283 |
| Certificates of participation in pools of residential mortgages | $193,165,000 | 237 |
| Issued or guaranteed by U.S. | $193,165,000 | 236 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $102,566,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $92,217,000 | 291 |
| Privately issued | $10,349,000 | 131 |
| Commercial mortgage-backed securities | $2,957,000 | 556 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $2,957,000 | 334 |
| Held to maturity securities (book value) | $122,754,000 | 233 |
| Available-for-sale securities (fair market value) | $249,519,000 | 515 |
| Total debt securities | $372,272,000 | 417 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $234,258,000 | 637 |
| U.S. Government securities | $220,587,000 | 489 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $220,587,000 | 470 |
| Securities issued by states & political subdivisions | $4,419,000 | 3,853 |
| Other domestic debt securities | $9,252,000 | 651 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $9,252,000 | 156 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,859,000 | 972 |
| Mortgage-backed securities | $170,945,000 | 441 |
| Certificates of participation in pools of residential mortgages | $118,176,000 | 372 |
| Issued or guaranteed by U.S. | $118,176,000 | 372 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $49,840,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $49,840,000 | 459 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,929,000 | 565 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,929,000 | 329 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $234,258,000 | 550 |
| Total debt securities | $234,257,000 | 628 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $203,134,000 | 764 |
| U.S. Government securities | $189,563,000 | 559 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $189,563,000 | 537 |
| Securities issued by states & political subdivisions | $4,332,000 | 3,903 |
| Other domestic debt securities | $9,239,000 | 677 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $9,239,000 | 157 |
| 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 | $42,444,000 | 1,333 |
| Mortgage-backed securities | $146,240,000 | 501 |
| Certificates of participation in pools of residential mortgages | $99,616,000 | 457 |
| Issued or guaranteed by U.S. | $99,616,000 | 456 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $43,773,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $43,773,000 | 496 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,851,000 | 544 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,851,000 | 316 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $203,134,000 | 663 |
| Total debt securities | $203,136,000 | 751 |
| 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 | $181,768,000 | 835 |
| U.S. Government securities | $168,442,000 | 632 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $168,442,000 | 613 |
| Securities issued by states & political subdivisions | $4,185,000 | 3,946 |
| Other domestic debt securities | $9,141,000 | 718 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $9,141,000 | 154 |
| 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 | $41,022,000 | 1,358 |
| Mortgage-backed securities | $136,544,000 | 522 |
| Certificates of participation in pools of residential mortgages | $92,114,000 | 488 |
| Issued or guaranteed by U.S. | $92,114,000 | 488 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $41,621,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $41,621,000 | 510 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,809,000 | 511 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,809,000 | 305 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $181,768,000 | 720 |
| Total debt securities | $181,768,000 | 822 |
| 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 | $152,844,000 | 1,016 |
| U.S. Government securities | $139,258,000 | 739 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $139,258,000 | 712 |
| Securities issued by states & political subdivisions | $4,453,000 | 3,898 |
| Other domestic debt securities | $9,133,000 | 733 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $9,133,000 | 157 |
| 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 | $37,916,000 | 1,422 |
| Mortgage-backed securities | $111,092,000 | 614 |
| Certificates of participation in pools of residential mortgages | $71,159,000 | 632 |
| Issued or guaranteed by U.S. | $71,159,000 | 629 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $39,933,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $39,933,000 | 532 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $152,844,000 | 885 |
| Total debt securities | $152,844,000 | 1,003 |
| 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 | $130,864,000 | 1,165 |
| U.S. Government securities | $117,310,000 | 868 |
| U.S. Treasury securities | $101,000 | 1,116 |
| U.S. Government agency obligations | $117,209,000 | 839 |
| Securities issued by states & political subdivisions | $4,521,000 | 3,874 |
| Other domestic debt securities | $9,033,000 | 741 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $9,033,000 | 153 |
| 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 | $40,182,000 | 1,343 |
| Mortgage-backed securities | $92,230,000 | 737 |
| Certificates of participation in pools of residential mortgages | $49,807,000 | 857 |
| Issued or guaranteed by U.S. | $49,807,000 | 856 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $42,423,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $42,423,000 | 513 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $130,864,000 | 1,041 |
| Total debt securities | $130,863,000 | 1,154 |
| 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 | $129,913,000 | 1,198 |
| U.S. Government securities | $122,161,000 | 858 |
| U.S. Treasury securities | $102,000 | 1,123 |
| U.S. Government agency obligations | $122,059,000 | 828 |
| Securities issued by states & political subdivisions | $3,508,000 | 4,121 |
| Other domestic debt securities | $4,244,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $4,244,000 | 204 |
| 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 | $40,838,000 | 1,345 |
| Mortgage-backed securities | $96,394,000 | 728 |
| Certificates of participation in pools of residential mortgages | $52,279,000 | 843 |
| Issued or guaranteed by U.S. | $52,279,000 | 843 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $44,115,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $44,115,000 | 518 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $129,913,000 | 1,082 |
| Total debt securities | $129,913,000 | 1,185 |
| 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 | $138,019,000 | 1,093 |
| U.S. Government securities | $130,193,000 | 794 |
| U.S. Treasury securities | $103,000 | 1,097 |
| U.S. Government agency obligations | $130,090,000 | 762 |
| Securities issued by states & political subdivisions | $3,577,000 | 4,106 |
| Other domestic debt securities | $4,249,000 | 1,111 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $4,249,000 | 185 |
| 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 | $37,925,000 | 1,410 |
| Mortgage-backed securities | $103,187,000 | 676 |
| Certificates of participation in pools of residential mortgages | $56,121,000 | 775 |
| Issued or guaranteed by U.S. | $56,121,000 | 774 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $47,066,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $47,066,000 | 502 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $138,019,000 | 980 |
| Total debt securities | $138,019,000 | 1,083 |
| 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 | $107,414,000 | 1,399 |
| U.S. Government securities | $105,660,000 | 978 |
| U.S. Treasury securities | $104,000 | 1,043 |
| U.S. Government agency obligations | $105,556,000 | 946 |
| Securities issued by states & political subdivisions | $1,754,000 | 4,665 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,082,000 | 1,600 |
| Mortgage-backed securities | $90,248,000 | 806 |
| Certificates of participation in pools of residential mortgages | $47,447,000 | 944 |
| Issued or guaranteed by U.S. | $47,447,000 | 944 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $42,801,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $42,801,000 | 563 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $107,414,000 | 1,267 |
| Total debt securities | $107,414,000 | 1,384 |
| 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 | $95,846,000 | 1,552 |
| U.S. Government securities | $94,514,000 | 1,097 |
| U.S. Treasury securities | $4,321,000 | 434 |
| U.S. Government agency obligations | $90,193,000 | 1,119 |
| Securities issued by states & political subdivisions | $1,332,000 | 4,822 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,241,000 | 1,238 |
| Mortgage-backed securities | $81,933,000 | 901 |
| Certificates of participation in pools of residential mortgages | $45,300,000 | 1,001 |
| Issued or guaranteed by U.S. | $45,300,000 | 1,000 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $36,633,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $36,633,000 | 643 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $95,846,000 | 1,397 |
| Total debt securities | $95,846,000 | 1,528 |
| 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 | $61,703,000 | 2,268 |
| U.S. Government securities | $61,703,000 | 1,670 |
| U.S. Treasury securities | $106,000 | 1,110 |
| U.S. Government agency obligations | $61,597,000 | 1,631 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,890,000 | 2,080 |
| Mortgage-backed securities | $56,350,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $36,613,000 | 1,184 |
| Issued or guaranteed by U.S. | $36,613,000 | 1,184 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,737,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $19,737,000 | 1,022 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $61,703,000 | 2,073 |
| Total debt securities | $61,703,000 | 2,251 |
| 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 | $49,565,000 | 2,605 |
| U.S. Government securities | $49,565,000 | 1,902 |
| U.S. Treasury securities | $106,000 | 1,030 |
| U.S. Government agency obligations | $49,459,000 | 1,853 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,386,000 | 2,455 |
| Mortgage-backed securities | $47,427,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $36,792,000 | 1,114 |
| Issued or guaranteed by U.S. | $36,792,000 | 1,112 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,635,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $10,635,000 | 1,388 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $49,565,000 | 2,372 |
| Total debt securities | $49,565,000 | 2,584 |
| 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 | $49,230,000 | 2,558 |
| U.S. Government securities | $49,230,000 | 1,855 |
| U.S. Treasury securities | $108,000 | 1,078 |
| U.S. Government agency obligations | $49,122,000 | 1,811 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,163,000 | 3,888 |
| Mortgage-backed securities | $47,067,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $47,067,000 | 894 |
| Issued or guaranteed by U.S. | $47,067,000 | 888 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $49,230,000 | 2,326 |
| Total debt securities | $49,230,000 | 2,535 |
| 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 | $45,089,000 | 2,750 |
| U.S. Government securities | $45,089,000 | 2,004 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,089,000 | 1,944 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,902,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $42,902,000 | 926 |
| Issued or guaranteed by U.S. | $42,902,000 | 921 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $45,089,000 | 2,503 |
| Total debt securities | $45,089,000 | 2,730 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $35,156,000 | 3,250 |
| U.S. Government securities | $35,156,000 | 2,466 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,156,000 | 2,391 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,952,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $32,952,000 | 1,114 |
| Issued or guaranteed by U.S. | $32,952,000 | 1,107 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $35,156,000 | 2,969 |
| Total debt securities | $35,156,000 | 3,224 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $8,009,000 | 6,015 |
| U.S. Government securities | $8,009,000 | 5,255 |
| U.S. Treasury securities | $109,000 | 1,226 |
| U.S. Government agency obligations | $7,900,000 | 5,166 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,009,000 | 3,538 |
| Mortgage-backed securities | $5,786,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | $5,786,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,786,000 | 3,178 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,009,000 | 5,563 |
| Total debt securities | $8,010,000 | 5,981 |
| 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 | $12,490,000 | 5,306 |
| U.S. Government securities | $11,820,000 | 4,514 |
| U.S. Treasury securities | $110,000 | 1,133 |
| U.S. Government agency obligations | $11,710,000 | 4,412 |
| Securities issued by states & political subdivisions | $670,000 | 5,077 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,816,000 | 3,419 |
| Mortgage-backed securities | $6,553,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $6,553,000 | 2,964 |
| Issued or guaranteed by U.S. | $6,553,000 | 2,955 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $12,490,000 | 4,865 |
| Total debt securities | $12,490,000 | 5,276 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,542 |
| Fair value | $3,004,000 | 1,610 |
| 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 | $13,993,000 | 5,110 |
| U.S. Government securities | $13,348,000 | 4,341 |
| U.S. Treasury securities | $110,000 | 1,075 |
| U.S. Government agency obligations | $13,238,000 | 4,251 |
| Securities issued by states & political subdivisions | $645,000 | 5,076 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,326,000 | 4,850 |
| Mortgage-backed securities | $7,064,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $7,064,000 | 2,908 |
| Issued or guaranteed by U.S. | $7,064,000 | 2,898 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $13,993,000 | 4,687 |
| Total debt securities | $13,993,000 | 5,081 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,371 |
| Fair value | $4,016,000 | 1,404 |
| 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 | $8,982,000 | 5,985 |
| U.S. Government securities | $8,345,000 | 5,349 |
| U.S. Treasury securities | $108,000 | 1,086 |
| U.S. Government agency obligations | $8,237,000 | 5,256 |
| Securities issued by states & political subdivisions | $637,000 | 5,103 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,345,000 | 4,902 |
| Mortgage-backed securities | $7,241,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $7,241,000 | 2,947 |
| Issued or guaranteed by U.S. | $7,241,000 | 2,939 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,982,000 | 5,501 |
| Total debt securities | $8,982,000 | 5,939 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $996,000 | 2,398 |
| 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 | $8,340,000 | 6,079 |
| U.S. Government securities | $2,930,000 | 6,692 |
| U.S. Treasury securities | $108,000 | 1,033 |
| U.S. Government agency obligations | $2,822,000 | 6,614 |
| Securities issued by states & political subdivisions | $5,410,000 | 3,139 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $917,000 | 5,958 |
| Mortgage-backed securities | $2,822,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $2,822,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,822,000 | 4,196 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,340,000 | 5,594 |
| Total debt securities | $8,341,000 | 6,036 |
| 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 | $8,623,000 | 6,073 |
| U.S. Government securities | $5,439,000 | 6,032 |
| U.S. Treasury securities | $109,000 | 1,000 |
| U.S. Government agency obligations | $5,330,000 | 5,972 |
| Securities issued by states & political subdivisions | $3,184,000 | 3,854 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $956,000 | 5,958 |
| Mortgage-backed securities | $5,330,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $5,330,000 | 3,555 |
| Issued or guaranteed by U.S. | $5,330,000 | 3,544 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,623,000 | 5,558 |
| Total debt securities | $8,623,000 | 6,026 |
| 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 | $8,754,000 | 6,060 |
| U.S. Government securities | $5,752,000 | 5,972 |
| U.S. Treasury securities | $108,000 | 990 |
| U.S. Government agency obligations | $5,644,000 | 5,915 |
| Securities issued by states & political subdivisions | $3,002,000 | 3,890 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 5,984 |
| Mortgage-backed securities | $5,644,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $5,644,000 | 3,526 |
| Issued or guaranteed by U.S. | $5,644,000 | 3,513 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,754,000 | 5,553 |
| Total debt securities | $8,754,000 | 6,006 |
| 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 | $9,186,000 | 6,044 |
| U.S. Government securities | $6,239,000 | 5,951 |
| U.S. Treasury securities | $111,000 | 927 |
| U.S. Government agency obligations | $6,128,000 | 5,916 |
| Securities issued by states & political subdivisions | $2,947,000 | 3,827 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,047,000 | 5,978 |
| Mortgage-backed securities | $6,128,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $6,128,000 | 3,494 |
| Issued or guaranteed by U.S. | $6,128,000 | 3,483 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $9,186,000 | 5,526 |
| Total debt securities | $9,186,000 | 5,989 |
| 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 | $9,483,000 | 6,028 |
| U.S. Government securities | $6,549,000 | 5,971 |
| U.S. Treasury securities | $114,000 | 913 |
| U.S. Government agency obligations | $6,435,000 | 5,918 |
| Securities issued by states & political subdivisions | $2,934,000 | 3,790 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,074,000 | 5,982 |
| Mortgage-backed securities | $6,435,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $6,435,000 | 3,386 |
| Issued or guaranteed by U.S. | $6,435,000 | 3,374 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $9,483,000 | 5,487 |
| Total debt securities | $9,483,000 | 5,984 |
| 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 | $9,334,000 | 6,017 |
| U.S. Government securities | $6,541,000 | 5,955 |
| U.S. Treasury securities | $106,000 | 965 |
| U.S. Government agency obligations | $6,435,000 | 5,901 |
| Securities issued by states & political subdivisions | $2,793,000 | 3,841 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,045,000 | 6,028 |
| Mortgage-backed securities | $6,435,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $6,435,000 | 3,298 |
| Issued or guaranteed by U.S. | $6,435,000 | 3,287 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,334,000 | 5,466 |
| Total debt securities | $9,333,000 | 5,967 |
| 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 | $9,540,000 | 6,022 |
| U.S. Government securities | $6,604,000 | 5,972 |
| U.S. Treasury securities | $103,000 | 968 |
| U.S. Government agency obligations | $6,501,000 | 5,924 |
| Securities issued by states & political subdivisions | $2,936,000 | 3,804 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,000 | 6,046 |
| Mortgage-backed securities | $6,501,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $6,501,000 | 3,265 |
| Issued or guaranteed by U.S. | $6,501,000 | 3,248 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,540,000 | 5,506 |
| Total debt securities | $9,540,000 | 5,960 |
| 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 | $11,085,000 | 5,742 |
| U.S. Government securities | $8,143,000 | 5,547 |
| U.S. Treasury securities | $110,000 | 987 |
| U.S. Government agency obligations | $8,033,000 | 5,499 |
| Securities issued by states & political subdivisions | $2,942,000 | 3,825 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,014,000 | 5,604 |
| Mortgage-backed securities | $7,028,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $7,028,000 | 3,046 |
| Issued or guaranteed by U.S. | $7,028,000 | 3,033 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,085,000 | 5,220 |
| Total debt securities | $11,086,000 | 5,676 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,005,000 | 1,120 |
| 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 | $11,208,000 | 5,809 |
| U.S. Government securities | $8,226,000 | 5,673 |
| U.S. Treasury securities | $104,000 | 1,096 |
| U.S. Government agency obligations | $8,122,000 | 5,595 |
| Securities issued by states & political subdivisions | $2,982,000 | 3,800 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,005,000 | 5,670 |
| Mortgage-backed securities | $6,121,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $6,121,000 | 2,968 |
| Issued or guaranteed by U.S. | $6,121,000 | 2,953 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $11,208,000 | 5,243 |
| Total debt securities | $11,207,000 | 5,744 |
| 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 | $11,308,000 | 5,846 |
| U.S. Government securities | $8,322,000 | 5,759 |
| U.S. Treasury securities | $100,000 | 1,189 |
| U.S. Government agency obligations | $8,222,000 | 5,679 |
| Securities issued by states & political subdivisions | $2,986,000 | 3,802 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,988,000 | 5,725 |
| Mortgage-backed securities | $6,235,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $6,235,000 | 2,785 |
| Issued or guaranteed by U.S. | $6,235,000 | 2,770 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $11,308,000 | 5,259 |
| Total debt securities | $11,308,000 | 5,781 |
| 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 | $3,362,000 | 7,568 |
| U.S. Government securities | $3,039,000 | 7,297 |
| U.S. Treasury securities | $96,000 | 1,349 |
| U.S. Government agency obligations | $2,943,000 | 7,216 |
| Securities issued by states & political subdivisions | $323,000 | 5,579 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,083,000 | 6,181 |
| Mortgage-backed securities | $981,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $981,000 | 4,811 |
| Issued or guaranteed by U.S. | $981,000 | 4,797 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,362,000 | 6,881 |
| Total debt securities | $3,362,000 | 7,527 |
| 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 | $2,673,000 | 7,764 |
| U.S. Government securities | $2,673,000 | 7,456 |
| U.S. Treasury securities | $99,000 | 1,419 |
| U.S. Government agency obligations | $2,574,000 | 7,355 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $693,000 | 6,419 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,673,000 | 7,054 |
| Total debt securities | $2,673,000 | 7,715 |
| 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 | $2,181,000 | 7,917 |
| U.S. Government securities | $2,181,000 | 7,650 |
| U.S. Treasury securities | $98,000 | 1,474 |
| U.S. Government agency obligations | $2,083,000 | 7,536 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $691,000 | 6,443 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,181,000 | 7,200 |
| Total debt securities | $2,181,000 | 7,869 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $500,000 | 2,428 |
| 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 | $2,171,000 | 8,002 |
| U.S. Government securities | $2,171,000 | 7,717 |
| U.S. Treasury securities | $97,000 | 1,559 |
| U.S. Government agency obligations | $2,074,000 | 7,607 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $698,000 | 6,512 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,171,000 | 7,249 |
| Total debt securities | $2,171,000 | 7,956 |
| 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 | $3,149,000 | 7,822 |
| U.S. Government securities | $3,149,000 | 7,471 |
| U.S. Treasury securities | $95,000 | 1,616 |
| U.S. Government agency obligations | $3,054,000 | 7,358 |
| 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 | $680,000 | 6,553 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $3,149,000 | 7,055 |
| Total debt securities | $3,150,000 | 7,771 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $496,000 | 2,607 |
| 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 | $4,152,000 | 7,611 |
| U.S. Government securities | $4,152,000 | 7,195 |
| U.S. Treasury securities | $97,000 | 1,690 |
| U.S. Government agency obligations | $4,055,000 | 7,068 |
| 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 | $693,000 | 6,574 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $4,152,000 | 6,866 |
| Total debt securities | $4,152,000 | 7,560 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $497,000 | 2,604 |
| 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 | $4,152,000 | 7,652 |
| U.S. Government securities | $4,152,000 | 7,207 |
| U.S. Treasury securities | $99,000 | 1,682 |
| U.S. Government agency obligations | $4,053,000 | 7,081 |
| 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 | $693,000 | 6,604 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $4,152,000 | 6,895 |
| Total debt securities | $4,152,000 | 7,602 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $497,000 | 2,605 |
| 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 | $5,160,000 | 7,448 |
| U.S. Government securities | $5,160,000 | 6,906 |
| U.S. Treasury securities | $100,000 | 1,713 |
| U.S. Government agency obligations | $5,060,000 | 6,789 |
| 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 | $695,000 | 6,640 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $5,160,000 | 6,680 |
| Total debt securities | $5,160,000 | 7,390 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $498,000 | 2,567 |
| 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 | $5,173,000 | 7,478 |
| U.S. Government securities | $5,173,000 | 6,934 |
| U.S. Treasury securities | $102,000 | 1,766 |
| U.S. Government agency obligations | $5,071,000 | 6,821 |
| 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 | $696,000 | 6,635 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $5,173,000 | 6,688 |
| Total debt securities | $5,173,000 | 7,409 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,689 |
| Fair value | $499,000 | 2,554 |
| 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 | $5,159,000 | 7,556 |
| U.S. Government securities | $5,159,000 | 7,017 |
| U.S. Treasury securities | $98,000 | 1,932 |
| U.S. Government agency obligations | $5,061,000 | 6,890 |
| 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 | $695,000 | 6,682 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $5,159,000 | 6,759 |
| Total debt securities | $5,159,000 | 7,494 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $498,000 | 2,514 |
| 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 | $5,689,000 | 7,471 |
| U.S. Government securities | $5,689,000 | 6,867 |
| U.S. Treasury securities | $101,000 | 1,891 |
| U.S. Government agency obligations | $5,588,000 | 6,746 |
| 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 | $698,000 | 6,693 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $5,689,000 | 6,666 |
| Total debt securities | $5,689,000 | 7,401 |
| 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 | $2,199,000 | 8,355 |
| U.S. Government securities | $2,199,000 | 8,047 |
| U.S. Treasury securities | $102,000 | 1,912 |
| U.S. Government agency obligations | $2,097,000 | 7,929 |
| 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 | $700,000 | 6,717 |
| 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) | $2,199,000 | 7,551 |
| Total debt securities | $2,199,000 | 8,303 |
| 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 | $2,289,000 | 8,409 |
| U.S. Government securities | $2,289,000 | 8,099 |
| U.S. Treasury securities | $97,000 | 2,076 |
| U.S. Government agency obligations | $2,192,000 | 7,968 |
| 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 | $692,000 | 6,747 |
| 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) | $2,289,000 | 7,596 |
| Total debt securities | $2,289,000 | 8,356 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,320,000 | 8,138 |
| U.S. Government securities | $3,320,000 | 7,701 |
| U.S. Treasury securities | $105,000 | 2,006 |
| U.S. Government agency obligations | $3,215,000 | 7,576 |
| 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 | $2,217,000 | 5,759 |
| 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) | $3,320,000 | 7,327 |
| Total debt securities | $3,320,000 | 8,071 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,319,000 | 8,229 |
| U.S. Government securities | $3,319,000 | 7,778 |
| U.S. Treasury securities | $101,000 | 2,149 |
| U.S. Government agency obligations | $3,218,000 | 7,635 |
| 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 | $2,217,000 | 5,702 |
| 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) | $3,319,000 | 7,394 |
| Total debt securities | $3,319,000 | 8,154 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,324,000 | 8,474 |
| U.S. Government securities | $2,324,000 | 8,082 |
| U.S. Treasury securities | $101,000 | 2,214 |
| U.S. Government agency obligations | $2,223,000 | 7,950 |
| 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 | $2,220,000 | 5,677 |
| 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) | $2,324,000 | 7,651 |
| Total debt securities | $2,324,000 | 8,398 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,150,000 | 8,541 |
| U.S. Government securities | $2,150,000 | 8,144 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,150,000 | 7,965 |
| 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 | $2,150,000 | 5,729 |
| Mortgage-backed securities | $0 | 7,451 |
| 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 | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,150,000 | 7,719 |
| Total debt securities | $2,150,000 | 8,464 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,042,000 | 8,630 |
| U.S. Government securities | $2,042,000 | 8,259 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,042,000 | 8,083 |
| 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 | $1,040,000 | 6,544 |
| Mortgage-backed securities | $0 | 7,482 |
| 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 | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,042,000 | 7,780 |
| Total debt securities | $2,042,000 | 8,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,546,000 | 8,787 |
| U.S. Government securities | $1,546,000 | 8,499 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,546,000 | 8,335 |
| 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 | $1,445,000 | 6,267 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,546,000 | 7,949 |
| Total debt securities | $1,546,000 | 8,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $9,536,000 | 6,622 |
| U.S. Government securities | $9,536,000 | 5,634 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,536,000 | 5,400 |
| 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 | $909,000 | 6,861 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $9,536,000 | 5,739 |
| Total debt securities | $9,536,000 | 6,524 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 118 |
| Fair value | $2,962,000 | 138 |
| 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 | $6,393,000 | 7,881 |
| U.S. Government securities | $6,393,000 | 7,160 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,393,000 | 6,803 |
| 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 | $1,287,000 | 6,815 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,393,000 | 6,781 |
| Total debt securities | $6,401,000 | 7,760 |
| 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 | $9,734,000 | 7,158 |
| U.S. Government securities | $9,734,000 | 6,182 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,734,000 | 5,681 |
| 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 | $900,000 | 7,321 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,734,000 | 5,945 |
| Total debt securities | $9,734,000 | 7,037 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,186,000 | 9,059 |
| U.S. Government securities | $4,186,000 | 8,427 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,186,000 | 7,601 |
| 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 | $900,000 | 7,314 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,186,000 | 3,707 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $4,186,000 | 8,931 |
| 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 | $6,763,000 | 8,531 |
| U.S. Government securities | $6,763,000 | 7,778 |
| U.S. Treasury securities | $999,000 | 6,462 |
| U.S. Government agency obligations | $5,764,000 | 6,936 |
| 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 | $2,686,000 | 5,879 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,763,000 | 3,559 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $6,763,000 | 8,396 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,964,000 | 9,383 |
| U.S. Government securities | $5,964,000 | 8,688 |
| U.S. Treasury securities | $997,000 | 7,333 |
| U.S. Government agency obligations | $4,967,000 | 7,668 |
| 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 | $1,223,000 | 7,571 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,964,000 | 4,317 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $5,964,000 | 9,278 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,096,000 | 9,350 |
| U.S. Government securities | $7,096,000 | 8,573 |
| U.S. Treasury securities | $1,999,000 | 7,161 |
| U.S. Government agency obligations | $5,097,000 | 7,646 |
| 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 | $1,200,000 | 7,823 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,096,000 | 4,185 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $7,096,000 | 9,239 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,057,000 | 8,733 |
| U.S. Government securities | $10,057,000 | 7,716 |
| U.S. Treasury securities | $3,474,000 | 6,684 |
| U.S. Government agency obligations | $6,583,000 | 6,855 |
| 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 | $1,200,000 | 8,114 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,057,000 | 5,652 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $10,057,000 | 8,615 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $14,447,000 | 7,584 |
| U.S. Government securities | $14,447,000 | 6,416 |
| U.S. Treasury securities | $8,443,000 | 4,000 |
| U.S. Government agency obligations | $6,004,000 | 7,324 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $802,000 | 8,924 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,447,000 | 7,439 |
| 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 | $5,884,000 | 11,132 |
| U.S. Government securities | $5,884,000 | 10,216 |
| U.S. Treasury securities | $3,483,000 | 7,087 |
| U.S. Government agency obligations | $2,401,000 | 10,120 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $654,000 | 9,401 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $5,884,000 | 10,992 |
| 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 |